GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,719
COMMITMENTS
     100        0        0    2,457    2,659    2,557    2,659      162       60

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -1,270)
       0      -50        0   -1,195   -1,230   -1,195   -1,280      -75       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.0     90.4     97.8     94.0     97.8      6.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       14       16       14
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,868
COMMITMENTS
     353      125      450    6,733    7,044    7,536    7,619      332      249

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:       -750)
       0       25      -25     -674     -681     -699     -681      -51      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.6      5.7     85.6     89.5     95.8     96.8      4.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        2       27       29       31       31
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,897
COMMITMENTS
       0        0        0    2,267    2,306    2,267    2,306      630      591

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:       -141)
       0        0        0      -28       87      -28       87     -113     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     78.3     79.6     78.3     79.6     21.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       19       18       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      217,467
COMMITMENTS
  27,484   26,578   25,226  134,475  137,919  187,185  189,723   30,282   27,744

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:    -11,309)
   4,688   -2,466   -3,395  -12,040   -1,756  -10,747   -7,617     -562   -3,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     12.2     11.6     61.8     63.4     86.1     87.2     13.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      32       39       38       66       69      120      127
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      895,884
COMMITMENTS
 135,562   86,482  346,747  354,480  423,640  836,789  856,869   59,095   39,015

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     10,566)
   7,310    9,774    1,846   -2,288   -2,820    6,868    8,800    3,698    1,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      9.7     38.7     39.6     47.3     93.4     95.6      6.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      56       62       78       78       67      180      168
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,672
COMMITMENTS
   4,293        0    6,602   63,008   67,892   73,903   74,494    9,769    9,178

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -5,694)
  -1,419        0      197   -4,639   -5,447   -5,861   -5,250      167     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      7.9     75.3     81.1     88.3     89.0     11.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       20       24       22       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,982
COMMITMENTS
   5,507        0      655   19,542   29,025   25,704   29,680   12,278    8,302

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -6,606)
  -2,133        0      111   -4,387   -5,140   -6,409   -5,029     -197   -1,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      0.0      1.7     51.5     76.4     67.7     78.1     32.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       15       17       17       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      125,760
COMMITMENTS
   5,068   12,238    1,878  112,806  101,737  119,752  115,853    6,008    9,907

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -7,939)
  -3,080     -471     -312   -2,708   -7,764   -6,100   -8,547   -1,839      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      9.7      1.5     89.7     80.9     95.2     92.1      4.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        1       25       26       27       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,192
COMMITMENTS
  17,422   22,692        0   36,776   30,456   54,198   53,148   11,994   13,044

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -3,302)
       0     -741        0   -2,341   -2,477   -2,341   -3,218     -961      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     34.3      0.0     55.6     46.0     81.9     80.3     18.1     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       13       12       15       13
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,534
COMMITMENTS
     118    2,862    6,325   58,320   56,843   64,763   66,030    5,771    4,504

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -2,563)
     118   -1,580      555   -5,406   -1,557   -4,733   -2,582    2,170       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      4.1      9.0     82.7     80.6     91.8     93.6      8.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        4       18       17       22       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,611
COMMITMENTS
   2,692      236    4,714   48,589   47,666   55,995   52,616    6,616    9,995

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -3,933)
  -1,739       62     -632   -2,742   -3,914   -5,113   -4,484    1,180      551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.4      7.5     77.6     76.1     89.4     84.0     10.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       17       17       21       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,323
COMMITMENTS
   5,868    3,446    4,768   83,760   77,980   94,396   86,194    5,927   14,129

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -5,777)
      89   -1,321      101   -4,098   -6,984   -3,908   -8,204   -1,869    2,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      3.4      4.8     83.5     77.7     94.1     85.9      5.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       27       23       31       26
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,613
COMMITMENTS
       0    6,961    1,123   55,061   52,312   56,184   60,396   13,429    9,217

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -1,773)
       0    1,230     -432   -2,841   -2,472   -3,273   -1,674    1,500      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.0      1.6     79.1     75.1     80.7     86.8     19.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       14       18       15
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,102
COMMITMENTS
  10,611        0    1,172   40,912   53,596   52,695   54,768    8,407    6,334

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -5,402)
  -2,592     -242     -614   -1,957   -5,158   -5,163   -6,014     -239      612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      0.0      1.9     67.0     87.7     86.2     89.6     13.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       20       21       22       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,803
COMMITMENTS
   1,744    9,433    1,474   63,613   62,653   66,831   73,560   14,972    8,243

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -5,740)
    -328   -1,969   -1,065   -4,540   -2,763   -5,933   -5,797      193       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     11.5      1.8     77.8     76.6     81.7     89.9     18.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       24       21       27       24
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,579
COMMITMENTS
   1,834    2,094    1,688   36,101   48,736   39,623   52,518   17,956    5,061

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -5,727)
    -303      117     -296   -3,775   -5,861   -4,374   -6,040   -1,353      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      3.6      2.9     62.7     84.6     68.8     91.2     31.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       13       16       15       19
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      184,986
COMMITMENTS
   1,796   14,765   29,272  137,329  135,049  168,397  179,086   16,589    5,900

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:    -10,941)
  -3,232   -2,204     -979   -7,503   -6,063  -11,714   -9,246      773   -1,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      8.0     15.8     74.2     73.0     91.0     96.8      9.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        6       35       33       41       40
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,231
COMMITMENTS
   1,403    1,086    4,430   67,960   63,699   73,793   69,215    8,438   13,016

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -7,656)
  -2,461     -627      614   -5,064   -7,052   -6,911   -7,065     -745     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.3      5.4     82.6     77.5     89.7     84.2     10.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       22       20       25       23
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      275,218
COMMITMENTS
  10,127   10,480    5,966  248,709  251,300  264,802  267,746   10,416    7,472

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:    -14,526)
     655     -486   -1,692  -12,527  -12,627  -13,564  -14,805     -962      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      3.8      2.2     90.4     91.3     96.2     97.3      3.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        2        6       40       40       47       46
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      165,373
COMMITMENTS
  15,543    6,082   16,954  118,031  135,767  150,528  158,803   14,845    6,570

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:    -15,868)
  -3,726    1,448     -258  -14,916  -18,530  -18,900  -17,340    3,032    1,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      3.7     10.3     71.4     82.1     91.0     96.0      9.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        3       33       30       37       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      171,616
COMMITMENTS
   4,386    1,694    5,889  141,493  146,757  151,768  154,340   19,848   17,276

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -7,239)
   1,664   -1,378     -907  -12,485   -5,581  -11,728   -7,866    4,489      627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      1.0      3.4     82.4     85.5     88.4     89.9     11.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        3       33       29       37       33
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      204,029
COMMITMENTS
  54,443    7,110   11,395  124,310  168,623  190,148  187,128   13,881   16,901

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -8,924)
     -27   -6,769   -1,751   -5,817   -1,431   -7,595   -9,951   -1,329    1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      3.5      5.6     60.9     82.6     93.2     91.7      6.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        3       32       34       39       38
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,457
COMMITMENTS
       0    3,301    1,406   43,214   35,774   44,620   40,481    5,837    9,976

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -6,961)
       0   -1,310     -884   -7,537   -5,853   -8,421   -8,047    1,460    1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      2.8     85.6     70.9     88.4     80.2     11.6     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       19       18       20       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,050,753
COMMITMENTS
 137,629  158,815  1142005  1735444  1733561  3015078  3034381   35,675   16,372

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:   -131,784)
 -17,843  -30,188   -1,655 -117,354  -93,804 -136,852 -125,647    5,068   -6,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      5.2     37.4     56.9     56.8     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      25       23       44       97       85      143      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      750,790
COMMITMENTS
 138,485   46,400  203,159  404,834  495,772  746,478  745,331    4,312    5,459

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      7,594)
   4,676   -1,942   -2,191    4,401   11,391    6,886    7,258      708      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      6.2     27.1     53.9     66.0     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      19       10       25       32       33       60       59
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       43,628
COMMITMENTS
   4,490    1,530    2,286   36,003   38,832   42,779   42,648      849      980

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -1,353)
  -1,554     -400      -14       45   -1,261   -1,523   -1,675      170      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      3.5      5.2     82.5     89.0     98.1     97.8      1.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        5       37       35       44       41
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,073
COMMITMENTS
     778      348      838   20,417   20,572   22,033   21,758       40      315

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -1,743)
       4     -307      -88   -1,617   -1,285   -1,701   -1,680      -42      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.6      3.8     92.5     93.2     99.8     98.6      0.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        2       18       19       20       23
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,728
COMMITMENTS
   1,268        0        0   16,417   17,728   17,685   17,728       43        0

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:       -735)
     -80        0        0     -655     -735     -735     -735        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      0.0     92.6    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        0       14       14       17       14
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,216
COMMITMENTS
       0      818        0   13,156   12,398   13,156   13,216       60        0

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:       -326)
       0     -143        0     -263     -183     -263     -326      -63        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.2      0.0     99.5     93.8     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        0       11       10       11       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,272
COMMITMENTS
      60    1,152      776   18,188   17,296   19,024   19,224      248       48

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -1,192)
     -60      -44      -56   -1,072   -1,072   -1,188   -1,172       -4      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      6.0      4.0     94.4     89.7     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       19       21       21       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,380
COMMITMENTS
   1,270        0      170   13,112   14,662   14,552   14,832      828      548

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:        624)
    -180        0       40      530      824      390      864      234     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      1.1     85.3     95.3     94.6     96.4      5.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       14       18       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,648
COMMITMENTS
   1,740      836      300   23,233   24,550   25,273   25,686    1,375      962

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:       -712)
    -590      -70        0      -75     -612     -665     -682      -47      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      3.1      1.1     87.2     92.1     94.8     96.4      5.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       24       22       25       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,396
COMMITMENTS
     660    1,062    1,780   23,218   23,362   25,658   26,204      738      192

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:       -730)
     -20       80     -100     -610     -730     -730     -750        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      4.0      6.7     88.0     88.5     97.2     99.3      2.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       16       14       19       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,856
COMMITMENTS
       0      596      616   11,602   11,262   12,218   12,474      638      382

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:       -552)
       0       16      -16     -498     -492     -514     -492      -38      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      4.8     90.2     87.6     95.0     97.0      5.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       14       16       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,218,680
COMMITMENTS
 167,778  148,767  264,976  719,307  717,578  1152061  1131321   66,619   87,359

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     46,225)
  -2,094   -9,291   24,001   19,223   14,880   41,130   29,590    5,095   16,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     12.2     21.7     59.0     58.9     94.5     92.8      5.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      89      108      121       85       89      254      258
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,213
COMMITMENTS
   3,330    8,295    3,920   16,571   10,138   23,821   22,353    6,392    7,860

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      3,329)
    -181    1,235    1,236    2,780    1,277    3,835    3,748     -506     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     27.5     13.0     54.8     33.6     78.8     74.0     21.2     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        9       13       11       23       20
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       11,042
COMMITMENTS
   4,598    2,496       65    4,118    8,278    8,781   10,839    2,261      203

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:       -464)
    -119      270     -334      122      -83     -331     -147     -133     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     22.6      0.6     37.3     75.0     79.5     98.2     20.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      53        9        4       18       21       74       31
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,015
COMMITMENTS
   2,902      961        0    2,244    6,183    5,146    7,144    2,869      871

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:        -66)
    -413       88     -125      340       35     -198       -2      132      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     12.0      0.0     28.0     77.1     64.2     89.1     35.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      18        5        0       11       20       29       25
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        4,907
COMMITMENTS
     344      740        0    3,609    2,976    3,953    3,716      954    1,191

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -1,731)
    -447      367      -36     -509   -1,474     -992   -1,143     -739     -588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     15.1      0.0     73.5     60.6     80.6     75.7     19.4     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       10        9       11       12
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      121,496
COMMITMENTS
  21,069    8,774    4,560   83,288   98,039  108,917  111,373   12,579   10,123

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:        175)
   2,394     -994    1,089   -4,784     -681   -1,301     -586    1,476      761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      7.2      3.8     68.6     80.7     89.6     91.7     10.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      36       16       21       64       72      108      106
 

Updated December 8, 2006