GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,048
COMMITMENTS
      25        0        0    3,752    3,798    3,777    3,798      271      250

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     92.7     93.8     93.3     93.8      6.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       14       14       14
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,890
COMMITMENTS
   1,359    1,180       36    4,802    5,286    6,197    6,502      693      388

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        400)
      54     -348        6      248      650      308      308       92       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     17.1      0.5     69.7     76.7     89.9     94.4     10.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        1       21       23       25       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      243,469
COMMITMENTS
  20,954   21,703   48,170  141,087  136,532  210,211  206,405   33,258   37,065

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     14,374)
  -1,561    4,116    7,316    8,921    1,638   14,676   13,070     -302    1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      8.9     19.8     57.9     56.1     86.3     84.8     13.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      29       37       41       67       78      122      136
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,487,089
COMMITMENTS
 137,760   97,341  698,555  570,353  645,381  1406669  1441277   80,420   45,812

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     63,648)
   2,341    6,074   41,088   24,145   19,628   67,575   66,790   -3,927   -3,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      6.5     47.0     38.4     43.4     94.6     96.9      5.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      58       77       89       97       87      208      203
 
 
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                    Code-023655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       20,280
COMMITMENTS
   8,607   13,948    3,040      637       36   12,284   17,024    7,996    3,256

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      2,641)
   3,211    3,168    1,352     -564     -900    3,999    3,620   -1,358     -979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4     68.8     15.0      3.1      0.2     60.6     83.9     39.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      14        8        3        1        1       17       10
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,463
COMMITMENTS
   5,626    3,132    7,634   55,812   57,634   69,072   68,400    8,391    9,063

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      4,764)
   1,700     -912      172      861    3,490    2,733    2,750    2,031    2,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      4.0      9.9     72.0     74.4     89.2     88.3     10.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       22       23       24       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,169
COMMITMENTS
   9,962      780    1,192   24,470   35,870   35,624   37,842   10,545    8,327

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      3,038)
      67        0      190    1,782    2,848    2,039    3,038      999        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      1.7      2.6     53.0     77.7     77.2     82.0     22.8     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       16       15       19       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      115,242
COMMITMENTS
   9,132        0    1,824   97,335  103,668  108,291  105,492    6,951    9,750

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     -1,075)
     302        0        0    1,637    2,120    1,939    2,120   -3,014   -3,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      1.6     84.5     90.0     94.0     91.5      6.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       27       29       29       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,119
COMMITMENTS
  18,064        0        0   50,225   63,322   68,289   63,322    7,830   12,797

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      4,006)
   6,080        0        0   -1,427    4,255    4,653    4,255     -647     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      0.0      0.0     66.0     83.2     89.7     83.2     10.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       24       19       26       19
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,579
COMMITMENTS
      10    5,879    6,546   63,081   57,589   69,637   70,014    3,942    3,565

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        198)
    -856    1,470     -826    1,547     -781     -135     -137      333      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.0      8.9     85.7     78.3     94.6     95.2      5.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        3       21       19       24       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,729
COMMITMENTS
   2,017        0    6,523   45,604   44,083   54,144   50,606    6,585   10,123

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        227)
     373     -391     -133   -1,841      318   -1,601     -206    1,828      433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0     10.7     75.1     72.6     89.2     83.3     10.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        2       18       21       21       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,343
COMMITMENTS
   3,291    8,747    6,563   99,731   93,047  109,585  108,357    7,758    8,986

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      2,991)
   3,291     -973      457    1,553    4,392    5,301    3,876   -2,310     -885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      7.5      5.6     85.0     79.3     93.4     92.3      6.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        3       33       27       36       30
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,942
COMMITMENTS
       0    7,107      340   26,701   23,935   27,041   31,382    7,901    3,560

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        505)
       0      151      -78      432      370      354      443      151       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.3      1.0     76.4     68.5     77.4     89.8     22.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       15       17       16       19
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,338
COMMITMENTS
      14    3,680    2,424   59,117   56,649   61,555   62,753    9,783    8,585

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        365)
    -155   -2,426     -757      896    4,529      -16    1,346      381     -981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      3.4     82.9     79.4     86.3     88.0     13.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       17       17       19       19
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,769
COMMITMENTS
   3,188      248    2,730   40,358   40,421   46,276   43,399    3,493    6,370

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        527)
  -2,886        0     -830    4,968    1,943    1,252    1,113     -725     -586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.5      5.5     81.1     81.2     93.0     87.2      7.0     12.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,449
COMMITMENTS
   5,270        0       62   60,098   70,868   65,430   70,930   12,019    6,519

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      1,097)
       0        0        0      787      801      787      801      310      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      0.1     77.6     91.5     84.5     91.6     15.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       25       25       27       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,452
COMMITMENTS
       0   15,102    3,264   66,280   53,909   69,544   72,275   13,908   11,177

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      1,404)
       0    1,891     -939       51     -158     -888      794    2,292      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.1      3.9     79.4     64.6     83.3     86.6     16.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       24       19       25       21
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,515
COMMITMENTS
     359      372    4,321   43,202   51,090   47,882   55,783   15,633    7,732

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        867)
     359   -1,480      619   -1,255    1,444     -277      583    1,144      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.6      6.8     68.0     80.4     75.4     87.8     24.6     12.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,968
COMMITMENTS
   1,240    3,452        0   46,838   45,598   48,078   49,050    1,890      918

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      1,054)
       0   -1,116        0      992    1,674      992      558       62      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      6.9      0.0     93.7     91.3     96.2     98.2      3.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        0       11       14       12       17
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      178,701
COMMITMENTS
     132   12,983   14,875  146,001  142,970  161,008  170,828   17,693    7,873

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      4,387)
     132   -4,142    3,503      780    4,085    4,415    3,446      -28      941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      7.3      8.3     81.7     80.0     90.1     95.6      9.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        5        6       38       31       44       37
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,832
COMMITMENTS
   2,168   10,867    3,412   79,204   70,400   84,784   84,679   12,048   12,153

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      3,728)
       0    5,513   -2,077    4,736   -1,290    2,659    2,146    1,069    1,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     11.2      3.5     81.8     72.7     87.6     87.4     12.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       26       22       28       25
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,164
COMMITMENTS
   1,240    3,968        0   69,958   68,490   71,198   72,458    1,966      706

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      1,240)
       0   -1,116        0     -232    1,922     -232      806    1,472      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      5.4      0.0     95.6     93.6     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        0       19       22       20       25
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      278,716
COMMITMENTS
  15,435       72    4,343  246,795  266,171  266,573  270,586   12,143    8,130

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      7,211)
   3,934        0   -2,698    2,954    8,386    4,190    5,688    3,021    1,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      1.6     88.5     95.5     95.6     97.1      4.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        1        4       47       43       53       47
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,355
COMMITMENTS
  13,458    5,505    9,053  128,732  143,757  151,243  158,315    9,112    2,040

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      4,306)
   4,521      594    1,078      202    5,105    5,801    6,777   -1,495   -2,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      3.4      5.6     80.3     89.6     94.3     98.7      5.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        3       39       37       44       42
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      172,422
COMMITMENTS
   1,326    1,221    7,429  156,200  152,862  164,955  161,512    7,467   10,910

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     12,234)
   1,326   -1,973      821   14,783   11,593   16,930   10,441   -4,696    1,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.7      4.3     90.6     88.7     95.7     93.7      4.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        1        1       40       37       41       39
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      174,876
COMMITMENTS
  17,300    7,080   18,660  134,419  139,101  170,379  164,841    4,497   10,035

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     -3,062)
  -2,023    2,436   -2,720       65   -3,504   -4,678   -3,788    1,616      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      4.0     10.7     76.9     79.5     97.4     94.3      2.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        6       36       36       42       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,532
COMMITMENTS
       0    1,534      480   57,008   48,589   57,488   50,603    2,044    8,929

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        830)
       0       60        0    1,686    1,291    1,686    1,351     -856     -521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      0.8     95.8     81.6     96.6     85.0      3.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       23       25       24       26
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,407,081
COMMITMENTS
 158,036  169,400  1359509  1865162  1860495  3382707  3389404   24,374   17,677

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:    297,856)
 -14,310      207  153,216  153,729  139,772  292,635  293,195    5,221    4,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      5.0     39.9     54.7     54.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      31       19       42      107       87      156      131
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      979,775
COMMITMENTS
 334,808  302,300  208,047  434,205  465,159  977,060  975,506    2,715    4,269

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:    211,121)
 168,668  187,863     -423   41,648   25,861  209,893  213,301    1,228   -2,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2     30.9     21.2     44.3     47.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      23       11       26       34       34       66       62
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       76,536
COMMITMENTS
   7,994      885    6,552   61,209   68,331   75,755   75,768      781      768

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      2,070)
    -383     -259      370    2,709    2,599    2,697    2,710     -627     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      1.2      8.6     80.0     89.3     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      10        3       11       39       39       52       50
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       28,070
COMMITMENTS
   1,370    2,665      166   26,451   24,901   27,987   27,732       83      338

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        1       22       20       23       25
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,845
COMMITMENTS
   1,684       80        0   17,118   18,765   18,802   18,845       43        0

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -43        0      -43        0       43        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.4      0.0     90.8     99.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       16       15       19       16
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| 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 09/12/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,844
COMMITMENTS
   3,080    4,084       30   21,454   20,600   24,564   24,714      280      130

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -60      -40      -60      -40       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     16.4      0.1     86.4     82.9     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       19       21       22       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,679
COMMITMENTS
   3,130        0      230   22,893   26,089   26,253   26,319    1,426    1,360

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        190)
     -40        0        0      210      250      170      250       20      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.0      0.8     82.7     94.3     94.8     95.1      5.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       22       23       24       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,280
COMMITMENTS
     240      672    1,280   25,744   26,228   27,264   28,180    1,016      100

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      2,920)
    -440        0      440    2,696    2,380    2,696    2,820      224      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      2.4      4.5     91.0     92.7     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,790
COMMITMENTS
     432        0    1,076   11,950   12,594   13,458   13,670      332      120

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:       -100)
       0        0       20     -114      -24      -94       -4       -6      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      7.8     86.7     91.3     97.6     99.1      2.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       15       15       18       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,928,169
COMMITMENTS
 165,748  119,940  611,856  1071171  1096155  1848774  1827951   79,395  100,218

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:    -90,191)
 -12,055   -5,204  -36,322  -38,113  -51,684  -86,490  -93,210   -3,700    3,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      6.2     31.7     55.6     56.8     95.9     94.8      4.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     112      102      152       85       98      269      291
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       52,263
COMMITMENTS
  27,468   24,171    2,401      781    1,104   30,650   27,676   21,613   24,587

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      7,993)
   7,016   -3,854     -445      781    1,104    7,352   -3,195      641   11,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.6     46.2      4.6      1.5      2.1     58.6     53.0     41.4     47.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17       17       17        1        2       26       28
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,572
COMMITMENTS
   2,331    7,025    4,267   11,557    5,197   18,155   16,489    7,417    9,083

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     -6,416)
    -455   -1,671   -2,117   -2,458     -616   -5,030   -4,404   -1,386   -2,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     27.5     16.7     45.2     20.3     71.0     64.5     29.0     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        8        7       10        8       20       17
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       10,823
COMMITMENTS
   5,111    2,381        2    3,871    8,015    8,984   10,398    1,839      425

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:       -666)
    -768      134      -40      270     -840     -538     -746     -128       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2     22.0      0.0     35.8     74.1     83.0     96.1     17.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      44        8        1       15       22       60       30
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,528
COMMITMENTS
   4,771      550      115    1,835    6,529    6,721    7,194    1,807    1,334

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:       -871)
    -876      -50       -9      156     -999     -729   -1,058     -142      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.9      6.4      1.3     21.5     76.6     78.8     84.4     21.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        3        3       11       19       33       25
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       57,552
COMMITMENTS
   3,608    7,004    7,191   36,186   33,840   46,985   48,035   10,567    9,516

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     -3,156)
  -2,179    1,971     -411    1,270   -3,768   -1,320   -2,209   -1,837     -947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     12.2     12.5     62.9     58.8     81.6     83.5     18.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      21       19       18       46       44       76       72
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       88,521
COMMITMENTS
  11,940    1,893    5,965   62,839   75,084   80,744   82,942    7,776    5,578

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      6,011)
    -437      820   -1,497    7,701    6,110    5,768    5,433      243      578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      2.1      6.7     71.0     84.8     91.2     93.7      8.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      18        6        9       54       62       76       75
 

Updated September 22, 2006