GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,812
COMMITMENTS
     125      168      150    4,337    4,049    4,612    4,367      200      445

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:       -150)
       0      168        0     -100     -318     -100     -150      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.5      3.1     90.1     84.1     95.8     90.8      4.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       17       18       19       21
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,895
COMMITMENTS
     578    6,844      159   16,038    9,662   16,775   16,665      120      230

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,283)
     303        0        0    1,040    1,343    1,343    1,343      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     40.5      0.9     94.9     57.2     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        1       35       31       40       32
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,973
COMMITMENTS
      30        0        0    2,158    2,283    2,188    2,283      785      690

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        182)
      30        0        0      197      162      227      162      -45       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     72.6     76.8     73.6     76.8     26.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       21       22       22       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      247,158
COMMITMENTS
  21,267   38,123   38,827  150,242  130,172  210,336  207,123   36,822   40,035

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -4,208)
     783    2,383        6   -4,844   -6,905   -4,055   -4,517     -152      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     15.4     15.7     60.8     52.7     85.1     83.8     14.9     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      30       43       41       67       68      120      131
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,445,632
COMMITMENTS
  84,336  102,627  669,773  621,476  630,155  1375586  1402555   70,046   43,077

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     38,740)
  -9,614  -13,466   34,941   11,376   16,517   36,703   37,992    2,037      749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      7.1     46.3     43.0     43.6     95.2     97.0      4.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      58       84      104       89       80      208      211
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,575
COMMITMENTS
   2,740   11,365    3,690   77,349   70,374   83,779   85,429    9,796    8,146

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        830)
    -194        0      543    3,352    3,241    3,701    3,784   -2,871   -2,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     12.1      3.9     82.7     75.2     89.5     91.3     10.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       23       25       26       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,072
COMMITMENTS
     430    2,316    2,922   35,017   28,202   38,369   33,440    7,703   12,632

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,692)
  -1,927    1,483    1,175    2,719   -1,526    1,967    1,132     -275      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      5.0      6.3     76.0     61.2     83.3     72.6     16.7     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       21       21       24       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,151
COMMITMENTS
   6,405    2,648    2,114  116,369  116,492  124,888  121,254    3,263    6,897

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      4,916)
   1,582    1,222      304    4,612    3,266    6,498    4,792   -1,582      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      2.1      1.6     90.8     90.9     97.5     94.6      2.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        1        3       33       33       37       36
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,553
COMMITMENTS
  18,256        0        0   45,622   64,216   63,878   64,216   12,675   12,337

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      4,779)
     834        0        0      995    2,853    1,829    2,853    2,950    1,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      0.0      0.0     59.6     83.9     83.4     83.9     16.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       20       18       22       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,970
COMMITMENTS
   3,183    1,110    6,271   65,523   66,165   74,977   73,546    3,993    5,424

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      5,909)
     342     -586    1,150    4,210    4,187    5,702    4,751      207    1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.4      7.9     83.0     83.8     94.9     93.1      5.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        4       20       19       24       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,215
COMMITMENTS
   2,618      326    4,377   51,427   56,435   58,422   61,138    9,793    7,077

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      3,829)
     852      120      355      439    3,444    1,646    3,919    2,183      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.5      6.4     75.4     82.7     85.6     89.6     14.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       19       20       21       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,551
COMMITMENTS
   4,130    2,490    4,863   76,738   78,256   85,731   85,609    8,820    8,942

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -2,672)
       0   -3,283      981   -3,435   -1,450   -2,454   -3,752     -218    1,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.6      5.1     81.2     82.8     90.7     90.5      9.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       29       28       32       30
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,294
COMMITMENTS
       0    8,866    1,435   64,554   63,162   65,989   73,463   13,305    5,831

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,699)
       0    4,228     -137    3,092      -22    2,955    4,069   -1,256   -2,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.2      1.8     81.4     79.7     83.2     92.6     16.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       22       18       24       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,316
COMMITMENTS
   4,602    3,542        0   52,734   55,158   57,336   58,700    7,980    6,616

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      2,532)
     248        0        0    1,948    2,465    2,196    2,465      336       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      5.4      0.0     80.7     84.4     87.8     89.9     12.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       21       22       23       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,264
COMMITMENTS
   1,867    4,669    4,910   79,446   78,614   86,223   88,193   13,041   11,071

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      3,354)
  -1,616      745     -241    5,858    2,784    4,001    3,288     -647       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      4.7      4.9     80.0     79.2     86.9     88.8     13.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        2       28       25       30       28
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,245
COMMITMENTS
       0    3,822    1,702   43,300   50,960   45,002   56,484   16,243    4,761

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        811)
       0   -1,606      255      674    1,948      929      597     -118      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.2      2.8     70.7     83.2     73.5     92.2     26.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       15       15       16       17
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       21,468
COMMITMENTS
       0    1,200        0   20,748   18,726   20,748   19,926      720    1,542

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      0.0     96.6     87.2     96.6     92.8      3.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12       11       12       13
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      189,724
COMMITMENTS
     968   16,600   18,567  154,620  147,134  174,155  182,301   15,569    7,423

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:       -295)
  -1,040     -627      727      425      533      112      633     -407     -928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      8.7      9.8     81.5     77.6     91.8     96.1      8.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        6        6       37       37       43       44
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,305
COMMITMENTS
   2,029    2,165    2,255   71,360   69,837   75,644   74,257    8,661   10,048

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,162)
     248     -428     -400      650    4,074      498    3,246      664   -2,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.6      2.7     84.6     82.8     89.7     88.1     10.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       21       22       24       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,754
COMMITMENTS
     336        0        0   51,915   50,957   52,251   50,957    1,503    2,797

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,100)
       0        0        0    1,218    4,682    1,218    4,682     -118   -3,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     96.6     94.8     97.2     94.8      2.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       11       20       12       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      292,843
COMMITMENTS
  14,796      482    9,108  257,990  276,241  281,894  285,831   10,949    7,012

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      5,069)
   4,904   -2,208      476      679    7,157    6,059    5,425     -990     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.2      3.1     88.1     94.3     96.3     97.6      3.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        1        6       45       42       51       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      172,571
COMMITMENTS
  12,346    8,947   15,090  134,396  144,313  161,832  168,350   10,739    4,221

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      4,048)
   1,942    3,372   -2,422    7,269    4,603    6,789    5,553   -2,741   -1,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      5.2      8.7     77.9     83.6     93.8     97.6      6.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        4       39       37       44       42
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      177,402
COMMITMENTS
   9,366    5,091    9,115  140,934  144,898  159,415  159,104   17,987   18,298

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      6,909)
   2,200    1,130    1,727   -1,475    3,106    2,452    5,963    4,457      946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      2.9      5.1     79.4     81.7     89.9     89.7     10.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        4        4       34       32       39       37
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      243,874
COMMITMENTS
  41,258    3,471   20,208  166,267  204,249  227,733  227,928   16,141   15,946

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      7,390)
 -14,442    1,301    1,111   19,351    1,323    6,020    3,735    1,370    3,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      1.4      8.3     68.2     83.8     93.4     93.5      6.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        5       36       35       43       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,862
COMMITMENTS
     182    2,404      792   50,837   48,022   51,811   51,218    9,051    9,644

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      2,712)
    -208    1,760      376    4,684      778    4,852    2,914   -2,140     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      3.9      1.3     83.5     78.9     85.1     84.2     14.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       25       23       27       26
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,160,453
COMMITMENTS
 156,901  119,934  1216521  1755876  1806780  3129298  3143235   31,155   17,218

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     50,354)
   2,063  -50,331   64,554  -10,513   40,807   56,104   55,030   -5,750   -4,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      3.8     38.5     55.6     57.2     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      23       27       47      108       90      156      141
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      917,039
COMMITMENTS
 166,292  118,071  185,867  556,915  606,888  909,074  910,826    7,965    6,213

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     12,413)
 -46,971   20,914   22,433   36,109  -30,806   11,571   12,541      842     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     12.9     20.3     60.7     66.2     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      17       16       28       37       37       68       67
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       81,428
COMMITMENTS
   2,416    1,199    3,482   74,608   76,225   80,506   80,906      922      522

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      3,121)
    -168       31      525    2,611    2,394    2,968    2,950      152      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.5      4.3     91.6     93.6     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        5        7       38       36       47       43
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       20,271
COMMITMENTS
     938        0      598   18,606   19,250   20,142   19,848      129      423

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      3.0     91.8     95.0     99.4     97.9      0.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       14       17       15       18
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,229
COMMITMENTS
       0      628    1,317   18,469   17,727   19,786   19,671      443      558

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        336)
     -17        0        8      321      261      312      269       24       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      6.5     91.3     87.6     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       21       22       23       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,052
COMMITMENTS
      46      560       60   14,690   14,664   14,796   15,284    1,256      768

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        489)
      46        0        0      283      518      329      518      160      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      3.5      0.4     91.5     91.4     92.2     95.2      7.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       14       18       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,054
COMMITMENTS
   1,630      170      300   22,570   25,144   24,500   25,614    1,554      440

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:         60)
       0      110        0       60      -50       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.7      1.2     86.6     96.5     94.0     98.3      6.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       25       18       26       20
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,302
COMMITMENTS
       0    1,138    1,920   26,844   26,010   28,764   29,068      538      234

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        712)
     -60        0        0      772      652      712      652        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      6.6     91.6     88.8     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       17       15       18       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,810
COMMITMENTS
     120      652      560   10,760   10,148   11,440   11,360      370      450

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:          2)
       0        0        0        2        2        2        2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      5.5      4.7     91.1     85.9     96.9     96.2      3.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       12       17       13
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,273,709
COMMITMENTS
 190,493  147,514  645,761  1350086  1394918  2186340  2188194   87,369   85,515

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:   -123,442)
 -10,312   -3,779  -67,219  -44,274  -55,200 -121,805 -126,198   -1,637    2,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      6.5     28.4     59.4     61.3     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     105      118      159       95      101      291      300
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,792
COMMITMENTS
   2,358    9,223   11,553   25,448   17,335   39,359   38,111    5,433    6,681

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      8,892)
    -189     -865    5,733    4,071    4,957    9,615    9,825     -723     -933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     20.6     25.8     56.8     38.7     87.9     85.1     12.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        8       12       15       14       28       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,479
COMMITMENTS
   8,325    2,905        1    3,624   11,281   11,950   14,187    2,529      292

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,555)
   1,846      136     -109     -164    1,472    1,573    1,499      -18       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.5     20.1      0.0     25.0     77.9     82.5     98.0     17.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      63        8        1       15       27       79       35
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,102
COMMITMENTS
   4,527    1,118        3    2,138    7,023    6,668    8,144    2,434      958

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        598)
     881      -23      -10     -402      683      469      650      129      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.7     12.3      0.0     23.5     77.2     73.3     89.5     26.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      25        6        1        9       20       35       26
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      187,430
COMMITMENTS
  31,164   25,405   19,103  119,761  124,748  170,027  169,256   17,403   18,174

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      4,072)
     357    2,478    3,038    1,434      136    4,830    5,652     -758   -1,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     13.6     10.2     63.9     66.6     90.7     90.3      9.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      47       29       26       86       84      141      133
 

Updated January 26, 2007