GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,279
COMMITMENTS
      25        0        0    2,936    3,279    2,961    3,279      318        0

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:       -747)
       0        0        0     -616     -747     -616     -747     -131        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     89.5    100.0     90.3    100.0      9.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       17       15       17
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,803
COMMITMENTS
   1,304    1,230       61    5,685    6,143    7,050    7,434      753      369

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:        153)
     -55       50       25      173      147      143      222       10      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     15.8      0.8     72.9     78.7     90.3     95.3      9.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        2       22       22       26       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      221,674
COMMITMENTS
  21,314   28,019   34,621  137,278  127,569  193,213  190,209   28,461   31,465

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      4,094)
    -574    5,882      331    4,777     -585    4,534    5,628     -440   -1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     12.6     15.6     61.9     57.5     87.2     85.8     12.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      23       42       40       65       71      116      133
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      946,291
COMMITMENTS
 145,386   98,513  351,432  377,429  456,462  874,247  906,407   72,044   39,884

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:        335)
   6,137     -501    7,932  -10,304   -4,980    3,765    2,451   -3,430   -2,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     10.4     37.1     39.9     48.2     92.4     95.8      7.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      48       67       75       92       75      188      175
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,052
COMMITMENTS
   1,619      676    8,953   54,213   54,418   64,785   64,047    9,267   10,005

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -3,216)
    -141     -403     -151   -5,748   -2,990   -6,040   -3,544    2,824      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.9     12.1     73.2     73.5     87.5     86.5     12.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       16       21       18       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,609
COMMITMENTS
   9,162        0      923   18,821   32,486   28,906   33,409   12,703    8,200

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -6,338)
   1,240        0   -1,836   -7,087   -4,793   -7,683   -6,629    1,345      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      0.0      2.2     45.2     78.1     69.5     80.3     30.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       12       12       14       14
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,514
COMMITMENTS
   8,272        0    1,824   96,191  103,319  106,287  105,143    8,227    9,371

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -4,918)
    -860        0        0   -5,675   -3,906   -6,535   -3,906    1,617   -1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      1.6     84.0     90.2     92.8     91.8      7.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       22       26       24       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,736
COMMITMENTS
  18,064        0        0   40,618   54,008   58,682   54,008    9,054   13,728

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -8,290)
       0        0        0  -10,087   -9,043  -10,087   -9,043    1,797      753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      0.0      0.0     60.0     79.7     86.6     79.7     13.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       13       12       15       12
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,868
COMMITMENTS
     322    4,005    6,786   57,071   53,436   64,179   64,227    3,689    3,641

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -6,662)
    -116   -1,144     -488   -6,661   -5,408   -7,265   -7,040      603      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      5.9     10.0     84.1     78.7     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       18       20       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,688
COMMITMENTS
   1,613      974    6,109   43,829   41,656   51,551   48,739    6,137    8,949

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -6,472)
      31     -775     -189   -4,767   -3,971   -4,925   -4,935   -1,547   -1,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.7     10.6     76.0     72.2     89.4     84.5     10.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       16       17       19       19
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,977
COMMITMENTS
   3,169    6,378    4,971   91,501   86,229   99,641   97,578    8,336   10,399

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -7,438)
     -62   -3,038      588   -9,734   -5,658   -9,208   -8,108    1,770      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      5.9      4.6     84.7     79.9     92.3     90.4      7.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       27       24       29       27
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,927
COMMITMENTS
     372        0        0   53,147   58,139   53,519   58,139   11,408    6,788

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:    -11,002)
    -868     -372     -372   -9,099  -10,234  -10,339  -10,978     -663      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     81.9     89.5     82.4     89.5     17.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       22       22       23       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,127
COMMITMENTS
       0    8,899    4,561   51,512   48,697   56,073   62,157   17,054   10,970

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -9,398)
       0   -5,732    1,143  -12,748   -5,052  -11,605   -9,641    2,207      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.2      6.2     70.4     66.6     76.7     85.0     23.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       18       15       20       17
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,649
COMMITMENTS
     735      372    4,086   40,157   47,659   44,978   52,117   16,671    9,532

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -3,457)
    -176        0     -124   -4,005   -3,810   -4,305   -3,934      848      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.6      6.6     65.1     77.3     73.0     84.5     27.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       15       18       16       20
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      166,805
COMMITMENTS
   2,561   12,764    9,574  135,190  135,015  147,325  157,353   19,480    9,452

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:    -16,688)
   2,429   -1,163   -4,447  -16,171  -11,955  -18,189  -17,565    1,501      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      7.7      5.7     81.0     80.9     88.3     94.3     11.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        5       32       28       37       34
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,018
COMMITMENTS
   4,832   12,503    1,371   73,765   61,295   79,968   75,169   11,050   15,849

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -6,100)
   2,602    2,583     -741   -9,344  -11,458   -7,483   -9,616    1,383    3,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     13.7      1.5     81.0     67.3     87.9     82.6     12.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       22       18       24       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      253,612
COMMITMENTS
   8,751      620    5,247  223,347  240,000  237,345  245,867   16,267    7,745

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:    -26,931)
  -1,680      548   -1,464  -31,428  -24,873  -34,572  -25,789    7,641   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.2      2.1     88.1     94.6     93.6     96.9      6.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        4       43       39       47       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      157,385
COMMITMENTS
   8,908   13,198    7,477  129,368  132,666  145,753  153,341   11,632    4,044

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:    -11,074)
    -766    3,039   -1,549   -9,465  -12,960  -11,780  -11,470      706      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      8.4      4.8     82.2     84.3     92.6     97.4      7.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        3       36       32       40       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      167,417
COMMITMENTS
       0    4,002    6,491  150,738  142,836  157,229  153,329   10,188   14,088

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -7,881)
       0   -1,256       86   -9,764   -9,881   -9,678  -11,051    1,797    3,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      3.9     90.0     85.3     93.9     91.6      6.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        1       35       32       36       34
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      166,984
COMMITMENTS
  24,421    4,132   15,586  118,199  132,564  158,206  152,282    8,778   14,702

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:    -21,517)
  -4,865   -2,237     -673  -18,823  -20,218  -24,361  -23,128    2,844    1,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      2.5      9.3     70.8     79.4     94.7     91.2      5.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        6       28       31       34       37
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,386
COMMITMENTS
       0    1,968      480   52,150   44,443   52,630   46,891    3,756    9,495

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -3,901)
       0      434        0   -5,737   -4,901   -5,737   -4,467    1,836      566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.9     92.5     78.8     93.3     83.2      6.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       22       20       23       22
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,261,779
COMMITMENTS
 169,324  183,687  1278336  1786909  1779679  3234569  3241702   27,210   20,077

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:   -171,599)
  14,420   15,426  -72,172 -118,530 -116,577 -176,282 -173,323    4,683    1,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      5.6     39.2     54.8     54.6     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      29       20       40      101       84      147      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      724,583
COMMITMENTS
 152,577  100,837  180,027  390,008  438,575  722,612  719,439    1,971    5,144

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:   -364,030)
-272,245 -268,133  -30,381  -59,984  -58,841 -362,610 -357,355   -1,420   -6,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     13.9     24.8     53.8     60.5     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       16       22       33       35       59       64
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,921
COMMITMENTS
   7,910      660    3,502   33,621   40,871   45,033   45,033      888      888

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -1,158)
    -204     -540     -220     -824     -508   -1,248   -1,268       90      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      1.4      7.6     73.2     89.0     98.1     98.1      1.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        5        6       34       34       42       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,792
COMMITMENTS
   1,410    2,425      126   23,193   21,923   24,729   24,474       63      318

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -3,366)
      40     -240      -40   -3,346   -3,066   -3,346   -3,346      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      9.8      0.5     93.6     88.4     99.7     98.7      0.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        1       21       20       22       25
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,227
COMMITMENTS
   1,524        0        0   17,660   19,227   19,184   19,227       43        0

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:       -128)
    -160      -80        0       32      -48     -128     -128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.0      0.0     91.9    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        0       16       14       19       14
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,162
COMMITMENTS
     252    1,203        0   13,721   12,959   13,973   14,162      189        0

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:       -880)
    -120     -220        0     -680     -600     -800     -820      -80      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      8.5      0.0     96.9     91.5     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0       11       11       12       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,884
COMMITMENTS
   2,760    4,030        0   20,782   19,746   23,542   23,776      342      108

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:       -786)
     -80      -54      -30     -726     -686     -836     -770       50      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     16.9      0.0     87.0     82.7     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        0       20       21       22       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,612
COMMITMENTS
   3,120        0      200   22,083   24,884   25,403   25,084    1,209    1,528

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:       -279)
     -10        0      -30     -248     -427     -288     -457        9      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      0.0      0.8     83.0     93.5     95.5     94.3      4.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       22       22       24       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,040
COMMITMENTS
     180      672    1,260   24,320   24,008   25,760   25,940      280      100

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:       -840)
     -60        0      -20      -72     -820     -152     -840     -688        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.6      4.8     93.4     92.2     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       17       12       19       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,736
COMMITMENTS
     316        0    1,052   11,756   12,172   13,124   13,224      612      512

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:        -26)
     -96        0      -24     -118     -250     -238     -274      212      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      7.7     85.6     88.6     95.5     96.3      4.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       14       15       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,173,630
COMMITMENTS
 159,235  159,104  240,079  711,235  697,748  1110549  1096931   63,081   76,699

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     24,792)
  -7,225    6,329   10,646   17,868    7,137   21,289   24,112    3,503      680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     13.6     20.5     60.6     59.5     94.6     93.5      5.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      79      125      122       87       94      248      271
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       52,559
COMMITMENTS
  30,707   34,044      976      630    3,448   32,313   38,468   20,246   14,091

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      9,005)
   2,880      252      -60     -277    3,277    2,543    3,469    6,462    5,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.4     64.8      1.9      1.2      6.6     61.5     73.2     38.5     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      20       23       10        1        3       26       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,116
COMMITMENTS
   2,565    6,930    4,592   11,432    6,172   18,589   17,694    7,527    8,422

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:        890)
     261      459      352      921    2,239    1,534    3,050     -644   -2,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     26.5     17.6     43.8     23.6     71.2     67.8     28.8     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        8        8       11        9       22       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       11,344
COMMITMENTS
   5,094    2,106        0    4,129    8,422    9,223   10,528    2,121      816

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:        460)
     255      233     -100      -20      -30      135      103      325      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     18.6      0.0     36.4     74.2     81.3     92.8     18.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      43        8        0       17       23       60       31
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,682
COMMITMENTS
   4,303      964       33    1,775    5,697    6,111    6,694    1,571      988

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:       -769)
    -308      220      -31      -50     -543     -389     -354     -380     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     12.5      0.4     23.1     74.2     79.5     87.1     20.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20        5        1       11       18       31       24
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       36,966
COMMITMENTS
   2,324    6,385      461   26,808   20,832   29,593   27,678    7,373    9,288

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:     -4,108)
  -1,508      188     -104      732   -3,867     -880   -3,783   -3,228     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     17.3      1.2     72.5     56.4     80.1     74.9     19.9     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      10       17        6       36       27       50       46
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       92,034
COMMITMENTS
  10,198    3,263    6,574   67,016   74,448   83,788   84,285    8,246    7,749

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      4,579)
     -86      193    1,382    2,955    1,272    4,251    2,847      328    1,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      3.5      7.1     72.8     80.9     91.0     91.6      9.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      23       10       15       48       57       79       79
 

Updated October 6, 2006