GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,404
COMMITMENTS
       0        0       25    3,061    3,379    3,086    3,404      318        0

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        125)
     -25        0       25      125      100      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.7     89.9     99.3     90.7    100.0      9.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        1       14       17       15       18
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,026
COMMITMENTS
     224      150      486    5,623    5,931    6,333    6,567      693      459

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -777)
  -1,080   -1,080      425      -62     -212     -717     -867      -60       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      2.1      6.9     80.0     84.4     90.1     93.5      9.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        3       24       23       28       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      219,578
COMMITMENTS
  20,603   25,955   29,287  139,439  130,097  189,329  185,339   30,249   34,239

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -2,096)
    -711   -2,064   -5,334    2,161    2,528   -3,884   -4,870    1,788    2,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     11.8     13.3     63.5     59.2     86.2     84.4     13.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      26       35       34       65       69      110      123
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      930,902
COMMITMENTS
 131,721   85,978  353,665  372,772  450,415  858,158  890,058   72,744   40,844

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:    -15,389)
 -13,665  -12,535    2,233   -4,657   -6,047  -16,089  -16,349      700      960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      9.2     38.0     40.0     48.4     92.2     95.6      7.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      42       68       78       91       73      189      171
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,355
COMMITMENTS
   2,467      676    8,904   55,535   56,222   66,906   65,802    9,449   10,553

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      2,303)
     848        0      -49    1,322    1,804    2,121    1,755      182      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.9     11.7     72.7     73.6     87.6     86.2     12.4     13.8

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 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,853
COMMITMENTS
  10,739        0      627   18,106   32,285   29,472   32,912   13,381    9,941

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      1,244)
   1,577        0     -296     -715     -201      566     -497      678    1,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      0.0      1.5     42.3     75.3     68.8     76.8     31.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       13       13       15       15
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,820
COMMITMENTS
   7,366        0    1,824  101,371  109,827  110,561  111,651    9,259    8,169

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      5,306)
    -906        0        0    5,180    6,508    4,274    6,508    1,032   -1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.0      1.5     84.6     91.7     92.3     93.2      7.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       23       26       25       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,600
COMMITMENTS
  18,064        0        0   40,878   54,228   58,942   54,228    9,658   14,372

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        864)
       0        0        0      260      220      260      220      604      644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      0.0      0.0     59.6     79.0     85.9     79.0     14.1     21.0

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 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,631
COMMITMENTS
       0    4,555    6,140   59,620   53,709   65,760   64,404    3,871    5,227

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      1,763)
    -322      550     -646    2,549      273    1,581      177      182    1,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      8.8     85.6     77.1     94.4     92.5      5.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       18       18       20       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,972
COMMITMENTS
   1,613      244    6,632   45,470   43,753   53,715   50,629    6,257    9,343

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      2,284)
       0     -730      523    1,641    2,097    2,164    1,890      120      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.4     11.1     75.8     73.0     89.6     84.4     10.4     15.6

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 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,741
COMMITMENTS
   3,169    7,073    3,469   93,723   87,452  100,361   97,994    8,380   10,747

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        764)
       0      695   -1,502    2,222    1,223      720      416       44      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      6.5      3.2     86.2     80.4     92.3     90.1      7.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       27       25       29       27
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,654
COMMITMENTS
       0      182      674   53,453   58,867   54,127   59,723   10,527    4,931

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -273)
    -372      182      674      306      728      608    1,584     -881   -1,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      1.0     82.7     91.0     83.7     92.4     16.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       22       23       23       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,197
COMMITMENTS
       0   13,430    3,062   52,688   48,863   55,750   65,355   18,447    8,842

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      1,070)
       0    4,531   -1,499    1,176      166     -323    3,198    1,393   -2,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.1      4.1     71.0     65.9     75.1     88.1     24.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       20       16       22       18
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,637
COMMITMENTS
   1,071      372    3,355   39,142   48,405   43,568   52,132   18,069    9,505

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        -12)
     336        0     -731   -1,015      746   -1,410       15    1,398      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.6      5.4     63.5     78.5     70.7     84.6     29.3     15.4

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 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      171,519
COMMITMENTS
     652   13,739    9,370  142,600  138,651  152,622  161,760   18,897    9,759

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      4,714)
  -1,909      975     -204    7,410    3,636    5,297    4,407     -583      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      8.0      5.5     83.1     80.8     89.0     94.3     11.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        5       32       28       37       33
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,263
COMMITMENTS
       0    6,182    1,436   75,359   65,350   76,795   72,968   11,468   15,295

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -2,755)
  -4,832   -6,321       65    1,594    4,055   -3,173   -2,201      418     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      1.6     85.4     74.0     87.0     82.7     13.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       24       18       25       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      255,933
COMMITMENTS
   7,344      620    5,369  230,109  241,864  242,822  247,853   13,111    8,080

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      2,321)
  -1,407        0      122    6,762    1,864    5,477    1,986   -3,156      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.2      2.1     89.9     94.5     94.9     96.8      5.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        4       43       40       47       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      166,601
COMMITMENTS
  11,537   14,580    7,433  134,958  140,407  153,928  162,420   12,673    4,181

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      9,216)
   2,629    1,382      -44    5,590    7,741    8,175    9,079    1,041      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      8.8      4.5     81.0     84.3     92.4     97.5      7.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        3       37       33       40       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      170,240
COMMITMENTS
       0    4,768    6,076  151,971  144,102  158,047  154,946   12,193   15,294

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      2,823)
       0      766     -415    1,233    1,266      818    1,617    2,005    1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      3.6     89.3     84.6     92.8     91.0      7.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        1       34       32       35       34
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,838
COMMITMENTS
       0    6,437    2,363   36,658   21,842   39,021   30,642    6,817   15,196

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -1,036)
       0   -1,040      435   -1,466   -1,222   -1,031   -1,827       -5      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.0      5.2     80.0     47.7     85.1     66.8     14.9     33.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       15       16       17       18
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      169,330
COMMITMENTS
  26,367    5,492   13,225  120,759  134,204  160,351  152,921    8,979   16,409

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      2,346)
   1,946    1,360   -2,361    2,560    1,640    2,145      639      201    1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      3.2      7.8     71.3     79.3     94.7     90.3      5.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        5       31       32       36       37
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,017
COMMITMENTS
       0    2,192      480   52,282   45,769   52,762   48,441    4,255    8,576

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        631)
       0      224        0      132    1,326      132    1,550      499     -919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      0.8     91.7     80.3     92.5     85.0      7.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       23       23       24       25
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,183,971
COMMITMENTS
 156,258  203,863  1234356  1769566  1729163  3160180  3167382   23,791   16,589

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:    -77,808)
 -13,066   20,176  -43,980  -17,343  -50,516  -74,389  -74,320   -3,419   -3,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      6.4     38.8     55.6     54.3     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      28       20       42      103       87      150      131
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      743,865
COMMITMENTS
 172,635   54,401  185,092  384,283  500,318  742,010  739,811    1,855    4,054

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     19,282)
  20,058  -46,436    5,065   -5,725   61,743   19,398   20,372     -116   -1,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      7.3     24.9     51.7     67.3     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      19       14       21       36       37       62       65
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,477
COMMITMENTS
   7,850      660    3,060   33,699   40,889   44,609   44,609      868      868

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -444)
     -60        0     -442       78       18     -424     -424      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      1.5      6.7     74.1     89.9     98.1     98.1      1.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        5        5       34       34       41       41
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| 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
     434    1,449    1,102   23,193   21,923   24,729   24,474       63      318

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:          0)
    -976     -976      976        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      5.8      4.4     93.6     88.4     99.7     98.7      0.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        1       21       20       22       24
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,141
COMMITMENTS
   1,524        0        0   17,574   19,141   19,098   19,141       43        0

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        -86)
       0        0        0      -86      -86      -86      -86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.0      0.0     91.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       16       14       18       14
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| 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 10/03/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       22,256
COMMITMENTS
     180    1,450      888   20,872   19,810   21,940   22,148      316      108

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -1,628)
  -2,580   -2,580      888       90       64   -1,602   -1,628      -26        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.5      4.0     93.8     89.0     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        1       20       21       22       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,734
COMMITMENTS
   2,880        0      300   22,337   25,398   25,517   25,698    1,217    1,036

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        122)
    -240        0      100      254      514      114      614        8     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      0.0      1.1     83.6     95.0     95.4     96.1      4.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       23       23       25       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,776
COMMITMENTS
     180      648    1,260   25,056   24,768   26,496   26,676      280      100

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        736)
       0      -24        0      736      760      736      736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.4      4.7     93.6     92.5     99.0     99.6      1.0      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 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,900
COMMITMENTS
     316        0    1,052   12,000   12,296   13,368   13,348      532      552

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        164)
       0        0        0      244      124      244      124      -80       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      7.6     86.3     88.5     96.2     96.0      3.8      4.0

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 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,193,421
COMMITMENTS
 159,359  159,058  249,544  720,323  702,636  1129226  1111238   64,195   82,183

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     19,791)
     124      -46    9,465    9,088    4,888   18,677   14,307    1,114    5,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     13.3     20.9     60.4     58.9     94.6     93.1      5.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      74      117      119       89       95      245      264
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       45,667
COMMITMENTS
  29,889   31,892    2,429      512    2,667   32,830   36,988   12,837    8,679

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -6,892)
    -818   -2,152    1,453     -118     -781      517   -1,480   -7,409   -5,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.4     69.8      5.3      1.1      5.8     71.9     81.0     28.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18       28       16        1        1       29       35
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,674
COMMITMENTS
   2,997    7,053    6,460   11,511    6,239   20,968   19,752    7,706    8,922

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      2,558)
     432      123    1,868       79       67    2,379    2,058      179      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     24.6     22.5     40.1     21.8     73.1     68.9     26.9     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        8        9       11        9       23       20
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       11,681
COMMITMENTS
   5,187    2,368        0    4,354    8,432    9,541   10,800    2,140      881

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        337)
      93      262        0      225       10      318      272       19       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     20.3      0.0     37.3     72.2     81.7     92.5     18.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      43       10        0       18       23       61       33
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        6,968
COMMITMENTS
   3,412    1,643        0    1,845    4,106    5,257    5,749    1,711    1,219

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -714)
    -891      679      -33       70   -1,591     -854     -945      140      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0     23.6      0.0     26.5     58.9     75.4     82.5     24.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      18        6        0       11       16       29       22
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       30,287
COMMITMENTS
   1,688    4,786      401   21,795   17,674   23,884   22,861    6,403    7,426

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -6,679)
    -636   -1,599      -60   -5,013   -3,158   -5,709   -4,817     -970   -1,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     15.8      1.3     72.0     58.4     78.9     75.5     21.1     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      10       13        5       32       29       44       45
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       94,305
COMMITMENTS
   9,701    2,973    4,989   69,040   77,254   83,730   85,216   10,575    9,089

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      2,271)
    -497     -290   -1,585    2,024    2,806      -58      931    2,329    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      3.2      5.3     73.2     81.9     88.8     90.4     11.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      21       10       14       52       59       80       78
 

Updated October 13, 2006