GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,087
COMMITMENTS
       0       50       50    2,800    2,852    2,850    2,952      237      135

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        368)
    -100       50       50      343      193      293      293       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      1.6     90.7     92.4     92.3     95.6      7.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       14       16       16
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,201
COMMITMENTS
     353      322      498    7,018    7,132    7,869    7,952      332      249

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        333)
       0      197       48      285       88      333      333        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.9      6.1     85.6     87.0     96.0     97.0      4.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       27       28       31       30
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,054
COMMITMENTS
      30        0        0    2,454    2,608    2,484    2,608      570      446

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        157)
      30        0        0      187      302      217      302      -60     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     80.4     85.4     81.3     85.4     18.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       21       21       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      215,150
COMMITMENTS
  29,447   31,981   22,505  132,455  131,362  184,407  185,848   30,743   29,302

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     -2,317)
   1,963    5,403   -2,721   -2,020   -6,557   -2,778   -3,875      461    1,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     14.9     10.5     61.6     61.1     85.7     86.4     14.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      27       40       31       66       69      112      124
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      893,550
COMMITMENTS
 134,167   93,491  342,208  355,970  425,893  832,345  861,592   61,205   31,958

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     -2,334)
  -1,395    7,009   -4,539    1,490    2,253   -4,444    4,723    2,110   -7,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     10.5     38.3     39.8     47.7     93.2     96.4      6.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      51       68       83       79       70      182      176
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,565
COMMITMENTS
   4,494        0    6,247   62,659   67,049   73,400   73,296   10,165   10,269

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:       -107)
     201        0     -355     -349     -843     -503   -1,198      396    1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.0      7.5     75.0     80.2     87.8     87.7     12.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       20       23       22       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,258
COMMITMENTS
   3,669        0    1,434   26,872   33,583   31,975   35,017   12,283    9,241

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      6,276)
  -1,838        0      779    7,330    4,558    6,271    5,337        5      939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      3.2     60.7     75.9     72.2     79.1     27.8     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       16       18       18       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,718
COMMITMENTS
   5,068        0    1,878  113,854  114,680  120,800  116,558    5,918   10,160

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        958)
       0  -12,238        0    1,048   12,943    1,048      705      -90      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      1.5     89.8     90.5     95.3     92.0      4.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       25       27       27       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,933
COMMITMENTS
  17,422        0        0   38,811   56,227   56,233   56,227   12,700   12,706

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      2,741)
       0  -22,692        0    2,035   25,771    2,035    3,079      706     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      0.0      0.0     56.3     81.6     81.6     81.6     18.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       15       15       17       15
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,267
COMMITMENTS
     314    1,935    6,396   58,780   57,760   65,490   66,091    5,777    5,176

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        733)
     196     -927       71      460      917      727       61        6      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.7      9.0     82.5     81.0     91.9     92.7      8.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       18       18       21       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,095
COMMITMENTS
   2,684        0    4,527   50,116   49,293   57,327   53,820    6,768   10,275

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      1,484)
      -8     -236     -187    1,527    1,627    1,332    1,204      152      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      7.1     78.2     76.9     89.4     84.0     10.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        2       18       18       21       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,166
COMMITMENTS
   3,778    4,275    3,068   86,677   79,100   93,523   86,443    6,643   13,723

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:       -157)
  -2,090      829   -1,700    2,917    1,120     -873      249      716     -406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      4.3      3.1     86.5     79.0     93.4     86.3      6.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        2       27       24       30       27
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,299
COMMITMENTS
       0    7,351    1,292   60,028   56,657   61,320   65,300   11,979    7,999

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      3,686)
       0      390      169    4,967    4,345    5,136    4,904   -1,450   -1,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.0      1.8     81.9     77.3     83.7     89.1     16.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       19       15       20       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,781
COMMITMENTS
   5,992    1,744        0   51,078   58,423   57,070   60,167    8,711    5,614

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      4,679)
  -4,619    1,744   -1,172   10,166    4,827    4,375    5,399      304     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      2.7      0.0     77.6     88.8     86.8     91.5     13.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       22       22       23       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,820
COMMITMENTS
   1,880    5,507    4,096   66,334   69,396   72,310   78,999   15,510    8,821

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      6,017)
     136   -3,926    2,622    2,721    6,743    5,479    5,439      538      578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      6.3      4.7     75.5     79.0     82.3     90.0     17.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       24       22       27       25
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,930
COMMITMENTS
       0    2,548    1,421   40,047   48,660   41,468   52,629   16,462    5,301

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        351)
  -1,834      454     -267    3,946      -76    1,845      111   -1,494      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      2.5     69.1     84.0     71.6     90.8     28.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       16       16       17       18
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      191,786
COMMITMENTS
   3,209    7,247   24,389  150,416  154,307  178,014  185,943   13,772    5,843

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      6,800)
   1,413   -7,518   -4,883   13,087   19,258    9,617    6,857   -2,817      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.8     12.7     78.4     80.5     92.8     97.0      7.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        5       38       35       44       41
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,238
COMMITMENTS
   1,585        0    2,124   71,328   67,851   75,037   69,975    9,201   14,263

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      2,007)
     182   -1,086   -2,306    3,368    4,152    1,244      760      763    1,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      2.5     84.7     80.5     89.1     83.1     10.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        2       22       21       24       23
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      285,176
COMMITMENTS
   9,019    2,310    6,699  258,956  267,322  274,674  276,331   10,502    8,845

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      9,958)
  -1,108   -8,170      733   10,247   16,022    9,872    8,585       86    1,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.8      2.3     90.8     93.7     96.3     96.9      3.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        2        5       41       42       47       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      168,112
COMMITMENTS
  14,241    4,889   16,201  123,591  138,864  154,033  159,954   14,079    8,158

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      2,739)
  -1,302   -1,193     -753    5,560    3,097    3,505    1,151     -766    1,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      2.9      9.6     73.5     82.6     91.6     95.1      8.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        3       34       30       38       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      170,628
COMMITMENTS
   1,457    1,882    5,695  152,249  147,707  159,401  155,284   11,227   15,344

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:       -988)
  -2,929      188     -194   10,756      950    7,633      944   -8,621   -1,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.1      3.3     89.2     86.6     93.4     91.0      6.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        2        3       36       33       39       37
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      223,752
COMMITMENTS
  60,108      636    9,644  139,237  198,019  208,989  208,299   14,763   15,453

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     19,723)
   5,665   -6,474   -1,751   14,927   29,396   18,841   21,171      882   -1,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      0.3      4.3     62.2     88.5     93.4     93.1      6.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        1        5       33       36       41       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,321
COMMITMENTS
       0    2,089        0   45,813   41,211   45,813   43,300    6,508    9,021

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      1,864)
       0   -1,212   -1,406    2,599    5,437    1,193    2,819      671     -955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.0      0.0     87.6     78.8     87.6     82.8     12.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       23       22       23       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,083,223
COMMITMENTS
 134,912  181,651  1125266  1785250  1757552  3045428  3064469   37,795   18,754

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     32,470)
  -2,717   22,836  -16,739   49,806   23,991   30,350   30,088    2,120    2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      5.9     36.5     57.9     57.0     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      28       20       44       99       87      146      134
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      794,770
COMMITMENTS
 164,506   68,180  197,759  428,526  523,744  790,791  789,683    3,979    5,087

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     43,980)
  26,021   21,780   -5,400   23,692   27,972   44,313   44,352     -333     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      8.6     24.9     53.9     65.9     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      17       10       24       35       35       61       60
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       41,804
COMMITMENTS
   3,927    1,109    2,057   34,900   37,859   40,884   41,025      920      779

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     -1,824)
    -563     -421     -229   -1,103     -973   -1,895   -1,623       71     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      2.7      4.9     83.5     90.6     97.8     98.1      2.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        4        5       38       37       45       43
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,073
COMMITMENTS
     778      340      758   20,497   20,660   22,033   21,758       40      315

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:          0)
       0       -8      -80       80       88        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.5      3.4     92.9     93.6     99.8     98.6      0.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       19       21       20       24
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,728
COMMITMENTS
   1,180        0        0   16,505   17,728   17,685   17,728       43        0

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:          0)
     -88        0        0       88        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      0.0     93.1    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       15       14       17       14
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,490
COMMITMENTS
       0      730        0   13,430   12,760   13,430   13,490       60        0

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        274)
       0      -88        0      274      362      274      274        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      0.0     99.6     94.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       12       12       12       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,436
COMMITMENTS
      60    1,152      776   18,352   17,464   19,188   19,392      248       44

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        164)
       0        0        0      164      168      164      168        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      5.9      4.0     94.4     89.9     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        1       19       22       21       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,778
COMMITMENTS
      60      492      164   14,492   14,852   14,716   15,508    1,062      270

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        398)
  -1,210      492       -6    1,380      190      164      676      234     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      3.1      1.0     91.8     94.1     93.3     98.3      6.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       15       18       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,826
COMMITMENTS
   1,740       80      300   23,411   25,544   25,451   25,924    1,375      902

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        178)
       0     -756        0      178      994      178      238        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.3      1.1     87.3     95.2     94.9     96.6      5.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       24       23       25       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,396
COMMITMENTS
      60    1,302    1,780   23,818   23,122   25,658   26,204      738      192

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:          0)
    -600      240        0      600     -240        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      4.9      6.7     90.2     87.6     97.2     99.3      2.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       18       14       20       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,908
COMMITMENTS
       0      596      616   11,066   10,234   11,682   11,446      226      462

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:       -948)
       0        0        0     -536   -1,028     -536   -1,028     -412       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      5.2     92.9     85.9     98.1     96.1      1.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       17       14       18       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,222,508
COMMITMENTS
 167,097  154,639  252,053  729,439  736,196  1148589  1142888   73,919   79,620

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      3,828)
    -681    5,872  -12,923   10,132   18,618   -3,472   11,567    7,300   -7,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     12.6     20.6     59.7     60.2     94.0     93.5      6.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      86      101      119       89       92      255      255
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,142
COMMITMENTS
   3,490    8,219    4,540   19,637   12,374   27,667   25,133    5,475    8,009

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      2,929)
     160      -76      620    3,066    2,236    3,846    2,780     -917      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     24.8     13.7     59.3     37.3     83.5     75.8     16.5     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        5       10       14       13       25       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       11,196
COMMITMENTS
   4,685    2,598       63    4,092    8,264    8,840   10,925    2,356      271

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        154)
      87      102       -2      -26      -14       59       86       95       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     23.2      0.6     36.5     73.8     79.0     97.6     21.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      54        9        3       19       21       75       31
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,144
COMMITMENTS
   2,870      982      189    2,293    5,859    5,352    7,030    2,792    1,114

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        129)
     -32       21      189       49     -324      206     -114      -77      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     12.1      2.3     28.2     71.9     65.7     86.3     34.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      19        5        3       14       24       36       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      128,516
COMMITMENTS
  25,139   11,742    3,393   85,893  102,487  114,425  117,622   14,091   10,894

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      7,020)
   4,070    2,968   -1,167    2,605    4,448    5,508    6,249    1,512      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      9.1      2.6     66.8     79.7     89.0     91.5     11.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      40       14       18       68       75      115      104
 

Updated December 15, 2006