GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,512
COMMITMENTS
       0        0      100    3,150    3,252    3,250    3,352      262      160

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:         25)
       0        0       50       50       50      100      100      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      2.8     89.7     92.6     92.5     95.4      7.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        2       18       18       20       20
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,591
COMMITMENTS
     353      322      498    7,408    7,522    8,259    8,342      332      249

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      225      275      225      275        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      3.7      5.8     86.2     87.6     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       29       31       33       33
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,075
COMMITMENTS
       0        0        0    2,400    2,559    2,400    2,559      675      516

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        -72)
       0        0        0      -32      -37      -32      -37      -40      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     78.0     83.2     78.0     83.2     22.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       20       20       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      219,631
COMMITMENTS
  29,730   33,057   17,086  142,056  139,023  188,872  189,166   30,759   30,465

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      4,286)
   1,692    2,937   -1,298    4,978    3,560    5,372    5,199   -1,086     -913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     15.1      7.8     64.7     63.3     86.0     86.1     14.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      26       38       32       61       65      104      123
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      876,822
COMMITMENTS
 105,902   96,427  337,604  362,159  409,832  805,665  843,863   71,157   32,959

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:    -18,259)
 -14,383   -2,613   -2,541   -2,139   -9,115  -19,063  -14,269      804   -3,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     11.0     38.5     41.3     46.7     91.9     96.2      8.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      47       71       71       84       68      174      171
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,056
COMMITMENTS
   1,493   10,559    4,275   78,733   69,041   84,501   83,875    9,555   10,181

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     10,467)
  -2,546   10,559   -2,094   15,785    2,276   11,145   10,741     -678     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     11.2      4.5     83.7     73.4     89.8     89.2     10.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       23       24       25       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,973
COMMITMENTS
     660    1,097    1,660   32,285   30,385   34,605   33,142    9,368   10,831

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:         86)
    -560    1,097      -86      720   -2,265       74   -1,254       12    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      2.5      3.8     73.4     69.1     78.7     75.4     21.3     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       20       19       23       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      130,497
COMMITMENTS
   5,691      496    1,878  117,376  119,343  124,945  121,717    5,552    8,780

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      1,237)
     623        0        0      248    1,344      871    1,344      366     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.4      1.4     89.9     91.5     95.7     93.3      4.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        1       27       31       29       33
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,011
COMMITMENTS
  17,422        0        0   41,306   59,797   58,728   59,797   12,283   11,214

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      1,498)
       0        0        0    1,120    4,606    1,120    4,606      378   -3,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      0.0      0.0     58.2     84.2     82.7     84.2     17.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       17       16       19       16
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,100
COMMITMENTS
   5,432    2,127    5,011   59,183   64,154   69,626   71,292    6,474    4,808

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      2,265)
   2,684      470      635     -629    1,894    2,690    2,999     -425     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      2.8      6.6     77.8     84.3     91.5     93.7      8.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        4       18       19       22       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,754
COMMITMENTS
   5,093        0    2,329   50,037   52,743   57,459   55,072    7,295    9,682

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:       -215)
     202        0      -83     -479      981     -360      898      145   -1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.0      3.6     77.3     81.5     88.7     85.0     11.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        2       20       20       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,600
COMMITMENTS
   3,778    4,506    3,694   84,083   84,691   91,555   92,891    9,045    7,709

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        -25)
       0     -155      728     -756      677      -28    1,250        3   -1,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      4.5      3.7     83.6     84.2     91.0     92.3      9.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        3       30       29       34       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,360
COMMITMENTS
       0    4,692    1,435   64,513   64,134   65,948   70,261   11,412    7,099

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        949)
       0      519     -730      215    1,005     -515      794    1,464      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      1.9     83.4     82.9     85.2     90.8     14.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       21       17       22       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,131
COMMITMENTS
   5,992    3,976        0   52,158   57,603   58,150   61,579    8,981    5,552

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:       -310)
       0        0        0     -400     -248     -400     -248       90      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      5.9      0.0     77.7     85.8     86.6     91.7     13.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       21       21       22       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,932
COMMITMENTS
   1,526    4,681    4,618   74,345   75,924   80,489   85,223   12,443    7,709

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     -1,085)
    -230   -4,272    1,505   -2,332    1,493   -1,057   -1,274      -28      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      5.0      5.0     80.0     81.7     86.6     91.7     13.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       28       23       31       26
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,004
COMMITMENTS
       0    6,279      853   46,466   50,540   47,319   57,672   15,685    5,332

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      1,568)
       0      120       46    1,486    1,340    1,532    1,506       36       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.0      1.4     73.8     80.2     75.1     91.5     24.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       17       16       18       18
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,552
COMMITMENTS
   4,104        0      236   34,176   36,905   38,516   37,141    1,036    2,411

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      0.0      0.6     86.4     93.3     97.4     93.9      2.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        0        1       11       16       17       17
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       25,849
COMMITMENTS
   1,240    1,061        0   24,051   23,796   25,291   24,857      558      992

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      1,302)
     620        0        0      744      806    1,364      806      -62      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      4.1      0.0     93.0     92.1     97.8     96.2      2.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        0       15       14       18       16
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      198,820
COMMITMENTS
   4,558   12,334   22,328  155,943  156,638  182,829  191,300   15,991    7,520

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      2,764)
     525    1,224     -196    2,132    1,583    2,461    2,611      303      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      6.2     11.2     78.4     78.8     92.0     96.2      8.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        4        5       37       36       44       42
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,808
COMMITMENTS
   4,604    1,644    2,608   72,257   76,578   79,469   80,830    9,339    7,978

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      2,304)
   1,741        0      362       41    2,872    2,144    3,234      160     -930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      1.9      2.9     81.4     86.2     89.5     91.0     10.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        3       25       25       29       28
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,465
COMMITMENTS
   4,475        0        0   54,976   54,763   59,451   54,763    2,014    6,702

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      3,447)
   2,728     -248        0    1,023    4,061    3,751    3,813     -304     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      0.0     89.4     89.1     96.7     89.1      3.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        0        0       14       24       20       24
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      293,850
COMMITMENTS
  14,124    1,696    6,693  263,057  278,251  283,874  286,640    9,976    7,210

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      3,736)
   1,309        0      271    3,997    4,386    5,577    4,657   -1,841     -921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.6      2.3     89.5     94.7     96.6     97.5      3.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        1        6       43       43       50       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      162,444
COMMITMENTS
  10,941    7,505   12,622  127,523  136,497  151,086  156,624   11,358    5,820

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     -5,346)
  -3,210    1,234   -3,111    3,454   -1,493   -2,867   -3,370   -2,479   -1,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      4.6      7.8     78.5     84.0     93.0     96.4      7.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        4        4       37       34       41       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      173,289
COMMITMENTS
       0    4,989    4,789  155,077  149,905  159,866  159,683   13,423   13,606

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        576)
    -909     -927      266    3,547    4,429    2,904    3,768   -2,328   -3,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      2.8     89.5     86.5     92.3     92.1      7.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       0        4        2       38       35       40       39
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      234,687
COMMITMENTS
  60,722    1,862   12,533  147,363  208,023  220,618  222,418   14,069   12,269

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      5,057)
   3,344      162      601      490    3,056    4,435    3,819      622    1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      0.8      5.3     62.8     88.6     94.0     94.8      6.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8        2        7       34       38       43       46
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,917
COMMITMENTS
       0    2,089        0   47,382   44,359   47,382   46,448    7,535    8,469

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      1,408)
       0        0        0      412    1,960      412    1,960      996     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      0.0     86.3     80.8     86.3     84.6     13.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       23       22       23       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,085,595
COMMITMENTS
 153,335  182,362  1121192  1788364  1771286  3062891  3074840   22,704   10,755

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      8,431)
   4,887    3,183     -998   14,852    8,809   18,741   10,994  -10,310   -2,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      5.9     36.3     58.0     57.4     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      26       27       49      115       95      168      146
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      844,213
COMMITMENTS
 168,540   70,616  198,806  467,676  564,495  835,022  833,917    9,191   10,296

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      9,931)
 -14,728      422      561   18,741    3,616    4,574    4,599    5,357    5,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      8.4     23.5     55.4     66.9     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      16       13       25       40       38       68       64
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       41,091
COMMITMENTS
   2,567    1,571    2,017   35,648   37,045   40,232   40,633      859      458

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:         79)
     -80      162        0      320       98      240      260     -161     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      3.8      4.9     86.8     90.2     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        6        5       37       37       44       44
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,153
COMMITMENTS
     778      382      758   20,577   20,698   22,113   21,838       40      315

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:         38)
       0        0        0       38       38       38       38        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.7      3.4     92.9     93.4     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 12/26/06                         |
--------------------------------------------------------------| 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 12/19/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        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 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,578
COMMITMENTS
       0      730        0   13,518   12,848   13,518   13,578       60        0

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,570
COMMITMENTS
      60    1,152      776   18,438   17,602   19,274   19,530      296       40

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      5.9      4.0     94.2     89.9     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        1       21       22       23       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,634
COMMITMENTS
       0      902      224   14,350   14,218   14,574   15,344    1,060      290

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:          0)
     -60      420       60        0     -480        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      1.4     91.8     90.9     93.2     98.1      6.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       16       15       18       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,954
COMMITMENTS
   1,740       80      300   22,539   24,672   24,579   25,052    1,375      902

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.3      1.2     86.8     95.1     94.7     96.5      5.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       26       23       27       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,894
COMMITMENTS
      60    1,312    1,780   23,330   22,600   25,170   25,692      724      202

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:       -240)
       0        0        0     -378     -240     -378     -240      138        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.1      6.9     90.1     87.3     97.2     99.2      2.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       16       14       18       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,014
COMMITMENTS
     100      596      636   11,064   10,450   11,800   11,682      214      332

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        166)
     100        0       20       58      236      178      256      -12      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      5.0      5.3     92.1     87.0     98.2     97.2      1.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       18       14       20       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,179,893
COMMITMENTS
 160,309  140,461  230,586  724,075  727,830  1114970  1098877   64,923   81,016

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     17,948)
   2,639    1,638      228   11,034   13,127   13,901   14,993    4,047    2,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     11.9     19.5     61.4     61.7     94.5     93.1      5.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      74       99      107       86       89      231      246
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,445
COMMITMENTS
   2,502    9,003    5,270   19,123   11,142   26,895   25,415    4,550    6,030

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        719)
      64      151        5      488      474      557      630      162       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     28.6     16.8     60.8     35.4     85.5     80.8     14.5     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        7       11       13       12       25       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       11,332
COMMITMENTS
   4,545    2,684       10    4,341    8,224    8,896   10,918    2,436      414

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        147)
      41       84      -38      103      104      106      150       41       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     23.7      0.1     38.3     72.6     78.5     96.3     21.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      44       10        2       15       23       61       33
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,549
COMMITMENTS
   2,743    1,031      426    2,581    5,959    5,750    7,416    2,799    1,133

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        384)
    -234       85      137      287      249      190      471      194      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     12.1      5.0     30.2     69.7     67.3     86.7     32.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      20        6        4       17       23       41       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      143,582
COMMITMENTS
  25,610   14,172    2,366   98,026  114,280  126,002  130,818   17,580   12,764

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      7,306)
    -115    4,847     -648    8,115    1,716    7,352    5,915      -46    1,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      9.9      1.6     68.3     79.6     87.8     91.1     12.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      35       19       14       72       78      115      106
 

Updated December 29, 2006