GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,048 COMMITMENTS 25 0 0 3,752 3,798 3,777 3,798 271 250 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 92.7 93.8 93.3 93.8 6.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 14 14 14 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,890 COMMITMENTS 1,359 1,180 36 4,802 5,286 6,197 6,502 693 388 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 400) 54 -348 6 248 650 308 308 92 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 17.1 0.5 69.7 76.7 89.9 94.4 10.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 21 23 25 25 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 243,469 COMMITMENTS 20,954 21,703 48,170 141,087 136,532 210,211 206,405 33,258 37,065 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 14,374) -1,561 4,116 7,316 8,921 1,638 14,676 13,070 -302 1,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 8.9 19.8 57.9 56.1 86.3 84.8 13.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 29 37 41 67 78 122 136 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,487,089 COMMITMENTS 137,760 97,341 698,555 570,353 645,381 1406669 1441277 80,420 45,812 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 63,648) 2,341 6,074 41,088 24,145 19,628 67,575 66,790 -3,927 -3,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 6.5 47.0 38.4 43.4 94.6 96.9 5.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 58 77 89 97 87 208 203 E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023655 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 20,280 COMMITMENTS 8,607 13,948 3,040 637 36 12,284 17,024 7,996 3,256 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 2,641) 3,211 3,168 1,352 -564 -900 3,999 3,620 -1,358 -979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 68.8 15.0 3.1 0.2 60.6 83.9 39.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 14 8 3 1 1 17 10 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,463 COMMITMENTS 5,626 3,132 7,634 55,812 57,634 69,072 68,400 8,391 9,063 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 4,764) 1,700 -912 172 861 3,490 2,733 2,750 2,031 2,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 4.0 9.9 72.0 74.4 89.2 88.3 10.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 22 23 24 25 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 46,169 COMMITMENTS 9,962 780 1,192 24,470 35,870 35,624 37,842 10,545 8,327 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 3,038) 67 0 190 1,782 2,848 2,039 3,038 999 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 1.7 2.6 53.0 77.7 77.2 82.0 22.8 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 16 15 19 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 115,242 COMMITMENTS 9,132 0 1,824 97,335 103,668 108,291 105,492 6,951 9,750 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -1,075) 302 0 0 1,637 2,120 1,939 2,120 -3,014 -3,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.0 1.6 84.5 90.0 94.0 91.5 6.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 1 27 29 29 30 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 76,119 COMMITMENTS 18,064 0 0 50,225 63,322 68,289 63,322 7,830 12,797 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 4,006) 6,080 0 0 -1,427 4,255 4,653 4,255 -647 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 0.0 0.0 66.0 83.2 89.7 83.2 10.3 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 24 19 26 19 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 73,579 COMMITMENTS 10 5,879 6,546 63,081 57,589 69,637 70,014 3,942 3,565 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 198) -856 1,470 -826 1,547 -781 -135 -137 333 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.0 8.9 85.7 78.3 94.6 95.2 5.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 3 21 19 24 22 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,729 COMMITMENTS 2,017 0 6,523 45,604 44,083 54,144 50,606 6,585 10,123 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 227) 373 -391 -133 -1,841 318 -1,601 -206 1,828 433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.0 10.7 75.1 72.6 89.2 83.3 10.8 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 2 18 21 21 23 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 117,343 COMMITMENTS 3,291 8,747 6,563 99,731 93,047 109,585 108,357 7,758 8,986 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 2,991) 3,291 -973 457 1,553 4,392 5,301 3,876 -2,310 -885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 7.5 5.6 85.0 79.3 93.4 92.3 6.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 3 33 27 36 30 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,942 COMMITMENTS 0 7,107 340 26,701 23,935 27,041 31,382 7,901 3,560 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 505) 0 151 -78 432 370 354 443 151 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.3 1.0 76.4 68.5 77.4 89.8 22.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 15 17 16 19 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,338 COMMITMENTS 14 3,680 2,424 59,117 56,649 61,555 62,753 9,783 8,585 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 365) -155 -2,426 -757 896 4,529 -16 1,346 381 -981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.2 3.4 82.9 79.4 86.3 88.0 13.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 17 17 19 19 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 49,769 COMMITMENTS 3,188 248 2,730 40,358 40,421 46,276 43,399 3,493 6,370 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 527) -2,886 0 -830 4,968 1,943 1,252 1,113 -725 -586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.5 5.5 81.1 81.2 93.0 87.2 7.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 14 16 15 18 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,449 COMMITMENTS 5,270 0 62 60,098 70,868 65,430 70,930 12,019 6,519 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,097) 0 0 0 787 801 787 801 310 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.0 0.1 77.6 91.5 84.5 91.6 15.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 25 25 27 26 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,452 COMMITMENTS 0 15,102 3,264 66,280 53,909 69,544 72,275 13,908 11,177 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,404) 0 1,891 -939 51 -158 -888 794 2,292 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.1 3.9 79.4 64.6 83.3 86.6 16.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 1 24 19 25 21 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,515 COMMITMENTS 359 372 4,321 43,202 51,090 47,882 55,783 15,633 7,732 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 867) 359 -1,480 619 -1,255 1,444 -277 583 1,144 284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.6 6.8 68.0 80.4 75.4 87.8 24.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 21 22 23 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 49,968 COMMITMENTS 1,240 3,452 0 46,838 45,598 48,078 49,050 1,890 918 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,054) 0 -1,116 0 992 1,674 992 558 62 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 6.9 0.0 93.7 91.3 96.2 98.2 3.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 11 14 12 17 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 178,701 COMMITMENTS 132 12,983 14,875 146,001 142,970 161,008 170,828 17,693 7,873 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 4,387) 132 -4,142 3,503 780 4,085 4,415 3,446 -28 941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 7.3 8.3 81.7 80.0 90.1 95.6 9.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 5 6 38 31 44 37 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 96,832 COMMITMENTS 2,168 10,867 3,412 79,204 70,400 84,784 84,679 12,048 12,153 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 3,728) 0 5,513 -2,077 4,736 -1,290 2,659 2,146 1,069 1,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 11.2 3.5 81.8 72.7 87.6 87.4 12.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 26 22 28 25 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 73,164 COMMITMENTS 1,240 3,968 0 69,958 68,490 71,198 72,458 1,966 706 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,240) 0 -1,116 0 -232 1,922 -232 806 1,472 434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 5.4 0.0 95.6 93.6 97.3 99.0 2.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 0 19 22 20 25 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 278,716 COMMITMENTS 15,435 72 4,343 246,795 266,171 266,573 270,586 12,143 8,130 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 7,211) 3,934 0 -2,698 2,954 8,386 4,190 5,688 3,021 1,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.0 1.6 88.5 95.5 95.6 97.1 4.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 1 4 47 43 53 47 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 160,355 COMMITMENTS 13,458 5,505 9,053 128,732 143,757 151,243 158,315 9,112 2,040 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 4,306) 4,521 594 1,078 202 5,105 5,801 6,777 -1,495 -2,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 3.4 5.6 80.3 89.6 94.3 98.7 5.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 3 39 37 44 42 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 172,422 COMMITMENTS 1,326 1,221 7,429 156,200 152,862 164,955 161,512 7,467 10,910 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 12,234) 1,326 -1,973 821 14,783 11,593 16,930 10,441 -4,696 1,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.7 4.3 90.6 88.7 95.7 93.7 4.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 1 1 40 37 41 39 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 174,876 COMMITMENTS 17,300 7,080 18,660 134,419 139,101 170,379 164,841 4,497 10,035 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -3,062) -2,023 2,436 -2,720 65 -3,504 -4,678 -3,788 1,616 726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 4.0 10.7 76.9 79.5 97.4 94.3 2.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 3 6 36 36 42 43 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,532 COMMITMENTS 0 1,534 480 57,008 48,589 57,488 50,603 2,044 8,929 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 830) 0 60 0 1,686 1,291 1,686 1,351 -856 -521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.8 95.8 81.6 96.6 85.0 3.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 23 25 24 26 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,407,081 COMMITMENTS 158,036 169,400 1359509 1865162 1860495 3382707 3389404 24,374 17,677 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 297,856) -14,310 207 153,216 153,729 139,772 292,635 293,195 5,221 4,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 5.0 39.9 54.7 54.6 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 31 19 42 107 87 156 131 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 979,775 COMMITMENTS 334,808 302,300 208,047 434,205 465,159 977,060 975,506 2,715 4,269 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 211,121) 168,668 187,863 -423 41,648 25,861 209,893 213,301 1,228 -2,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 30.9 21.2 44.3 47.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 23 11 26 34 34 66 62 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 76,536 COMMITMENTS 7,994 885 6,552 61,209 68,331 75,755 75,768 781 768 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 2,070) -383 -259 370 2,709 2,599 2,697 2,710 -627 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 1.2 8.6 80.0 89.3 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 10 3 11 39 39 52 50 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 28,070 COMMITMENTS 1,370 2,665 166 26,451 24,901 27,987 27,732 83 338 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 9.5 0.6 94.2 88.7 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 4 1 22 20 23 25 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,845 COMMITMENTS 1,684 80 0 17,118 18,765 18,802 18,845 43 0 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -43 0 -43 0 43 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.4 0.0 90.8 99.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 0 16 15 19 16 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,042 COMMITMENTS 372 1,423 0 14,401 13,559 14,773 14,982 269 60 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 9.5 0.0 95.7 90.1 98.2 99.6 1.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 0 14 11 15 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,844 COMMITMENTS 3,080 4,084 30 21,454 20,600 24,564 24,714 280 130 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -40) 0 0 0 -60 -40 -60 -40 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 16.4 0.1 86.4 82.9 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 1 19 21 22 24 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,679 COMMITMENTS 3,130 0 230 22,893 26,089 26,253 26,319 1,426 1,360 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 190) -40 0 0 210 250 170 250 20 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 0.0 0.8 82.7 94.3 94.8 95.1 5.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 22 23 24 24 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,280 COMMITMENTS 240 672 1,280 25,744 26,228 27,264 28,180 1,016 100 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 2,920) -440 0 440 2,696 2,380 2,696 2,820 224 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 2.4 4.5 91.0 92.7 96.4 99.6 3.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 16 13 18 16 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,790 COMMITMENTS 432 0 1,076 11,950 12,594 13,458 13,670 332 120 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -100) 0 0 20 -114 -24 -94 -4 -6 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 7.8 86.7 91.3 97.6 99.1 2.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 15 15 18 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,928,169 COMMITMENTS 165,748 119,940 611,856 1071171 1096155 1848774 1827951 79,395 100,218 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -90,191) -12,055 -5,204 -36,322 -38,113 -51,684 -86,490 -93,210 -3,700 3,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 6.2 31.7 55.6 56.8 95.9 94.8 4.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 112 102 152 85 98 269 291 E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 BARRELS) OPEN INTEREST: 52,263 COMMITMENTS 27,468 24,171 2,401 781 1,104 30,650 27,676 21,613 24,587 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 7,993) 7,016 -3,854 -445 781 1,104 7,352 -3,195 641 11,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.6 46.2 4.6 1.5 2.1 58.6 53.0 41.4 47.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 17 17 17 1 2 26 28 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,572 COMMITMENTS 2,331 7,025 4,267 11,557 5,197 18,155 16,489 7,417 9,083 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -6,416) -455 -1,671 -2,117 -2,458 -616 -5,030 -4,404 -1,386 -2,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 27.5 16.7 45.2 20.3 71.0 64.5 29.0 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 8 7 10 8 20 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 10,823 COMMITMENTS 5,111 2,381 2 3,871 8,015 8,984 10,398 1,839 425 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -666) -768 134 -40 270 -840 -538 -746 -128 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.2 22.0 0.0 35.8 74.1 83.0 96.1 17.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 44 8 1 15 22 60 30 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,528 COMMITMENTS 4,771 550 115 1,835 6,529 6,721 7,194 1,807 1,334 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -871) -876 -50 -9 156 -999 -729 -1,058 -142 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.9 6.4 1.3 21.5 76.6 78.8 84.4 21.2 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 21 3 3 11 19 33 25 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 57,552 COMMITMENTS 3,608 7,004 7,191 36,186 33,840 46,985 48,035 10,567 9,516 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -3,156) -2,179 1,971 -411 1,270 -3,768 -1,320 -2,209 -1,837 -947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 12.2 12.5 62.9 58.8 81.6 83.5 18.4 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 21 19 18 46 44 76 72 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 88,521 COMMITMENTS 11,940 1,893 5,965 62,839 75,084 80,744 82,942 7,776 5,578 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 6,011) -437 820 -1,497 7,701 6,110 5,768 5,433 243 578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 2.1 6.7 71.0 84.8 91.2 93.7 8.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 18 6 9 54 62 76 75
Updated September 22, 2006