GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,962
COMMITMENTS
     125        0      150    4,437    4,367    4,712    4,517      250      445

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        752)
    -175        0       50      802      602      677      652       75      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      3.0     89.4     88.0     95.0     91.0      5.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        2       16       17       18       19
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,612
COMMITMENTS
     275    6,844      159   14,998    8,319   15,432   15,322      180      290

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,185)
       0        0        0    1,185    1,125    1,185    1,125        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     43.8      1.0     96.1     53.3     98.8     98.1      1.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        1       32       29       36       30
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,791
COMMITMENTS
       0        0        0    1,961    2,121    1,961    2,121      830      670

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        309)
       0        0        0      139      159      139      159      170      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     70.3     76.0     70.3     76.0     29.7     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       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 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      224,592
COMMITMENTS
  25,613   36,450   21,736  143,396  129,018  190,745  187,204   33,847   37,388

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      3,559)
  -1,580   -1,142    5,496     -391     -589    3,525    3,765       34     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     16.2      9.7     63.8     57.4     84.9     83.4     15.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      28       43       35       63       68      111      131
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      918,053
COMMITMENTS
 108,687  113,676  357,562  388,274  407,866  854,523  879,104   63,530   38,949

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     30,543)
    -404    7,460    8,149   17,730   11,025   25,475   26,634    5,068    3,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     12.4     38.9     42.3     44.4     93.1     95.8      6.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      45       83       79       81       70      178      186
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,745
COMMITMENTS
   2,934   11,365    3,147   73,997   67,133   80,078   81,645   12,667   11,100

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,486)
   1,136        0     -484     -677    1,399      -25      915    1,511      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     12.3      3.4     79.8     72.4     86.3     88.0     13.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       21       22       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,380
COMMITMENTS
   2,357      833    1,747   32,298   29,728   36,402   32,308    7,978   12,072

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,104)
   1,927      330     -760      168    1,776    1,335    1,346     -231     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.9      3.9     72.8     67.0     82.0     72.8     18.0     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       20       21       23       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,235
COMMITMENTS
   4,823    1,426    1,810  111,757  113,226  118,390  116,462    4,845    6,773

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:       -288)
       0      130       56     -470     -358     -414     -172      126     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.2      1.5     90.7     91.9     96.1     94.5      3.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        2       29       32       32       34
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,774
COMMITMENTS
  17,422        0        0   44,627   61,363   62,049   61,363    9,725   10,411

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,452)
       0        0        0    1,878    2,079    1,878    2,079     -426     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      0.0      0.0     62.2     85.5     86.5     85.5     13.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       19       17       21       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,061
COMMITMENTS
   2,841    1,696    5,121   61,313   61,978   69,275   68,795    3,786    4,266

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     -2,108)
  -2,508     -409    1,106    1,596   -1,022      194     -325   -2,302   -1,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      2.3      7.0     83.9     84.8     94.8     94.2      5.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        4       20       17       24       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,386
COMMITMENTS
   1,766      206    4,022   50,988   52,991   56,776   57,219    7,610    7,167

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      2,729)
  -3,448        0    1,458    4,273    2,208    2,283    3,666      446     -937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.3      6.2     79.2     82.3     88.2     88.9     11.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       20       21       22       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,223
COMMITMENTS
   4,130    5,773    3,882   80,173   79,706   88,185   89,361    9,038    7,862

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        200)
      24      609       72     -637     -630     -541       51      741      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      5.9      4.0     82.5     82.0     90.7     91.9      9.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        2       29       27       32       30
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,595
COMMITMENTS
       0    4,638    1,572   61,462   63,184   63,034   69,394   14,561    8,201

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      2,116)
       0     -882      234      271      630      505      -18    1,611    2,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      2.0     79.2     81.4     81.2     89.4     18.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       16       20       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,784
COMMITMENTS
   4,354    3,542        0   50,786   52,693   55,140   56,235    7,644    6,549

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     -1,069)
  -2,320        0        0    2,042   -1,398     -278   -1,398     -791      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      5.6      0.0     80.9     83.9     87.8     89.6     12.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       20       21       22       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,910
COMMITMENTS
   3,483    3,924    5,151   73,588   75,830   82,222   84,905   13,688   11,005

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      3,511)
   1,752     -215    1,193    3,779    7,005    6,724    7,983   -3,213   -4,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      4.1      5.4     76.7     79.1     85.7     88.5     14.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       26       25       29       28
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,434
COMMITMENTS
       0    5,428    1,447   42,626   49,012   44,073   55,887   16,361    4,547

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        583)
       0      232       12   -1,432      112   -1,420      356    2,003      227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.0      2.4     70.5     81.1     72.9     92.5     27.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       15       15       16       17
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      190,019
COMMITMENTS
   2,008   17,227   17,840  154,195  146,601  174,043  181,668   15,976    8,351

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,220)
      30   -2,835       11    1,329    2,458    1,370     -366     -150    1,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      9.1      9.4     81.1     77.2     91.6     95.6      8.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        5        5       37       36       43       42
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,143
COMMITMENTS
   1,781    2,593    2,655   70,710   65,763   75,146   71,011    7,997   12,132

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      3,024)
     412      276     -840    5,325    3,468    4,897    2,904   -1,873      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      3.1      3.2     85.0     79.1     90.4     85.4      9.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       20       21       23       24
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,654
COMMITMENTS
     336        0        0   50,697   46,275   51,033   46,275    1,621    6,379

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     96.3     87.9     96.9     87.9      3.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0        9       16       10       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      287,774
COMMITMENTS
   9,892    2,690    8,632  257,311  269,084  275,835  280,406   11,939    7,368

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      2,032)
     224     -428     -275    2,467    3,261    2,416    2,558     -384     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.9      3.0     89.4     93.5     95.9     97.4      4.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        3        6       44       41       50       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      168,523
COMMITMENTS
  10,404    5,575   17,512  127,127  139,710  155,043  162,797   13,480    5,726

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      7,016)
   1,807      191     -693    3,960    5,790    5,074    5,288    1,942    1,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      3.3     10.4     75.4     82.9     92.0     96.6      8.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        6       35       33       41       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      170,493
COMMITMENTS
   7,166    3,961    7,388  142,409  141,792  156,963  153,141   13,530   17,352

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      7,245)
   4,332      -22      -88    1,525    4,794    5,769    4,684    1,476    2,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      2.3      4.3     83.5     83.2     92.1     89.8      7.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        3       35       34       39       38
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      236,484
COMMITMENTS
  55,700    2,170   19,097  146,916  202,926  221,713  224,193   14,771   12,291

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      6,872)
  -3,522   -3,961    4,169    4,395    5,986    5,042    6,194    1,830      678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      0.9      8.1     62.1     85.8     93.8     94.8      6.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        2        6       36       36       43       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,150
COMMITMENTS
     390      644      416   46,153   47,244   46,959   48,304   11,191    9,846

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      2,266)
     -44        0      416     -417    1,465      -45    1,881    2,311      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.1      0.7     79.4     81.2     80.8     83.1     19.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       21       21       22       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,110,099
COMMITMENTS
 154,838  170,265  1151967  1766389  1765973  3073194  3088205   36,905   21,894

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     55,073)
   7,697   25,128   14,251   25,312    6,472   47,260   45,851    7,813    9,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      5.5     37.0     56.8     56.8     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      22       24       46      107       90      153      138
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      904,626
COMMITMENTS
 213,263   97,157  163,434  520,806  637,694  897,503  898,285    7,123    6,341

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     63,689)
  16,209   13,697    4,004   40,747   46,083   60,960   63,784    2,729      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     10.7     18.1     57.6     70.5     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       16       25       35       35       64       63
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       38,759
COMMITMENTS
   1,961    1,280    1,750   34,199   35,301   37,910   38,331      849      428

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:       -311)
       0        0        0     -310     -310     -310     -310       -1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      3.3      4.5     88.2     91.1     97.8     98.9      2.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        5        5       36       35       42       41
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       20,271
COMMITMENTS
     938        0      598   18,606   19,250   20,142   19,848      129      423

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       44       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      3.0     91.8     95.0     99.4     97.9      0.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       14       17       15       18
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,096
COMMITMENTS
       0      628    1,200   17,604   16,904   18,804   18,732      292      364

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        116)
       0        0        0      116      116      116      116        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      6.3     92.2     88.5     98.5     98.1      1.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       18       22       19       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,420
COMMITMENTS
       0      560       60   14,264   14,004   14,324   14,624    1,096      796

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:         30)
       0     -472      -24      260      110      236     -386     -206      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.4     92.5     90.8     92.9     94.8      7.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       16       13       17       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,994
COMMITMENTS
   1,630       60      300   22,510   25,194   24,440   25,554    1,554      440

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        780)
       0        0        0      844      796      844      796      -64      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.2      1.2     86.6     96.9     94.0     98.3      6.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       25       18       26       20
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,590
COMMITMENTS
      60    1,138    1,920   26,072   25,358   28,052   28,416      538      174

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      4.0      6.7     91.2     88.7     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       16       15       18       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,808
COMMITMENTS
     120      652      560   10,758   10,146   11,438   11,358      370      450

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      5.5      4.7     91.1     85.9     96.9     96.2      3.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       12       17       13
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,317,380
COMMITMENTS
 176,223  178,255  265,867  799,360  797,050  1241450  1241172   75,930   76,208

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     37,088)
  11,889   -8,437   13,699   11,412   33,728   37,000   38,990       88   -1,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     13.5     20.2     60.7     60.5     94.2     94.2      5.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      88      118      124       97       97      269      274
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       24,796
COMMITMENTS
   4,068   16,445    1,730    2,774    1,689    8,572   19,864   16,224    4,932

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     66.3      7.0     11.2      6.8     34.6     80.1     65.4     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        7        5        2        2       14       12
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,900
COMMITMENTS
   2,547   10,088    5,820   21,377   12,378   29,744   28,286    6,156    7,614

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,061)
    -160      213       12      624      -65      476      160      585      901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     28.1     16.2     59.5     34.5     82.9     78.8     17.1     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        8       12       14       13       27       25
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,924
COMMITMENTS
   6,479    2,769      110    3,788    9,809   10,377   12,688    2,547      236

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:         51)
     104     -112      -41     -134      247      -71       94      122      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     21.4      0.9     29.3     75.9     80.3     98.2     19.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      51        9        3       12       26       66       37
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,504
COMMITMENTS
   3,646    1,141       13    2,540    6,340    6,199    7,494    2,305    1,010

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        446)
     289     -154        3      182      817      474      666      -28     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     13.4      0.2     29.9     74.6     72.9     88.1     27.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      23        6        2       11       20       35       27
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      166,779
COMMITMENTS
  31,489   22,349    6,634  113,154  120,520  151,277  149,503   15,502   17,276

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      7,265)
     536    1,004    1,798    3,426    1,626    5,760    4,428    1,505    2,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     13.4      4.0     67.8     72.3     90.7     89.6      9.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      43       26       24       81       79      135      122
 

Updated January 19, 2007