GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,710
COMMITMENTS
       0        0      100    2,435    2,265    2,535    2,365      175      345

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:       -802)
       0        0        0     -715     -987     -715     -987      -87      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      3.7     89.9     83.6     93.5     87.3      6.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        2       14       16       16       18
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,513
COMMITMENTS
      25      322      473    6,835    6,448    7,333    7,243      180      270

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -1,078)
    -328        0      -25     -573   -1,074     -926   -1,099     -152       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.3      6.3     91.0     85.8     97.6     96.4      2.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       29       28       31       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      239,780
COMMITMENTS
  25,311   38,459   29,322  152,530  137,503  207,163  205,284   32,617   34,497

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:       -198)
  -1,415    5,326       73    2,024   -7,654      682   -2,256     -880    2,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     16.0     12.2     63.6     57.3     86.4     85.6     13.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      30       43       35       62       65      110      128
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,315,469
COMMITMENTS
 101,613  108,029  585,346  560,537  581,936  1247495  1275311   67,974   40,158

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:      3,723)
   2,780      130    9,587     -853   -9,823   11,514     -106   -7,792    3,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      8.2     44.5     42.6     44.2     94.8     96.9      5.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      52       84       90       84       78      192      199
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,260
COMMITMENTS
   1,208   11,365    3,729   75,428   64,865   80,365   79,959    9,895   10,301

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -3,796)
    -285      806     -546   -3,305   -4,176   -4,136   -3,916      340      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     12.6      4.1     83.6     71.9     89.0     88.6     11.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       21       22       23       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,219
COMMITMENTS
     430    2,245      813   29,275   24,879   30,518   27,937    8,701   11,282

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -4,754)
    -230    1,148     -847   -3,010   -5,506   -4,087   -5,205     -667      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      5.7      2.1     74.6     63.4     77.8     71.2     22.2     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       18       20       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,431
COMMITMENTS
   4,823        0    1,754  108,737  110,686  115,314  112,440    6,117    8,991

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -9,066)
    -868     -496     -124   -8,639   -8,657   -9,631   -9,277      565      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      1.4     89.5     91.2     95.0     92.6      5.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        1       27       30       29       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,431
COMMITMENTS
  17,422        0        0   37,161   55,143   54,583   55,143   12,848   12,288

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -3,580)
       0        0        0   -4,145   -4,654   -4,145   -4,654      565    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      0.0      0.0     55.1     81.8     80.9     81.8     19.1     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       15       14       17       14
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,530
COMMITMENTS
   8,012    2,121    3,340   54,673   62,490   66,025   67,951    6,505    4,579

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -3,570)
   2,580       -6   -1,671   -4,510   -1,664   -3,601   -3,341       31     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      2.9      4.6     75.4     86.2     91.0     93.7      9.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        4       18       18       22       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,189
COMMITMENTS
   3,912      206    1,708   46,811   47,631   52,431   49,545    6,758    9,644

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -5,565)
  -1,181      206     -621   -3,226   -5,112   -5,028   -5,527     -537      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.3      2.9     79.1     80.5     88.6     83.7     11.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       16       18       18       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,593
COMMITMENTS
   3,468    4,079    2,764   78,643   78,076   84,875   84,919    7,718    7,674

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -8,007)
    -310     -427     -930   -5,440   -6,615   -6,680   -7,972   -1,327      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      4.4      3.0     84.9     84.3     91.7     91.7      8.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        2       28       27       31       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,847
COMMITMENTS
       0    5,538    1,250   60,150   59,397   61,400   66,185   12,447    7,662

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -3,513)
       0      846     -185   -4,363   -4,737   -4,548   -4,076    1,035      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.5      1.7     81.5     80.4     83.1     89.6     16.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       18       14       19       15
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,658
COMMITMENTS
   6,364    3,542        0   47,655   52,896   54,019   56,438    8,639    6,220

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -4,473)
     372     -434        0   -4,503   -4,707   -4,131   -5,141     -342      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      5.7      0.0     76.1     84.4     86.2     90.1     13.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       19       18       21       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,414
COMMITMENTS
   6,929    3,924    1,996   67,943   74,527   76,868   80,447   12,546    8,967

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -3,518)
   5,403     -757   -2,622   -6,402   -1,397   -3,621   -4,776      103    1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      4.4      2.2     76.0     83.4     86.0     90.0     14.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       26       22       29       25
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,874
COMMITMENTS
       0    6,242      873   43,418   47,130   44,291   54,245   14,583    4,629

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -4,130)
       0      -37       20   -3,048   -3,410   -3,028   -3,427   -1,102     -703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.6      1.5     73.7     80.1     75.2     92.1     24.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       16       15       17       17
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      183,078
COMMITMENTS
   3,634   18,135   16,234  146,725  141,828  166,593  176,197   16,485    6,881

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:    -15,742)
    -924    5,801   -6,094   -9,218  -14,810  -16,236  -15,103      494     -639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      9.9      8.9     80.1     77.5     91.0     96.2      9.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        5       37       36       43       42
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,267
COMMITMENTS
   2,944        9    1,143   64,201   62,696   68,288   63,848    9,979   14,419

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:    -10,541)
  -1,660   -1,635   -1,465   -8,056  -13,882  -11,181  -16,982      640    6,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      1.5     82.0     80.1     87.3     81.6     12.7     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       19       18       21       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      278,526
COMMITMENTS
  12,863    2,178    7,006  247,236  261,607  267,105  270,791   11,421    7,735

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:    -15,324)
  -1,261      482      313  -15,821  -16,644  -16,769  -15,849    1,445      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.8      2.5     88.8     93.9     95.9     97.2      4.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        2        6       41       41       47       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      155,318
COMMITMENTS
  10,220    5,793   14,596  117,659  128,446  142,475  148,835   12,843    6,483

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -7,126)
    -721   -1,712    1,974   -9,864   -8,051   -8,611   -7,789    1,485      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      3.7      9.4     75.8     82.7     91.7     95.8      8.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        6       33       31       39       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      161,346
COMMITMENTS
     205    5,317    4,668  140,600  132,409  145,473  142,394   15,873   18,952

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:    -11,943)
     205      328     -121  -14,477  -17,496  -14,393  -17,289    2,450    5,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      3.3      2.9     87.1     82.1     90.2     88.3      9.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        3       33       28       36       32
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      225,061
COMMITMENTS
  57,694    3,919   12,716  142,360  196,253  212,770  212,888   12,291   12,173

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -9,626)
  -3,028    2,057      183   -5,003  -11,770   -7,848   -9,530   -1,778      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      1.7      5.7     63.3     87.2     94.5     94.6      5.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        3        6       36       36       44       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,511
COMMITMENTS
       0      644        0   44,368   42,467   44,368   43,111    7,143    8,400

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -3,406)
       0   -1,445        0   -3,014   -1,892   -3,014   -3,337     -392      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     86.1     82.4     86.1     83.7     13.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       20       20       21
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,925,837
COMMITMENTS
 138,689  127,070  1096348  1655179  1684615  2890216  2908033   35,621   17,804

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:   -159,758)
 -14,646  -55,292  -24,844 -133,185  -86,671 -172,675 -166,807   12,917    7,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      4.3     37.5     56.6     57.6     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      20       27       45      102       90      148      137
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      760,314
COMMITMENTS
 165,343   85,545  141,108  449,993  529,462  756,444  756,115    3,870    4,199

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:    -83,899)
  -3,197   14,929  -57,698  -17,683  -35,033  -78,578  -77,802   -5,321   -6,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     11.3     18.6     59.2     69.6     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       16       24       38       37       65       63
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       76,624
COMMITMENTS
   3,119    1,520    2,646   70,012   72,011   75,777   76,177      847      447

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -8,070)
    -307       40     -456   -7,226   -7,556   -7,989   -7,972      -80      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      2.0      3.5     91.4     94.0     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        5        6       38       35       46       43
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       20,575
COMMITMENTS
     938        0      598   18,910   19,554   20,446   20,152      129      423

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -1,578)
     160     -382     -160   -1,667   -1,144   -1,667   -1,686       89      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      2.9     91.9     95.0     99.4     97.9      0.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       15       16       16       17
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,629
COMMITMENTS
       0    1,108      720   17,488   16,546   18,208   18,374      421      255

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:       -941)
     -60      -44      -56     -950   -1,056   -1,066   -1,156      125      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      3.9     93.9     88.8     97.7     98.6      2.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       18       21       19       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,434
COMMITMENTS
       0    1,032       84   14,056   14,038   14,140   15,154    1,294      280

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:       -200)
       0      130     -140     -294     -180     -434     -190      234      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      0.5     91.1     91.0     91.6     98.2      8.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       15       13       17       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,080
COMMITMENTS
   1,630       60      300   21,822   23,874   23,752   24,234    1,328      846

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:       -874)
    -110      -20        0     -717     -798     -827     -818      -47      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.2      1.2     87.0     95.2     94.7     96.6      5.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       23       16       24       18
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,804
COMMITMENTS
      60    1,378    1,680   23,340   22,564   25,080   25,622      724      182

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:        -90)
       0       66     -100       10      -36      -90      -70        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      5.3      6.5     90.5     87.4     97.2     99.3      2.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       15       14       17       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,600
COMMITMENTS
     120      652      560   10,602   10,058   11,282   11,270      318      330

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:       -414)
      20       56      -76     -462     -392     -518     -412      104       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      5.6      4.8     91.4     86.7     97.3     97.2      2.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       13       18       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,993,730
COMMITMENTS
 182,996  161,442  534,687  1202052  1209986  1919736  1906115   73,994   87,615

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:    127,000)
   9,816   27,368   40,936   71,528   55,540  122,280  123,844    4,720    3,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      8.1     26.8     60.3     60.7     96.3     95.6      3.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     108      110      148       97       93      283      289
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,601
COMMITMENTS
   2,502    9,121    5,270   19,023   11,104   26,795   25,495    4,806    6,106

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:        156)
       0      118        0     -100      -38     -100       80      256       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     28.9     16.7     60.2     35.1     84.8     80.7     15.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        7       11       13       12       25       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,459
COMMITMENTS
   5,736    2,838       46    4,277    9,197   10,059   12,081    2,400      378

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:      1,127)
   1,191      154       36      -64      973    1,163    1,163      -36      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.0     22.8      0.4     34.3     73.8     80.7     97.0     19.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      53        9        2       15       26       69       36
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,383
COMMITMENTS
   3,715    1,143       36    2,347    6,216    6,098    7,395    2,285      988

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:       -166)
     972      112     -390     -234      257      348      -21     -514     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3     13.6      0.4     28.0     74.2     72.7     88.2     27.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      26        6        2       14       22       41       29
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      159,760
COMMITMENTS
  28,304   18,367    9,495  103,505  117,000  141,305  144,862   18,456   14,898

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:      5,158)
   2,926    3,917    1,875    1,659     -999    6,460    4,793   -1,301      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     11.5      5.9     64.8     73.2     88.4     90.7     11.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      35       24       19       75       80      123      115
 

Updated January 8, 2007