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