GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,312
COMMITMENTS
     125      218      150    4,637    5,474    4,912    5,842    1,400      470

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,500)
       0       50        0      300    1,425      300    1,475    1,200       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      3.5      2.4     73.5     86.7     77.8     92.6     22.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       17       19       19       22
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,705
COMMITMENTS
     578    6,844      159   16,848    9,272   17,585   16,275      120    1,430

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        810)
       0        0        0      810     -390      810     -390        0    1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     38.7      0.9     95.2     52.4     99.3     91.9      0.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        1       35       31       40       32
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,225
COMMITMENTS
      30       90        0    2,295    2,380    2,325    2,470      900      755

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        252)
       0       90        0      137       97      137      187      115       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.8      0.0     71.2     73.8     72.1     76.6     27.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       23       22       24       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      236,005
COMMITMENTS
  23,021   34,968   32,032  146,587  130,497  201,640  197,497   34,365   38,508

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -11,153)
   1,754   -3,155   -6,795   -3,655      325   -8,696   -9,625   -2,457   -1,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     14.8     13.6     62.1     55.3     85.4     83.7     14.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      28       41       43       64       67      120      129
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,419,014
COMMITMENTS
  77,291   90,077  665,997  609,402  622,474  1352690  1378548   66,324   40,466

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -26,619)
  -7,046  -12,550   -3,776  -12,074   -7,680  -22,896  -24,007   -3,722   -2,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      6.3     46.9     42.9     43.9     95.3     97.1      4.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      63       74       95       83       78      198      199
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,527
COMMITMENTS
   3,290   11,365    4,228   80,838   75,290   88,356   90,883   11,171    8,644

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      5,952)
     550        0      538    3,489    4,916    4,577    5,454    1,375      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     11.4      4.2     81.2     75.6     88.8     91.3     11.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       24       24       27       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,444
COMMITMENTS
     430    2,592    3,212   33,572   29,636   37,214   35,440    8,230   10,004

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -628)
       0      276      290   -1,445    1,434   -1,155    2,000      527   -2,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      5.7      7.1     73.9     65.2     81.9     78.0     18.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       23       22       26       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      131,968
COMMITMENTS
   9,839    1,268    2,375  117,220  122,830  129,434  126,473    2,534    5,495

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      3,817)
   3,434   -1,380      261      851    6,338    4,546    5,219     -729   -1,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      1.0      1.8     88.8     93.1     98.1     95.8      1.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        2        3       34       34       38       38
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,490
COMMITMENTS
  18,256        0        0   45,559   63,939   63,815   63,939   12,675   12,551

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        -63)
       0        0        0      -63     -277      -63     -277        0      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      0.0      0.0     59.6     83.6     83.4     83.6     16.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       19       18       21       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,990
COMMITMENTS
     187    1,375    8,255   70,063   67,384   78,505   77,014    4,485    5,976

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      4,020)
  -2,996      265    1,984    4,540    1,219    3,528    3,468      492      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.7      9.9     84.4     81.2     94.6     92.8      5.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        4       21       20       25       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,799
COMMITMENTS
   2,596      326    5,078   52,963   59,049   60,637   64,453   10,162    6,346

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      2,584)
     -22        0      701    1,536    2,614    2,215    3,315      369     -731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.5      7.2     74.8     83.4     85.6     91.0     14.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       19       20       21       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,946
COMMITMENTS
   3,944      380    5,697   73,541   79,087   83,182   85,164   11,764    9,782

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        395)
    -186   -2,110      834   -3,197      831   -2,549     -445    2,944      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.4      6.0     77.5     83.3     87.6     89.7     12.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       28       28       31       30
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,169
COMMITMENTS
     280    8,861    1,339   65,947   62,543   67,566   72,743   12,603    7,426

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        875)
     280       -5      -96    1,393     -619    1,577     -720     -702    1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     11.1      1.7     82.3     78.0     84.3     90.7     15.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       23       20       25       22
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,590
COMMITMENTS
   3,646    3,542      832   56,171   56,872   60,649   61,246    6,941    6,344

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      2,274)
    -956        0      832    3,437    1,714    3,313    2,546   -1,039     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      5.2      1.2     83.1     84.1     89.7     90.6     10.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       23       22       25       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,600
COMMITMENTS
   6,018    3,924    3,898   84,382   90,723   94,298   98,545   13,302    9,055

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      8,336)
   4,151     -745   -1,012    4,936   12,109    8,075   10,352      261   -2,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      3.6      3.6     78.4     84.3     87.6     91.6     12.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       26       28       28       31
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,593
COMMITMENTS
       0    3,914    1,636   43,716   51,509   45,352   57,059   16,241    4,534

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        348)
       0       92      -66      416      549      350      575       -2     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.4      2.7     71.0     83.6     73.6     92.6     26.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       15       16       16       18
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,301
COMMITMENTS
   2,860        0      124   34,117   36,431   37,101   36,555    1,200    1,746

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.0      0.3     89.1     95.1     96.9     95.4      3.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        1       12       20       16       21
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       24,736
COMMITMENTS
       0    2,912        0   24,072   20,154   24,072   23,066      664    1,670

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      3,268)
       0    1,712        0    3,324    1,428    3,324    3,140      -56      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.8      0.0     97.3     81.5     97.3     93.2      2.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       15       14       15       16
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      192,167
COMMITMENTS
   1,172   16,631   19,244  156,008  149,003  176,424  184,878   15,743    7,289

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      2,443)
     204       31      677    1,388    1,869    2,269    2,577      174     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      8.7     10.0     81.2     77.5     91.8     96.2      8.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        5        6       37       37       43       44
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,588
COMMITMENTS
   3,105    3,922    3,215   72,672   68,995   78,992   76,132    8,596   11,456

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      3,283)
   1,076    1,757      960    1,312     -842    3,348    1,875      -65    1,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      4.5      3.7     83.0     78.8     90.2     86.9      9.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       20       21       23       25
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,026
COMMITMENTS
   3,047        0        0   54,465   55,921   57,512   55,921    1,514    3,105

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      5,272)
   2,711        0        0    2,550    4,964    5,261    4,964       11      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.0      0.0     92.3     94.7     97.4     94.7      2.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        0       16       26       20       26
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      297,486
COMMITMENTS
  11,354      314   10,669  264,583  278,167  286,606  289,150   10,880    8,336

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      4,643)
  -3,442     -168    1,561    6,593    1,926    4,712    3,319      -69    1,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.1      3.6     88.9     93.5     96.3     97.2      3.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        1        6       45       41       51       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      175,271
COMMITMENTS
  11,380    9,792   15,745  139,040  145,821  166,165  171,358    9,106    3,913

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      2,700)
    -966      845      655    4,644    1,508    4,333    3,008   -1,633     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      5.6      9.0     79.3     83.2     94.8     97.8      5.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        4        4       41       38       46       43
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      184,056
COMMITMENTS
   8,605    5,950    7,993  148,867  149,640  165,465  163,583   18,591   20,473

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      6,654)
    -761      859   -1,122    7,933    4,742    6,050    4,479      604    2,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      3.2      4.3     80.9     81.3     89.9     88.9     10.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        3       35       34       39       38
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      247,458
COMMITMENTS
  34,625    4,152   22,343  171,812  205,176  228,780  231,671   18,678   15,787

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      3,584)
  -6,633      681    2,135    5,545      927    1,047    3,743    2,537     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      1.7      9.0     69.4     82.9     92.5     93.6      7.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        5        6       36       35       43       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,583
COMMITMENTS
       0    7,166      664   52,714   42,163   53,378   49,993    7,205   10,590

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -279)
    -182    4,762     -128    1,877   -5,859    1,567   -1,225   -1,846      946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.8      1.1     87.0     69.6     88.1     82.5     11.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        2       26       24       28       27
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,976,430
COMMITMENTS
 178,338   44,710  1168374  1588098  1739334  2934810  2952418   41,620   24,012

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:   -184,023)
  21,437  -75,224  -48,147 -167,778  -67,446 -194,488 -190,817   10,465    6,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      1.5     39.3     53.4     58.4     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      27       23       45      103       89      151      137
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      845,919
COMMITMENTS
 123,483  121,568  175,645  536,650  542,669  835,778  839,882   10,141    6,037

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -71,120)
 -42,809    3,497  -10,222  -20,265  -64,219  -73,296  -70,944    2,176     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     14.4     20.8     63.4     64.2     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       14       27       33       33       64       64
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       78,720
COMMITMENTS
   2,141    1,200    3,475   72,292   73,659   77,908   78,334      812      386

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -2,708)
    -275        2       -7   -2,316   -2,566   -2,598   -2,571     -109     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.5      4.4     91.8     93.6     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        6        8       38       36       47       44
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       20,644
COMMITMENTS
     858        0      678   18,979   19,543   20,515   20,221      129      423

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        373)
     -80        0       80      373      293      373      373        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      3.3     91.9     94.7     99.4     98.0      0.6      2.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,490
COMMITMENTS
      73      668    1,281   18,802   18,096   20,155   20,045      334      445

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        260)
      72       40      -36      333      369      369      373     -109     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      3.3      6.3     91.8     88.3     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       21       22       23       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,804
COMMITMENTS
      52      520       60   14,676   14,455   14,788   15,035    1,016      769

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -248)
       6      -40        0      -14     -209       -8     -249     -240        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      3.3      0.4     92.9     91.5     93.6     95.1      6.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       14       18       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,274
COMMITMENTS
   1,778      170      460   23,220   25,218   25,458   25,848      816      426

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        220)
     148        0      160      650       74      958      234     -738      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.6      1.8     88.4     96.0     96.9     98.4      3.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        1       26       19       28       21
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,490
COMMITMENTS
       0    1,138    1,920   27,032   26,198   28,952   29,256      538      234

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        188)
       0        0        0      188      188      188      188        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      6.5     91.7     88.8     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       17       16       18       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,810
COMMITMENTS
     120      652      560   10,760   10,148   11,440   11,360      370      450

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,345,199
COMMITMENTS
 182,711  139,767  673,456  1403936  1439067  2260102  2252289   85,097   92,910

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     71,490)
  -7,782   -7,747   27,695   53,849   44,148   73,762   64,096   -2,272    7,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      6.0     28.7     59.9     61.4     96.4     96.0      3.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      99      118      164      100      103      299      302
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,433
COMMITMENTS
       0        0        0   22,433   22,383   22,433   22,383        0       50

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       15       17       15
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,705
COMMITMENTS
   3,029    9,509   14,873   26,166   19,270   44,068   43,652    4,637    5,053

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      3,913)
     671      286    3,320      718    1,935    4,709    5,541     -796   -1,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     19.5     30.5     53.7     39.6     90.5     89.6      9.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        9       15       15       14       31       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,607
COMMITMENTS
   9,125    2,615      121    3,518   12,450   12,764   15,186    2,843      421

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,128)
     800     -290      120     -106    1,169      814      999      314      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.5     16.8      0.8     22.5     79.8     81.8     97.3     18.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      65        8        2       15       26       82       36
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,855
COMMITMENTS
   5,187    1,285        0    2,275    7,654    7,462    8,939    2,393      916

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        753)
     660      167       -3      137      631      794      795      -41      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.6     13.0      0.0     23.1     77.7     75.7     90.7     24.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      27        8        0        9       21       36       29
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      180,484
COMMITMENTS
  33,885   20,148   19,040  109,620  124,059  162,545  163,247   17,939   17,237

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -6,946)
   2,722   -5,257      -63  -10,141     -689   -7,482   -6,009      536     -937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     11.2     10.5     60.7     68.7     90.1     90.4      9.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      47       27       27       74       77      132      122
 

Updated February 2, 2007