Holiday daily position report reporting

Due to the Thanksgiving Holiday in the U.S., the NYMEX and equity markets
will be closed on Thursday the 23rd and the NYMEX will be closed on Friday
the 24th. The consolidated DPR will report the 22nd's data on Monday the
27th. Additionally, the data for Thursday and Friday will be combined into
one consolidated DPR and also reported on the 27th. Although the reporting
for Thursday the 23rd and Friday the 24th are combined into one daily
position report, violations will still be reported based on daily information.

Please continue to export your data as in the past. We will need the data
for each day separated and not combined for Thursday and Friday due to the
need to assess the information against limits. However, if your market is
closed and there is no trading for the day, we do not need an export.

Please call me with any questions or comments X39123.