NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,158
COMMITMENTS
   1,180    1,480        0    4,352    3,903    5,532    5,383      626      775

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        170)
       0      300        0      170       50      170      350        0     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     24.0      0.0     70.7     63.4     89.8     87.4     10.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       17       18       19       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      181,615
COMMITMENTS
  25,904    8,229   23,863  100,774  125,452  150,541  157,544   31,074   24,071

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      2,089)
   2,454      215   -1,870     -329    3,064      255    1,409    1,834      680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      4.5     13.1     55.5     69.1     82.9     86.7     17.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      37       19       33       66       74      119      113
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      944,677
COMMITMENTS
  92,800   63,235  415,932  362,169  433,202  870,901  912,369   73,776   32,308

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     23,540)
   2,638   -1,816   22,210   -3,300    4,980   21,548   25,374    1,992   -1,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      6.7     44.0     38.3     45.9     92.2     96.6      7.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      67       54       76       94       77      203      170
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,842
COMMITMENTS
     396    4,914    9,448   56,180   52,612   66,024   66,974    7,818    6,868

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        547)
  -1,404     -604    1,297    1,364      280    1,257      973     -710     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      6.7     12.8     76.1     71.2     89.4     90.7     10.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       20       22       22       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,772
COMMITMENTS
   4,636    1,943    2,410   30,878   33,317   37,924   37,670    5,848    6,102

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      1,123)
    -336      304      304    1,063      546    1,031    1,154       92      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      4.4      5.5     70.5     76.1     86.6     86.1     13.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        4       21       20       26       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,867
COMMITMENTS
   6,904        0    1,824   99,815  104,606  108,543  106,430    8,324   10,437

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      3,650)
   1,202        0    1,824    1,262    2,613    4,288    4,437     -638     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      1.6     85.4     89.5     92.9     91.1      7.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        1       26       25       27       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,935
COMMITMENTS
  11,984        0        0   61,298   71,192   73,282   71,192    6,653    8,743

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -9,508)
       0   -2,208        0   -9,440   -7,028   -9,440   -9,236      -68     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      0.0      0.0     76.7     89.1     91.7     89.1      8.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       23       21       24       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,666
COMMITMENTS
     424    6,152    4,340   60,851   56,100   65,615   66,592    5,051    4,074

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        754)
       0    1,149     -124      -58      -62     -182      963      936     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      8.7      6.1     86.1     79.4     92.9     94.2      7.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       19       20       22       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,933
COMMITMENTS
   1,494    5,657    5,579   47,417   41,260   54,490   52,496    4,443    6,437

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        912)
      36      826     -246    1,122      332      912      912        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      9.6      9.5     80.5     70.0     92.5     89.1      7.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       19       21       23       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,558
COMMITMENTS
       0    9,939    4,167   97,036   87,525  101,203  101,631   10,355    9,927

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -8,054)
       0      852      225   -7,896  -10,453   -7,671   -9,376     -383    1,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.9      3.7     87.0     78.5     90.7     91.1      9.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        2       33       28       35       30
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,130
COMMITMENTS
     310    6,256    1,115   27,530   27,779   28,955   35,150    9,175    2,980

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        244)
       0        0        0      154      214      154      214       90       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     16.4      2.9     72.2     72.9     75.9     92.2     24.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       15       19       18       21
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,538
COMMITMENTS
       0   15,177    2,693   57,437   42,764   60,130   60,634    9,408    8,904

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -5,421)
       0      110        0   -5,318   -4,859   -5,318   -4,749     -103     -672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.8      3.9     82.6     61.5     86.5     87.2     13.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       17       15       18       16
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,232
COMMITMENTS
   4,843      368    2,500   38,249   41,530   45,592   44,398    4,640    5,834

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:       -184)
    -114        0        0      -70     -214     -184     -214        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      0.7      5.0     76.1     82.7     90.8     88.4      9.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       15       16       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,761
COMMITMENTS
   7,200        0        0   65,544   76,136   72,744   76,136    9,017    5,625

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        916)
    -600        0        0    2,485      485    1,885      485     -969      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.0      0.0     80.2     93.1     89.0     93.1     11.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       26       25       28       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,483
COMMITMENTS
       0    8,815    4,614   66,778   57,519   71,392   70,948    6,091    6,535

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -5,199)
       0   -4,772    1,270   -6,323   -1,640   -5,053   -5,142     -146      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.4      6.0     86.2     74.2     92.1     91.6      7.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        1       29       27       30       30
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,707
COMMITMENTS
       0      474    4,552   49,498   49,816   54,050   54,842   10,657    9,865

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -2,341)
  -2,337      474      294    2,302   -4,635      259   -3,867   -2,600    1,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      7.0     76.5     77.0     83.5     84.8     16.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       20       20       21       21
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      183,007
COMMITMENTS
     830   11,355   15,052  155,715  149,542  171,597  175,949   11,410    7,058

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      7,122)
       0    5,184   -1,337    7,737    2,249    6,400    6,096      722    1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      6.2      8.2     85.1     81.7     93.8     96.1      6.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        5        6       37       32       43       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,676
COMMITMENTS
   6,683    4,170    3,392   74,322   73,810   84,397   81,372    8,279   11,304

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      3,005)
     446        0     -488    3,284    3,252    3,242    2,764     -237      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      4.5      3.7     80.2     79.6     91.1     87.8      8.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        2       26       21       29       24
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,679
COMMITMENTS
      40    5,220    1,200   52,951   47,077   54,191   53,497      488    1,182

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        364)
      40     -418    1,200     -756     -176      484      606     -120     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      9.5      2.2     96.8     86.1     99.1     97.8      0.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       16       17       17       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      259,754
COMMITMENTS
   6,224      114    6,028  238,106  248,041  250,358  254,183    9,396    5,571

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      3,883)
  -3,242      114    1,542    4,749    2,213    3,049    3,869      834       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      2.3     91.7     95.5     96.4     97.9      3.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        1        4       47       47       53       51
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      156,169
COMMITMENTS
  14,644        0    8,619  123,922  142,156  147,185  150,775    8,984    5,394

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      9,149)
   7,129        0     -121    2,542    8,557    9,550    8,436     -401      713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      0.0      5.5     79.4     91.0     94.2     96.5      5.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        0        4       35       36       39       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      158,034
COMMITMENTS
   6,556      342    7,873  129,470  136,292  143,899  144,507   14,135   13,527

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      2,813)
  -3,552     -150    2,712    3,038      132    2,198    2,694      615      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.2      5.0     81.9     86.2     91.1     91.4      8.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        2       34       33       36       35
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      168,655
COMMITMENTS
  15,612      893   26,031  120,397  132,228  162,040  159,152    6,615    9,503

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      5,870)
   1,451   -2,284    1,090    3,613    6,678    6,154    5,484     -284      386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      0.5     15.4     71.4     78.4     96.1     94.4      3.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        7       33       35       40       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,819
COMMITMENTS
       0    2,898      122   48,818   39,138   48,940   42,158    4,879   11,661

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:         79)
       0        0        0      126     -302      126     -302      -47      381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      0.2     90.7     72.7     90.9     78.3      9.1     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       18       18       19       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,939,230
COMMITMENTS
 518,143   92,016  1006315  1395019  1828073  2919477  2926404   19,753   12,826

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:    243,914)
  -5,668    2,597  174,543   75,530   67,652  244,405  244,792     -491     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      3.1     34.2     47.5     62.2     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      24       18       42      102       85      145      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      692,140
COMMITMENTS
 154,835  136,409  154,507  378,661  397,612  688,003  688,528    4,137    3,612

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      5,383)
  13,676   25,582  -10,000      914   -9,802    4,590    5,780      793     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     19.7     22.3     54.7     57.4     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       14       26       36       33       66       62
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,607
COMMITMENTS
  10,112    1,170    4,952   32,637   41,695   47,701   47,817      906      790

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        294)
     -40        0       60      226      254      246      314       48      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      2.4     10.2     67.1     85.8     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        4        7       37       37       47       46
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,771
COMMITMENTS
   1,324    3,428      212   23,129   20,770   24,665   24,410      106      361

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -2,567)
      40     -400      -40   -2,507   -2,107   -2,507   -2,547      -60      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     13.8      0.9     93.4     83.8     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        1       25       21       26       26
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       16,374
COMMITMENTS
   1,845      172       69   14,460   16,133   16,374   16,374        0        0

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -1,260)
    -220      -80      -60     -980     -960   -1,260   -1,100        0     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      1.1      0.4     88.3     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       17       17       20       19
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,701
COMMITMENTS
     556    1,653       69   14,669   13,919   15,294   15,641      407       60

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -1,220)
    -160     -200      -60     -760     -960     -980   -1,220     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     10.5      0.4     93.4     88.7     97.4     99.6      2.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       15       12       17       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,234
COMMITMENTS
   3,020    4,338      110   22,832   21,586   25,962   26,034      272      200

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      2,844)
      40        0      -20    2,804    3,284    2,824    3,264       20     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     16.5      0.4     87.0     82.3     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        2       21       22       24       26
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,707
COMMITMENTS
   3,160      190      330   21,949   25,388   25,439   25,908    1,268      799

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        288)
       0        0        0      240      288      240      288       48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      0.7      1.2     82.2     95.1     95.3     97.0      4.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       22       23       25       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,218
COMMITMENTS
   1,080      222      628   20,460   21,368   22,168   22,218       50        0

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.0      2.8     92.1     96.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        3       14       15       17       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,068
COMMITMENTS
     360       12    1,080   12,406   12,816   13,846   13,908      222      160

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      1,724)
       0     -240        0    1,722    1,904    1,722    1,664        2       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.1      7.7     88.2     91.1     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       16       17       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,164,949
COMMITMENTS
 197,612  127,082  256,860  647,964  716,391  1102436  1100333   62,513   64,616

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     55,111)
   8,388    3,953    7,134   36,995   41,829   52,517   52,916    2,594    2,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     10.9     22.0     55.6     61.5     94.6     94.5      5.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     103       87      119       88       90      262      243
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       40,913
COMMITMENTS
  28,320   27,536    2,598        0      880   30,918   31,014    9,995    9,899

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      3,392)
   3,360    1,292    1,768     -642     -534    4,486    2,526   -1,094      866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.2     67.3      6.4      0.0      2.2     75.6     75.8     24.4     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22       22       15        0        2       33       28
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,065
COMMITMENTS
   7,075    8,182    3,894   12,468   12,840   23,437   24,916   10,628    9,149

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      5,737)
   1,906      131      614    2,905    3,293    5,425    4,038      312    1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     24.0     11.4     36.6     37.7     68.8     73.1     31.2     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        8       11       13       13       29       25
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,388
COMMITMENTS
   6,399    2,151      747    2,943    9,097   10,089   11,995    2,299      393

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -1,199)
  -1,453     -507      -43      173     -692   -1,323   -1,242      124       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     17.4      6.0     23.8     73.4     81.4     96.8     18.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      53       11        5       18       26       75       39
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,176
COMMITMENTS
   5,785      528      308    1,654    8,411    7,747    9,247    2,429      929

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        904)
     470       16       64       75      741      609      821      295       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8      5.2      3.0     16.3     82.7     76.1     90.9     23.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      25        3        3        8       20       36       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       80,034
COMMITMENTS
  22,178    7,379    2,831   40,361   62,292   65,370   72,502   14,664    7,532

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -5,653)
  -3,761      578     -571     -654   -6,887   -4,986   -6,880     -667    1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      9.2      3.5     50.4     77.8     81.7     90.6     18.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      38       20       21       55       64      108       91
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       58,029
COMMITMENTS
  11,876    1,040    5,674   36,198   46,956   53,748   53,670    4,281    4,359

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      5,534)
   1,727     -310    1,095    1,908    5,043    4,730    5,828      804     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      1.8      9.8     62.4     80.9     92.6     92.5      7.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      13        4       11       42       45       62       56
 

Updated August 11, 2006