NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,379
COMMITMENTS
   1,180    1,480        0    4,273    3,824    5,453    5,304      926    1,075

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        221)
       0        0        0      -79      -79      -79      -79      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     23.2      0.0     67.0     59.9     85.5     83.1     14.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       16       19       18       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      185,373
COMMITMENTS
  21,800   11,403   23,514  109,164  122,269  154,478  157,186   30,895   28,187

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      3,758)
  -4,104    3,174     -349    8,390   -3,183    3,937     -358     -179    4,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      6.2     12.7     58.9     66.0     83.3     84.8     16.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      37       22       36       64       75      119      118
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      947,840
COMMITMENTS
  97,178   65,441  417,366  357,894  431,906  872,438  914,713   75,402   33,127

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      3,163)
   4,378    2,206    1,434   -4,275   -1,296    1,537    2,344    1,626      819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      6.9     44.0     37.8     45.6     92.0     96.5      8.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      67       52       84       92       78      204      176
 
 
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                    Code-023655
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       11,797
COMMITMENTS
   2,680    7,549    1,598    2,744      328    7,022    9,475    4,775    2,322

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     64.0     13.5     23.3      2.8     59.5     80.3     40.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7       12        4        3        2       13       15
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,656
COMMITMENTS
      20    4,914    9,700   59,748   53,131   69,468   67,745    6,188    7,911

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,814)
    -376        0      252    3,568      519    3,444      771   -1,630    1,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5     12.8     79.0     70.2     91.8     89.5      8.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       21       23       23       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,181
COMMITMENTS
   6,851    2,221    1,978   30,812   36,093   39,641   40,292    6,540    5,889

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,409)
   2,215      278     -432      -66    2,776    1,717    2,622      692     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      4.8      4.3     66.7     78.2     85.8     87.2     14.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        4       20       21       25       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,491
COMMITMENTS
   8,818        0    1,824  101,251  109,170  111,893  110,994    9,598   10,497

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      4,624)
   1,914        0        0    1,436    4,564    3,350    4,564    1,274       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      1.5     83.3     89.9     92.1     91.4      7.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       26       26       28       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,289
COMMITMENTS
  11,984        0        0   59,562   68,174   71,546   68,174    6,743   10,115

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -1,646)
       0        0        0   -1,736   -3,018   -1,736   -3,018       90    1,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      0.0      0.0     76.1     87.1     91.4     87.1      8.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       24       22       25       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,781
COMMITMENTS
     424   10,453    2,860   63,326   54,516   66,610   67,829    5,171    3,952

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,115)
       0    4,301   -1,480    2,475   -1,584      995    1,237      120     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     14.6      4.0     88.2     75.9     92.8     94.5      7.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       19       20       22       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,557
COMMITMENTS
   1,951    2,486    6,202   47,381   43,571   55,534   52,259    5,023    8,298

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,624)
     457   -3,171      623      -36    2,311    1,044     -237      580    1,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      4.1     10.2     78.2     72.0     91.7     86.3      8.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       19       20       23       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,873
COMMITMENTS
       0    9,687    5,767   98,357   90,088  104,124  105,542   10,749    9,331

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      3,315)
       0     -252    1,600    1,321    2,563    2,921    3,911      394     -596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.4      5.0     85.6     78.4     90.6     91.9      9.4      8.1

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 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,354
COMMITMENTS
     130    5,956    1,425   27,410   27,779   28,965   35,160    9,389    3,194

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        224)
    -180     -300      310     -120        0       10       10      214      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     15.5      3.7     71.5     72.4     75.5     91.7     24.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       15       19       18       22
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,433
COMMITMENTS
       0   11,019    4,447   58,047   48,155   62,494   63,621    9,939    8,812

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,895)
       0   -4,158    1,754      610    5,391    2,364    2,987      531      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.2      6.1     80.1     66.5     86.3     87.8     13.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       18       15       20       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,288
COMMITMENTS
   5,069      368    1,634   39,945   43,150   46,648   45,152    4,640    6,136

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,056)
     226        0     -866    1,696    1,620    1,056      754        0      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.7      3.2     77.9     84.1     91.0     88.0      9.0     12.0

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 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,603
COMMITMENTS
   5,986        0      122   62,758   71,648   68,866   71,770    9,737    6,833

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -3,158)
  -1,214        0      122   -2,786   -4,488   -3,878   -4,366      720    1,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      0.2     79.8     91.2     87.6     91.3     12.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       25       24       27       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,577
COMMITMENTS
   1,037    6,340    5,283   68,166   61,815   74,486   73,438    6,091    7,139

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      3,094)
   1,037   -2,475      669    1,388    4,296    3,094    2,490        0      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      7.9      6.6     84.6     76.7     92.4     91.1      7.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       30       28       31       31
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,665
COMMITMENTS
   1,007        0    3,886   49,903   52,699   54,796   56,585    9,869    8,080

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        -42)
   1,007     -474     -666      405    2,883      746    1,743     -788   -1,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      6.0     77.2     81.5     84.7     87.5     15.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       21       21       22       22
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,134
COMMITMENTS
      40    3,906    1,200   50,286   47,028   51,526   52,134      608        0

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      7.5      2.3     96.5     90.2     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       11       12       12       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      184,676
COMMITMENTS
     830    9,089   15,094  156,364  153,429  172,288  177,612   12,388    7,064

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,669)
       0   -2,266       42      649    3,887      691    1,663      978        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      4.9      8.2     84.7     83.1     93.3     96.2      6.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        4        5       38       33       43       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,914
COMMITMENTS
   7,039    4,170    3,812   75,566   75,478   86,417   83,460    8,497   11,454

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,238)
     356        0      420    1,244    1,668    2,020    2,088      218      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      4.4      4.0     79.6     79.5     91.0     87.9      9.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        2       25       22       28       25
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,553
COMMITMENTS
      40    3,258    1,200   64,705   60,671   65,945   65,129      608    1,424

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     11,874)
       0   -1,962        0   11,754   13,594   11,754   11,632      120      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.9      1.8     97.2     91.2     99.1     97.9      0.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       17       18       18       21
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      268,828
COMMITMENTS
  10,711      471    5,601  246,953  255,369  263,265  261,441    5,563    7,387

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      9,074)
   4,487      357     -427    8,847    7,328   12,907    7,258   -3,833    1,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.2      2.1     91.9     95.0     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        3        6       48       47       55       53
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      161,255
COMMITMENTS
  14,311      142   10,505  127,143  145,210  151,959  155,857    9,296    5,398

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      5,086)
    -333      142    1,886    3,221    3,054    4,774    5,082      312        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.1      6.5     78.8     90.0     94.2     96.7      5.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        4       35       35       39       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,480
COMMITMENTS
       0    2,937    9,887  140,525  136,415  150,412  149,239   10,068   11,241

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,446)
  -6,556    2,595    2,014   11,055      123    6,513    4,732   -4,067   -2,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      6.2     87.6     85.0     93.7     93.0      6.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       0        3        3       36       36       39       39
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      175,801
COMMITMENTS
  13,009      893   30,112  125,476  135,843  168,597  166,848    7,204    8,953

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,146)
  -2,603        0    4,081    5,079    3,615    6,557    7,696      589     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.5     17.1     71.4     77.3     95.9     94.9      4.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        7       32       35       39       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,283
COMMITMENTS
       0    4,510      122   51,076   39,910   51,198   44,542    4,085   10,741

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,464)
       0    1,612        0    2,258      772    2,258    2,384     -794     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.2      0.2     92.4     72.2     92.6     80.6      7.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       19       21       21
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,033,933
COMMITMENTS
 450,684   81,855  1099166  1461437  1838372  3011287  3019393   22,646   14,540

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     94,703)
 -67,459  -10,161   92,851   66,418   10,299   91,810   92,989    2,893    1,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      2.7     36.2     48.2     60.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      26       16       41      104       86      146      129
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      710,572
COMMITMENTS
 156,825  134,235  165,218  385,587  407,828  707,630  707,281    2,942    3,291

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     18,432)
   1,990   -2,174   10,711    6,926   10,216   19,627   18,753   -1,195     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     18.9     23.3     54.3     57.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      17       14       25       39       36       68       63
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       49,241
COMMITMENTS
  10,884    1,170    4,712   32,731   42,561   48,327   48,443      914      798

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        634)
     772        0     -240       94      866      626      626        8        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      2.4      9.6     66.5     86.4     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        4        7       37       38       47       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       29,991
COMMITMENTS
   1,324    3,428      212   27,839   25,990   29,375   29,630      616      361

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      5,220)
       0        0        0    4,710    5,220    4,710    5,220      510        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     11.4      0.7     92.8     86.7     97.9     98.8      2.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        1       25       22       26       27
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       20,248
COMMITMENTS
   1,845      172       69   18,288   19,961   20,202   20,202       46       46

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      3,874)
       0        0        0    3,828    3,828    3,828    3,828       46       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.8      0.3     90.3     98.6     99.8     99.8      0.2      0.2

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 08/15/06                         |
--------------------------------------------------------------| 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 08/08/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        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 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,254
COMMITMENTS
   3,020    4,278      110   22,852   21,646   25,982   26,034      272      220

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:         20)
       0      -60        0       20       60       20        0        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     16.3      0.4     87.0     82.4     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 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,819
COMMITMENTS
   3,160      190      330   22,029   25,468   25,519   25,988    1,300      831

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        112)
       0        0        0       80       80       80       80       32       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      0.7      1.2     82.1     95.0     95.2     96.9      4.8      3.1

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 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,458
COMMITMENTS
     840      222      868   20,700   21,368   22,408   22,458       50        0

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        240)
    -240        0      240      240        0      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.0      3.9     92.2     95.1     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 08/15/06                         |
--------------------------------------------------------------| 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 08/08/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,209,950
COMMITMENTS
 196,301  112,507  263,204  690,208  765,049  1149713  1140760   60,237   69,190

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     45,001)
  -1,311  -14,575    6,344   42,244   48,658   47,277   40,427   -2,276    4,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      9.3     21.8     57.0     63.2     95.0     94.3      5.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      95       90      122       86       91      258      242
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       39,362
COMMITMENTS
  21,289   22,839    4,643    1,535      554   27,467   28,036   11,895   11,326

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -1,551)
  -7,031   -4,697    2,045    1,535     -326   -3,451   -2,978    1,900    1,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.1     58.0     11.8      3.9      1.4     69.8     71.2     30.2     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      22       16       15        1        1       29       26
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,912
COMMITMENTS
   6,434    8,763    3,962   12,644   11,089   23,040   23,814   10,872   10,098

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:       -153)
    -641      581       68      176   -1,751     -397   -1,102      244      949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     25.8     11.7     37.3     32.7     67.9     70.2     32.1     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        9       11       12       12       26       25
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,911
COMMITMENTS
   6,535    1,685      927    3,140    9,865   10,602   12,477    2,309      434

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        523)
     136     -466      180      197      768      513      482       10       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.6     13.1      7.2     24.3     76.4     82.1     96.6     17.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      54        9        6       19       27       77       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,948
COMMITMENTS
   5,652      443      388    1,594    8,165    7,634    8,996    2,314      952

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:       -228)
    -133      -85       80      -60     -246     -113     -251     -115       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8      4.5      3.9     16.0     82.1     76.7     90.4     23.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      25        2        4        7       20       35       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       71,704
COMMITMENTS
  13,216    5,283    2,907   42,013   54,815   58,136   63,005   13,568    8,699

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -8,330)
  -8,962   -2,096       76    1,652   -7,477   -7,234   -9,497   -1,096    1,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      7.4      4.1     58.6     76.4     81.1     87.9     18.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      39       14       21       52       62       97       91
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       63,365
COMMITMENTS
  12,016      202    5,448   41,306   53,139   58,770   58,789    4,595    4,576

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      5,336)
     140     -838     -226    5,108    6,183    5,022    5,119      314      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      0.3      8.6     65.2     83.9     92.7     92.8      7.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13        4        9       39       45       57       54
 

Updated August 18, 2006