NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      210,812
COMMITMENTS
  19,477   12,270   38,073  116,516  128,550  174,066  178,893   36,746   31,919

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      3,707)
  -4,680    3,698    1,231    8,367   -4,316    4,919      613   -1,212    3,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      5.8     18.1     55.3     61.0     82.6     84.9     17.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      33       28       38       67       75      123      121
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED 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:    1,439,389
COMMITMENTS
 101,799   71,832  726,092  528,071  603,464  1355961  1401388   83,427   38,001

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,951)
   9,339    5,551    4,918   -7,188   -2,117    7,070    8,352      881     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      5.0     50.4     36.7     41.9     94.2     97.4      5.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      69       62       99       95       87      218      199
 
 
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                    Code-023655
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       72,156
COMMITMENTS
  10,305    2,618    7,130   53,921   61,724   71,356   71,472      800      684

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,318)
     388      -43     -159    1,216    1,802    1,445    1,600     -127     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      3.6      9.9     74.7     85.5     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       9        4       11       41       40       55       51
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:    1,883,364
COMMITMENTS
 198,498   93,044  623,133  992,594  1089606  1814224  1805783   69,140   77,581

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     33,490)
 -16,299   -9,975   24,735   28,727   15,158   37,164   29,919   -3,673    3,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      4.9     33.1     52.7     57.9     96.3     95.9      3.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     124      100      167       90       97      300      290
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       86,054
COMMITMENTS
  11,225    5,002   13,519   46,417   57,934   71,160   76,455   14,894    9,599

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -9,647)
 -10,015   -1,364      388    1,672   -9,170   -7,954  -10,145   -1,692      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      5.8     15.7     53.9     67.3     82.7     88.8     17.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      38       17       24       56       64      102       97
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED 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:       63,625
COMMITMENTS
  12,016      202    5,448   41,357   53,157   58,821   58,807    4,803    4,817

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      5,482)
     140     -838     -226    5,148    6,188    5,062    5,124      421      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      0.3      8.6     65.0     83.5     92.5     92.4      7.5      7.6

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

Updated August 18, 2006