GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,824
COMMITMENTS
   1,575    1,025      225    5,824    7,524    7,624    8,774    1,200       50

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        100)
      75       50        0      175      200      250      250     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     11.6      2.5     66.0     85.3     86.4     99.4     13.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       18       14       19       16
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,021
COMMITMENTS
      75    6,229      121   14,853    7,971   15,049   14,321      972    1,700

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        779)
       0      -50      100      779      779      879      829     -100      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     38.9      0.8     92.7     49.8     93.9     89.4      6.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       28       25       30       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,882
COMMITMENTS
       0      158       14    1,462    1,170    1,476    1,342      406      540

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:       -159)
       0      136        7     -290     -410     -283     -267      124      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.4      0.7     77.7     62.2     78.4     71.3     21.6     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       16       16       17       18
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,897
COMMITMENTS
       0      105      250    2,283    1,993    2,533    2,348      364      549

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        312)
       0      -20       20      232      187      252      187       60      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      8.6     78.8     68.8     87.4     81.0     12.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        2       26       27       28       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      208,651
COMMITMENTS
  34,844   24,609   27,589  117,438  130,029  179,871  182,227   28,780   26,424

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      3,287)
   6,784      622      890   -4,435    4,029    3,239    5,541       48   -2,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     11.8     13.2     56.3     62.3     86.2     87.3     13.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      35       28       28       63       70      115      112
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      762,147
COMMITMENTS
  76,183   89,874  260,253  357,052  376,394  693,488  726,521   68,659   35,626

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     31,006)
   6,500     -981   19,061    3,083    9,173   28,644   27,253    2,362    3,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     11.8     34.1     46.8     49.4     91.0     95.3      9.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      51       70       71       77       68      184      161
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,875
COMMITMENTS
   2,306   14,187    3,041   77,400   68,433   82,747   85,661   10,128    7,214

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      3,438)
   1,158     -430     -225    1,684    3,852    2,617    3,197      821      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     15.3      3.3     83.3     73.7     89.1     92.2     10.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       20       20       22       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,905
COMMITMENTS
   2,245      754    3,249   46,041   45,901   51,535   49,904    9,370   11,001

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,296)
    -492     -488      720    1,854    1,511    2,082    1,743      214      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.2      5.3     75.6     75.4     84.6     81.9     15.4     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       23       17       25       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      124,664
COMMITMENTS
  11,897      944    7,553   95,026  107,367  114,476  115,864   10,188    8,800

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        -72)
    -672     -622      370      204      634      -98      382       26     -454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.8      6.1     76.2     86.1     91.8     92.9      8.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        4       23       28       27       32
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,247
COMMITMENTS
  16,920    5,309    5,925   50,871   63,528   73,716   74,762   11,531   10,485

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,594)
  -3,192   -2,225     -820    3,655    4,276     -357    1,231    1,951      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      6.2      7.0     59.7     74.5     86.5     87.7     13.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        2       18       19       22       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,516
COMMITMENTS
   4,611      407    7,307   67,112   69,302   79,030   77,016    3,486    5,500

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        818)
  -1,082   -1,322    1,370      343      716      631      764      187       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.5      8.9     81.3     84.0     95.8     93.3      4.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        4       20       22       24       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,817
COMMITMENTS
   7,406        0    2,201   50,713   57,183   60,320   59,384    5,497    6,433

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,402)
   1,475        0      -24      159    2,488    1,610    2,464      792      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      0.0      3.3     77.1     86.9     91.6     90.2      8.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       19       21       21       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,369
COMMITMENTS
   2,965    1,961    4,685   73,879   74,210   81,529   80,856    8,840    9,513

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,049)
     823   -1,506     -179      222    2,774      866    1,089      183      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      2.2      5.2     81.8     82.1     90.2     89.5      9.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       24       28       28       31
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,023
COMMITMENTS
       0    6,906    3,070   71,640   64,616   74,710   74,592   11,313   11,431

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,955)
       0   -1,066      662    1,833    2,443    2,495    2,039      460      916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.0      3.6     83.3     75.1     86.8     86.7     13.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       22       19       24       21
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,435
COMMITMENTS
   6,950    2,568    1,197   26,385   27,080   34,532   30,845    2,903    6,590

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        476)
    -471        0      320      512     -398      361      -78      115      554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      6.9      3.2     70.5     72.3     92.2     82.4      7.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       11       11       14       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,926
COMMITMENTS
   9,390      879    4,031   60,725   66,786   74,146   71,696    4,780    7,230

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,612)
  -2,244      524   -2,024    8,195    4,328    3,927    2,828   -1,315     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      1.1      5.1     76.9     84.6     93.9     90.8      6.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        3       25       22       29       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      118,505
COMMITMENTS
   2,172   15,885    7,069  100,361   80,264  109,602  103,218    8,903   15,287

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        330)
   1,038      -68      183     -190       92    1,031      207     -701      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     13.4      6.0     84.7     67.7     92.5     87.1      7.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        5        3       27       27       30       33
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,775
COMMITMENTS
       0    6,780    1,321   46,592   42,403   47,913   50,504   12,862   10,271

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        899)
       0     -670     -227    1,016    1,808      789      911      110      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.2      2.2     76.7     69.8     78.8     83.1     21.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       18       18       20       20
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      167,930
COMMITMENTS
   2,998   24,499   12,843  140,981  124,359  156,822  161,701   11,108    6,229

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,282)
    -792    1,502      348      -42   -1,024     -486      826    1,768      456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     14.6      7.6     84.0     74.1     93.4     96.3      6.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        6        8       38       36       46       45
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,952
COMMITMENTS
   1,015    7,860    4,217   84,248   71,313   89,480   83,390    6,472   12,562

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,091)
   1,003   -1,923      -30       26    1,616      999     -337       92    1,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      8.2      4.4     87.8     74.3     93.3     86.9      6.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        4       21       19       25       24
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      278,628
COMMITMENTS
  19,403      480    6,316  241,655  261,482  267,374  268,278   11,254   10,350

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,288)
   1,322     -637      167      457    1,697    1,946    1,227     -658       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.2      2.3     86.7     93.8     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        1        6       40       44       46       51
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      183,271
COMMITMENTS
   7,374    7,789   16,024  144,876  152,637  168,274  176,450   14,997    6,821

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      3,809)
     370        0      244    2,525    3,137    3,139    3,381      670      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      4.2      8.7     79.1     83.3     91.8     96.3      8.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        4       38       35       42       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      181,214
COMMITMENTS
  13,382    7,266   12,067  135,331  149,076  160,780  168,409   20,434   12,805

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      9,087)
   3,620    1,587      761    7,400    7,240   11,781    9,588   -2,694     -501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      4.0      6.7     74.7     82.3     88.7     92.9     11.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        5       33       35       40       40
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,948
COMMITMENTS
       0    3,195    2,081   37,446   34,018   39,527   39,294   12,421   12,654

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        259)
       0      432     -413    1,926      634    1,513      653   -1,254     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.2      4.0     72.1     65.5     76.1     75.6     23.9     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       18       18       19       19
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      247,949
COMMITMENTS
  29,777    4,056   24,251  179,076  208,418  233,104  236,725   14,845   11,224

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,220)
     450   -2,922    2,984   -2,666    1,407      768    1,469      452     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      1.6      9.8     72.2     84.1     94.0     95.5      6.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        4        7       39       40       50       47
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,854
COMMITMENTS
   1,372    6,123    3,551   54,280   45,393   59,203   55,067    7,651   11,787

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,870)
       0      151      183      564      570      747      904    1,123      966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      9.2      5.3     81.2     67.9     88.6     82.4     11.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       22       20       25       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,522,646
COMMITMENTS
 198,510   65,879  794,779  1497043  1647332  2490332  2507990   32,314   14,656

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     27,402)
   5,726    5,177    7,416   13,228   16,353   26,370   28,946    1,032   -1,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      2.6     31.5     59.3     65.3     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      34       15       42      101       90      148      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,063,759
COMMITMENTS
 114,851  307,996  188,096  756,868  563,321  1059815  1059413    3,944    4,346

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     16,772)
 -15,622  -12,242   23,952    9,589    5,163   17,919   16,873   -1,147     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     29.0     17.7     71.2     53.0     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       19       31       38       37       72       73
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       38,453
COMMITMENTS
   1,891      976      971   34,750   35,906   37,612   37,853      841      600

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,498)
      20      -30       30    1,988    2,278    2,038    2,278      460      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      2.5      2.5     90.4     93.4     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        6       38       34       46       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,357
COMMITMENTS
     810        0      726   15,756   16,400   17,292   17,126       65      231

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -21        0      -21        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.0      4.2     90.8     94.5     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       13       17       14       18
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,781
COMMITMENTS
   1,686        0      192   14,585   15,843   16,463   16,035      318      746

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:         22)
       0        0        0       -2       10       -2       10       24       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.0      1.1     86.9     94.4     98.1     95.6      1.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       16       18       17       19
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,797
COMMITMENTS
     960       60      110   11,957   13,133   13,027   13,303      770      494

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.4      0.8     86.7     95.2     94.4     96.4      5.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       16       14       17       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,541
COMMITMENTS
     963        0      513   27,915   29,506   29,391   30,019    1,150      522

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,168)
       0        0        0    1,928    1,928    1,928    1,928      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      1.7     91.4     96.6     96.2     98.3      3.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       23       22       26       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,316
COMMITMENTS
     340      664    1,540   24,660   24,728   26,540   26,932      776      384

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        290)
       0        0        0       50      290       50      290      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.4      5.6     90.3     90.5     97.2     98.6      2.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       18       14       20       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,464
COMMITMENTS
       0      288      552    9,130    8,988    9,682    9,828      782      636

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:         34)
       0        8       32      -10       42       22       82       12      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      5.3     87.3     85.9     92.5     93.9      7.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       14       14       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,448,897
COMMITMENTS
 192,274  147,702  254,385  922,957  937,291  1369616  1339378   79,281  109,519

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     64,388)
   3,776   15,202    7,345   44,680    9,160   55,801   31,707    8,587   32,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     10.2     17.6     63.7     64.7     94.5     92.4      5.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     104      103      139       93       98      276      283
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       94,285
COMMITMENTS
  22,689    8,060    3,608   43,456   46,351   69,753   58,019   24,532   36,266

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      8.5      3.8     46.1     49.2     74.0     61.5     26.0     38.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        4       14       13       19       18
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,845
COMMITMENTS
       0        0        0   17,845   17,845   17,845   17,845        0        0

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      450      450      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       19       19       19
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       71,307
COMMITMENTS
   3,332   10,321   23,106   39,209   31,467   65,647   64,894    5,660    6,413

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        509)
     924     -227      -52       69      303      941       24     -432      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     14.5     32.4     55.0     44.1     92.1     91.0      7.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        6       13       17       17       31       31
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,975
COMMITMENTS
  12,908    2,243      338    3,877   16,953   17,123   19,534    2,852      441

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:       -398)
  -1,166       42       37      648     -633     -481     -554       83      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.6     11.2      1.7     19.4     84.9     85.7     97.8     14.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      81       10        6       16       28      102       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       16,081
COMMITMENTS
  11,118      999      122    1,931   14,064   13,171   15,185    2,910      896

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        951)
     978      -19      -44      103      992    1,037      929      -86       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.1      6.2      0.8     12.0     87.5     81.9     94.4     18.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      44        8        1        9       26       54       35
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      174,273
COMMITMENTS
  46,232   16,643   13,660   95,955  127,692  155,847  157,995   18,426   16,278

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      8,186)
   2,515      654      759    4,802    4,316    8,076    5,729      110    2,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      9.5      7.8     55.1     73.3     89.4     90.7     10.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      66       33       42       84       86      171      144
 

Updated May 18, 2007