GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,799
COMMITMENTS
   1,575        0      225    5,799    8,524    7,599    8,749    1,200       50

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        -25)
       0   -1,025        0      -25    1,000      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      0.0      2.6     65.9     96.9     86.4     99.4     13.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       16       19       17
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,215
COMMITMENTS
       0    6,349       21   15,754    8,270   15,775   14,640      440    1,575

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        194)
     -75      120     -100      901      299      726      319     -532     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     39.2      0.1     97.2     51.0     97.3     90.3      2.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       29       26       30       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,909
COMMITMENTS
       0       35       14    1,470    1,317    1,484    1,366      425      543

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:         27)
       0     -123        0        8      147        8       24       19        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.7     77.0     69.0     77.7     71.6     22.3     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       17       18       18
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,253
COMMITMENTS
       0       35       95    2,774    2,594    2,869    2,724      384      529

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        356)
       0      -70     -155      491      601      336      376       20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      2.9     85.3     79.7     88.2     83.7     11.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        2       27       28       29       30
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      221,638
COMMITMENTS
  39,404   26,099   29,751  123,104  141,549  192,259  197,399   29,379   24,239

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     12,987)
   4,560    1,490    2,162    5,666   11,520   12,388   15,172      599   -2,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     11.8     13.4     55.5     63.9     86.7     89.1     13.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      36       25       31       64       71      118      113
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      766,655
COMMITMENTS
  75,234   89,765  262,253  359,846  380,534  697,333  732,552   69,322   34,103

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      4,508)
    -949     -109    2,000    2,794    4,140    3,845    6,031      663   -1,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     11.7     34.2     46.9     49.6     91.0     95.6      9.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      52       66       67       80       72      183      161
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,475
COMMITMENTS
   2,062   14,491    2,859   78,548   68,971   83,469   86,321   10,006    7,154

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        600)
    -244      304     -182    1,148      538      722      660     -122      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     15.5      3.1     84.0     73.8     89.3     92.3     10.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       21       21       23       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,182
COMMITMENTS
     476        0    4,933   50,202   51,542   55,611   56,475   10,571    9,707

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      5,277)
  -1,769     -754    1,684    4,161    5,641    4,076    6,571    1,201   -1,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      7.5     75.9     77.9     84.0     85.3     16.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        2       25       20       27       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,546
COMMITMENTS
  14,337    1,292    4,441   98,072  112,197  116,850  117,930    9,696    8,616

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      1,882)
   2,440      348   -3,112    3,046    4,830    2,374    2,066     -492     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      1.0      3.5     77.5     88.7     92.3     93.2      7.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        4       25       29       29       33
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,198
COMMITMENTS
  16,920    4,021    7,213   48,556   64,094   72,689   75,328   12,509    9,870

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        -49)
       0   -1,288    1,288   -2,315      566   -1,027      566      978     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      4.7      8.5     57.0     75.2     85.3     88.4     14.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        2       17       19       21       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,689
COMMITMENTS
   8,100        0    6,803   67,300   72,590   82,203   79,393    3,486    6,296

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      3,173)
   3,489     -407     -504      188    3,288    3,173    2,377        0      796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.0      7.9     78.5     84.7     95.9     92.7      4.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        0        4       20       22       24       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,890
COMMITMENTS
   8,828        0    1,989   54,830   60,204   65,647   62,193    5,243    8,697

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      5,073)
   1,422        0     -212    4,117    3,021    5,327    2,809     -254    2,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      0.0      2.8     77.3     84.9     92.6     87.7      7.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        2       19       23       21       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,946
COMMITMENTS
   2,601    1,424    5,020   77,187   74,857   84,808   81,301    8,138   11,645

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      2,577)
    -364     -537      335    3,308      647    3,279      445     -702    2,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.5      5.4     83.0     80.5     91.2     87.5      8.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        2       25       31       28       34
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,552
COMMITMENTS
     186    7,648    3,610   75,109   69,176   78,905   80,434   11,647   10,118

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      4,529)
     186      742      540    3,469    4,560    4,195    5,842      334   -1,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      8.4      4.0     82.9     76.4     87.1     88.8     12.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        3       22       19       25       22
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,915
COMMITMENTS
   6,430    2,568    1,467   26,685   27,110   34,582   31,145    3,333    6,770

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        480)
    -520        0      270      300       30       50      300      430      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      6.8      3.9     70.4     71.5     91.2     82.1      8.8     17.9

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 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,619
COMMITMENTS
   9,321      787    2,943   61,881   67,933   74,145   71,663    4,474    6,956

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:       -307)
     -69      -92   -1,088    1,156    1,147       -1      -33     -306     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      1.0      3.7     78.7     86.4     94.3     91.2      5.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       27       24       31       27
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,392
COMMITMENTS
     928   16,703    7,160   99,971   79,415  108,059  103,278    9,333   14,114

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -1,113)
  -1,244      818       91     -390     -849   -1,543       60      430   -1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     14.2      6.1     85.2     67.6     92.0     88.0      8.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        5        3       27       26       30       32
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,996
COMMITMENTS
       0    6,907    1,289   47,894   44,023   49,183   52,219   12,813    9,777

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      1,221)
       0      127      -32    1,302    1,620    1,270    1,715      -49     -494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.1      2.1     77.3     71.0     79.3     84.2     20.7     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       19       19       21       21
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      167,827
COMMITMENTS
   3,611   21,101   14,353  137,337  126,501  155,301  161,955   12,526    5,872

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:       -103)
     613   -3,398    1,510   -3,644    2,142   -1,521      254    1,418     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     12.6      8.6     81.8     75.4     92.5     96.5      7.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        6        8       36       36       44       45
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,970
COMMITMENTS
      12    6,776    4,142   82,773   71,676   86,927   82,594    6,043   10,376

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -2,982)
  -1,003   -1,084      -75   -1,475      363   -2,553     -796     -429   -2,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      4.5     89.0     77.1     93.5     88.8      6.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        4       22       21       26       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,323
COMMITMENTS
       0    8,324        0   53,298   42,701   53,298   51,025    3,025    5,298

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.8      0.0     94.6     75.8     94.6     90.6      5.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       13       15       13       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      280,981
COMMITMENTS
  16,928      480    8,505  245,374  262,472  270,807  271,457   10,174    9,524

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      2,353)
  -2,475        0    2,189    3,719      990    3,433    3,179   -1,080     -826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.2      3.0     87.3     93.4     96.4     96.6      3.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        1        7       42       46       49       54
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      186,964
COMMITMENTS
   6,893    7,831   16,005  149,391  155,180  172,289  179,016   14,675    7,948

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      3,693)
    -481       42      -19    4,515    2,543    4,015    2,566     -322    1,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      4.2      8.6     79.9     83.0     92.2     95.7      7.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        4       38       34       42       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      183,221
COMMITMENTS
  10,265    6,982   13,770  136,351  148,808  160,386  169,560   22,835   13,661

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      2,007)
  -3,117     -284    1,703    1,020     -268     -394    1,151    2,401      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      3.8      7.5     74.4     81.2     87.5     92.5     12.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        6       32       34       39       40
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,641
COMMITMENTS
       0    3,206    2,158   40,906   37,899   43,064   43,263   12,577   12,378

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      3,693)
       0       11       77    3,460    3,881    3,537    3,969      156     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      3.9     73.5     68.1     77.4     77.8     22.6     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       19       18       20       19
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      257,183
COMMITMENTS
  30,315    5,663   24,305  183,992  214,124  238,612  244,092   18,571   13,091

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      9,234)
     538    1,607       54    4,916    5,706    5,508    7,367    3,726    1,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      2.2      9.5     71.5     83.3     92.8     94.9      7.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        4        7       39       39       50       46
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,582
COMMITMENTS
     831    6,378    3,346   56,002   48,213   60,179   57,937    7,403    9,645

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        728)
    -541      255     -205    1,722    2,820      976    2,870     -248   -2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      9.4      5.0     82.9     71.3     89.0     85.7     11.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       22       21       25       24
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,549,885
COMMITMENTS
 210,586   64,282  796,440  1510851  1674226  2517877  2534948   32,008   14,937

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     27,239)
  12,076   -1,597    1,661   13,808   26,894   27,545   26,958     -306      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      2.5     31.2     59.3     65.7     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      37       16       43      104       90      156      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,066,533
COMMITMENTS
 120,244  316,910  187,527  755,369  558,758  1063140  1063195    3,393    3,338

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      2,774)
   5,393    8,914     -569   -1,499   -4,563    3,325    3,782     -551   -1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     29.7     17.6     70.8     52.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       22       32       39       38       73       76
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       38,556
COMMITMENTS
   2,007      976      975   34,950   36,245   37,932   38,196      624      360

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        103)
     116        0        4      200      339      320      343     -217     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      2.5      2.5     90.6     94.0     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        3        6       38       34       46       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,491
COMMITMENTS
     810        0      726   15,890   16,534   17,426   17,260       65      231

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        134)
       0        0        0      134      134      134      134        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      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       14       18       15       19
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| 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 05/15/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,910
COMMITMENTS
     960       60      110   12,070   13,250   13,140   13,420      770      490

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        113)
       0        0        0      113      117      113      117        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.4      0.8     86.8     95.3     94.5     96.5      5.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       16       13       17       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,463
COMMITMENTS
     973      100      503   28,077   29,578   29,553   30,181      910      282

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        -78)
      10      100      -10      162       72      162      162     -240     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.3      1.7     92.2     97.1     97.0     99.1      3.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       23       22       26       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,496
COMMITMENTS
     340      664    1,540   24,840   24,908   26,720   27,112      776      384

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.4      5.6     90.3     90.6     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 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,496
COMMITMENTS
       0      288      552    9,162    9,020    9,714    9,860      782      636

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:         32)
       0        0        0       32       32       32       32        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      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 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,350,183
COMMITMENTS
 175,892  122,431  251,029  854,885  899,264  1281806  1272724   68,377   77,459

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -98,714)
 -16,382  -25,271   -3,356  -68,072  -38,027  -87,810  -66,654  -10,904  -32,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      9.1     18.6     63.3     66.6     94.9     94.3      5.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      89      100      126       90       96      258      270
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       95,429
COMMITMENTS
  23,127    8,614    3,179   44,177   46,369   70,483   58,162   24,946   37,267

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      1,144)
     438      554     -429      721       18      730      143      414    1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      9.0      3.3     46.3     48.6     73.9     60.9     26.1     39.1

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 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,445
COMMITMENTS
       0        0        0   18,295   18,445   18,295   18,445      150        0

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      450      600      450      600      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2    100.0     99.2    100.0      0.8      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 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       65,021
COMMITMENTS
   2,651   15,850   17,737   39,645   26,443   60,033   60,030    4,988    4,991

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -6,286)
    -681    5,529   -5,369      436   -5,024   -5,614   -4,864     -672   -1,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     24.4     27.3     61.0     40.7     92.3     92.3      7.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        9       12       17       17       30       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,106
COMMITMENTS
  12,517    2,327      507    3,449   15,880   16,473   18,714    2,633      392

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:       -869)
    -391       84      169     -428   -1,073     -650     -820     -219      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.5     12.2      2.7     18.1     83.1     86.2     97.9     13.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      77       11        6       14       26       96       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,141
COMMITMENTS
  10,248    1,283      114    2,062   12,981   12,424   14,378    2,717      763

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:       -940)
    -870      284       -8      131   -1,083     -747     -807     -193     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.7      8.5      0.8     13.6     85.7     82.1     95.0     17.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      41        8        3        9       27       51       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      181,135
COMMITMENTS
  45,030   17,615   13,495  103,342  133,689  161,867  164,799   19,268   16,336

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      6,862)
  -1,202      972     -165    7,387    5,997    6,020    6,804      842       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      9.7      7.5     57.1     73.8     89.4     91.0     10.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      66       32       38       84       91      168      146
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,000
COMMITMENTS
     300       75        0    3,700    3,775    4,000    3,850        0      150

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      1.9      0.0     92.5     94.4    100.0     96.3      0.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       10       14       11       15
 

Updated May 25, 2007