GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,407
COMMITMENTS
     265       25       50    7,142    8,282    7,457    8,357      950       50

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        259)
    -105       25        0      364      234      259      259        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.3      0.6     85.0     98.5     88.7     99.4     11.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       20       22       21       24


NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,737
COMMITMENTS
     700    3,233        0   12,351    8,992   13,051   12,225      686    1,512

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     23.5      0.0     89.9     65.5     95.0     89.0      5.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        0       25       28       27       31


EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,557
COMMITMENTS
       0        0        0    1,613    1,893    1,613    1,893      944      664

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        302)
       0        0        0      203      410      203      410       99     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     63.1     74.0     63.1     74.0     36.9     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       22       19       22


SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,635
COMMITMENTS
      50       90       52    3,289    2,939    3,391    3,081      244      554

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        180)
     -10       45       52      210       90      252      187      -72       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      2.5      1.4     90.5     80.9     93.3     84.8      6.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       33       36       35       38


NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      218,000
COMMITMENTS
  32,313   13,484   18,692  133,874  158,050  184,879  190,226   33,121   27,774

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      2,140)
   5,023   -5,142     -805   -3,369    6,916      849      969    1,291    1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      6.2      8.6     61.4     72.5     84.8     87.3     15.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      32       22       30       68       70      118      110


NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      771,157
COMMITMENTS
  78,005  144,423  259,566  361,864  334,024  699,435  738,013   71,722   33,144

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      8,106)
   1,592    8,079   -2,528    4,743     -930    3,807    4,621    4,299    3,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     18.7     33.7     46.9     43.3     90.7     95.7      9.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      56       72       74       82       67      187      170


MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,721
COMMITMENTS
     139   15,281    2,852   76,393   59,285   79,384   77,418    6,337    8,303

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      1,311)
     139     -419     -269    3,221    2,233    3,091    1,545   -1,780     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     17.8      3.3     89.1     69.2     92.6     90.3      7.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        2       23       23       25       28


PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,434
COMMITMENTS
       0   10,160    1,879   67,450   53,134   69,329   65,173    5,105    9,261

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        410)
       0    1,081      170      516   -1,265      686      -14     -276      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.6      2.5     90.6     71.4     93.1     87.6      6.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       31       21       33       23


M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      140,236
COMMITMENTS
  24,671      853    4,375  104,895  130,052  133,941  135,280    6,295    4,956

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      6,620)
   5,788      546      662      411    5,383    6,861    6,591     -241       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      0.6      3.1     74.8     92.7     95.5     96.5      4.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        2        5       33       32       40       37


TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,780
COMMITMENTS
  12,922   13,772    3,997   80,350   83,453   97,269  101,222   11,511    7,558

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      1,858)
       0    1,348     -186    1,924   -1,254    1,738      -92      120    1,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     12.7      3.7     73.9     76.7     89.4     93.1     10.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        3       24       25       29       28


MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,623
COMMITMENTS
  10,247      756    4,672   47,228   54,549   62,147   59,977    3,476    5,646

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        395)
  -1,430       -2      480    1,801     -115      851      363     -456       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      1.2      7.1     72.0     83.1     94.7     91.4      5.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        5       19       20       24       25


PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,807
COMMITMENTS
   4,683      861    4,580   50,751   50,704   60,014   56,145    4,793    8,662

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      4,327)
  -1,358      527    1,661    4,578      965    4,881    3,153     -554    1,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      1.3      7.1     78.3     78.2     92.6     86.6      7.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       24       23       26       27


NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,655
COMMITMENTS
   5,648    3,840    3,653   73,216   77,842   82,517   85,335   10,138    7,320

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        471)
  -2,890     -245      195      332     -581   -2,363     -631    2,834    1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      4.1      3.9     79.0     84.0     89.1     92.1     10.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        4       28       29       33       33


NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,856
COMMITMENTS
   4,958    3,084    4,511   77,343   84,163   86,812   91,758   15,044   10,098

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        296)
     854      759   -1,154      810    1,040      510      645     -214     -349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      3.0      4.4     75.9     82.6     85.2     90.1     14.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       24       22       26       25


DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,142
COMMITMENTS
   4,736    1,942    3,990   30,544   29,931   39,270   35,863    3,872    7,279

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      3,016)
  -2,078      428      896    3,436    1,084    2,254    2,408      762      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      4.5      9.2     70.8     69.4     91.0     83.1      9.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       17       14       21       17


VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,540
COMMITMENTS
   5,255    1,776    6,124   50,090   47,564   61,469   55,464    4,071   10,076

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     -1,872)
    -434   -5,252    1,592   -3,112    1,788   -1,954   -1,872       82        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      2.7      9.3     76.4     72.6     93.8     84.6      6.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        4       16       17       20       21


DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,012
COMMITMENTS
  17,585        0    5,211   61,854   82,756   84,650   87,967    7,362    4,045

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      1,774)
   2,546     -466     -908     -732    2,764      906    1,390      868      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      0.0      5.7     67.2     89.9     92.0     95.6      8.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        2       29       29       32       31


WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      113,351
COMMITMENTS
  10,789    7,901    4,588   87,149   87,356  102,526   99,845   10,825   13,506

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      3,000)
   1,139     -346     -283    1,461    1,005    2,317      376      683    2,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      7.0      4.0     76.9     77.1     90.5     88.1      9.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        3       28       29       33       33


CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,912
COMMITMENTS
       0    4,678    1,071   46,676   41,363   47,747   47,112    9,165    9,800

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      2,807)
       0    1,463     -395    4,067    1,964    3,672    3,032     -865     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.2      1.9     82.0     72.7     83.9     82.8     16.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       19       19       20       21


HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       24,009
COMMITMENTS
   6,560    3,728        0   16,630   20,011   23,190   23,739      819      270

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     15.5      0.0     69.3     83.3     96.6     98.9      3.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       10       11       12       12


SOCAL NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE                   Code-023A23
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       12,015
COMMITMENTS
   3,260      240        0    6,968   10,809   10,228   11,049    1,787      966

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      2.0      0.0     58.0     90.0     85.1     92.0     14.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        0        6       11       10       12


ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      145,562
COMMITMENTS
   1,107   22,071   15,176  117,748  101,965  134,031  139,212   11,531    6,350

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      2,526)
       0    5,068   -4,670    8,193    1,977    3,523    2,375     -997      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     15.2     10.4     80.9     70.0     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        8        7       36       30       43       39


CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,179
COMMITMENTS
      12    4,133    4,651   77,642   68,877   82,305   77,661    7,874   12,518

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        332)
       0      -12      526       85     -395      611      119     -279      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      5.2     86.1     76.4     91.3     86.1      8.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        3       21       22       24       26


HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,227
COMMITMENTS
   9,033    3,728        0   47,886   50,217   56,919   53,945    1,308    4,282

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      1,530)
     480        0        0      930    1,230    1,410    1,230      120      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      6.4      0.0     82.2     86.2     97.8     92.6      2.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        0       17       19       20       20


HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      269,233
COMMITMENTS
  16,947    1,690    6,047  238,207  250,766  261,201  258,503    8,032   10,730

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      3,931)
    -143      153      333    3,651    3,098    3,841    3,584       90      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.6      2.2     88.5     93.1     97.0     96.0      3.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        2        5       50       47       55       53


NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      185,663
COMMITMENTS
   7,577    2,205   12,550  152,722  165,591  172,849  180,346   12,814    5,317

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      3,092)
     619      574      161    1,605    2,041    2,385    2,776      707      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      1.2      6.8     82.3     89.2     93.1     97.1      6.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        4       40       37       45       42


PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      186,648
COMMITMENTS
   5,528   14,763    8,999  155,810  151,054  170,337  174,816   16,311   11,832

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      5,681)
     979     -171    1,654    4,712    6,170    7,345    7,653   -1,664   -1,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      7.9      4.8     83.5     80.9     91.3     93.7      8.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        3        6       41       37       47       44


SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,873
COMMITMENTS
       0    3,768    1,316   46,678   42,532   47,994   47,616   10,879   11,257

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      1,594)
       0    1,180     -398    1,640      680    1,242    1,462      352      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.4      2.2     79.3     72.2     81.5     80.9     18.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       22       19       23       21


SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      231,344
COMMITMENTS
  27,383    3,909   17,837  169,444  186,037  214,664  207,783   16,680   23,561

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      2,201)
   1,092    1,594   -1,024    1,166      419    1,234      989      967    1,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      1.7      7.7     73.2     80.4     92.8     89.8      7.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        2        6       40       39       48       45


TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,788
COMMITMENTS
   3,914    9,512    5,033   59,887   51,363   68,834   65,908    6,954    9,880

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      4,600)
       0    3,417     -148    5,108      967    4,960    4,236     -360      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     12.6      6.6     79.0     67.8     90.8     87.0      9.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        4       23       25       28       31


HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,824,213
COMMITMENTS
 378,800  137,492  912,795  1508509  1755952  2800104  2806239   24,109   17,974

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     48,231)
  -9,275    5,149   25,392   35,533   16,700   51,650   47,241   -3,419      990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      4.9     32.3     53.4     62.2     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      26       24       44      116       99      164      147


HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,099,261
COMMITMENTS
  94,785  228,892  273,677  720,506  586,748  1088968  1089317   10,293    9,944

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     51,977)
   6,135    2,257   13,317   25,250   28,030   44,702   43,604    7,275    8,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     20.8     24.9     65.5     53.4     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      25       21       41       42       42       85       86


PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,266
COMMITMENTS
   3,421      792      442   35,692   38,264   39,555   39,498      711      768

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:       -134)
     -14       20       24     -214     -188     -204     -144       70       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      2.0      1.1     88.6     95.0     98.2     98.1      1.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        3        5       32       30       40       36


NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,787
COMMITMENTS
   1,438       46      489   15,754   17,146   17,681   17,681      106      106

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:         72)
       0        0        0       72       72       72       72        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.3      2.7     88.6     96.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       13       23       15       26


ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,476
COMMITMENTS
   6,063      200      215   12,634   18,671   18,912   19,086      564      390

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:         25)
       0        0        0      -15       25      -15       25       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1      1.0      1.1     64.9     95.9     97.1     98.0      2.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       18       18       20       21


NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,177
COMMITMENTS
     555      414       66   10,948   11,431   11,569   11,911      608      266

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:         47)
       0       56        0       23      -33       23       23       24       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      3.4      0.5     89.9     93.9     95.0     97.8      5.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       16       14       19       17


PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,954
COMMITMENTS
     908      654      264   26,066   27,114   27,238   28,032    1,716      922

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:       -184)
       0     -296       52     -236       60     -184     -184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      2.3      0.9     90.0     93.6     94.1     96.8      5.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       23       23       25       25


NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,644
COMMITMENTS
     552      476      760   23,358   23,560   24,670   24,796      974      848

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        120)
     -60       20       60      120       40      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      1.9      3.0     91.1     91.9     96.2     96.7      3.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       19       17       21       20


ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,376
COMMITMENTS
   1,220      410      580    7,997    8,852    9,797    9,842      579      534

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:         60)
       0     -120       80      -24      100       56       60        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      4.0      5.6     77.1     85.3     94.4     94.9      5.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       15       19       17


CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,432,723
COMMITMENTS
 202,843  195,413  378,938  782,357  789,516  1364138  1363867   68,585   68,856

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     10,548)
  -4,134   11,243    8,957    2,763  -14,790    7,586    5,410    2,962    5,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     13.6     26.4     54.6     55.1     95.2     95.2      4.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      79       99      114       79       95      232      249


WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       96,918
COMMITMENTS
  19,685   16,113    3,050   50,725   44,664   73,460   63,827   23,458   33,091

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      2,024)
    -240     -272      663      782       41    1,205      432      819    1,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     16.6      3.1     52.3     46.1     75.8     65.9     24.2     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        3       18       16       22       20


DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,826
COMMITMENTS
       0      350        0   10,826   10,476   10,826   10,826        0        0

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        653)
       0        0        0      653      653      653      653        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.0    100.0     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       21       22       21       24


WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,433
COMMITMENTS
   6,603   21,882   24,016   54,024   37,959   84,643   83,857    5,790    6,576

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      2,363)
    -641     -201    1,559    1,203      464    2,121    1,822      242      541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     24.2     26.6     59.7     42.0     93.6     92.7      6.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       14       16       19       17       38       34


PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,819
COMMITMENTS
  10,509    2,778    1,149    4,364   13,102   16,022   17,029    1,797      790

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        142)
     -63      421       30      302     -413      269       38     -127      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.0     15.6      6.4     24.5     73.5     89.9     95.6     10.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      48       26        5       15       23       67       51


PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,529
COMMITMENTS
   5,478    1,106      152    2,957    8,253    8,587    9,511    1,942    1,018

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:       -590)
    -262     -245      152     -130       26     -240      -67     -350     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.0     10.5      1.4     28.1     78.4     81.6     90.3     18.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      30        8        2       11       19       42       29


GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      180,320
COMMITMENTS
  39,204   14,953   12,244  111,983  137,870  163,431  165,067   16,889   15,253

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     -8,327)
    -917   -2,346     -963   -6,965   -4,881   -8,845   -8,190      518     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      8.3      6.8     62.1     76.5     90.6     91.5      9.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      43       36       32       84       97      151      144


SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF08/28/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,775
COMMITMENTS
     350        0        0    3,375    3,625    3,725    3,625       50      150

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50     -100      -50     -100        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      0.0      0.0     89.4     96.0     98.7     96.0      1.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       12       18       14       18


Updated Jun 20, 2011