GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,887
COMMITMENTS
     275      268      325    4,012    5,219    4,612    5,812    1,275       75

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:          0)
     150        0        0     -125        0       25        0      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      4.6      5.5     68.2     88.7     78.3     98.7     21.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       17       19       18       22
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,512
COMMITMENTS
     628    6,790      159   15,555    8,151   16,342   15,100      170    1,412

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        140)
      75        0        0       65      130      140      130        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     41.1      1.0     94.2     49.4     99.0     91.4      1.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        1       29       31       33       32
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,988
COMMITMENTS
       0       90        0    2,318    2,213    2,318    2,303      670      685

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        141)
       0       10        0      176      101      176      111      -35       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      0.0     77.6     74.1     77.6     77.1     22.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       25       25       25       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      248,399
COMMITMENTS
  19,323   26,737   36,182  165,508  155,016  221,013  217,935   27,386   30,464

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -5,511)
    -902     -759   -2,470    1,737      784   -1,634   -2,444   -3,877   -3,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     10.8     14.6     66.6     62.4     89.0     87.7     11.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      31       39       42       70       80      127      140
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,435,541
COMMITMENTS
  72,965   84,359  655,712  641,090  657,862  1369766  1397932   65,775   37,609

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      9,391)
    -280   -3,806    6,764    5,007    8,766   11,491   11,724   -2,100   -2,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      5.9     45.7     44.7     45.8     95.4     97.4      4.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      56       85      108       85       78      213      203
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,941
COMMITMENTS
   2,595   13,973    3,020   78,028   69,288   83,643   86,281   11,298    8,660

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        937)
    -521    1,712      325      767   -1,100      571      937      366        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     14.7      3.2     82.2     73.0     88.1     90.9     11.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       21       21       24       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,229
COMMITMENTS
   1,262    2,450    3,151   33,917   28,634   38,330   34,235    9,899   13,994

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,220)
  -3,660        0    1,790    2,968     -935    1,098      855      122      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      5.1      6.5     70.3     59.4     79.5     71.0     20.5     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       22       23       24       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      125,459
COMMITMENTS
   9,146      558    5,799  105,491  111,261  120,436  117,618    5,023    7,841

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -4,642)
    -856        0        0   -4,766   -6,782   -5,622   -6,782      980    2,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.4      4.6     84.1     88.7     96.0     93.8      4.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        3       32       31       36       34
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,723
COMMITMENTS
  18,256        0        0   41,100   57,296   59,356   57,296   11,367   13,427

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -1,490)
       0        0        0     -144   -2,838     -144   -2,838   -1,346    1,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      0.0      0.0     58.1     81.0     83.9     81.0     16.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       19       17       21       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,218
COMMITMENTS
   3,332    3,373    5,883   68,873   67,030   78,088   76,286    4,130    5,932

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      2,250)
     616   -1,052      624    1,312    2,923    2,552    2,495     -302     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      4.1      7.2     83.8     81.5     95.0     92.8      5.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        3       20       21       23       25
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,024
COMMITMENTS
   3,167      326    4,755   55,346   57,066   63,268   62,147    7,756    8,877

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      2,446)
      33        0      410    2,127      530    2,570      940     -124    1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.5      6.7     77.9     80.3     89.1     87.5     10.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       19       20       21       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,653
COMMITMENTS
   3,244    3,076    4,009   70,571   72,130   77,824   79,215    9,829    8,438

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        129)
       0    1,938   -1,016      760     -880     -256       42      385       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      3.5      4.6     80.5     82.3     88.8     90.4     11.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        3       25       26       29       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,612
COMMITMENTS
       0    7,469    1,223   66,637   65,948   67,860   74,640   13,752    6,972

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,989)
       0    2,325   -1,697    2,893      357    1,196      985      793    1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.2      1.5     81.7     80.8     83.1     91.5     16.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       21       18       22       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,490
COMMITMENTS
   4,534    3,150      974   51,316   53,820   56,824   57,944    7,666    6,546

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,944)
   1,824        0        0     -126    1,760    1,698    1,760      246      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      4.9      1.5     79.6     83.5     88.1     89.8     11.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       23       24       25       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,010
COMMITMENTS
   9,959    7,702    2,808   88,575   92,642  101,342  103,152   10,668    8,858

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      3,067)
   2,462        0     -780    2,216    6,296    3,898    5,516     -831   -2,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      6.9      2.5     79.1     82.7     90.5     92.1      9.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        4       27       27       31       32
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,047
COMMITMENTS
       0    7,796    1,143   46,355   47,312   47,498   56,251   14,549    5,796

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,031)
       0     -149      -62    2,692    1,205    2,630      994   -1,599       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.6      1.8     74.7     76.3     76.6     90.7     23.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       16       14       17       16
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       21,790
COMMITMENTS
   1,612    1,960      372   19,744   18,110   21,728   20,442       62    1,348

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        682)
     372     -372      372     -124      256      620      256       62      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      9.0      1.7     90.6     83.1     99.7     93.8      0.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        1       10        9       12       12
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      185,298
COMMITMENTS
   4,324   18,724   15,428  154,166  144,870  173,918  179,022   11,380    6,276

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -1,614)
      62    1,155   -1,737    2,071     -846      396   -1,428   -2,010     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     10.1      8.3     83.2     78.2     93.9     96.6      6.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        6       37       39       43       46
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,676
COMMITMENTS
   5,175    4,697    1,715   72,435   68,744   79,325   75,156    8,351   12,520

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,338)
   1,226        0       20     -832      900      414      920      924      418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      5.4      2.0     82.6     78.4     90.5     85.7      9.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       20       19       22       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,881
COMMITMENTS
       0   15,408        0   59,531   42,444   59,531   57,852    1,350    3,029

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -1,588)
       0   -1,600        0   -1,588     -124   -1,588   -1,724        0      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     25.3      0.0     97.8     69.7     97.8     95.0      2.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       11       16       11       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      287,762
COMMITMENTS
  12,012      240   10,010  253,567  269,622  275,589  279,872   12,173    7,890

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -3,604)
    -293        0      667   -1,771   -3,300   -1,397   -2,633   -2,207     -971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.1      3.5     88.1     93.7     95.8     97.3      4.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        1        6       42       41       48       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      171,523
COMMITMENTS
  11,370   11,959   16,016  133,408  137,734  160,794  165,709   10,729    5,814

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,558)
    -248      452     -787    2,156    1,741    1,121    1,406      437      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      7.0      9.3     77.8     80.3     93.7     96.6      6.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        3       38       35       42       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      183,015
COMMITMENTS
  11,379   10,418    6,306  150,335  152,086  168,020  168,810   14,995   14,205

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      2,230)
  -1,579    2,848     -428    1,620      759     -387    3,179    2,617     -949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.7      3.4     82.1     83.1     91.8     92.2      8.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        5        3       36       33       41       38
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      247,624
COMMITMENTS
  28,257    6,233   20,280  184,715  209,319  233,252  235,832   14,372   11,792

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      7,314)
     889   -1,346    2,055      892    5,127    3,836    5,836    3,478    1,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      2.5      8.2     74.6     84.5     94.2     95.2      5.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        4        6       39       39       46       46
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,457
COMMITMENTS
       0    7,548    1,778   56,880   47,980   58,658   57,306    6,799    8,151

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,593)
       0     -192     -852    1,074    3,702      222    2,658    1,371   -1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.5      2.7     86.9     73.3     89.6     87.5     10.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       26       24       27       26
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,862,694
COMMITMENTS
 202,847   39,835  1005976  1624599  1800515  2833422  2846326   29,272   16,368

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      4,484)
   9,572    6,239  -16,323   12,518   12,156    5,767    2,072   -1,283    2,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      1.4     35.1     56.8     62.9     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      33       21       45      111       94      162      142
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      899,594
COMMITMENTS
 157,343  121,444  169,787  567,384  604,955  894,514  896,186    5,080    3,408

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     22,115)
  17,444  -11,131    3,232    3,176   31,662   23,852   23,763   -1,737   -1,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     13.5     18.9     63.1     67.2     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      22       14       27       37       36       68       68
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       82,500
COMMITMENTS
   2,438      778    3,848   75,699   77,530   81,984   82,156      516      344

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        391)
     -13        0      149      392      364      528      513     -136     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.9      4.7     91.8     94.0     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        3        8       39       38       48       46
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,610
COMMITMENTS
     516        0    1,020   17,945   18,212   19,481   19,232      129      378

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:         22)
       0        0        0       22       22       22       22        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      5.2     91.5     92.9     99.3     98.1      0.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       14       15       15       16
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       16,234
COMMITMENTS
     932        0        0   15,239   16,023   16,171   16,023       63      211

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0       22        0       22        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      0.0     93.9     98.7     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       11       13       11
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,628
COMMITMENTS
   1,275        0      937   17,143   18,280   19,355   19,217      273      411

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:          5)
       3      -40       -1        4       45        6        4       -1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      4.8     87.3     93.1     98.6     97.9      1.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       21       23       23       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,218
COMMITMENTS
   1,856        0      150   13,244   15,343   15,250   15,493      968      726

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:         97)
       0        0        0       97       96       97       96        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.0      0.9     81.7     94.6     94.0     95.5      6.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       16       14       18       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,936
COMMITMENTS
     722        0    1,002   24,456   25,540   26,180   26,542      756      394

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:         38)
      40     -140      -40        0      180        0        0       38       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      3.7     90.8     94.8     97.2     98.5      2.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       26       23       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,992
COMMITMENTS
       0    1,052    1,840   25,658   24,866   27,498   27,758      494      234

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:         48)
       0       80        0       48      -32       48       48        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      6.6     91.7     88.8     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       18       17       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,342
COMMITMENTS
       0      570      560   10,452    9,844   11,012   10,974      330      368

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:          0)
     -60        0        0       60        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.0      4.9     92.2     86.8     97.1     96.8      2.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       17       13       18       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,208,465
COMMITMENTS
 174,583  142,384  590,045  1378144  1394551  2142771  2126979   65,694   81,486

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:   -203,544)
     762    7,201 -110,450  -91,389  -99,700 -201,077 -202,949   -2,467     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      6.4     26.7     62.4     63.1     97.0     96.3      3.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      92      117      152       86      101      266      296
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,253
COMMITMENTS
  26,032        0    2,839   30,784   56,209   59,655   59,048   27,598   28,205

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      0.0      3.3     35.3     64.4     68.4     67.7     31.6     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        0        5       13       13       19       18
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,668
COMMITMENTS
       0        0        0   23,668   23,618   23,668   23,618        0       50

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -75     -125      -75     -125        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       17       18       17
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,377
COMMITMENTS
   3,698    8,884   16,999   28,294   23,501   48,991   49,384    5,386    4,993

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -1,544)
     190      100     -145   -1,179     -327   -1,134     -372     -410   -1,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     16.3     31.3     52.0     43.2     90.1     90.8      9.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        6       14       15       14       30       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,572
COMMITMENTS
   8,260    2,475      259    4,180   12,472   12,699   15,206    2,873      366

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:       -786)
    -670     -191     -210      218     -311     -662     -712     -124      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.0     15.9      1.7     26.8     80.1     81.6     97.6     18.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      64        8        3       19       27       86       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,924
COMMITMENTS
   5,911    1,383      257    2,479    8,283    8,647    9,923    2,277    1,001

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        328)
     312      -46      191      129      441      632      586     -304     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.1     12.7      2.4     22.7     75.8     79.2     90.8     20.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      32        9        3       12       21       47       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      187,640
COMMITMENTS
  33,465   16,114   22,525  114,187  132,434  170,177  171,073   17,464   16,567

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      4,754)
     776     -640   -1,308    3,548    4,665    3,016    2,718    1,738    2,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      8.6     12.0     60.9     70.6     90.7     91.2      9.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      48       25       31       77       82      138      129
 

Updated February 23, 2007