GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,745
COMMITMENTS
     625      159      275    3,695    4,925    4,595    5,359    1,150      386

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        125)
       0      -84        0      125      118      125       34        0       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      2.8      4.8     64.3     85.7     80.0     93.3     20.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       17       14       18       17
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,972
COMMITMENTS
     319    7,010       89   14,083    6,220   14,491   13,319      481    1,653

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:          0)
    -134        0        0       68      -60      -66      -60       66       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     46.8      0.6     94.1     41.5     96.8     89.0      3.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        1       26       27       29       31
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,744
COMMITMENTS
       0       75        0    2,124    2,029    2,124    2,104      620      640

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        313)
       0        0        0      328      313      328      313      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      0.0     77.4     73.9     77.4     76.7     22.6     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       22       27       22       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      231,581
COMMITMENTS
  23,237   28,285   29,909  146,796  141,414  199,942  199,608   31,639   31,972

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     -1,150)
   3,283    3,233      305   -6,005   -5,539   -2,417   -2,001    1,267      851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     12.2     12.9     63.4     61.1     86.3     86.2     13.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      32       29       35       62       72      110      122
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,321,858
COMMITMENTS
  81,430  121,836  551,986  618,417  611,221  1251833  1285043   70,025   36,815

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      5,553)
   7,366   23,431  -11,361   11,597   -3,672    7,602    8,397   -2,049   -2,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      9.2     41.8     46.8     46.2     94.7     97.2      5.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      60       78       92       88       83      202      205
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,866
COMMITMENTS
   1,157   15,372    3,571   74,383   62,372   79,111   81,315   12,755   10,551

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:         -3)
  -1,523      332      762      544     -703     -217      391      214     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     16.7      3.9     81.0     67.9     86.1     88.5     13.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        3       18       16       21       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,387
COMMITMENTS
       0    2,409    2,293   43,206   39,031   45,499   43,733   10,888   12,654

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      1,585)
       0   -1,572      -20    1,019    3,421      999    1,829      586     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      4.1     76.6     69.2     80.7     77.6     19.3     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       21       19       23       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      118,556
COMMITMENTS
   9,071      490    5,676   89,139  103,535  103,886  109,701   14,670    8,855

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     -1,249)
       0     -186        0     -659      193     -659        7     -590   -1,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.4      4.8     75.2     87.3     87.6     92.5     12.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       19       25       22       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,002
COMMITMENTS
  18,256    2,686        0   43,664   56,119   61,920   58,805    9,082   12,197

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      4,516)
       0    2,686        0    4,458      694    4,458    3,380       58    1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      3.8      0.0     61.5     79.0     87.2     82.8     12.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       18       16       20       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,395
COMMITMENTS
       0    3,171    5,751   66,770   62,086   72,521   71,008    5,874    7,387

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:       -809)
  -1,638       95      616      213   -1,700     -809     -989        0      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      7.3     85.2     79.2     92.5     90.6      7.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        3       17       19       20       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,078
COMMITMENTS
   4,902      822    2,856   53,859   57,862   61,617   61,540    7,461    7,538

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        727)
    -709     -184      173    1,336      626      800      615      -73      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      1.2      4.1     78.0     83.8     89.2     89.1     10.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       16       20       17       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,239
COMMITMENTS
   3,200    2,372    4,203   69,767   72,373   77,170   78,948   10,069    8,291

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      1,727)
     -60      353      306    1,678    1,687    1,924    2,346     -197     -619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      2.7      4.8     80.0     83.0     88.5     90.5     11.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       20       28       24       31
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,482
COMMITMENTS
       0    7,553    3,756   73,380   68,294   77,136   79,603   12,346    9,879

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        223)
       0    1,152       49    1,638     -152    1,687    1,049   -1,464     -826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      4.2     82.0     76.3     86.2     89.0     13.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       19       18       21       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,768
COMMITMENTS
   4,696    2,325      589   43,274   45,897   48,559   48,811    9,209    8,957

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     -1,820)
       0        0        0   -1,874   -1,184   -1,874   -1,184       54     -636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      4.0      1.0     74.9     79.5     84.1     84.5     15.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       18       22       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,246
COMMITMENTS
   3,818    7,234    6,496   97,916   90,867  108,230  104,597    9,016   12,649

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      2,291)
  -2,180     -180    1,211    3,265    1,189    2,296    2,220       -5       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      6.2      5.5     83.5     77.5     92.3     89.2      7.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        4       24       20       28       25
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,019
COMMITMENTS
       0   10,194      735   42,424   42,138   43,159   53,067   17,860    7,952

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      1,136)
       0      475       91    1,003      828    1,094    1,394       42     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.7      1.2     69.5     69.1     70.7     87.0     29.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       13       13       14       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      171,939
COMMITMENTS
   3,852   23,005    9,856  143,949  131,522  157,657  164,383   14,282    7,556

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        138)
       0    1,893     -620    1,582   -2,019      962     -746     -824      884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     13.4      5.7     83.7     76.5     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        5        6       36       34       42       41
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,879
COMMITMENTS
   1,935    4,426    2,394   66,011   59,040   70,340   65,860   10,539   15,019

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:       -365)
     694     -318      497   -3,296   -3,356   -2,105   -3,177    1,740    2,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      5.5      3.0     81.6     73.0     87.0     81.4     13.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       16       14       18       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      286,881
COMMITMENTS
  11,387      723    8,831  251,300  266,138  271,518  275,692   15,363   11,189

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      4,051)
  -2,789        0      623    5,940    3,764    3,774    4,387      277     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.3      3.1     87.6     92.8     94.6     96.1      5.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        2        5       36       39       41       45
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      171,405
COMMITMENTS
  10,377   14,519   16,647  131,111  135,839  158,135  167,005   13,270    4,400

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      1,106)
       0      402      850    1,414    1,713    2,264    2,965   -1,158   -1,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      8.5      9.7     76.5     79.3     92.3     97.4      7.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        5        4       38       32       42       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      183,321
COMMITMENTS
  11,207   13,386    7,772  146,010  144,588  164,989  165,746   18,332   17,575

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        631)
    -913    2,515      -49      440   -1,569     -522      897    1,153     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      7.3      4.2     79.6     78.9     90.0     90.4     10.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        5       29       32       35       38
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,115
COMMITMENTS
       0    2,668    2,407   36,982   33,056   39,389   38,131   10,726   11,984

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      2,513)
       0       24      -52    3,048    2,294    2,996    2,266     -483      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      4.8     73.8     66.0     78.6     76.1     21.4     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       15       17       16
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      249,462
COMMITMENTS
  17,458    6,442   22,276  193,219  200,917  232,953  229,635   16,509   19,827

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      6,507)
  -1,806    1,460     -147    6,924    3,354    4,971    4,667    1,536    1,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      2.6      8.9     77.5     80.5     93.4     92.1      6.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        3        6       38       35       44       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,251
COMMITMENTS
       0    6,066    2,540   53,080   43,949   55,620   52,555    6,631    9,696

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        541)
    -190      110     -292    1,327    2,731      845    2,549     -304   -2,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.7      4.1     85.3     70.6     89.3     84.4     10.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       24       21       26       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,730,107
COMMITMENTS
 249,138  123,413  884,013  1565243  1708819  2698394  2716245   31,713   13,862

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     19,703)
 -18,045    8,197   23,332   17,071   -9,396   22,358   22,133   -2,655   -2,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      4.5     32.4     57.3     62.6     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      32       17       41      107       91      151      137
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      901,215
COMMITMENTS
 136,646  321,236  103,890  653,647  468,953  894,183  894,079    7,032    7,136

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     40,450)
   2,235   14,212   15,903   20,624    7,947   38,762   38,062    1,688    2,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     35.6     11.5     72.5     52.0     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      19       16       26       37       35       68       65
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       83,404
COMMITMENTS
   2,518      920    3,666   76,749   78,538   82,933   83,124      471      280

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      1,159)
     -43      -17       97    1,202    1,079    1,257    1,159      -98        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.1      4.4     92.0     94.2     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        4        6       40       38       48       45
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,316
COMMITMENTS
     596       42      940   17,715   18,081   19,251   19,063       65      253

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        104)
       0       42        0       39       43       39       85       65       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.2      4.9     91.7     93.6     99.7     98.7      0.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       14       17       15       19
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,056
COMMITMENTS
     852        0        0   14,161   14,865   15,013   14,865       43      191

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      0.0     94.1     98.7     99.7     98.7      0.3      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 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,963
COMMITMENTS
   1,651        0      555   17,435   19,170   19,641   19,725      322      238

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        636)
       2        0       -1      623      560      624      559       12       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      2.8     87.3     96.0     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       19       21       21       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,038
COMMITMENTS
   1,595       40      100   12,273   14,181   13,968   14,321    1,070      717

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:         57)
       0        0        0       57       33       57       33       -0       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      0.3      0.7     81.6     94.3     92.9     95.2      7.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       13       16       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,190
COMMITMENTS
     888        0      802   23,794   25,046   25,484   25,848      706      342

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        142)
       0        0        0      152      142      152      142      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      3.1     90.9     95.6     97.3     98.7      2.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       24       23       26       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,160
COMMITMENTS
      60      896    1,760   24,870   24,070   26,690   26,726      470      434

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        150)
      60        0        0       90      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      3.3      6.5     91.6     88.6     98.3     98.4      1.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       18       16       20       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,046
COMMITMENTS
       0      440      560   10,306    9,978   10,866   10,978      180       68

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        320)
       0        0        0      292      372      292      372       28      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      5.1     93.3     90.3     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       18       16       19       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,257,707
COMMITMENTS
 182,379  119,860  573,889  1426334  1478092  2182602  2171841   75,105   85,865

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:    -89,777)
  -5,122   -2,084  -57,636  -21,861  -20,100  -84,619  -79,821   -5,158   -9,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      5.3     25.4     63.2     65.5     96.7     96.2      3.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     104      108      151       92       95      278      286
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,779
COMMITMENTS
  26,438    2,438    3,787   32,876   58,101   63,101   64,326   30,678   29,453

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      3,026)
     802      300      222   -4,549    1,921   -3,525    2,443    6,551      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      2.6      4.0     35.1     62.0     67.3     68.6     32.7     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        4       13       13       19       17
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,660
COMMITMENTS
       0        0        0   23,660   23,610   23,660   23,610        0       50

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:       -100)
       0        0        0     -100     -100     -100     -100        0        0

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:       21)
       0        0        0       18       16       18       16
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,498
COMMITMENTS
   2,735    9,579   17,271   30,585   22,826   50,591   49,676    3,907    4,822

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     -2,448)
    -224      659   -1,286      598     -828     -912   -1,455   -1,536     -993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     17.6     31.7     56.1     41.9     92.8     91.2      7.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        9       17       15       14       32       32
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,320
COMMITMENTS
   8,715    1,928        2    4,345   13,154   13,062   15,084    2,258      236

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:       -182)
    -258      -25        0       82      -81     -176     -106       -6      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.9     12.6      0.0     28.4     85.9     85.3     98.5     14.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      63        8        1       18       27       82       35
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,340
COMMITMENTS
   6,292    1,107      523    2,217    8,806    9,032   10,436    2,308      904

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        621)
     568      382      173     -194      112      547      667       74      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.5      9.8      4.6     19.5     77.7     79.6     92.0     20.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      32        6        4        9       23       44       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      199,005
COMMITMENTS
  34,922    6,618   26,432  113,683  146,935  175,037  179,985   23,968   19,020

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      1,602)
    -762   -2,038      675    1,880    3,504    1,793    2,140     -190     -538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      3.3     13.3     57.1     73.8     88.0     90.4     12.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      48       16       34       81       89      142      130
 

Updated March 23, 2007