GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,335
COMMITMENTS
     750        0      225    5,160    6,690    6,135    6,915    1,200      420

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      1,125)
     125     -159      -50    1,025    1,425    1,100    1,216       25      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.0      3.1     70.3     91.2     83.6     94.3     16.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       15       17       16
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,652
COMMITMENTS
     325    7,078       21   13,841    5,939   14,187   13,038      465    1,614

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        375)
     175      -25        0      200      400      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     48.3      0.1     94.5     40.5     96.8     89.0      3.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        1       24       26       27       29
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,686
COMMITMENTS
       0       45       25    2,122    2,089    2,147    2,159      539      527

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        225)
       0       10       25      156      141      181      176       44       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      0.9     79.0     77.8     79.9     80.4     20.1     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       23       23       24       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      222,473
COMMITMENTS
  34,940   21,602   31,311  122,533  140,268  188,784  193,181   33,688   29,291

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:       -354)
   1,536      184    1,475   -4,471   -2,630   -1,460     -971    1,106      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      9.7     14.1     55.1     63.0     84.9     86.8     15.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      36       30       29       65       72      119      114
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,279,934
COMMITMENTS
  82,739  147,114  513,381  604,196  578,302  1200316  1238797   79,618   41,137

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:     18,218)
  12,698   27,711   -3,223    2,577   -8,850   12,052   15,638    6,166    2,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     11.5     40.1     47.2     45.2     93.8     96.8      6.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      74       63       87       85       83      209      187
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,262
COMMITMENTS
   2,755   15,291    3,051   74,738   62,442   80,544   80,784   10,718   10,478

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:         43)
    -729      623       55    1,085     -635      411       43     -368        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     16.8      3.3     81.9     68.4     88.3     88.5     11.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       18       17       20       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,898
COMMITMENTS
   1,003    1,096    2,855   43,126   42,475   46,984   46,426    8,914    9,472

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      2,563)
     548        0      425      918    2,746    1,891    3,171      672     -608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      2.0      5.1     77.2     76.0     84.1     83.1     15.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       23       19       25       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,264
COMMITMENTS
   8,078    3,696    8,554   95,405  102,517  112,037  114,767   10,227    7,497

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      1,338)
     536       -2      436      974    1,206    1,946    1,640     -608     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      3.0      7.0     78.0     83.8     91.6     93.9      8.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        4       21       25       25       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,767
COMMITMENTS
  26,431   12,092      796   42,320   55,034   69,547   67,922   10,220   11,845

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:         34)
       0      958      368     -458   -3,176      -90   -1,850      124    1,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     15.2      1.0     53.1     69.0     87.2     85.2     12.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       16       13       20       16
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,134
COMMITMENTS
   2,425    3,378    4,933   63,836   59,490   71,194   67,801    3,940    7,333

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      2,042)
   1,290     -308       52      790    1,964    2,132    1,708      -90      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      4.5      6.6     85.0     79.2     94.8     90.2      5.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        3       17       18       20       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,882
COMMITMENTS
   6,077        0    2,331   53,372   57,399   61,780   59,730    5,102    7,152

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      1,496)
      94        0      448    1,260    1,160    1,802    1,608     -306     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      3.5     79.8     85.8     92.4     89.3      7.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       18       20       20       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,556
COMMITMENTS
   2,576      976    6,407   67,113   69,034   76,096   76,417   10,460   10,139

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      1,386)
       0     -326      391    1,299      925    1,690      990     -304      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.1      7.4     77.5     79.8     87.9     88.3     12.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        4       19       25       24       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,486
COMMITMENTS
       0    6,887    2,831   69,153   64,904   71,984   74,622   13,502   10,864

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        843)
       0    1,264       62      657     -698      719      628      124      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.1      3.3     80.9     75.9     84.2     87.3     15.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       19       17       21       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,130
COMMITMENTS
   5,012    1,519    2,003   41,558   42,485   48,573   46,007    8,557   11,123

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        166)
     676     -358   -1,042     -540   -1,122     -906   -2,522    1,072    2,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      2.7      3.5     72.7     74.4     85.0     80.5     15.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       21       17       25       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,588
COMMITMENTS
   6,922   11,398    6,203   94,067   80,577  107,192   98,178    9,396   18,410

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      2,452)
     -14    1,400     -141    2,266     -761    2,111      498      341    1,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      9.8      5.3     80.7     69.1     91.9     84.2      8.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        3       22       21       26       26
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,099
COMMITMENTS
       0    8,050    1,453   44,454   41,237   45,907   50,740   15,192   10,359

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      1,280)
       0     -800      288    1,436     -817    1,724   -1,329     -444    2,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.2      2.4     72.8     67.5     75.1     83.0     24.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       16       15       18       17
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      171,814
COMMITMENTS
   5,937   24,830   12,269  141,793  128,417  159,999  165,516   11,815    6,298

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      2,512)
     908    4,221     -494    2,278   -1,275    2,692    2,452     -180       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     14.5      7.1     82.5     74.7     93.1     96.3      6.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        6        7       36       33       44       42
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,574
COMMITMENTS
   2,027    8,745    4,023   72,234   59,812   78,284   72,580    8,290   13,994

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      3,420)
     887    1,606      294    2,239    1,520    3,420    3,420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     10.1      4.6     83.4     69.1     90.4     83.8      9.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        3       17       14       20       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      280,459
COMMITMENTS
  13,022    1,158    8,718  243,857  257,151  265,597  267,027   14,862   13,432

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      1,013)
    -716       62      711    1,168       64    1,163      837     -150      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.4      3.1     86.9     91.7     94.7     95.2      5.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        5       37       39       42       46
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      175,510
COMMITMENTS
  10,952    9,900   15,986  132,654  144,357  159,592  170,243   15,918    5,267

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      5,069)
   2,477   -1,045     -214    4,297    6,238    6,560    4,979   -1,491       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.6      9.1     75.6     82.3     90.9     97.0      9.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        5       34       31       39       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      177,094
COMMITMENTS
   9,069    3,276    9,821  134,190  146,892  153,080  159,989   24,014   17,105

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      4,728)
  -1,095   -1,912      121    4,841    4,852    3,867    3,061      861    1,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      1.8      5.5     75.8     82.9     86.4     90.3     13.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        3       26       30       31       34
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,762
COMMITMENTS
       0    5,102    1,873   37,172   32,716   39,045   39,691   10,717   10,071

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      1,477)
       0    2,656     -450    1,927     -913    1,477    1,293        0      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.3      3.8     74.7     65.7     78.5     79.8     21.5     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       16       17       17
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      248,594
COMMITMENTS
  26,415    7,052   20,394  188,295  205,094  235,104  232,540   13,490   16,054

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      4,778)
       9    1,060    2,040    3,826    2,747    5,875    5,847   -1,097   -1,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      2.8      8.2     75.7     82.5     94.6     93.5      5.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        3        8       38       37       47       45
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,169
COMMITMENTS
     380    5,206    1,676   52,269   42,453   54,325   49,335    6,844   11,834

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        310)
     380     -972      -70     -972    1,170     -662      128      972      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      8.5      2.7     85.5     69.4     88.8     80.7     11.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       23       21       25       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,566,506
COMMITMENTS
 202,162   50,258  837,871  1498366  1663315  2538399  2551444   28,107   15,062

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:     25,027)
   6,404    5,740   11,475    5,992    6,243   23,871   23,458    1,156    1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      2.0     32.6     58.4     64.8     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      28       19       42      109       94      155      138
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      922,492
COMMITMENTS
 143,378  293,706  104,300  669,326  521,208  917,004  919,214    5,488    3,278

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:     34,819)
   1,943  -14,610    6,311   26,255   43,559   34,509   35,260      310     -441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     31.8     11.3     72.6     56.5     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       14       25       37       35       66       63
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       83,014
COMMITMENTS
   2,273    1,051    3,626   76,833   78,045   82,733   82,722      281      291

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      1,243)
      12       37      -38    1,310    1,234    1,283    1,232      -40       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.3      4.4     92.6     94.0     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        4        7       40       37       49       45
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,340
COMMITMENTS
     726       42      810   16,739   17,257   18,275   18,109       65      231

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:         38)
      42        0      -42       38       80       38       38        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.2      4.4     91.3     94.1     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       14       18       15       20
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,965
COMMITMENTS
   1,664        0      340   16,654   18,096   18,658   18,436      307      529

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:       -231)
    -209        0      -16       -7     -275     -231     -290        0       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.0      1.8     87.8     95.4     98.4     97.2      1.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       18       21       20       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,318
COMMITMENTS
   1,087       60      120   12,005   13,378   13,212   13,558    1,106      760

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:         22)
     -60        0       30       66      -12       36       18      -14        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.4      0.8     83.8     93.4     92.3     94.7      7.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       13       17       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,972
COMMITMENTS
     838        0      622   26,884   28,058   28,344   28,680      628      292

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      3,764)
      24        0        0    3,740    3,764    3,764    3,764        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      2.1     92.8     96.8     97.8     99.0      2.2      1.0

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 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,274
COMMITMENTS
     120      720    1,660   25,054   24,480   26,834   26,860      440      414

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       46       60       46       60       14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      2.6      6.1     91.9     89.8     98.4     98.5      1.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       19       16       21       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,720
COMMITMENTS
       0      460      560    9,764    9,518   10,324   10,538      396      182

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:         30)
       0       40        0      -10      -50      -10      -10       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      5.2     91.1     88.8     96.3     98.3      3.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       14       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,366,210
COMMITMENTS
 205,062  116,524  653,292  1420736  1506397  2279090  2276213   87,120   89,997

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:    -36,605)
   2,562   -5,042    7,498  -56,653  -41,025  -46,594  -38,569    9,988    1,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      4.9     27.6     60.0     63.7     96.3     96.2      3.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     120      105      173       98       93      311      298
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,585
COMMITMENTS
       0        0        0   21,585   21,535   21,585   21,535        0       50

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        275)
       0        0        0      275      275      275      275        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       17       16       17       16
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,781
COMMITMENTS
   2,564   11,121   15,305   31,294   21,859   49,163   48,285    5,618    6,496

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      1,167)
     407      408      662       94      -75    1,163      995        4      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     20.3     27.9     57.1     39.9     89.7     88.1     10.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        8       14       15       14       29       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,337
COMMITMENTS
   9,493    1,981       32    4,045   14,046   13,570   16,059    2,767      278

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        645)
     528      -26      -10        9      764      527      728      118      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.1     12.1      0.2     24.8     86.0     83.1     98.3     16.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      72        8        1       14       26       87       35
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,684
COMMITMENTS
   8,067    1,726      110    1,995   10,117   10,172   11,953    2,512      731

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        897)
     852      217      -18      -74      735      760      934      137      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.6     13.6      0.9     15.7     79.8     80.2     94.2     19.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      36       10        1        9       25       46       35
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      206,506
COMMITMENTS
  42,314    8,944   30,262  104,514  141,667  177,091  180,873   29,416   25,633

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      2,673)
     111      786     -442   -1,104   -3,422   -1,435   -3,078    4,108    5,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      4.3     14.7     50.6     68.6     85.8     87.6     14.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      58       25       33       77       92      149      137
 

Updated April 13, 2007