GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,778
COMMITMENTS
   1,675        0      175    5,953    8,153    7,803    8,328      975      450

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      175     -150      175     -150       75      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      0.0      2.0     67.8     92.9     88.9     94.9     11.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       15       18       17       20
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,794
COMMITMENTS
       0    6,487        0   16,339    8,771   16,339   15,258      455    1,536

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        417)
       0      120        0      392      307      392      427       25      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     38.6      0.0     97.3     52.2     97.3     90.9      2.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        0       28       28       28       30
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,790
COMMITMENTS
       0        0        0    3,351    3,142    3,351    3,142      439      648

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        365)
       0        0        0      390      326      390      326      -25       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.4     82.9     88.4     82.9     11.6     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       30       30       30       30
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      250,339
COMMITMENTS
  36,122   20,487   38,065  136,013  164,004  210,200  222,557   40,139   27,782

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -4,332)
  -3,042   -1,438   -2,139   -1,274     -954   -6,455   -4,530    2,122      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      8.2     15.2     54.3     65.5     84.0     88.9     16.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      40       24       34       64       69      122      112
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,268,462
COMMITMENTS
  71,452  152,340  497,498  630,472  579,844  1199421  1229682   69,041   38,780

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,494)
  -3,294  -10,191   12,028   -4,666     -952    4,068      884   -2,574      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     12.0     39.2     49.7     45.7     94.6     96.9      5.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      66       80       88       87       79      205      197
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,174
COMMITMENTS
   2,024   15,102    2,602   76,388   64,308   81,014   82,012    7,160    6,162

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        779)
     177     -118      301      503      350      981      533     -202      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     17.1      3.0     86.6     72.9     91.9     93.0      8.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        2       24       23       26       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,577
COMMITMENTS
       0    5,952    2,993   69,402   60,794   72,395   69,739    7,182    9,838

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      2,504)
       0    1,994     -553    3,179    1,830    2,626    3,271     -122     -767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.5      3.8     87.2     76.4     91.0     87.6      9.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       26       21       28       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,512
COMMITMENTS
   9,204      345    5,898  102,633  112,878  117,735  119,121    8,777    7,391

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        332)
    -420        0   -1,416    3,561    1,089    1,725     -327   -1,393      659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.3      4.7     81.1     89.2     93.1     94.2      6.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        5       30       31       35       36
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,679
COMMITMENTS
  10,817    4,705   11,196   72,295   79,185   94,308   95,086    9,371    8,593

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      2,776)
       0   -1,452      422    2,447    3,806    2,869    2,776      -93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      4.5     10.8     69.7     76.4     91.0     91.7      9.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       23       22       27       25
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,244
COMMITMENTS
   5,530    1,057    7,746   65,926   67,517   79,202   76,320    4,042    6,924

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,758)
     304     -278      549    1,287      749    2,140    1,020     -382      738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      1.3      9.3     79.2     81.1     95.1     91.7      4.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        4       19       19       23       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,935
COMMITMENTS
   9,633        0    1,991   51,200   57,455   62,824   59,446    6,111    9,489

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:       -246)
  -1,531        0      516      547     -887     -468     -371      222      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      0.0      2.9     74.3     83.3     91.1     86.2      8.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       20       21       22       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,002
COMMITMENTS
   4,686    1,889    2,637   77,319   79,094   84,642   83,620    7,360    8,382

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:       -290)
    -573       93       25      932     -194      384      -76     -674     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      2.1      2.9     84.0     86.0     92.0     90.9      8.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        2       29       30       32       33
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,800
COMMITMENTS
   1,216    5,148    4,127   78,393   74,693   83,736   83,968   11,064   10,832

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      5,907)
       0   -3,829    1,779    5,895    9,129    7,674    7,079   -1,767   -1,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      5.4      4.4     82.7     78.8     88.3     88.6     11.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        3       23       22       27       25
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,034
COMMITMENTS
   7,369    2,630      929   26,859   26,883   35,157   30,442    3,877    8,592

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,884)
     493       62     -191      862      124    1,164       -5      720    1,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      6.7      2.4     68.8     68.9     90.1     78.0      9.9     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        3       12       11       16       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,967
COMMITMENTS
  11,871      496    2,934   64,771   75,868   79,576   79,298    4,391    4,669

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      2,721)
    -198        0      794    2,526    1,540    3,122    2,334     -401      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.6      3.5     77.1     90.4     94.8     94.4      5.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       27       23       30       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,338
COMMITMENTS
   4,452    8,202    7,390  100,817   94,730  112,659  110,322    7,679   10,016

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,762)
   1,885   -2,032      300       70    5,348    2,255    3,616     -493   -1,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      6.8      6.1     83.8     78.7     93.6     91.7      6.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        3       33       30       37       34
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,966
COMMITMENTS
       0    4,069    1,182   48,428   45,155   49,610   50,406   11,356   10,560

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        362)
       0     -889      -39      386      616      347     -312       15      674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      1.9     79.4     74.1     81.4     82.7     18.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       19       21       21       23
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,251
COMMITMENTS
   7,072    8,364        0   27,855   27,608   34,927   35,972    1,324      279

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     23.1      0.0     76.8     76.2     96.3     99.2      3.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        0       12       13       15       14
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       27,322
COMMITMENTS
   1,906        0        0   25,354   24,737   27,260   24,737       62    2,585

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      0.0     92.8     90.5     99.8     90.5      0.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       11       13       11
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      164,787
COMMITMENTS
   3,101   19,173   19,500  131,996  120,607  154,597  159,280   10,190    5,507

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,480)
     367    1,462     -715    1,176    1,060      828    1,807      652     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     11.6     11.8     80.1     73.2     93.8     96.7      6.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        6        7       37       38       44       46
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,916
COMMITMENTS
   4,251    4,943    4,329   78,733   74,263   87,313   83,535    6,603   10,381

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        119)
    -958     -227     -150     -233     -174   -1,341     -551    1,460      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      5.3      4.6     83.8     79.1     93.0     88.9      7.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        4       21       22       25       27
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,705
COMMITMENTS
   7,072    8,364        0   63,518   59,811   70,590   68,175    2,115    4,530

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      6,926)
     372     -868     -300    7,036    7,772    7,108    6,604     -182      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     11.5      0.0     87.4     82.3     97.1     93.8      2.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        0       16       19       19       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      286,811
COMMITMENTS
  20,584    1,493    4,600  250,204  268,674  275,388  274,767   11,423   12,044

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      6,615)
    -134     -167      612    3,688    4,226    4,166    4,671    2,449    1,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.5      1.6     87.2     93.7     96.0     95.8      4.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        2        5       46       51       51       57
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      178,485
COMMITMENTS
   6,044    7,542   12,358  146,227  151,364  164,629  171,264   13,856    7,221

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -2,110)
       0   -1,401   -1,117      479    2,930     -638      412   -1,472   -2,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      4.2      6.9     81.9     84.8     92.2     96.0      7.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        4        4       39       34       43       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      175,183
COMMITMENTS
   3,085    5,377   11,983  139,100  147,288  154,168  164,648   21,015   10,535

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -1,217)
  -4,839     -788      521    6,097      604    1,779      337   -2,996   -1,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      3.1      6.8     79.4     84.1     88.0     94.0     12.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        5       39       36       44       41
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,502
COMMITMENTS
       0    2,185    2,472   42,241   42,932   44,713   47,589   15,789   12,913

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      2,597)
       0       28      200    1,452    1,685    1,652    1,913      945      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      4.1     69.8     71.0     73.9     78.7     26.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       19       16       20       17
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      249,733
COMMITMENTS
  29,117    5,773   23,656  179,955  201,773  232,728  231,202   17,005   18,531

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      2,854)
    -863    1,954       87    3,629      336    2,853    2,377        1      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      2.3      9.5     72.1     80.8     93.2     92.6      6.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        5        8       40       40       50       48
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,123
COMMITMENTS
   1,105    4,570    3,614   60,120   57,935   64,839   66,119    6,284    5,004

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,387)
  -1,201      889   -1,228    4,138    1,973    1,709    1,634     -322     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      6.4      5.1     84.5     81.5     91.2     93.0      8.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        3       25       29       28       34
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,660,841
COMMITMENTS
 346,498  162,599  797,361  1493111  1689463  2636970  2649423   23,871   11,418

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    110,921)
 112,351  108,740  -14,843   19,979   19,640  117,487  113,537   -6,566   -2,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      6.1     30.0     56.1     63.5     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      35       22       47      108       94      161      146
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,116,344
COMMITMENTS
 107,407  294,652  216,799  780,233  600,757  1104439  1112208   11,905    4,136

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     23,606)
  -6,764     -921   12,355    8,521   10,046   14,112   21,480    9,494    2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     26.4     19.4     69.9     53.8     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       21       31       41       41       83       79
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        9,975
COMMITMENTS
   1,340        0       30    8,100    9,660    9,470    9,690      505      285

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -1,055)
    -165        0       30   -1,010   -1,070   -1,145   -1,040       90      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      0.0      0.3     81.2     96.8     94.9     97.1      5.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       14       14       16       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      104,424
COMMITMENTS
   3,596      836    4,336   95,451   98,518  103,383  103,690    1,041      733

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      5,922)
   1,371      129     -104    4,658    5,874    5,925    5,899       -2       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.8      4.2     91.4     94.3     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8        5        9       38       37       51       46
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,796
COMMITMENTS
   1,333       88      678   17,785   18,861   19,796   19,627        0      169

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        241)
     176       88        0       65      153      241      241        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.4      3.4     89.8     95.3    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       15       21       17       24
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,653
COMMITMENTS
   5,644      459      284   16,758   22,125   22,686   22,868      967      785

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      4,100)
   3,925      459      -22      229    3,978    4,133    4,415      -32     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      1.9      1.2     70.8     93.5     95.9     96.7      4.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       18       20       21       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,060
COMMITMENTS
     834      398      136   11,434   12,360   12,404   12,894      656      166

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        310)
       0       28       12      294      566      306      606        4     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      3.0      1.0     87.5     94.6     95.0     98.7      5.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       16       14       19       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,292
COMMITMENTS
   1,122      470      326   28,120   30,006   29,568   30,802    1,724      490

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        240)
       0       80        0      710      400      710      480     -470     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      1.5      1.0     89.9     95.9     94.5     98.4      5.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       21       21       24       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,118
COMMITMENTS
     112      564    1,620   24,944   24,394   26,676   26,578      442      540

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:         44)
    -228        0      240      364      322      376      562     -332     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      2.1      6.0     92.0     90.0     98.4     98.0      1.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       20       18       22       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,844
COMMITMENTS
       0      668      552    8,577    8,038    9,129    9,258      715      586

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        -16)
       0      -20        0      -20        4      -20      -16        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.8      5.6     87.1     81.7     92.7     94.0      7.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       15       14       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,316,574
COMMITMENTS
 217,169  113,409  600,476  1404438  1513828  2222083  2227713   94,491   88,861

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     48,230)
  -7,745   -5,144   37,938   11,317   15,528   41,510   48,323    6,720      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      4.9     25.9     60.6     65.3     95.9     96.2      4.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     134       93      172       93       99      301      310
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       96,223
COMMITMENTS
  22,843   11,912    3,293   47,972   43,383   74,108   58,588   22,115   37,635

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,715)
    -252    1,266      467    1,254   -1,237    1,469      496      246    1,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     12.4      3.4     49.9     45.1     77.0     60.9     23.0     39.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        4       15       14       20       19
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,987
COMMITMENTS
       0      300        0   15,737   15,687   15,737   15,987      250        0

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        718)
       0       50        0      468      718      468      768      250      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.0     98.4     98.1     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       24       21       24       23
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       77,748
COMMITMENTS
   3,365   15,901   24,120   44,994   30,447   72,479   70,468    5,269    7,280

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      2,583)
     450     -903    1,419      368      739    2,237    1,255      346    1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     20.5     31.0     57.9     39.2     93.2     90.6      6.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5       10       12       18       16       32       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,165
COMMITMENTS
  12,954    1,344       12    2,703   16,470   15,669   17,826    2,496      339

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:       -469)
     442     -929        4     -716      375     -270     -550     -199       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.3      7.4      0.1     14.9     90.7     86.3     98.1     13.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      75        8        2       15       25       91       34
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,288
COMMITMENTS
   9,289    1,186      545    2,457   12,682   12,291   14,413    2,997      875

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:         57)
    -862      259      224      496     -359     -142      124      199      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.8      7.8      3.6     16.1     83.0     80.4     94.3     19.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      35        6        3       13       28       48       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      225,997
COMMITMENTS
  49,550    8,396   33,671  114,543  160,755  197,763  202,821   28,234   23,177

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -19,006)
   1,350      993  -13,427   -9,525   -8,137  -21,603  -20,571    2,597    1,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      3.7     14.9     50.7     71.1     87.5     89.7     12.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      64       20       36       78       88      158      131
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,560
COMMITMENTS
       0      150        0    3,540    3,260    3,540    3,410       20      150

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0     -150        0     -150        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.0     99.4     91.6     99.4     95.8      0.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       14       14       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,900
COMMITMENTS
     300       50        0    3,600    3,850    3,900    3,900        0        0

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      1.3      0.0     92.3     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       11       16       12       17
 

Updated June 29, 2007