GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,433
COMMITMENTS
   1,775        0       75    4,683    7,308    6,533    7,383      900       50

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -1,345)
     100        0     -100   -1,270     -845   -1,270     -945      -75     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      0.0      1.0     63.0     98.3     87.9     99.3     12.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       15       16       17       17
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,862
COMMITMENTS
       0    5,346        0   13,442    7,019   13,442   12,365      420    1,497

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -2,932)
       0   -1,141        0   -2,897   -1,752   -2,897   -2,893      -35      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     38.6      0.0     97.0     50.6     97.0     89.2      3.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       25       24       25       26
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,952
COMMITMENTS
       0       55       20    2,513    2,297    2,533    2,372      419      580

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:       -838)
       0       55       20     -838     -845     -818     -770      -20      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.7     85.1     77.8     85.8     80.4     14.2     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       24       26       25       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      255,332
COMMITMENTS
  42,653   21,388   38,385  133,610  166,822  214,648  226,594   40,684   28,738

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      4,993)
   6,531      901      319   -2,402    2,818    4,448    4,038      545      956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      8.4     15.0     52.3     65.3     84.1     88.7     15.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      42       27       31       54       65      113      109
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,283,072
COMMITMENTS
  70,431  161,930  533,035  611,730  552,284  1215196  1247250   67,876   35,822

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     14,610)
  -1,021    9,590   35,537  -18,742  -27,560   15,775   17,568   -1,165   -2,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     12.6     41.5     47.7     43.0     94.7     97.2      5.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      67       87       92       86       79      208      206
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,414
COMMITMENTS
   2,112   15,095    2,368   69,590   58,512   74,070   75,975    8,344    6,439

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -5,760)
      88       -7     -234   -6,798   -5,796   -6,944   -6,037    1,184      277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     18.3      2.9     84.4     71.0     89.9     92.2     10.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       22       21       24       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,494
COMMITMENTS
       0    5,431    2,688   63,050   55,551   65,738   63,670    6,756    8,824

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -7,083)
       0     -521     -305   -6,352   -5,243   -6,657   -6,069     -426   -1,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.5      3.7     87.0     76.6     90.7     87.8      9.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       25       22       27       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      118,796
COMMITMENTS
  13,864        0    5,890   89,128  106,232  108,882  112,122    9,914    6,674

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -7,716)
   4,660     -345       -8  -13,505   -6,646   -8,853   -6,999    1,137     -717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      0.0      5.0     75.0     89.4     91.7     94.4      8.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        5       27       28       32       33
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,564
COMMITMENTS
  12,391    4,230    9,005   64,647   75,923   86,043   89,158   11,521    8,406

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -6,115)
   1,574     -475   -2,191   -7,648   -3,262   -8,265   -5,928    2,150     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      4.3      9.2     66.3     77.8     88.2     91.4     11.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       20       20       25       23
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,988
COMMITMENTS
   8,222        0    6,731   53,654   58,984   68,607   65,715    3,381    6,273

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -11,256)
   2,692   -1,057   -1,015  -12,272   -8,533  -10,595  -10,605     -661     -651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.0      9.4     74.5     81.9     95.3     91.3      4.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        0        4       18       18       22       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,335
COMMITMENTS
   8,904        0    1,585   47,416   53,729   57,905   55,314    5,430    8,021

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -5,600)
    -729        0     -406   -3,784   -3,726   -4,919   -4,132     -681   -1,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.0      2.5     74.9     84.8     91.4     87.3      8.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       21       22       23       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,927
COMMITMENTS
   3,919    2,998    2,894   72,039   71,024   78,852   76,916    7,075    9,011

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -6,075)
    -767    1,109      257   -5,280   -8,070   -5,790   -6,704     -285      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      3.5      3.4     83.8     82.7     91.8     89.5      8.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        3       22       28       26       33
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,331
COMMITMENTS
       0    3,186    4,887   68,454   68,006   73,341   76,079   13,990   11,252

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -7,469)
  -1,216   -1,962      760   -9,939   -6,687  -10,395   -7,889    2,926      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      5.6     78.4     77.9     84.0     87.1     16.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        2       21       18       23       21
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,125
COMMITMENTS
   9,102    2,878      400   23,777   25,498   33,279   28,776    3,846    8,349

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -1,909)
   1,733      248     -529   -3,082   -1,385   -1,878   -1,666      -31     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      7.8      1.1     64.0     68.7     89.6     77.5     10.4     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       12       11       15       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,656
COMMITMENTS
  12,626        0    2,202   60,171   71,922   74,999   74,124    5,657    6,532

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -3,311)
     755     -496     -732   -4,600   -3,946   -4,577   -5,174    1,266    1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      0.0      2.7     74.6     89.2     93.0     91.9      7.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       25       22       28       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,814
COMMITMENTS
   5,431    8,803    5,507   92,535   84,167  103,473   98,477    7,341   12,337

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -9,524)
     979      601   -1,883   -8,282  -10,563   -9,186  -11,845     -338    2,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      7.9      5.0     83.5     76.0     93.4     88.9      6.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        3       29       28       33       32
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,030
COMMITMENTS
       0    3,265    1,385   44,636   41,157   46,021   45,807   10,009   10,223

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -4,936)
       0     -804      203   -3,792   -3,998   -3,589   -4,599   -1,347     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.8      2.5     79.7     73.5     82.1     81.8     17.9     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       18       19       20       21
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      145,287
COMMITMENTS
   2,268   19,176   19,127  113,475  100,413  134,870  138,716   10,417    6,571

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -19,500)
    -833        3     -373  -18,521  -20,194  -19,727  -20,564      227    1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     13.2     13.2     78.1     69.1     92.8     95.5      7.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        7       35       33       42       41
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,974
COMMITMENTS
   3,730    4,702    3,360   75,731   71,480   82,821   79,542    6,153    9,432

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -4,942)
    -521     -241     -969   -3,002   -2,783   -4,492   -3,993     -450     -949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.3      3.8     85.1     80.3     93.1     89.4      6.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        4       21       24       25       29
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,400
COMMITMENTS
   6,700    8,240        0   55,926   52,326   62,626   60,566    1,774    3,834

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -8,305)
    -372     -124        0   -7,592   -7,485   -7,964   -7,609     -341     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     12.8      0.0     86.8     81.3     97.2     94.0      2.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       14       17       16       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      266,372
COMMITMENTS
  20,432    1,898    3,919  233,568  249,350  257,919  255,167    8,453   11,205

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -20,439)
    -152      405     -681  -16,636  -19,324  -17,469  -19,600   -2,970     -839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.7      1.5     87.7     93.6     96.8     95.8      3.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        2        6       42       48       48       55
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      169,756
COMMITMENTS
   6,122    5,999   12,549  137,242  144,748  155,913  163,296   13,843    6,460

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -8,729)
      78   -1,543      191   -8,985   -6,616   -8,716   -7,968      -13     -761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      3.5      7.4     80.8     85.3     91.8     96.2      8.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        4       38       33       42       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      169,980
COMMITMENTS
   1,867    6,473   11,710  138,987  141,064  152,564  159,247   17,416   10,733

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -5,203)
  -1,218    1,096     -273     -113   -6,224   -1,604   -5,401   -3,599      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.8      6.9     81.8     83.0     89.8     93.7     10.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        5       37       33       42       39
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,299
COMMITMENTS
       0    1,921    2,222   43,677   41,289   45,899   45,432   11,400   11,867

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -3,203)
       0     -264     -250    1,436   -1,643    1,186   -2,157   -4,389   -1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      3.9     76.2     72.1     80.1     79.3     19.9     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       20       16       21       17
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      235,028
COMMITMENTS
  29,925    6,153   21,663  168,519  188,761  220,107  216,577   14,921   18,451

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -14,705)
     808      380   -1,993  -11,436  -13,012  -12,621  -14,625   -2,084      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      2.6      9.2     71.7     80.3     93.7     92.1      6.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        3        8       40       40       50       48
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,612
COMMITMENTS
   1,012    7,028    5,727   54,471   48,214   61,210   60,969    5,402    5,643

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -4,511)
     -93    2,458    2,113   -5,649   -9,721   -3,629   -5,150     -882      639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     10.6      8.6     81.8     72.4     91.9     91.5      8.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        6        5       22       26       27       33
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,586,711
COMMITMENTS
 332,028  153,421  779,460  1443989  1637279  2555477  2570160   31,234   16,551

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -74,130)
 -14,470   -9,178  -17,901  -49,122  -52,184  -81,493  -79,263    7,363    5,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      5.9     30.1     55.8     63.3     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      28       18       45       98       88      144      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,048,847
COMMITMENTS
  94,974  264,813  204,648  746,174  575,651  1045796  1045112    3,051    3,735

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -67,497)
 -12,433  -29,839  -12,151  -34,059  -25,106  -58,643  -67,096   -8,854     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     25.2     19.5     71.1     54.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       21       32       40       38       74       75
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       10,729
COMMITMENTS
   1,053        0      315    8,900   10,037   10,268   10,352      461      377

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:        754)
    -287        0      285      800      377      798      662      -44       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      0.0      2.9     83.0     93.6     95.7     96.5      4.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       16       13       18       14
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       92,213
COMMITMENTS
   3,960      694    3,428   83,618   87,198   91,006   91,320    1,208      894

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -12,210)
     364     -142     -908  -11,833  -11,321  -12,377  -12,371      167      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.8      3.7     90.7     94.6     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9        4        9       36       36       49       45
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,704
COMMITMENTS
   1,417       88      615   16,564   17,855   18,596   18,558      108      146

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -1,092)
      84        0      -63   -1,221   -1,006   -1,200   -1,069      108      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.5      3.3     88.6     95.5     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       14       19       16       22
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,058
COMMITMENTS
   6,062      405      253   15,829   21,201   22,144   21,859      914    1,200

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:       -595)
     418      -54      -31     -929     -925     -542   -1,009      -53      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      1.8      1.1     68.6     91.9     96.0     94.8      4.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       18       18       21       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,336
COMMITMENTS
     709      376      126   10,905   11,604   11,740   12,106      596      230

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:       -723)
    -125      -22      -10     -528     -755     -663     -787      -60       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      3.0      1.0     88.4     94.1     95.2     98.1      4.8      1.9

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 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,329
COMMITMENTS
     961      510      239   27,309   29,120   28,509   29,869    1,820      460

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:       -963)
    -161       40      -87     -811     -886   -1,059     -933       96      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.7      0.8     90.0     96.0     94.0     98.5      6.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       21       21       22       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,286
COMMITMENTS
     240      656    1,392   24,888   24,658   26,520   26,706      766      580

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:        168)
     128       92     -228      -56      264     -156      128      324       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.4      5.1     91.2     90.4     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       19       18       21       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,234
COMMITMENTS
       0      560      520    8,072    7,598    8,592    8,678      642      556

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:       -610)
       0     -108      -32     -505     -440     -537     -580      -73      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      5.6     87.4     82.3     93.0     94.0      7.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       13       15       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,440,230
COMMITMENTS
 241,315  112,394  662,138  1451021  1579465  2354475  2353997   85,755   86,233

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    123,656)
  24,146   -1,015   61,662   46,584   65,638  132,391  126,284   -8,736   -2,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      4.6     27.1     59.5     64.7     96.5     96.5      3.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     123      114      174       90      101      305      314
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,272
COMMITMENTS
       0      350        0    8,272    7,922    8,272    8,272        0        0

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -7,715)
       0       50        0   -7,465   -7,765   -7,465   -7,715     -250        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.0    100.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       21       19       21       21
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       81,895
COMMITMENTS
   4,001   17,918   24,305   48,077   31,920   76,383   74,143    5,512    7,752

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      4,147)
     636    2,017      185    3,083    1,473    3,904    3,675      243      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9     21.9     29.7     58.7     39.0     93.3     90.5      6.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       11       15       18       16       34       32
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,549
COMMITMENTS
  12,355    1,404       14    2,603   15,752   14,972   17,170    2,577      379

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:       -616)
    -599       60        2     -100     -718     -697     -656       81       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.4      8.0      0.1     14.8     89.8     85.3     97.8     14.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      67       12        3       14       25       83       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       14,533
COMMITMENTS
   9,629    1,088       96    2,227   12,656   11,952   13,840    2,581      693

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:       -755)
     340      -98     -449     -230      -26     -339     -573     -416     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.3      7.5      0.7     15.3     87.1     82.2     95.2     17.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      35        6        2       11       26       48       33
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      217,812
COMMITMENTS
  49,107    9,232   35,433  106,984  152,841  191,524  197,505   26,288   20,307

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -8,186)
    -442      836    1,762   -7,559   -7,913   -6,240   -5,316   -1,946   -2,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      4.2     16.3     49.1     70.2     87.9     90.7     12.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      69       19       40       71       81      153      128
 

Updated July 29, 2008