GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,633
COMMITMENTS
   1,775        0       75    4,883    7,508    6,733    7,583      900       50

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      0.0      1.0     64.0     98.4     88.2     99.3     11.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       16       16       18       17
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| 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   12,947    6,823   12,947   12,169      915    1,693

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -495     -196     -495     -196      495      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     38.6      0.0     93.4     49.2     93.4     87.8      6.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       24       23       24       25
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,383
COMMITMENTS
       0        0        0    2,964    2,753    2,964    2,753      419      630

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        431)
       0      -55      -20      451      456      431      381        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.6     81.4     87.6     81.4     12.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       26       29       26       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      261,383
COMMITMENTS
  48,765   19,603   36,073  136,443  178,608  221,282  234,284   40,101   27,099

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      6,051)
   6,112   -1,785   -2,311    2,833   11,786    6,634    7,690     -583   -1,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      7.5     13.8     52.2     68.3     84.7     89.6     15.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      48       27       29       58       70      120      112
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,306,887
COMMITMENTS
  77,964  172,286  540,602  612,062  554,944  1230627  1267832   76,259   39,055

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     23,815)
   7,533   10,355    7,567      332    2,660   15,431   20,582    8,383    3,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     13.2     41.4     46.8     42.5     94.2     97.0      5.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      67       95      101       87       79      222      211
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,979
COMMITMENTS
   1,078   15,239    2,810   70,901   58,307   74,789   76,356    8,190    6,623

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        565)
  -1,034      144      442    1,311     -205      719      381     -154      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     18.4      3.4     85.4     70.3     90.1     92.0      9.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        2       24       22       26       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,325
COMMITMENTS
       0    6,021    2,909   63,720   55,329   66,629   64,259    6,696    9,066

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        831)
       0      590      221      670     -222      891      589      -60      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.2      4.0     86.9     75.5     90.9     87.6      9.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       26       22       28       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,112
COMMITMENTS
  12,944        0    6,440   92,398  107,878  111,782  114,318    9,330    6,794

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      2,316)
    -920        0      550    3,270    1,646    2,900    2,196     -584      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      5.3     76.3     89.1     92.3     94.4      7.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        0        5       28       28       33       33
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,324
COMMITMENTS
  12,391    7,530    7,537   66,449   74,311   86,377   89,378   11,947    8,946

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        760)
       0    3,300   -1,468    1,802   -1,612      334      220      426      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      7.7      7.7     67.6     75.6     87.8     90.9     12.2      9.1

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 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,708
COMMITMENTS
  10,668        0    5,590   52,069   59,567   68,327   65,157    3,381    6,551

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:       -280)
   2,446        0   -1,141   -1,585      583     -280     -558        0      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      0.0      7.8     72.6     83.1     95.3     90.9      4.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        4       18       19       22       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,786
COMMITMENTS
   9,638        0    1,443   47,337   54,260   58,418   55,703    5,368    8,083

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        451)
     734        0     -142      -79      531      513      389      -62       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      0.0      2.3     74.2     85.1     91.6     87.3      8.4     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 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,430
COMMITMENTS
   4,433    3,182    2,622   73,182   73,560   80,237   79,364    7,193    8,066

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      1,503)
     514      184     -272    1,143    2,536    1,385    2,448      118     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      3.6      3.0     83.7     84.1     91.8     90.8      8.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        3       24       29       28       34
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,115
COMMITMENTS
       0    2,243    5,255   71,016   71,998   76,271   79,496   14,844   11,619

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      3,784)
       0     -943      368    2,562    3,992    2,930    3,417      854      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      5.8     77.9     79.0     83.7     87.2     16.3     12.8

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 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,485
COMMITMENTS
   9,462    2,878      400   23,777   25,982   33,639   29,260    3,846    8,225

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        360)
     360        0        0        0      484      360      484        0     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      7.7      1.1     63.4     69.3     89.7     78.1     10.3     21.9

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 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,166
COMMITMENTS
  15,376        0    1,654   59,239   73,740   76,269   75,394    5,897    6,772

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      1,510)
   2,750        0     -548     -932    1,818    1,270    1,270      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      0.0      2.0     72.1     89.7     92.8     91.8      7.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       26       22       29       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,093
COMMITMENTS
   4,946    9,507    6,460   93,297   83,556  104,703   99,523    7,390   12,570

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      1,279)
    -485      704      953      762     -611    1,230    1,046       49      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      8.5      5.8     83.2     74.5     93.4     88.8      6.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        3       29       29       33       33
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,886
COMMITMENTS
       0    3,092    1,471   45,406   41,978   46,877   46,541   10,009   10,345

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        856)
       0     -173       86      770      821      856      734        0      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      2.6     79.8     73.8     82.4     81.8     17.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       18       19       20       21
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       31,074
COMMITMENTS
   6,948    8,860        0   23,542   22,090   30,490   30,950      584      124

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     -5,177)
    -124   -1,984        0   -4,313   -3,038   -4,437   -5,022     -740     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     28.5      0.0     75.8     71.1     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        0       10        9       13       11
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      144,244
COMMITMENTS
   2,326   18,666   18,525  112,980  100,626  133,831  137,817   10,413    6,427

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     -1,043)
      58     -510     -602     -495      213   -1,039     -899       -4     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     12.9     12.8     78.3     69.8     92.8     95.5      7.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        7        8       35       34       43       43
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,277
COMMITMENTS
   3,944    4,690    3,054   76,095   73,432   83,093   81,176    6,184    8,101

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        303)
     214      -12     -306      364    1,952      272    1,634       31   -1,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      5.3      3.4     85.2     82.3     93.1     90.9      6.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        4       22       25       26       30
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,020
COMMITMENTS
   6,948    8,860        0   56,298   52,202   63,246   61,062    1,774    3,958

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        620)
     248      620        0      372     -124      620      496        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     13.6      0.0     86.6     80.3     97.3     93.9      2.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       15       17       18       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      265,775
COMMITMENTS
  18,127    1,746    3,671  235,555  249,091  257,353  254,508    8,422   11,267

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:       -597)
  -2,305     -152     -248    1,987     -259     -566     -659      -31       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.7      1.4     88.6     93.7     96.8     95.8      3.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        2        5       46       48       51       54
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      176,209
COMMITMENTS
   7,362    5,931   12,631  142,061  151,843  162,054  170,405   14,155    5,804

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      6,453)
   1,240      -68       82    4,819    7,095    6,141    7,109      312     -656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      3.4      7.2     80.6     86.2     92.0     96.7      8.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        4       40       35       45       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      174,384
COMMITMENTS
   1,271    8,497   11,456  144,487  144,124  157,214  164,077   17,170   10,307

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      4,404)
    -596    2,024     -254    5,500    3,060    4,650    4,830     -246     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      4.9      6.6     82.9     82.6     90.2     94.1      9.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        5        6       37       34       43       41
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,624
COMMITMENTS
       0    1,524    1,904   44,018   42,143   45,922   45,571   11,702   12,053

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        325)
       0     -397     -318      341      854       23      139      302      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      3.3     76.4     73.1     79.7     79.1     20.3     20.9

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 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      237,596
COMMITMENTS
  29,674    7,819   21,259  171,768  190,007  222,701  219,085   14,895   18,511

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      2,568)
    -251    1,666     -404    3,249    1,246    2,594    2,508      -26       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      3.3      8.9     72.3     80.0     93.7     92.2      6.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        3        9       42       40       53       49
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,047
COMMITMENTS
   1,270    6,648    5,775   53,418   47,043   60,463   59,466    5,584    6,581

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:       -565)
     258     -380       48   -1,053   -1,171     -747   -1,503      182      938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     10.1      8.7     80.9     71.2     91.5     90.0      8.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        5        5       20       25       25       32
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,637,015
COMMITMENTS
 330,879  149,764  807,670  1466698  1662074  2605247  2619508   31,768   17,507

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     50,304)
  -1,149   -3,657   28,210   22,709   24,795   49,770   49,348      534      956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      5.7     30.6     55.6     63.0     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      30       17       46      100       91      148      138
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,069,407
COMMITMENTS
  87,618  267,315  222,483  756,043  575,425  1066144  1065223    3,263    4,184

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     20,560)
  -7,356    2,502   17,835    9,869     -226   20,348   20,111      212      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     25.0     20.8     70.7     53.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       22       32       40       39       74       76
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       10,817
COMMITMENTS
     888        0      450    9,035    9,932   10,373   10,382      444      435

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:         88)
    -165        0      135      135     -105      105       30      -17       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      4.2     83.5     91.8     95.9     96.0      4.1      4.0

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 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       93,805
COMMITMENTS
   3,991      729    3,816   84,748   88,653   92,555   93,198    1,250      607

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      1,591)
      31       35      388    1,130    1,455    1,550    1,878       42     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.8      4.1     90.3     94.5     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        5        9       36       35       48       44
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,790
COMMITMENTS
   1,417       88      615   16,650   17,941   18,682   18,644      108      146

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:         86)
       0        0        0       86       86       86       86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      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       20       16       23
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,123
COMMITMENTS
   6,062      396      258   15,906   21,263   22,226   21,917      897    1,206

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:         64)
       0       -8        4       77       62       82       58      -17        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      1.7      1.1     68.8     92.0     96.1     94.8      3.9      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 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,336
COMMITMENTS
     709      376      126   10,905   11,604   11,740   12,106      596      230

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      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 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,309
COMMITMENTS
     961      470      259   27,269   29,100   28,489   29,829    1,820      480

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        -20)
       0      -40       20      -40      -20      -20      -40        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.6      0.9     90.0     96.0     94.0     98.4      6.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       21       21       23       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,286
COMMITMENTS
     240      656    1,392   24,888   24,658   26,520   26,706      766      580

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

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 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,234
COMMITMENTS
     480      560      520    7,592    7,598    8,592    8,678      642      556

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:          0)
     480        0        0     -480        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      6.1      5.6     82.2     82.3     93.0     94.0      7.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       14       13       16       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,533,297
COMMITMENTS
 257,120  115,735  698,514  1491803  1631818  2447436  2446066   85,861   87,231

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     93,068)
  15,804    3,341   36,375   40,782   52,353   92,962   92,069      106      999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      4.6     27.6     58.9     64.4     96.6     96.6      3.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     130      117      173       89      101      308      314
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       92,107
COMMITMENTS
  21,875   14,071    2,838   40,911   36,887   65,624   53,796   26,483   38,311

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     -4,116)
    -968    2,159     -455   -7,061   -6,496   -8,484   -4,792    4,368      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     15.3      3.1     44.4     40.0     71.2     58.4     28.8     41.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        4       12       12       17       18
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,748
COMMITMENTS
       0      250      100    8,648    8,398    8,748    8,748        0        0

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        476)
       0     -100      100      376      476      476      476        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      1.1     98.9     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       22       20       23       22
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       84,026
COMMITMENTS
   4,126   18,675   25,603   49,643   33,410   79,372   77,688    4,654    6,338

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      2,131)
     125      757    1,298    1,566    1,490    2,989    3,545     -858   -1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9     22.2     30.5     59.1     39.8     94.5     92.5      5.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       12       17       18       16       36       34
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,613
COMMITMENTS
  12,516    1,297       54    2,489   15,916   15,059   17,267    2,554      346

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:         64)
     161     -107       40     -114      164       87       97      -23      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.1      7.4      0.3     14.1     90.4     85.5     98.0     14.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      68       10        4       14       25       84       37
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,801
COMMITMENTS
  10,889    1,355        0    1,741   13,739   12,630   15,094    3,171      707

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      1,268)
   1,260      267      -96     -486    1,083      678    1,254      590       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.9      8.6      0.0     11.0     87.0     79.9     95.5     20.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      38       10        0        9       28       47       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      230,868
COMMITMENTS
  56,173    9,348   37,532  110,724  162,832  204,429  209,712   26,439   21,156

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     13,056)
   7,065      116    2,100    3,740    9,991   12,905   12,207      151      849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      4.0     16.3     48.0     70.5     88.5     90.8     11.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      75       17       37       75       89      162      132
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,940
COMMITMENTS
       0       50        0    2,940    2,890    2,940    2,940        0        0

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:       -620)
       0     -100        0     -600     -370     -600     -470      -20     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      0.0    100.0     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       11       12       12
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,550
COMMITMENTS
     350       50        0    3,200    3,500    3,550    3,550        0        0

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:       -350)
      50        0        0     -400     -350     -350     -350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      1.4      0.0     90.1     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       10       16       12       17
 

Updated July 29, 2008