GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,463
COMMITMENTS
   1,775        0       75    6,713    9,238    8,563    9,313      900      150

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      0.0      0.8     70.9     97.6     90.5     98.4      9.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       18       20       20       21
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,587
COMMITMENTS
     600    4,191        0   13,312    8,833   13,912   13,024      675    1,563

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        -90)
     600     -380     -300     -390      540      -90     -140        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     28.7      0.0     91.3     60.6     95.4     89.3      4.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        0       24       27       25       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,381
COMMITMENTS
      15        0       30    1,582    1,710    1,627    1,740      754      641

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:          6)
     -30        0       15       80       70       65       85      -59      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      1.3     66.4     71.8     68.3     73.1     31.7     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       19       24       20       25
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,116
COMMITMENTS
       0       35       40    3,737    3,627    3,777    3,702      339      414

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        194)
       0      -10        0      204      264      204      254      -10      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      1.0     90.8     88.1     91.8     89.9      8.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       30       35       31       36
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      253,029
COMMITMENTS
  39,582   21,906   35,163  139,555  170,412  214,300  227,481   38,729   25,548

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -8,023)
   3,631     -904   -4,108   -3,589     -749   -4,066   -5,761   -3,957   -2,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      8.7     13.9     55.2     67.3     84.7     89.9     15.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      45       27       31       68       81      132      123
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,302,573
COMMITMENTS
  65,557  190,792  548,147  611,719  523,620  1225424  1262560   77,149   40,013

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -44,372)
  -9,593    1,713  -22,796   -9,908  -22,606  -42,297  -43,690   -2,075     -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     14.6     42.1     47.0     40.2     94.1     96.9      5.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      62       88       95       88       82      207      213
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,356
COMMITMENTS
   1,484   15,657    2,247   74,782   60,902   78,513   78,806    6,843    6,550

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        942)
     360      218     -529      956    1,539      787    1,228      155     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     18.3      2.6     87.6     71.4     92.0     92.3      8.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        2       25       24       27       29
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,070
COMMITMENTS
       0    7,565    2,344   67,114   57,753   69,458   67,662    7,612    9,408

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,117)
       0      464     -235      861      662      626      891      491      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.8      3.0     87.1     74.9     90.1     87.8      9.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       29       21       31       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      133,179
COMMITMENTS
  14,245        0    7,482  104,136  120,854  125,863  128,336    7,316    4,843

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      6,537)
     158   -1,824      628    7,339    7,830    8,125    6,634   -1,588      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      5.6     78.2     90.7     94.5     96.4      5.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        0        5       33       32       39       37
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,472
COMMITMENTS
  12,391    9,121    5,680   74,008   80,880   92,079   95,681   11,393    7,791

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      3,411)
       0     -366      104    4,595    4,587    4,699    4,325   -1,288     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      8.8      5.5     71.5     78.2     89.0     92.5     11.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        3       23       23       28       26
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,114
COMMITMENTS
   8,130       72    6,869   53,006   58,618   68,005   65,559    4,109    6,555

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        782)
    -852      -58      936      698     -106      782      772        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.1      9.5     73.5     81.3     94.3     90.9      5.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        4       17       19       21       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,356
COMMITMENTS
   7,490        0    2,057   51,541   58,408   61,088   60,465    5,268    5,891

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -1,110)
  -1,195        0      208      400      992     -587    1,200     -523   -2,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.0      3.1     77.7     88.0     92.1     91.1      7.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        2       25       24       27       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,078
COMMITMENTS
   6,600    5,349    1,916   76,251   75,899   84,767   83,164    6,311    7,914

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:       -975)
     236    1,962   -1,592      864   -3,171     -492   -2,801     -483    1,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      5.9      2.1     83.7     83.3     93.1     91.3      6.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        4       30       31       36       36
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,252
COMMITMENTS
   3,375    2,468    4,819   79,207   84,310   87,401   91,597   14,851   10,655

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      3,412)
     525      604      102    2,714    2,068    3,341    2,774       71      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      2.4      4.7     77.5     82.5     85.5     89.6     14.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       24       22       26       25
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,793
COMMITMENTS
   8,755    1,638    1,806   26,686   30,842   37,247   34,286    3,546    6,507

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,846)
    -365     -868      671    2,064    4,189    2,370    3,992     -524   -2,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      4.0      4.4     65.4     75.6     91.3     84.0      8.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       16       14       20       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,779
COMMITMENTS
   7,056    6,177    5,378   49,538   43,869   61,972   55,424    4,807   11,355

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      2,651)
  -1,263    1,728      658    2,344      873    1,739    3,259      912     -608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      9.2      8.1     74.2     65.7     92.8     83.0      7.2     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        4       15       14       19       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,685
COMMITMENTS
  16,151        0    1,906   59,421   75,673   77,478   77,579    6,207    6,106

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:       -240)
    -111        0      252     -381     -246     -240        6        0     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      0.0      2.3     71.0     90.4     92.6     92.7      7.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       27       23       30       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,250
COMMITMENTS
   8,250    8,384    5,804   94,968   89,963  109,022  104,151    8,228   13,099

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,156)
   2,615     -122     -449     -910    1,533    1,256      962     -100      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      7.2      5.0     81.0     76.7     93.0     88.8      7.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        3       31       30       35       34
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,500
COMMITMENTS
       0    2,183    1,980   45,415   42,764   47,395   46,927   10,105   10,573

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        366)
       0     -481      301      -31      358      270      178       96      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      3.4     79.0     74.4     82.4     81.6     17.6     18.4

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 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       33,678
COMMITMENTS
   8,126    8,116        0   25,122   25,407   33,248   33,523      430      155

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      2,604)
   1,178      372        0    1,704    2,201    2,882    2,573     -278       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     24.1      0.0     74.6     75.4     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        0       15       16       19       19
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       26,225
COMMITMENTS
   1,875        0        0   24,226   24,965   26,101   24,965      124    1,260

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      0.0     92.4     95.2     99.5     95.2      0.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       12       14       12
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      152,891
COMMITMENTS
   4,386   17,363   19,861  117,863  108,680  142,110  145,904   10,781    6,987

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      2,480)
     492     -250      778    1,694    2,304    2,964    2,832     -484     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     11.4     13.0     77.1     71.1     92.9     95.4      7.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        6        8       37       33       45       42
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,471
COMMITMENTS
   1,231    3,849    3,486   81,107   77,595   85,824   84,930    7,647    8,541

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        679)
  -2,687        0       32    1,748      616     -907      648    1,586       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      4.1      3.7     86.8     83.0     91.8     90.9      8.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       23       25       26       29
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,165
COMMITMENTS
  10,814    7,372        0   54,604   54,936   65,418   62,308    1,747    4,857

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,777)
   3,866     -372        0     -367    1,648    3,499    1,276   -1,722      501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     11.0      0.0     81.3     81.8     97.4     92.8      2.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        0       21       24       26       26
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      279,538
COMMITMENTS
  15,265    2,496    5,611  251,688  260,700  272,564  268,807    6,974   10,731

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      8,097)
  -2,779    1,518    1,634    8,597    4,451    7,452    7,603      645      494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.9      2.0     90.0     93.3     97.5     96.2      2.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        3        5       49       48       54       55
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      189,963
COMMITMENTS
   6,463    5,880   12,939  158,252  165,986  177,654  184,805   12,309    5,158

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      5,473)
       0    1,461   -1,228    7,017    6,656    5,789    6,889     -316   -1,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      3.1      6.8     83.3     87.4     93.5     97.3      6.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        5       41       36       47       42
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      185,052
COMMITMENTS
   1,099   14,018   10,797  159,750  148,204  171,646  173,019   13,406   12,033

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      2,015)
     -87    2,184       14    3,704     -770    3,631    1,428   -1,616      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      7.6      5.8     86.3     80.1     92.8     93.5      7.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        5        5       45       37       50       43
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,021
COMMITMENTS
       0      215    2,361   44,287   44,091   46,648   46,667   12,373   12,354

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        408)
       0     -397      286     -244      333       42      222      366      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      4.0     75.0     74.7     79.0     79.1     21.0     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 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      242,754
COMMITMENTS
  27,287    4,767   20,895  178,838  202,023  227,020  227,685   15,734   15,069

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,616)
     -90     -971      246    1,646    2,283    1,802    1,558     -186       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      2.0      8.6     73.7     83.2     93.5     93.8      6.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       8        3        9       43       43       54       52
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,606
COMMITMENTS
   4,341    5,424    5,497   53,419   52,159   63,257   63,080    7,349    7,526

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      2,723)
   1,745     -602     -346    1,204    3,548    2,603    2,600      120      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      7.7      7.8     75.7     73.9     89.6     89.3     10.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        4        5       20       25       26       32
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,699,432
COMMITMENTS
 346,608  124,781  873,073  1446831  1686717  2666512  2684571   32,920   14,861

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -56,576)
 -17,130  -16,063    9,003  -55,282  -50,188  -63,409  -57,248    6,833      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      4.6     32.3     53.6     62.5     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      25       20       43      101       92      145      138
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,004,825
COMMITMENTS
  56,843  195,586  256,558  689,429  550,538  1002830  1002682    1,995    2,143

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:   -114,815)
 -45,388  -99,689   15,852  -85,174  -30,911 -114,710 -114,748     -105      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     19.5     25.5     68.6     54.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      19       22       36       42       41       79       81
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       91,530
COMMITMENTS
   3,164    1,134    3,124   83,754   86,283   90,041   90,540    1,489      990

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -9,030)
  -1,022     -162   -1,655   -6,613   -7,528   -9,290   -9,345      260      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.2      3.4     91.5     94.3     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7        5        9       34       31       46       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,828
COMMITMENTS
   1,417       88      615   16,688   17,979   18,720   18,682      108      146

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,242
COMMITMENTS
   6,062      340      216   15,984   21,859   22,262   22,415      979      826

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        -59)
       0      -37      -81      -45       54     -126      -64       67        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      1.5      0.9     68.8     94.1     95.8     96.4      4.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       17       18       19       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,136
COMMITMENTS
     555      370       96   10,937   11,440   11,588   11,906      548      230

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:       -392)
    -154      -46      -30     -166     -312     -350     -388      -42       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      3.0      0.8     90.1     94.3     95.5     98.1      4.5      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 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,371
COMMITMENTS
     961    1,390      259   27,531   28,002   28,751   29,651    1,620      720

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        430)
       0      320        0      630     -370      630      -50     -200      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      4.6      0.9     90.6     92.2     94.7     97.6      5.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       21       22       23       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,724
COMMITMENTS
     240      616    1,432   25,218   25,028   26,890   27,076      834      648

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        122)
       0      -40       40       82       22      122       22        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.2      5.2     91.0     90.3     97.0     97.7      3.0      2.3

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 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,708
COMMITMENTS
   1,200      500      580    8,286    9,072   10,066   10,152      642      556

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        514)
       0        0        0      514      994      514      994        0     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      4.7      5.4     77.4     84.7     94.0     94.8      6.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       14       13       17       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,566,070
COMMITMENTS
 277,054  107,006  698,219  1504377  1669101  2479650  2474326   86,420   91,744

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    125,899)
   8,523  -10,429   46,078   66,443   76,643  121,044  112,292    4,855   13,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      4.2     27.2     58.6     65.0     96.6     96.4      3.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
     135      113      180       87      104      320      316
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,522
COMMITMENTS
  19,444   17,295    2,784   49,017   40,430   71,245   60,509   22,277   33,013

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -5,030)
  -1,435    2,106     -500   -1,308   -4,486   -3,243   -2,880   -1,787   -2,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     18.5      3.0     52.4     43.2     76.2     64.7     23.8     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        4       17       15       22       20
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,389
COMMITMENTS
       0      250        0   11,389   11,139   11,389   11,389        0        0

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        495)
       0      -75     -225    1,045    1,120      820      820     -325     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      0.0    100.0     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       24       22       24       23
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,218
COMMITMENTS
   6,856   21,789   20,765   52,667   36,126   80,288   78,680    5,930    7,538

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,431)
    -250      918      -29      954     -410      675      479      756      952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     25.3     24.1     61.1     41.9     93.1     91.3      6.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6       12       15       19       17       35       34
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,623
COMMITMENTS
  12,864    1,463      183    3,183   16,627   16,230   18,273    2,393      350

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:       -343)
    -297      180        3       60     -695     -234     -512     -109      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.1      7.9      1.0     17.1     89.3     87.2     98.1     12.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      63       12        6       13       26       80       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       14,773
COMMITMENTS
   9,037      878        0    2,768   13,139   11,805   14,017    2,968      756

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -3,995)
  -4,648     -531        0    1,023   -3,331   -3,625   -3,862     -370     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.2      5.9      0.0     18.7     88.9     79.9     94.9     20.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      32        5        0       11       25       43       30
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      214,376
COMMITMENTS
  50,328   11,434   27,221  119,015  160,096  196,564  198,751   17,812   15,625

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -14,668)
   3,590    1,074   -6,348   -8,646   -9,045  -11,404  -14,320   -3,264     -347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      5.3     12.7     55.5     74.7     91.7     92.7      8.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      60       28       33       79       86      154      133
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,290
COMMITMENTS
       0        0        0    3,290    3,290    3,290    3,290        0        0

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        250)
     -50        0      -50      350      300      250      250        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       15       13       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,175
COMMITMENTS
     350       50        0    3,825    4,125    4,175    4,175        0        0

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      350      250      350        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      1.2      0.0     91.6     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       11       17       13       18
 

Updated July 29, 2008