GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,120
COMMITMENTS
     325      243      275    3,370    4,552    3,970    5,070    1,150       50

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -867)
      50      -25      -50     -742     -792     -742     -867     -125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      4.7      5.4     65.8     88.9     77.5     99.0     22.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       16       15       17       18
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,872
COMMITMENTS
     478    6,985       89   13,890    6,205   14,457   13,279      415    1,593

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -1,760)
    -200      170      -70   -1,495   -1,821   -1,765   -1,721        5      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     47.0      0.6     93.4     41.7     97.2     89.3      2.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        1       26       26       30       29
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,348
COMMITMENTS
       0       75        0    1,732    1,605    1,732    1,680      616      668

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -752)
       0      -15        0     -653     -635     -653     -650      -99     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.0     73.8     68.4     73.8     71.6     26.2     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       23       20       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      209,898
COMMITMENTS
  23,223   22,970   19,856  138,767  139,005  181,846  181,831   28,052   28,067

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -2,729)
     466       33    1,129   -4,044   -2,176   -2,449   -1,014     -280   -1,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     10.9      9.5     66.1     66.2     86.6     86.6     13.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      30       29       31       64       71      111      119
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      755,533
COMMITMENTS
  80,368   81,908  261,677  351,610  381,944  693,655  725,529   61,878   30,004

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      3,072)
     201    9,386   -5,747    6,963      171    1,417    3,810    1,655     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     10.8     34.6     46.5     50.6     91.8     96.0      8.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      49       66       72       79       71      177      165
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,367
COMMITMENTS
   2,067   15,263    2,533   74,074   62,904   78,674   80,700   12,693   10,667

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -4,714)
     -13      434     -830   -5,841   -5,262   -6,684   -5,658    1,970      944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     16.7      2.8     81.1     68.8     86.1     88.3     13.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       18       16       20       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,408
COMMITMENTS
       0    5,725    1,113   37,057   28,672   38,170   35,510   10,238   12,898

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -2,338)
    -230    2,071     -978   -2,096   -2,964   -3,304   -1,871      966     -467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.8      2.3     76.6     59.2     78.9     73.4     21.1     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       19       16       20       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,265
COMMITMENTS
   9,071    1,532    5,676   90,446  100,412  105,193  107,620   14,072   11,645

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -9,164)
    -931      658     -731  -16,097  -12,834  -17,759  -12,907    8,595    3,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      1.3      4.8     75.8     84.2     88.2     90.2     11.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       17       22       20       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,398
COMMITMENTS
  18,256        0        0   38,110   55,185   56,366   55,185   10,032   11,213

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -4,656)
       0     -494        0   -4,267   -3,441   -4,267   -3,935     -389     -721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      0.0      0.0     57.4     83.1     84.9     83.1     15.1     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       16       15       18       15
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,319
COMMITMENTS
   2,181    3,171    5,130   65,950   64,425   73,261   72,726    6,058    6,593

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -3,634)
  -1,054     -434     -804   -4,072   -4,435   -5,930   -5,673    2,296    2,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      4.0      6.5     83.1     81.2     92.4     91.7      7.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       18       19       21       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,900
COMMITMENTS
   3,493      946    3,276   54,229   57,192   60,998   61,414    7,902    7,486

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -2,687)
    -515      620   -1,202   -1,110   -1,893   -2,827   -2,475      140     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      1.4      4.8     78.7     83.0     88.5     89.1     11.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       14       19       15       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,614
COMMITMENTS
   3,200    2,869    3,395   67,549   68,868   74,144   75,132    9,470    8,482

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -8,003)
     -44     -840       13   -8,104   -7,350   -8,135   -8,177      132      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      3.4      4.1     80.8     82.4     88.7     89.9     11.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       17       26       20       28
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,017
COMMITMENTS
       0    5,891    3,341   69,966   66,836   73,307   76,068   13,710   10,949

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      3,941)
       0     -510    1,750    2,417   -1,061    4,167      179     -226    3,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.8      3.8     80.4     76.8     84.2     87.4     15.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       17       16       18       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,771
COMMITMENTS
   4,696    2,471      713   45,585   46,906   50,994   50,090    7,777    8,681

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -7,145)
       0   -3,911      403   -7,077   -5,438   -6,674   -8,946     -471    1,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      4.2      1.2     77.6     79.8     86.8     85.2     13.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       21       17       23       18
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,625
COMMITMENTS
   4,661    8,254    4,878   92,095   86,681  101,634   99,813    8,991   10,812

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -2,240)
  -4,643    1,160    1,294    1,934   -7,167   -1,415   -4,713     -825    2,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      7.5      4.4     83.2     78.4     91.9     90.2      8.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        3       23       20       26       25
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,935
COMMITMENTS
       0    9,573      620   40,277   41,168   40,897   51,361   18,038    7,574

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -3,744)
       0    1,486     -517   -5,323   -6,399   -5,840   -5,430    2,096    1,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.2      1.1     68.3     69.9     69.4     87.1     30.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       13       12       14       14
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      172,803
COMMITMENTS
   3,852   21,516   10,176  144,317  134,377  158,345  166,069   14,458    6,734

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -12,326)
  -1,544    4,768   -4,148  -10,326  -13,282  -16,018  -12,662    3,692      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     12.5      5.9     83.5     77.8     91.6     96.1      8.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        5        5       35       37       40       44
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,547
COMMITMENTS
   2,772    4,426    1,126   68,461   60,101   72,359   65,653    8,188   14,894

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -9,003)
  -2,741     -699   -1,008   -8,701  -12,557  -12,450  -14,264    3,447    5,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      5.5      1.4     85.0     74.6     89.8     81.5     10.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       16       14       19       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      276,369
COMMITMENTS
  12,872      723    6,804  242,707  258,958  262,383  266,485   13,986    9,884

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -19,371)
   6,050       55   -6,517  -22,988  -16,159  -23,455  -22,621    4,084    3,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.3      2.5     87.8     93.7     94.9     96.4      5.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        5       36       38       41       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      166,366
COMMITMENTS
   7,335   14,272   15,319  128,050  130,336  150,704  159,927   15,662    6,439

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -10,376)
  -5,727    1,191   -1,006   -9,042  -12,802  -15,775  -12,617    5,399    2,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      8.6      9.2     77.0     78.3     90.6     96.1      9.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        3       35       31       38       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      182,769
COMMITMENTS
  13,100    8,074    9,888  141,195  149,075  164,183  167,037   18,586   15,732

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -8,367)
   2,425     -847      975  -15,260  -11,014  -11,860  -10,886    3,493    2,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      4.4      5.4     77.3     81.6     89.8     91.4     10.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        5       27       31       33       37
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      232,682
COMMITMENTS
  22,178    4,317   20,741  176,422  190,595  219,341  215,653   13,341   17,029

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -14,443)
  -3,808   -4,803    1,080  -10,279  -15,800  -13,007  -19,523   -1,436    5,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      1.9      8.9     75.8     81.9     94.3     92.7      5.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        3        6       36       35       42       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,635
COMMITMENTS
       0    6,994    2,836   51,126   41,348   53,962   51,178    8,673   11,457

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -2,854)
       0   -2,458    1,244   -6,458   -5,225   -5,214   -6,439    2,360    3,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.2      4.5     81.6     66.0     86.2     81.7     13.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       22       18       24       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,679,719
COMMITMENTS
 265,705  114,523  839,027  1540355  1709177  2645087  2662727   34,632   16,992

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -10,835)
  18,291    5,904  -19,786  -10,015     -852  -11,510  -14,734      675    3,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      4.3     31.3     57.5     63.8     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      31       17       42      105       90      150      136
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      830,493
COMMITMENTS
 130,101  244,660   96,811  597,863  485,398  824,775  826,869    5,718    3,624

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     55,165)
  15,178   56,455   -7,485   46,822    5,950   54,515   54,920      650      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     29.5     11.7     72.0     58.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20       15       24       36       33       66       62
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,930
COMMITMENTS
   2,927      994    1,087   31,465   33,529   35,479   35,610      451      320

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -3,029)
     281      215     -664   -2,591   -2,435   -2,974   -2,884      -55     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      2.8      3.0     87.6     93.3     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        4       38       35       44       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,170
COMMITMENTS
     596        0      940   17,505   17,912   19,041   18,852      129      318

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -482)
      80        0      -80     -482     -342     -482     -422        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      4.9     91.3     93.4     99.3     98.3      0.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       13       13       14       14
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,056
COMMITMENTS
     852        0        0   14,161   14,865   15,013   14,865       43      191

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -904)
     -80        0        0     -867     -884     -947     -884       43      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.0      0.0     94.1     98.7     99.7     98.7      0.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       11       13       11
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,733
COMMITMENTS
   1,590        0      468   15,149   17,129   17,207   17,597      526      136

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -810)
     398        0     -398   -1,054     -432   -1,054     -830      244       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.0      2.6     85.4     96.6     97.0     99.2      3.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       20       18       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,993
COMMITMENTS
   1,635       40      100   12,328   14,161   14,063   14,301      930      692

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -949)
    -221        0      -50     -560     -761     -831     -811     -118     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.3      0.7     82.2     94.5     93.8     95.4      6.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       14       16       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,830
COMMITMENTS
     888        0      802   23,424   24,686   25,114   25,488      716      342

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -1,146)
     176        0     -200   -1,082     -894   -1,106   -1,094      -40      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      3.1     90.7     95.6     97.2     98.7      2.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       23       23       25       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,890
COMMITMENTS
       0      896    1,760   24,660   23,800   26,420   26,456      470      434

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -1,236)
       0     -156      -80   -1,132   -1,200   -1,212   -1,436      -24      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      6.5     91.7     88.5     98.3     98.4      1.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       18       16       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,726
COMMITMENTS
       0      440      560   10,014    9,446   10,574   10,446      152      280

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -588)
       0     -130        0     -530     -378     -530     -508      -58      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      5.2     93.4     88.1     98.6     97.4      1.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       17       13       18       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,275,194
COMMITMENTS
 172,082  135,759  229,938  813,652  833,204  1215672  1198901   59,522   76,293

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      5,986)
  -5,961  -16,245   17,196    4,358   13,712   15,593   14,663   -9,607   -8,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     10.6     18.0     63.8     65.3     95.3     94.0      4.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      71      116      125       87       96      244      268
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,297
COMMITMENTS
  25,273    1,238    2,736   29,456   56,798   57,465   60,772   29,832   26,525

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -3,210)
      29    1,224   -1,055   -2,836   -2,811   -3,862   -2,642      652     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      1.4      3.1     33.7     65.1     65.8     69.6     34.2     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        4       13       13       19       17
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,760
COMMITMENTS
       0        0        0   23,760   23,710   23,760   23,710        0       50

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -2,625)
       0        0        0   -2,625   -2,625   -2,625   -2,625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       16       18       16
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,929
COMMITMENTS
   3,245    8,231   18,116   29,101   23,744   50,462   50,091    5,467    5,838

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:        719)
    -205     -263      923      250       88      968      748     -249      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     14.7     32.4     52.0     42.5     90.2     89.6      9.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        5       15       15       15       31       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,612
COMMITMENTS
   8,741    1,951       59    4,253   13,030   13,053   15,040    2,559      572

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -1,732)
    -406     -549     -206     -871     -984   -1,483   -1,739     -249        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     12.5      0.4     27.2     83.5     83.6     96.3     16.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      65        6        3       19       25       86       32
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,978
COMMITMENTS
   5,521      789      312    2,436    8,592    8,269    9,693    2,709    1,285

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -1,311)
  -1,260     -646      -84       -9     -600   -1,353   -1,330       42       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3      7.2      2.8     22.2     78.3     75.3     88.3     24.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      32        5        4       10       20       44       28
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      166,182
COMMITMENTS
  35,858    8,698   10,266  106,592  137,470  152,716  156,434   13,466    9,748

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      4,923)
   4,008   -1,287      549    2,359    6,579    6,916    5,841   -1,993     -918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      5.2      6.2     64.1     82.7     91.9     94.1      8.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      52       18       33       76       89      141      131
 

Updated March 9, 2007