GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,210
COMMITMENTS
     625      159      275    4,135    5,265    5,035    5,699    1,175      511

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        465)
       0        0        0      440      340      440      340       25      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      2.6      4.4     66.6     84.8     81.1     91.8     18.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       17       16       18       19
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,322
COMMITMENTS
     294    7,010       89   14,458    6,570   14,841   13,669      481    1,653

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        350)
     -25        0        0      375      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     45.8      0.6     94.4     42.9     96.9     89.2      3.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        1       27       28       30       32
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,254
COMMITMENTS
       0       75        0    2,589    2,489    2,589    2,564      665      690

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      465      460      465      460       45       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      0.0     79.6     76.5     79.6     78.8     20.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       26       29       26       30
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      221,148
COMMITMENTS
  25,121   23,752   27,322  137,676  141,076  190,118  192,150   31,030   28,998

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:    -10,432)
   1,884   -4,533   -2,587   -9,120     -338   -9,824   -7,458     -609   -2,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     10.7     12.4     62.3     63.8     86.0     86.9     14.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      26       34       32       64       73      110      121
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,273,365
COMMITMENTS
  68,854  134,520  519,495  612,675  581,837  1201025  1235852   72,340   37,513

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:    -48,493)
 -12,576   12,684  -32,491   -5,742  -29,384  -50,808  -49,191    2,315      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     10.6     40.8     48.1     45.7     94.3     97.1      5.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      61       69       91       87       83      201      197
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,035
COMMITMENTS
       0   15,225    4,574   74,971   60,802   79,545   80,601   12,490   11,434

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        169)
  -1,157     -147    1,003      588   -1,570      434     -714     -265      883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.5      5.0     81.5     66.1     86.4     87.6     13.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        3       18       15       21       19
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,170
COMMITMENTS
   1,615    1,288    2,308   44,927   41,611   48,850   45,207    9,320   12,963

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,783)
   1,615   -1,121       15    1,721    2,580    3,351    1,474   -1,568      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.2      4.0     77.2     71.5     84.0     77.7     16.0     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       22       19       24       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,231
COMMITMENTS
   9,071    3,080    5,676   94,098  106,025  108,845  114,781   13,386    7,450

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      3,675)
       0    2,590        0    4,959    2,490    4,959    5,080   -1,284   -1,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      2.5      4.6     77.0     86.7     89.0     93.9     11.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       21       26       24       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,664
COMMITMENTS
  24,248    7,402        0   43,736   59,415   67,984   66,817    8,680    9,847

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      5,662)
   5,992    4,716        0       72    3,296    6,064    8,012     -402   -2,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6      9.7      0.0     57.0     77.5     88.7     87.2     11.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       18       18       20       19
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,831
COMMITMENTS
   1,312    4,199    4,861   66,976   62,816   73,149   71,876    5,682    6,955

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        436)
   1,312    1,028     -890      206      730      628      868     -192     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      5.3      6.2     85.0     79.7     92.8     91.2      7.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       19       20       22       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,896
COMMITMENTS
   3,204        0    4,250   55,205   57,712   62,659   61,962    7,237    7,934

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        818)
  -1,698     -822    1,394    1,346     -150    1,042      422     -224      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      6.1     79.0     82.6     89.6     88.6     10.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       17       21       18       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,310
COMMITMENTS
   3,444    3,135    4,859   71,643   74,219   79,946   82,213   10,364    8,097

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      3,071)
     244      763      656    1,876    1,846    2,776    3,265      295     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      3.5      5.4     79.3     82.2     88.5     91.0     11.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        4       23       29       28       33
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,337
COMMITMENTS
       0    6,299    3,021   73,850   68,396   76,871   77,716   12,466   11,621

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:       -145)
       0   -1,254     -735      470      102     -265   -1,887      120    1,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.1      3.4     82.7     76.6     86.0     87.0     14.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       19       17       21       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,626
COMMITMENTS
   6,600    2,015    2,239   43,676   48,265   52,515   52,519    8,111    8,107

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      2,858)
   1,904     -310    1,650      402    2,368    3,956    3,708   -1,098     -850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      3.3      3.7     72.0     79.6     86.6     86.6     13.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       21       18       24       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,563
COMMITMENTS
   2,831    9,428    7,897  100,554   90,450  111,282  107,775    9,281   12,788

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      3,317)
    -987    2,194    1,401    2,638     -417    3,052    3,178      265      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      7.8      6.6     83.4     75.0     92.3     89.4      7.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        3       25       24       28       29
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,082
COMMITMENTS
       0    9,549    1,525   44,956   45,706   46,481   56,780   18,601    8,302

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      4,063)
       0     -645      790    2,532    3,568    3,322    3,713      741      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.7      2.3     69.1     70.2     71.4     87.2     28.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       14       13       16       15
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,718
COMMITMENTS
     990   13,488        0   36,428   23,928   37,418   37,416      300      302

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     35.8      0.0     96.6     63.4     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0        8       11       10       13
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       28,316
COMMITMENTS
   1,710    1,232      240   26,216   25,916   28,166   27,388      150      928

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      4.4      0.8     92.6     91.5     99.5     96.7      0.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       13       17       15       18
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      178,134
COMMITMENTS
   6,545   25,177   10,255  148,517  135,660  165,317  171,092   12,817    7,042

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      6,195)
   2,693    2,172      399    4,568    4,138    7,660    6,709   -1,465     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     14.1      5.8     83.4     76.2     92.8     96.0      7.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        5        7       36       34       43       42
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,802
COMMITMENTS
     757    5,812    3,119   72,670   62,405   76,546   71,336    8,256   13,466

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      3,923)
  -1,178    1,386      725    6,659    3,365    6,206    5,476   -2,283   -1,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      6.9      3.7     85.7     73.6     90.3     84.1      9.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        3       19       15       22       19
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,907
COMMITMENTS
     990   12,648      600   60,461   47,041   62,051   60,289      856    2,618

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     20.1      1.0     96.1     74.8     98.6     95.8      1.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       13       17       16       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      293,933
COMMITMENTS
  11,461    1,744   10,863  255,449  268,226  277,773  280,833   16,160   13,100

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      7,052)
      74    1,021    2,032    4,149    2,088    6,255    5,141      797    1,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.6      3.7     86.9     91.3     94.5     95.5      5.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        3        5       38       40       43       46
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      178,924
COMMITMENTS
   8,212   12,480   17,413  139,790  145,006  165,415  174,899   13,509    4,025

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      7,519)
  -2,165   -2,039      766    8,679    9,167    7,280    7,894      239     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      7.0      9.7     78.1     81.0     92.4     97.8      7.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        5        5       40       34       45       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      180,784
COMMITMENTS
   9,720   12,982    9,075  142,507  144,301  161,302  166,358   19,482   14,426

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     -2,537)
  -1,487     -404    1,303   -3,503     -287   -3,687      612    1,150   -3,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      7.2      5.0     78.8     79.8     89.2     92.0     10.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        5       32       34       38       40
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,848
COMMITMENTS
       0    2,069    2,715   37,549   35,867   40,264   40,651   11,584   11,197

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,733)
       0     -599      308      567    2,811      875    2,520      858     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      5.2     72.4     69.2     77.7     78.4     22.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       17       18       18
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      256,331
COMMITMENTS
  26,402    3,461   22,356  192,415  209,888  241,173  235,705   15,158   20,626

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      6,869)
   8,944   -2,981       80     -804    8,971    8,220    6,070   -1,351      799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      1.4      8.7     75.1     81.9     94.1     92.0      5.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        6       38       35       45       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,409
COMMITMENTS
       0    6,124    2,602   54,176   45,415   56,778   54,141    6,631    9,268

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,158)
       0       58       62    1,096    1,466    1,158    1,586        0     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.7      4.1     85.4     71.6     89.5     85.4     10.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       24       22       26       24
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,750,511
COMMITMENTS
 226,475  152,282  845,833  1653574  1742344  2725882  2740459   24,629   10,052

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     20,404)
 -22,663   28,869  -38,180   88,331   33,525   27,488   24,214   -7,084   -3,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      5.5     30.8     60.1     63.3     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      30       19       41      114       97      160      141
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      937,364
COMMITMENTS
 137,530  299,662  130,980  664,287  498,850  932,797  929,492    4,567    7,872

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     36,149)
     884  -21,574   27,090   10,640   29,897   38,614   35,413   -2,465      736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     32.0     14.0     70.9     53.2     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      24       11       28       39       37       72       67
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       83,658
COMMITMENTS
   2,472      980    3,660   77,056   78,738   83,187   83,378      471      280

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        254)
     -46       60       -6      306      200      254      254       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.2      4.4     92.1     94.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        5        6       39       37       47       45
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,358
COMMITMENTS
     596       42      940   17,757   18,123   19,293   19,105       65      253

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:         42)
       0        0        0       42       42       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.2      4.9     91.7     93.6     99.7     98.7      0.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       15       18       16       20
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| 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 03/20/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,987
COMMITMENTS
   1,701        0      530   17,443   19,232   19,674   19,763      313      225

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:         25)
      51        0      -25        8       62       34       37       -9      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.0      2.7     87.3     96.2     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       19       21       21       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,089
COMMITMENTS
   1,315       40      100   12,644   14,250   14,059   14,390    1,030      700

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:         52)
    -280        0        0      372       68       92       68      -40      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.3      0.7     83.8     94.4     93.2     95.4      6.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       13       17       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,250
COMMITMENTS
     888        0      802   23,854   25,106   25,544   25,908      706      342

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      3.1     90.9     95.6     97.3     98.7      2.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       24       23       26       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,570
COMMITMENTS
     100      896    1,760   25,240   24,480   27,100   27,136      470      434

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        410)
      40        0        0      370      410      410      410        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      3.2      6.4     91.5     88.8     98.3     98.4      1.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       18       15       20       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,046
COMMITMENTS
       0      440      560   10,306    9,978   10,866   10,978      180       68

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      5.1     93.3     90.3     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       18       16       19       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,314,141
COMMITMENTS
 189,919  131,109  603,682  1442640  1488805  2236241  2223595   77,900   90,545

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     56,434)
   7,540   11,249   29,793   16,306   10,712   53,639   51,754    2,795    4,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      5.7     26.1     62.3     64.3     96.6     96.1      3.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      94      121      164       91       96      286      295
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       95,512
COMMITMENTS
  26,154    2,966    4,420   33,174   58,534   63,748   65,920   31,764   29,592

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,733)
    -284      528      633      298      433      647    1,594    1,086      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      3.1      4.6     34.7     61.3     66.7     69.0     33.3     31.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,710
COMMITMENTS
       0        0        0   23,710   23,610   23,710   23,610        0      100

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50        0       50        0        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.6    100.0     99.6      0.0      0.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,565
COMMITMENTS
   2,829   10,378   17,389   30,915   22,790   51,133   50,557    4,432    5,008

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,067)
      94      799      118      330      -36      542      881      525      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     18.7     31.3     55.6     41.0     92.0     91.0      8.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        8       17       15       14       32       32
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,673
COMMITMENTS
   8,821    2,171       44    4,184   13,107   13,049   15,322    2,624      351

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        353)
     106      243       42     -161      -47      -13      238      366      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.3     13.9      0.3     26.7     83.6     83.3     97.8     16.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      63       10        1       16       27       80       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,320
COMMITMENTS
   6,515      962      210    2,237    9,253    8,962   10,425    2,358      895

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        -20)
     223     -145     -313       20      447      -70      -11       50       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.6      8.5      1.9     19.8     81.7     79.2     92.1     20.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      35        6        2       10       25       46       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      198,061
COMMITMENTS
  40,411    7,571   28,352  102,962  140,122  171,726  176,046   26,335   22,015

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:       -944)
   5,490      954    1,920  -10,721   -6,813   -3,311   -3,939    2,367    2,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      3.8     14.3     52.0     70.7     86.7     88.9     13.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      53       23       39       75       83      148      132
 

Updated March 30, 2007