GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,235
COMMITMENTS
     750        0      225    6,060    7,540    7,035    7,765    1,200      470

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        900)
       0        0        0      900      850      900      850        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      2.7     73.6     91.6     85.4     94.3     14.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       15       18       16
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,537
COMMITMENTS
     150    7,103       21   14,901    6,799   15,072   13,923      465    1,614

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        885)
    -175       25        0    1,060      860      885      885        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     45.7      0.1     95.9     43.8     97.0     89.6      3.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        1       24       26       26       30
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,851
COMMITMENTS
       0       85       30    2,202    2,159    2,232    2,274      619      577

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        165)
       0       40        5       80       70       85      115       80       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      1.1     77.2     75.7     78.3     79.8     21.7     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       23       23       24       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      236,265
COMMITMENTS
  27,660   22,917   37,323  139,351  147,313  204,335  207,553   31,930   28,712

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     13,792)
  -7,280    1,315    6,012   16,818    7,044   15,550   14,371   -1,758     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      9.7     15.8     59.0     62.4     86.5     87.8     13.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      34       37       32       63       71      117      122
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,290,296
COMMITMENTS
  72,351  132,420  516,044  625,158  599,832  1213553  1248296   76,743   42,000

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     10,362)
 -10,388  -14,694    2,663   20,963   21,529   13,237    9,499   -2,875      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     10.3     40.0     48.5     46.5     94.1     96.7      5.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      60       68       91       85       81      199      191
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,380
COMMITMENTS
   3,059   15,287    2,842   73,577   62,405   79,478   80,534   11,902   10,846

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        118)
     304       -4     -209   -1,161      -37   -1,066     -250    1,184      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     16.7      3.1     80.5     68.3     87.0     88.1     13.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        2       17       16       19       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,586
COMMITMENTS
   1,771    1,860    2,977   43,481   40,139   48,229   44,976    9,357   12,610

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      1,688)
     768      764      122      355   -2,336    1,245   -1,450      443    3,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.2      5.2     75.5     69.7     83.8     78.1     16.2     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       21       18       23       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,464
COMMITMENTS
   7,542    2,927    6,863   97,200  103,809  111,605  113,599    9,859    7,865

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:       -800)
    -536     -769   -1,691    1,795    1,292     -432   -1,168     -368      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.4      5.7     80.0     85.5     91.9     93.5      8.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        4       21       25       25       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,758
COMMITMENTS
  26,431   10,316    1,284   43,393   58,951   71,108   70,551   10,650   11,207

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      1,991)
       0   -1,776      488    1,073    3,917    1,561    2,629      430     -638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3     12.6      1.6     53.1     72.1     87.0     86.3     13.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       17       15       20       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,358
COMMITMENTS
   2,357      472    7,154   64,297   63,419   73,808   71,045    4,550    7,313

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      3,224)
     -68   -2,906    2,221      461    3,929    2,614    3,244      610      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.6      9.1     82.1     80.9     94.2     90.7      5.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        4       16       18       20       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,531
COMMITMENTS
   5,670        0    2,693   50,992   58,070   59,355   60,763    8,176    6,768

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        649)
    -407        0      362   -2,380      671   -2,425    1,033    3,074     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.0      4.0     75.5     86.0     87.9     90.0     12.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       19       21       21       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,916
COMMITMENTS
   2,576    4,820    5,102   70,049   66,457   77,727   76,379   11,189   12,537

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      2,360)
       0    3,844   -1,305    2,936   -2,577    1,631      -38      729    2,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      5.4      5.7     78.8     74.7     87.4     85.9     12.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        4       20       25       25       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,570
COMMITMENTS
       0    7,619    2,390   66,148   62,626   68,538   72,635   17,032   12,935

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:         84)
       0      732     -441   -3,005   -2,278   -3,446   -1,987    3,530    2,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      2.8     77.3     73.2     80.1     84.9     19.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       18       16       20       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,386
COMMITMENTS
   7,444    1,822    1,452   44,957   46,965   53,853   50,239    6,533   10,147

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      3,256)
   2,432      303     -551    3,399    4,480    5,280    4,232   -2,024     -976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      3.0      2.4     74.4     77.8     89.2     83.2     10.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       24       19       28       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,639
COMMITMENTS
   5,223   11,035    7,074   94,485   79,166  106,782   97,275    9,857   19,364

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:         51)
  -1,699     -363      871      418   -1,411     -410     -903      461      954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      9.5      6.1     81.0     67.9     91.5     83.4      8.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       23       21       27       26
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,696
COMMITMENTS
       0    8,215    1,396   41,655   41,890   43,051   51,501   19,645   11,195

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      1,597)
       0      165      -57   -2,799      653   -2,856      761    4,453      836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.1      2.2     66.4     66.8     68.7     82.1     31.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       15       16       17       18
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      171,437
COMMITMENTS
   4,566   23,118   12,349  139,681  129,402  156,596  164,869   14,841    6,568

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:       -377)
  -1,371   -1,712       80   -2,112      985   -3,403     -647    3,026      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     13.5      7.2     81.5     75.5     91.3     96.2      8.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        6        7       35       33       42       42
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,496
COMMITMENTS
   2,259    7,840    3,325   78,285   60,758   83,869   71,923    6,627   18,573

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      3,922)
     232     -905     -698    6,051      946    5,585     -657   -1,663    4,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      8.7      3.7     86.5     67.1     92.7     79.5      7.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       19       16       22       21
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      287,893
COMMITMENTS
  17,525    3,002    7,792  245,738  261,211  271,055  272,005   16,838   15,888

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      7,434)
   4,503    1,844     -926    1,881    4,060    5,458    4,978    1,976    2,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      1.0      2.7     85.4     90.7     94.2     94.5      5.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        5        5       38       41       45       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      180,504
COMMITMENTS
   8,600    8,731   16,293  139,669  143,857  164,562  168,881   15,942   11,623

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      4,994)
  -2,352   -1,169      307    7,015     -500    4,970   -1,362       24    6,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      4.8      9.0     77.4     79.7     91.2     93.6      8.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        5       34       32       39       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      176,127
COMMITMENTS
   9,278    3,808    9,837  134,533  130,135  153,648  143,780   22,479   32,347

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:       -967)
     209      532       16      343  -16,757      568  -16,209   -1,535   15,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      2.2      5.6     76.4     73.9     87.2     81.6     12.8     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        3       27       31       31       35
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,750
COMMITMENTS
       0    4,920    2,012   33,864   33,146   35,876   40,078   13,874    9,672

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        -12)
       0     -182      139   -3,308      430   -3,169      387    3,157     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.9      4.0     68.1     66.6     72.1     80.6     27.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15       16       16       17
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      251,944
COMMITMENTS
  27,465    5,516   21,773  180,569  197,576  229,807  224,865   22,137   27,079

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      3,350)
   1,050   -1,536    1,379   -7,726   -7,518   -5,297   -7,675    8,647   11,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      2.2      8.6     71.7     78.4     91.2     89.3      8.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        3        8       35       35       44       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,503
COMMITMENTS
     911    6,186    1,920   53,196   43,419   56,027   51,525    6,476   10,978

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      1,334)
     531      980      244      927      966    1,702    2,190     -368     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      9.9      3.1     85.1     69.5     89.6     82.4     10.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       23       21       25       24
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,577,400
COMMITMENTS
 199,983   56,670  838,214  1510196  1667719  2548393  2562603   29,007   14,797

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     10,894)
  -2,179    6,412      343   11,830    4,404    9,994   11,159      900     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      2.2     32.5     58.6     64.7     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      28       19       42      108       93      154      137
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,048,953
COMMITMENTS
 138,362  315,970  156,281  749,346  573,479  1043989  1045730    4,964    3,223

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:    126,461)
  -5,016   22,264   51,981   80,020   52,271  126,985  126,516     -524      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     30.1     14.9     71.4     54.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      25       11       29       37       35       71       66
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       84,672
COMMITMENTS
   2,114    1,047    3,575   78,662   79,730   84,351   84,352      321      320

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      1,658)
    -160       -4      -51    1,829    1,685    1,618    1,630       40       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.2      4.2     92.9     94.2     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        4        7       40       37       49       45
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,428
COMMITMENTS
     726       42      810   16,827   17,345   18,363   18,197       65      231

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:         88)
       0        0        0       88       88       88       88        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.2      4.4     91.3     94.1     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       14       19       15       21
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,121
COMMITMENTS
   1,642        0      351   16,821   18,243   18,814   18,594      307      527

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        156)
     -22        0       11      167      147      156      158        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.0      1.8     88.0     95.4     98.4     97.2      1.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       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 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,313
COMMITMENTS
   1,087       60      120   11,992   13,378   13,199   13,558    1,114      755

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0      -13        0      -13        0        8       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.4      0.8     83.8     93.5     92.2     94.7      7.8      5.3

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 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,330
COMMITMENTS
     878        0      622   27,142   28,416   28,642   29,038      688      292

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        358)
      40        0        0      258      358      298      358       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      2.1     92.5     96.9     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        1       25       23       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,884
COMMITMENTS
     240      720    1,660   25,474   25,090   27,374   27,470      510      414

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        610)
     120        0        0      420      610      540      610       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.6      6.0     91.4     90.0     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       19       16       21       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,800
COMMITMENTS
       0      460      560    9,844    9,578   10,404   10,598      396      202

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:         80)
       0        0        0       80       60       80       60        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      5.2     91.1     88.7     96.3     98.1      3.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       14       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,267,526
COMMITMENTS
 205,663  117,695  605,962  1374467  1458364  2186091  2182020   81,435   85,506

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:    -98,684)
     601    1,171  -47,331  -46,269  -48,033  -93,000  -94,193   -5,685   -4,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      5.2     26.7     60.6     64.3     96.4     96.2      3.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     119      102      163       94       93      296      289
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,335
COMMITMENTS
       0        0        0   22,335   22,285   22,335   22,285        0       50

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        750)
       0        0        0      750      750      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       17       16       17       16
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,958
COMMITMENTS
   1,798   10,155   19,222   34,698   25,420   55,718   54,797    6,240    7,161

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      7,177)
    -766     -966    3,917    3,404    3,561    6,555    6,512      622      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     16.4     31.0     56.0     41.0     89.9     88.4     10.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        7       14       15       14       29       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,857
COMMITMENTS
  12,094    2,323       80    3,801   16,143   15,975   18,546    2,882      311

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      2,520)
   2,601      342       48     -244    2,097    2,405    2,487      115       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.1     12.3      0.4     20.2     85.6     84.7     98.4     15.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      86        8        2       13       27      101       37
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,788
COMMITMENTS
   9,385    1,409        0    1,966   11,634   11,351   13,043    2,437      745

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      1,104)
   1,318     -317     -110      -29    1,517    1,179    1,090      -75       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.1     10.2      0.0     14.3     84.4     82.3     94.6     17.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      46        9        0        9       26       55       35
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      223,991
COMMITMENTS
  41,324   10,337   31,491  120,657  155,245  193,472  197,073   30,518   26,917

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     17,484)
    -990    1,393    1,229   16,143   13,578   16,382   16,200    1,102    1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      4.6     14.1     53.9     69.3     86.4     88.0     13.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      56       25       34       80       97      152      143
 

Updated April 20, 2007