GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,599
COMMITMENTS
   1,650        0      175    5,574    8,324    7,399    8,499    1,200      100

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:       -300)
      75        0      -75     -300     -275     -300     -350        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      0.0      2.0     64.8     96.8     86.0     98.8     14.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        2       16       16       18       18
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,856
COMMITMENTS
       0    5,252       21   14,405    7,972   14,426   13,245      430    1,611

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -1,976)
       0   -1,307        0   -1,902     -566   -1,902   -1,873      -74     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     35.4      0.1     97.0     53.7     97.1     89.2      2.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       29       26       30       28
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,876
COMMITMENTS
       0       15       40    2,376    2,281    2,416    2,336      460      540

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:       -672)
       0      -15      -70     -723     -723     -793     -808      121      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      1.4     82.6     79.3     84.0     81.2     16.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       23       24       24       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      228,012
COMMITMENTS
  38,948   23,528   32,630  121,779  144,015  193,357  200,174   34,655   27,838

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:        331)
   5,834   -3,148   -1,441   -4,372    5,004       21      415      310      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     10.3     14.3     53.4     63.2     84.8     87.8     15.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      38       31       35       62       68      125      112
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,240,379
COMMITMENTS
  76,149  147,051  487,878  609,858  572,063  1173884  1206992   66,495   33,387

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     23,845)
   6,893   11,255   11,847    6,541    2,150   25,280   25,251   -1,436   -1,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     11.9     39.3     49.2     46.1     94.6     97.3      5.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      65       77       93       85       79      209      196
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,063
COMMITMENTS
   2,431   14,174    2,793   72,802   64,599   78,026   81,566   10,037    6,497

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -6,225)
     -85      -13     -279   -5,686   -5,554   -6,050   -5,846     -175     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     16.1      3.2     82.7     73.4     88.6     92.6     11.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        2       21       20       23       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,923
COMMITMENTS
       0      443    4,557   57,582   54,347   62,139   59,347    7,784   10,576

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:        241)
    -279      374     -783    4,825    1,267    3,763      858   -3,522     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      6.5     82.4     77.7     88.9     84.9     11.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        2       24       20       26       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,139
COMMITMENTS
  11,177      469    6,065   94,251  107,603  111,493  114,137    8,646    6,002

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -7,843)
  -1,297     -459      285   -5,383   -5,299   -6,395   -5,473   -1,448   -2,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      0.4      5.0     78.5     89.6     92.8     95.0      7.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        5       26       31       31       36
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,350
COMMITMENTS
  11,313    3,117   12,530   57,274   69,640   81,117   85,287   11,233    7,063

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      2,046)
  -9,887     -804    5,831    8,830   -1,960    4,774    3,067   -2,728   -1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      3.4     13.6     62.0     75.4     87.8     92.4     12.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       19       21       23       24
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,198
COMMITMENTS
   7,057       97    6,272   62,513   67,764   75,842   74,133    4,356    6,065

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -6,753)
    -978       97     -704   -5,761   -4,697   -7,443   -5,304      690   -1,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.1      7.8     77.9     84.5     94.6     92.4      5.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        4       17       19       21       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,781
COMMITMENTS
   9,876        0    2,220   48,141   56,438   60,237   58,658    5,544    7,123

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -6,143)
     637        0     -131   -7,424   -5,734   -6,918   -5,865      775     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      0.0      3.4     73.2     85.8     91.6     89.2      8.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       19       22       21       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,699
COMMITMENTS
   1,785      863    4,166   77,244   75,528   83,195   80,557    6,504    9,142

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -2,103)
  -1,244      -28     -733    1,972     -104       -5     -865   -2,098   -1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.0      4.6     86.1     84.2     92.7     89.8      7.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       22       27       25       30
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,764
COMMITMENTS
   1,216   10,022    2,587   70,792   62,761   74,595   75,370   12,169   11,394

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -4,294)
     720    2,314      355   -4,737   -8,059   -3,662   -5,390     -632    1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     11.6      3.0     81.6     72.3     86.0     86.9     14.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        2       20       18       23       22
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,058
COMMITMENTS
   6,604    2,692      700   25,873   25,970   33,177   29,362    2,881    6,696

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -3,119)
    -320      124     -677   -1,794   -1,388   -2,791   -1,941     -328   -1,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      7.5      1.9     71.8     72.0     92.0     81.4      8.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       12       11       15       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,547
COMMITMENTS
   9,983      513    2,791   60,759   68,911   73,533   72,215    5,014    6,332

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -1,321)
     536     -274       -2   -2,435     -377   -1,901     -653      580     -668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      0.7      3.6     77.4     87.7     93.6     91.9      6.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       25       21       28       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,897
COMMITMENTS
   5,658   12,419    5,048   93,877   82,148  104,583   99,615   10,314   15,282

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -7,661)
  -1,284   -4,284     -180   -7,488   -3,214   -8,952   -7,678    1,291       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9     10.8      4.4     81.7     71.5     91.0     86.7      9.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        3       25       26       28       31
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,258
COMMITMENTS
       0    4,962    1,474   46,703   43,495   48,177   49,931   11,081    9,327

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -3,825)
       0   -1,724       37   -2,175   -1,488   -2,138   -3,175   -1,687     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      2.5     78.8     73.4     81.3     84.3     18.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       19       20       21       22
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      159,634
COMMITMENTS
   2,037   18,133   18,782  127,163  116,549  147,982  153,464   11,652    6,170

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -9,696)
    -782   -3,120    2,515   -9,564   -9,189   -7,831   -9,794   -1,865       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     11.4     11.8     79.7     73.0     92.7     96.1      7.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        7        7       36       36       43       44
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,507
COMMITMENTS
      12    6,437    3,712   78,520   68,740   82,244   78,889    6,263    9,618

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -6,916)
  -2,971    1,208     -804   -3,971   -4,372   -7,746   -3,968      830   -2,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.3      4.2     88.7     77.7     92.9     89.1      7.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        4       22       21       26       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,305
COMMITMENTS
   6,080    8,852        0   52,142   47,245   58,222   56,097    2,083    4,208

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -1,065)
   6,080   -1,920        0   -6,842    1,520     -762     -400     -303     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     14.7      0.0     86.5     78.3     96.5     93.0      3.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       13       16       14       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      270,703
COMMITMENTS
  15,283    1,565    4,681  240,925  253,520  260,889  259,766    9,814   10,937

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:    -10,939)
   1,399      708   -3,392   -9,668   -9,552  -11,661  -12,236      722    1,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.6      1.7     89.0     93.7     96.4     96.0      3.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        2        5       41       44       46       50
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      178,230
COMMITMENTS
   6,254    7,618   14,796  141,397  147,262  162,447  169,676   15,783    8,554

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -8,544)
    -781     -519     -837   -8,564   -8,120  -10,182   -9,476    1,638      932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      4.3      8.3     79.3     82.6     91.1     95.2      8.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        4       36       31       40       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      173,459
COMMITMENTS
   8,876    8,148   10,414  129,452  144,416  148,742  162,978   24,717   10,481

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:    -14,753)
    -845    2,629   -4,170  -11,101  -10,447  -16,116  -11,988    1,363   -2,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      4.7      6.0     74.6     83.3     85.8     94.0     14.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        5       33       34       39       40
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,352
COMMITMENTS
       0    2,263    2,357   38,014   37,125   40,371   41,745   13,981   12,607

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -2,975)
       0   -1,909      670   -6,697   -2,149   -6,027   -3,388    3,052      413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      4.3     69.9     68.3     74.3     76.8     25.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       17       16       18       17
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      239,438
COMMITMENTS
  30,381    7,512   19,826  171,129  193,517  221,336  220,855   18,102   18,583

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:    -15,487)
  -1,513    1,616   -4,690  -11,899  -19,223  -18,102  -22,297    2,615    6,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      3.1      8.3     71.5     80.8     92.4     92.2      7.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7        2        5       37       37       46       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,288
COMMITMENTS
   1,700    3,681    4,660   50,068   46,694   56,428   55,035    6,860    8,253

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -3,652)
     228     -750     -243   -3,214   -1,267   -3,229   -2,260     -423   -1,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      5.8      7.4     79.1     73.8     89.2     87.0     10.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       23       24       26       27
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,478,250
COMMITMENTS
 234,587   43,640  768,663  1442801  1651805  2446051  2464108   32,199   14,142

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:    -92,593)
  37,036  -22,420  -41,300  -84,753  -26,300  -89,017  -90,020   -3,576   -2,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      1.8     31.0     58.2     66.7     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      34       18       43      100       89      148      137
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,058,225
COMMITMENTS
 113,555  301,715  186,398  755,211  566,360  1055164  1054473    3,061    3,752

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     64,562)
  10,475   22,527   19,490   34,555   22,064   64,520   64,081       42      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     28.5     17.6     71.4     53.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      20       18       27       40       39       74       70
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       94,653
COMMITMENTS
   2,255      778    4,001   87,437   89,196   93,694   93,976      960      678

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -1,154)
    -173     -439      170   -1,162     -863   -1,166   -1,133       12      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.8      4.2     92.4     94.2     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        4        8       37       36       48       45
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       16,547
COMMITMENTS
     898        0      638   14,968   15,700   16,504   16,338       43      209

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -1,072)
      88        0      -88   -1,050     -962   -1,050   -1,050      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      3.9     90.5     94.9     99.7     98.7      0.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       14       19       15       20
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,741
COMMITMENTS
   1,862        0      214   15,969   17,661   18,046   17,875      695      866

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:       -623)
      42        0      -30     -848     -526     -836     -556      213      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      1.1     85.2     94.2     96.3     95.4      3.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       17       19       19       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,546
COMMITMENTS
     834      370      124   10,936   11,890   11,894   12,384      652      162

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:       -789)
    -126      -14      -10     -569     -765     -705     -789      -84        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      2.9      1.0     87.2     94.8     94.8     98.7      5.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       16       14       18       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,656
COMMITMENTS
   1,122       90      326   26,514   28,750   27,962   29,166    1,694      490

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:       -879)
     149      -10     -177   -1,385     -660   -1,413     -847      534      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.3      1.1     89.4     96.9     94.3     98.3      5.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       20       22       23       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,400
COMMITMENTS
     340      604    1,380   24,886   24,858   26,606   26,842      794      558

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:        244)
      60     -100     -140      326      340      246      100       -2      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.2      5.0     90.8     90.7     97.1     98.0      2.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       17       16       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,928
COMMITMENTS
       0      748      552    8,665    8,042    9,217    9,342      711      586

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:       -578)
       0      460        0     -507     -988     -507     -528      -71      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.5      5.6     87.3     81.0     92.8     94.1      7.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       14       14       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,289,919
COMMITMENTS
 205,070  116,655  584,971  1410530  1495768  2200570  2197394   89,348   92,525

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     48,096)
   4,981  -14,594    4,387   27,943   43,999   37,311   33,791   10,785   14,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      5.1     25.5     61.6     65.3     96.1     96.0      3.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     114      105      177       94      101      304      310
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       91,113
COMMITMENTS
  22,271   10,865    2,501   40,811   41,895   65,583   55,261   25,530   35,852

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -6,244)
  -1,640    1,334     -662   -3,332   -4,663   -5,634   -3,991     -610   -2,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     11.9      2.7     44.8     46.0     72.0     60.7     28.0     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        4       14       13       19       18
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,819
COMMITMENTS
       0      150        0   14,819   14,669   14,819   14,819        0        0

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -4,026)
       0      100        0   -3,876   -4,126   -3,876   -4,026     -150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0    100.0     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       22       19       22       21
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,901
COMMITMENTS
   2,990   16,584   21,658   43,660   29,901   68,308   68,143    5,593    5,758

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      3,026)
      24      606    1,267    1,337      850    2,628    2,723      398      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     22.4     29.3     59.1     40.5     92.4     92.2      7.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        9       12       17       17       30       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,107
COMMITMENTS
  11,693    1,478       71    3,550   16,274   15,314   17,823    2,793      284

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -1,225)
    -681     -871     -483     -392        0   -1,556   -1,354      331      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.6      8.2      0.4     19.6     89.9     84.6     98.4     15.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      72       11        4       20       25       96       37
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       14,730
COMMITMENTS
   9,635      923      535    1,927   12,434   12,097   13,892    2,633      838

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:         -8)
     152     -100       14       39       -8      205      -94     -213       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.4      6.3      3.6     13.1     84.4     82.1     94.3     17.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      39        7        6        9       27       52       40
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      220,265
COMMITMENTS
  45,586   12,978   41,785  104,937  141,496  192,308  196,259   27,958   24,006

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -4,577)
     384   -3,364    3,222   -8,560   -4,043   -4,953   -4,184      376     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      5.9     19.0     47.6     64.2     87.3     89.1     12.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      75       25       46       77       89      171      143
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,010
COMMITMENTS
       0      150        0    2,990    2,860    2,990    3,010       20        0

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:       -110)
       0      150        0     -110     -160     -110      -10        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.0      0.0     99.3     95.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       14       13       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,475
COMMITMENTS
     300       75        0    3,175    3,250    3,475    3,325        0      150

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:       -525)
       0        0        0     -525     -525     -525     -525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      2.2      0.0     91.4     93.5    100.0     95.7      0.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       11       13       12       14
 

Updated June 8, 2007