GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,863
COMMITMENTS
   1,775        0       75    5,113    7,638    6,963    7,713      900      150

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        230)
       0        0        0      230      130      230      130        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      0.0      1.0     65.0     97.1     88.6     98.1     11.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       17       15       19       16
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,887
COMMITMENTS
       0    5,346        0   12,972    6,848   12,972   12,194      915    1,693

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     38.5      0.0     93.4     49.3     93.4     87.8      6.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       24       23       24       25
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,796
COMMITMENTS
       0       55       40    3,397    3,208    3,437    3,303      359      493

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        413)
       0       55       40      433      455      473      550      -60     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      1.1     89.5     84.5     90.5     87.0      9.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       27       33       28       34
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      259,848
COMMITMENTS
  41,683   20,596   40,056  138,986  172,838  220,724  233,490   39,124   26,358

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     -1,535)
  -7,083      994    3,983    2,543   -5,770     -557     -794     -977     -741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      7.9     15.4     53.5     66.5     84.9     89.9     15.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      50       26       34       64       71      131      116
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,324,011
COMMITMENTS
  80,581  174,181  558,467  609,449  553,361  1248497  1286009   75,514   38,002

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     17,125)
   2,618    1,895   17,865   -2,613   -1,583   17,870   18,178     -745   -1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     13.2     42.2     46.0     41.8     94.3     97.1      5.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      73       88      103       90       80      221      220
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,529
COMMITMENTS
   1,140   15,155    2,810   72,545   58,795   76,495   76,760    7,034    6,769

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        550)
      62      -84        0    1,644      488    1,706      404   -1,156      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     18.1      3.4     86.9     70.4     91.6     91.9      8.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        2       24       22       26       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,902
COMMITMENTS
       0    5,122    3,120   63,873   56,625   66,993   64,867    6,909    9,035

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        577)
       0     -899      211      153    1,296      364      608      213      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.9      4.2     86.4     76.6     90.7     87.8      9.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        2       28       23       30       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,585
COMMITMENTS
  16,387        0    6,492   91,811  109,001  114,690  115,493    6,895    6,092

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        473)
   3,443        0       52     -587    1,123    2,908    1,175   -2,435     -702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.0      5.3     75.5     89.7     94.3     95.0      5.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        0        5       29       29       35       34
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,257
COMMITMENTS
  12,391    7,435    6,590   65,930   73,940   84,911   87,965   13,346   10,292

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        -67)
       0      -95     -947     -519     -371   -1,466   -1,413    1,399    1,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      7.6      6.7     67.1     75.3     86.4     89.5     13.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       19       20       24       23
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,770
COMMITMENTS
   8,883       37    6,571   52,114   58,617   67,568   65,225    4,202    6,545

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:         62)
  -1,785       37      981       45     -950     -759       68      821       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      0.1      9.2     72.6     81.7     94.1     90.9      5.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        4       17       19       21       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,165
COMMITMENTS
   8,749        0    1,572   48,485   53,571   58,806   55,143    5,359    9,022

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        379)
    -889        0      129    1,148     -689      388     -560       -9      939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      0.0      2.4     75.6     83.5     91.6     85.9      8.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       21       22       23       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,162
COMMITMENTS
   5,790    3,880    2,843   74,427   75,615   83,060   82,338    7,102    7,824

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      2,732)
   1,357      698      221    1,245    2,055    2,823    2,974      -91     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      4.3      3.2     82.5     83.9     92.1     91.3      7.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        4       25       30       30       35
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,661
COMMITMENTS
       0    3,245    4,721   72,120   74,028   76,841   81,994   15,820   10,667

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      1,546)
       0    1,002     -534    1,104    2,030      570    2,498      976     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      5.1     77.8     79.9     82.9     88.5     17.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        2       23       21       25       24
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,598
COMMITMENTS
   9,956    2,878      259   22,586   26,075   32,801   29,212    4,797    8,386

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        113)
     494        0     -141   -1,191       93     -838      -48      951      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      7.7      0.7     60.1     69.4     87.2     77.7     12.8     22.3

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 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,714
COMMITMENTS
  16,288        0    1,654   58,685   74,952   76,627   76,606    6,087    6,108

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        548)
     912        0        0     -554    1,212      358    1,212      190     -664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      0.0      2.0     70.9     90.6     92.6     92.6      7.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       26       22       29       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      113,294
COMMITMENTS
   3,510    8,878    7,098   96,011   86,812  106,619  102,788    6,675   10,506

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      1,201)
  -1,436     -629      638    2,714    3,256    1,916    3,265     -715   -2,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      7.8      6.3     84.7     76.6     94.1     90.7      5.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        3       31       30       35       34
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,946
COMMITMENTS
       0    3,092    1,491   45,446   41,978   46,937   46,561   10,009   10,385

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:         60)
       0        0       20       40        0       60       20        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      2.6     79.8     73.7     82.4     81.8     17.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       18       19       20       21
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       31,074
COMMITMENTS
   6,948    8,240        0   23,542   22,710   30,490   30,950      584      124

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:          0)
       0     -620        0        0      620        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     26.5      0.0     75.8     73.1     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        0       10       10       13       12
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      144,077
COMMITMENTS
   3,544   18,764   16,836  112,245  101,439  132,625  137,039   11,452    7,038

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:       -167)
   1,218       98   -1,689     -735      813   -1,206     -778    1,039      611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     13.0     11.7     77.9     70.4     92.1     95.1      7.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        7        8       35       33       43       42
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,847
COMMITMENTS
   3,133    4,303    3,329   79,656   76,649   86,118   84,281    6,729    8,566

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      3,570)
    -811     -387      275    3,561    3,217    3,025    3,105      545      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      4.6      3.6     85.8     82.6     92.8     90.8      7.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        4       22       25       26       30
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,024
COMMITMENTS
   6,948    8,240        0   55,335   52,300   62,283   60,540    2,741    4,484

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:          4)
       0     -620        0     -963       98     -963     -522      967      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     12.7      0.0     85.1     80.4     95.8     93.1      4.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        0       15       17       18       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      268,768
COMMITMENTS
  19,656    1,500    3,662  239,034  251,901  262,352  257,063    6,416   11,705

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      2,993)
   1,529     -246       -9    3,479    2,810    4,999    2,555   -2,006      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.6      1.4     88.9     93.7     97.6     95.6      2.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        2        5       46       48       51       54
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      180,541
COMMITMENTS
   7,094    3,980   13,955  145,679  156,126  166,728  174,061   13,813    6,480

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      4,332)
    -268   -1,951    1,324    3,618    4,283    4,674    3,656     -342      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      2.2      7.7     80.7     86.5     92.3     96.4      7.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        4       40       35       45       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      177,680
COMMITMENTS
     783    8,003   11,465  148,448  145,979  160,696  165,447   16,984   12,233

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      3,296)
    -488     -494        9    3,961    1,855    3,482    1,370     -186    1,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      4.5      6.5     83.5     82.2     90.4     93.1      9.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        5        5       40       35       45       41
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,075
COMMITMENTS
       0    1,772    1,905   43,254   41,987   45,159   45,664   11,916   11,411

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:       -549)
       0      248        1     -764     -156     -763       93      214     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      3.3     75.8     73.6     79.1     80.0     20.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       20       16       21       17
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      241,855
COMMITMENTS
  29,375    7,121   21,371  176,323  199,999  227,069  228,491   14,786   13,364

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      4,259)
    -299     -698      112    4,555    9,992    4,368    9,406     -109   -5,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      2.9      8.8     72.9     82.7     93.9     94.5      6.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9        2        9       42       41       53       50
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,018
COMMITMENTS
   1,012    7,154    5,609   53,233   46,398   59,854   59,161    6,164    6,857

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        -29)
    -258      506     -166     -185     -645     -609     -305      580      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     10.8      8.5     80.6     70.3     90.7     89.6      9.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        6        5       21       25       26       32
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,667,871
COMMITMENTS
 327,118  153,419  825,155  1483945  1671807  2636218  2650381   31,653   17,490

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     30,856)
  -3,761    3,655   17,485   17,247    9,733   30,971   30,873     -115      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      5.8     30.9     55.6     62.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      29       17       44      100       91      146      137
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,089,485
COMMITMENTS
 101,839  285,040  229,700  754,092  569,299  1085631  1084039    3,854    5,446

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     20,078)
  14,221   17,725    7,217   -1,951   -6,126   19,487   18,816      591    1,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     26.2     21.1     69.2     52.3     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      16       25       35       41       40       77       80
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       96,934
COMMITMENTS
   4,084      814    4,023   87,670   91,491   95,776   96,328    1,158      606

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      3,129)
      93       85      207    2,921    2,838    3,221    3,130      -92       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.8      4.1     90.4     94.4     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8        5        9       37       35       50       44
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,828
COMMITMENTS
   1,417       88      615   16,688   17,979   18,720   18,682      108      146

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:         38)
       0        0        0       38       38       38       38        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.5      3.3     88.6     95.5     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       14       20       16       23
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,121
COMMITMENTS
   6,062      433      239   15,897   21,609   22,198   22,281      923      840

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:         -2)
       0       37      -19       -9      346      -27      364       25     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      1.9      1.0     68.8     93.5     96.0     96.4      4.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       18       19       21       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,436
COMMITMENTS
     709      376      126   11,005   11,704   11,840   12,206      596      230

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      3.0      1.0     88.5     94.1     95.2     98.2      4.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       16       14       19       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,309
COMMITMENTS
     961      470      259   27,269   29,100   28,489   29,829    1,820      480

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.6      0.9     90.0     96.0     94.0     98.4      6.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       21       21       23       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,190
COMMITMENTS
     240      516    1,392   24,812   24,532   26,444   26,440      746      750

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        -96)
       0     -140        0      -76     -126      -76     -266      -20      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      1.9      5.1     91.3     90.2     97.3     97.2      2.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       19       18       21       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,714
COMMITMENTS
     720      560      520    7,832    8,078    9,072    9,158      642      556

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        480)
     240        0        0      240      480      480      480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      5.8      5.4     80.6     83.2     93.4     94.3      6.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       14       13       16       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,453,667
COMMITMENTS
 266,464  111,528  655,257  1442557  1591965  2364279  2358750   89,388   94,917

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:    -79,630)
   9,345   -4,207  -43,256  -49,246  -39,853  -83,157  -87,316    3,527    7,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      4.5     26.7     58.8     64.9     96.4     96.1      3.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     121      110      160       92      102      298      299
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       95,612
COMMITMENTS
  21,856   15,025    2,917   46,797   40,620   71,570   58,562   24,042   37,050

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      3,505)
     -19      954       79    5,886    3,733    5,946    4,766   -2,441   -1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     15.7      3.1     48.9     42.5     74.9     61.2     25.1     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        4       13       13       18       19
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,598
COMMITMENTS
       0      250      150    9,298    9,048    9,448    9,448      150      150

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        850)
       0        0       50      650      650      700      700      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      1.6     96.9     94.3     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       22       19       23       21
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       83,831
COMMITMENTS
   8,125   19,412   21,547   49,824   36,233   79,496   77,192    4,335    6,639

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:       -195)
   3,999      737   -4,056      181    2,823      124     -496     -319      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     23.2     25.7     59.4     43.2     94.8     92.1      5.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       12       17       18       16       36       34
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,724
COMMITMENTS
  12,828    1,326       89    2,258   16,005   15,175   17,420    2,549      304

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        111)
     312       29       35     -231       89      116      153       -5      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.4      7.5      0.5     12.7     90.3     85.6     98.3     14.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      71       10        5       14       25       88       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       17,001
COMMITMENTS
  12,132    1,323        0    1,721   14,763   13,853   16,086    3,148      915

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      1,200)
   1,243      -32        0      -20    1,024    1,223      992      -23      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.4      7.8      0.0     10.1     86.8     81.5     94.6     18.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      43        8        0        7       25       50       33
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      220,640
COMMITMENTS
  47,560   10,449   33,861  117,582  159,808  199,003  204,118   21,637   16,522

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:    -10,228)
  -8,612    1,102   -3,672    6,858   -3,024   -5,426   -5,594   -4,801   -4,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      4.7     15.3     53.3     72.4     90.2     92.5      9.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      64       25       42       82       91      165      140
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,040
COMMITMENTS
      50        0       50    2,940    2,990    3,040    3,040        0        0

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        100)
      50      -50       50        0      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      1.6     96.7     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       12       13       13       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,800
COMMITMENTS
     350       50        0    3,450    3,650    3,800    3,700        0      100

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      150      250      150        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      1.3      0.0     90.8     96.1    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       11       16       13       17
 

Updated July 29, 2008