NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,946
COMMITMENTS
   1,080    1,180        0    4,037    4,132    5,117    5,312      829      634

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:         50)
       0        0        0      120       50      120       50      -70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     19.8      0.0     67.9     69.5     86.1     89.3     13.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       19       19       20
 
 
EUR SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,055
COMMITMENTS
      60       45        0    1,465    1,480    1,525    1,525      530      530

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      2.2      0.0     71.3     72.0     74.2     74.2     25.8     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       14       16       16       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      211,521
COMMITMENTS
  29,168   12,132   35,000  111,314  135,897  175,481  183,029   36,040   28,492

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     18,545)
   6,380     -945    3,380    8,363   16,938   18,123   19,374      422     -828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      5.7     16.5     52.6     64.2     83.0     86.5     17.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      39       22       38       66       71      125      115
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,370,264
COMMITMENTS
 105,886   89,785  644,784  533,505  591,172  1284175  1325740   86,090   44,524

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     46,422)
   1,400   -1,452   22,009   19,474   24,617   42,883   45,175    3,540    1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      6.6     47.1     38.9     43.1     93.7     96.8      6.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      65       75       98       96       86      216      209
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,350
COMMITMENTS
   3,691    6,781    7,354   58,262   57,954   69,307   72,089    9,043    6,261

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      2,362)
     687        0       -7    1,290    1,515    1,970    1,508      392      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      8.7      9.4     74.4     74.0     88.5     92.0     11.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       22       22       24       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,386
COMMITMENTS
   2,689    1,742    4,175   37,471   37,905   44,335   43,822    6,051    6,564

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        894)
    -694      312    1,062      133      218      501    1,592      393     -698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      3.5      8.3     74.4     75.2     88.0     87.0     12.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        4       21       18       26       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,970
COMMITMENTS
   7,426        0        0  102,191  110,670  109,617  110,670   10,353    9,300

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,280)
       0        0        0    1,096    1,646    1,096    1,646      184     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.0      0.0     85.2     92.2     91.4     92.2      8.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       27       26       29       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,085
COMMITMENTS
  11,984    2,208        0   63,510   71,657   75,494   73,865    6,591    8,220

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,152)
       0        0        0    1,030    1,147    1,030    1,147      122        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      2.7      0.0     77.4     87.3     92.0     90.0      8.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       23       25       24       26
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,034
COMMITMENTS
     734    8,411    3,897   66,347   59,600   70,978   71,908    5,056    4,126

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     -3,606)
       0   -2,880     -372   -4,512       72   -4,884   -3,180    1,278     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     11.1      5.1     87.3     78.4     93.4     94.6      6.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        2       18       21       21       25
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,428
COMMITMENTS
   1,952    6,224    6,035   50,480   45,226   58,467   57,485    5,961    6,943

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,794)
  -2,344     -299    1,865    2,273      -50    1,794    1,516        0      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      9.7      9.4     78.4     70.2     90.7     89.2      9.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        3       21       22       25       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      118,157
COMMITMENTS
     382      704    8,880   97,922   99,877  107,184  109,461   10,973    8,696

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,429)
     382   -2,451    3,025   -2,096     -144    1,311      430      118      999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.6      7.5     82.9     84.5     90.7     92.6      9.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        2       33       29       35       31
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,204
COMMITMENTS
       0    5,565    1,644   31,546   30,541   33,190   37,750    8,014    3,454

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,600)
       0    1,265       60    2,553      310    2,613    1,635   -1,013      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.5      4.0     76.6     74.1     80.6     91.6     19.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       16       17       18       19
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,223
COMMITMENTS
       0    1,235    4,526   40,206   36,601   44,732   42,362    4,491    6,861

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      6,027)
       0      529    2,026    3,941    2,653    5,967    5,208       60      819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      9.2     81.7     74.4     90.9     86.1      9.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       15       11       16       13
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,128
COMMITMENTS
  10,094        0        0   70,564   87,250   80,658   87,250   10,470    3,878

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        284)
       0        0        0     -445    1,235     -445    1,235      729     -951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.0      0.0     77.4     95.7     88.5     95.7     11.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        0       28       28       30       28
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,964
COMMITMENTS
       0   13,281    2,825   70,610   58,532   73,435   74,638    6,529    5,326

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        781)
       0      685     -574    1,541      928      967    1,039     -186     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.6      3.5     88.3     73.2     91.8     93.3      8.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        1       31       26       32       29
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,901
COMMITMENTS
   2,021        0    4,010   43,864   50,009   49,895   54,019   13,006    8,882

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      4,305)
   1,128        0      906    2,125    3,872    4,159    4,778      146     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      6.4     69.7     79.5     79.3     85.9     20.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       18       19       19       20
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,950
COMMITMENTS
   2,480    6,316        0   41,246   37,906   43,726   44,222    1,224      728

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     14.1      0.0     91.8     84.3     97.3     98.4      2.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        0       11       13       14       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      188,062
COMMITMENTS
     830    8,753   18,810  157,026  152,676  176,666  180,239   11,396    7,823

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      8,350)
     830      531    3,377    4,040    3,245    8,247    7,153      103    1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      4.7     10.0     83.5     81.2     93.9     95.8      6.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        5       36       30       41       35
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,335
COMMITMENTS
   8,936    4,294    2,509   71,746   73,012   83,191   79,815    8,144   11,520

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      6,053)
  -1,904        0      994    7,573    8,200    6,663    9,194     -610   -3,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      4.7      2.7     78.6     79.9     91.1     87.4      8.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       26       23       29       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,219
COMMITMENTS
   2,480    8,800        0   62,852   50,816   65,332   59,616      887    6,603

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      3,875)
   2,232        0        0    1,705   -1,054    3,937   -1,054      -62    4,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     13.3      0.0     94.9     76.7     98.7     90.0      1.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        0       17       18       20       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      263,782
COMMITMENTS
  14,968    2,196    2,960  236,293  252,912  254,221  258,068    9,561    5,714

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      4,763)
  -1,871     -310      703    5,351    2,068    4,183    2,461      580    2,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.8      1.1     89.6     95.9     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        1        3       43       45       48       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      149,954
COMMITMENTS
  10,845    2,397    6,524  121,224  134,255  138,593  143,176   11,361    6,778

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,022)
   2,701    1,427     -935   -2,151      465     -385      957    1,407       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      1.6      4.4     80.8     89.5     92.4     95.5      7.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        4       34       33       38       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      158,422
COMMITMENTS
  10,540        0    5,581  134,333  143,216  150,454  148,797    7,968    9,625

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,355)
    -870        0    1,863      798    1,578    1,791    3,441     -436   -2,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      3.5     84.8     90.4     95.0     93.9      5.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        0        2       39       38       41       40
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      177,995
COMMITMENTS
  11,578   17,331   20,500  141,336  131,443  173,414  169,274    4,581    8,721

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,398)
  -2,181      814     -623    3,763    2,893      959    3,084      439   -1,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      9.7     11.5     79.4     73.8     97.4     95.1      2.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        5       35       37       41       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,861
COMMITMENTS
       0    1,930      184   52,510   42,974   52,694   45,088    4,167   11,773

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        589)
       0      302        0    1,598      132    1,598      434   -1,009      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      0.3     92.3     75.6     92.7     79.3      7.3     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       21       20       22
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,628,721
COMMITMENTS
 481,291  108,408  777,675  1350309  1728344  2609275  2614427   19,446   14,294

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     34,974)
  -4,421    6,012   18,302   19,514    7,092   33,395   31,406    1,579    3,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      4.1     29.6     51.4     65.7     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      24       18       40      102       81      143      124
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      668,643
COMMITMENTS
 140,013  115,454  162,338  364,211  387,317  666,562  665,109    2,081    3,534

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     46,308)
  34,594   10,577   -5,258   16,838   40,139   46,174   45,458      134      850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     17.3     24.3     54.5     57.9     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      13       16       24       38       36       65       64
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       73,649
COMMITMENTS
   8,952    2,920   10,327   53,542   59,577   72,822   72,824      828      826

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        990)
      45      -79     -281    1,212    1,344      977      985       13        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      4.0     14.0     72.7     80.9     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9        5       11       40       39       53       51
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,913
COMMITMENTS
   1,284    3,828      252   25,251   22,452   26,787   26,532      126      381

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        558)
       0        0        0      558      558      558      558        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     14.2      0.9     93.8     83.4     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        5        1       25       20       26       26
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,425
COMMITMENTS
   2,065      252      129   15,231   17,044   17,425   17,425        0        0

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,403)
       0        0        0    1,403    1,403    1,403    1,403        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      1.4      0.7     87.4     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        1       18       18       22       20
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,443
COMMITMENTS
     716    1,853      129   14,071   13,401   14,916   15,383      527       60

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        930)
       0        0        0      930      890      930      890        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     12.0      0.8     91.1     86.8     96.6     99.6      3.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       16       12       18       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,078
COMMITMENTS
   2,980    4,492      230   19,334   18,016   22,544   22,738      534      340

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -40     -100      -40     -100        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     19.5      1.0     83.8     78.1     97.7     98.5      2.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       18       20       21       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,251
COMMITMENTS
   3,210      140      430   22,349   25,775   25,989   26,345    1,262      906

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        340)
       0        0        0      576      328      576      328     -236       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      0.5      1.6     82.0     94.6     95.4     96.7      4.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       22       24       25       26
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,914
COMMITMENTS
     420      356    1,080   10,914   11,078   12,414   12,514      500      400

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      -20      -20      -20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      2.8      8.4     84.5     85.8     96.1     96.9      3.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       13       14       15       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,706,416
COMMITMENTS
 207,219  106,938  527,374  895,364  995,005  1629956  1629316   76,459   77,099

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      6,274)
   1,334   -4,628   -8,895   10,871   26,449    3,309   12,926    2,965   -6,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      6.3     30.9     52.5     58.3     95.5     95.5      4.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
     113      100      139       87      104      277      274
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       32,958
COMMITMENTS
  15,696   12,632    5,525      204      574   21,425   18,731   11,533   14,227

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     -4,310)
  -8,305  -11,483    2,765      204     -196   -5,336   -8,914    1,026    4,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.6     38.3     16.8      0.6      1.7     65.0     56.8     35.0     43.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      15       11       10        1        1       21       17
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,403
COMMITMENTS
   4,020    7,590    4,070    7,149    6,703   15,239   18,363   12,164    9,040

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      2,856)
    -197    1,516     -115    2,519    1,559    2,207    2,960      649     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     27.7     14.9     26.1     24.5     55.6     67.0     44.4     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        7       10        8        8       19       22
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,132
COMMITMENTS
   8,671    2,697      326    2,688   10,449   11,685   13,472    2,447      660

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        237)
     502      -48      -98     -102      358      302      212      -65       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.4     19.1      2.3     19.0     73.9     82.7     95.3     17.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      56        9        5       15       26       73       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,022
COMMITMENTS
   4,949      893      248    1,494    6,938    6,691    8,079    2,331      943

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        809)
     560      -53      245        5      528      810      720       -1       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.9      9.9      2.7     16.6     76.9     74.2     89.5     25.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      24        4        2       11       21       37       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      121,745
COMMITMENTS
  31,480    4,524   18,467   50,974   85,797  100,921  108,788   20,824   12,957

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      9,564)
   3,701      184    1,400    2,693    6,587    7,793    8,171    1,771    1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      3.7     15.2     41.9     70.5     82.9     89.4     17.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      53       16       28       56       65      122       98
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       53,697
COMMITMENTS
   7,793      891    3,448   38,584   45,934   49,825   50,273    3,872    3,424

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      2,162)
    -412      540      -85    2,613    1,907    2,116    2,362       47     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      1.7      6.4     71.9     85.5     92.8     93.6      7.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9        1        8       35       41       48       49
 

Updated July 21, 2006