NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,988
COMMITMENTS
   1,080    1,180        0    4,232    4,174    5,312    5,354      676      634

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:         42)
       0        0        0      195       42      195       42     -153        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     19.7      0.0     70.7     69.7     88.7     89.4     11.3     10.6

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 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,260
COMMITMENTS
      50       45        0    1,480    1,525    1,530    1,570      730      690

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        205)
     -10        0        0       15       45        5       45      200      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      2.0      0.0     65.5     67.5     67.7     69.5     32.3     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       16       16       18       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      207,150
COMMITMENTS
  19,268   12,736   36,600  116,021  127,645  171,890  176,982   35,260   30,169

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     -4,371)
  -9,899      604    1,601    4,708   -8,252   -3,591   -6,048     -780    1,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      6.1     17.7     56.0     61.6     83.0     85.4     17.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      27       33       36       66       75      119      122
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,385,753
COMMITMENTS
  98,134   76,706  669,288  534,938  595,527  1302360  1341521   83,393   44,232

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     15,488)
  -7,751  -13,079   24,504    1,432    4,356   18,185   15,781   -2,697     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      5.5     48.3     38.6     43.0     94.0     96.8      6.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      71       64       95       98       88      215      205
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,400
COMMITMENTS
   4,055    6,161    7,369   59,627   58,534   71,051   72,064    7,349    6,336

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:         50)
     364     -620       15    1,365      580    1,744      -25   -1,694       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      7.9      9.4     76.1     74.7     90.6     91.9      9.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       22       24       24       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,661
COMMITMENTS
   2,202    1,366    4,468   36,940   37,263   43,610   43,097    6,051    6,564

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -725)
    -487     -376      293     -531     -642     -725     -725        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.8      9.0     74.4     75.0     87.8     86.8     12.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        4       21       17       26       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,378
COMMITMENTS
   7,426        0        0  103,537  112,016  110,963  112,016   10,415    9,362

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,408)
       0        0        0    1,346    1,346    1,346    1,346       62       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0      0.0     85.3     92.3     91.4     92.3      8.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        0       28       27       30       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,517
COMMITMENTS
  11,984    2,208        0   65,880   73,970   77,864   76,178    6,653    8,339

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      2,432)
       0        0        0    2,370    2,313    2,370    2,313       62      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      2.6      0.0     77.9     87.5     92.1     90.1      7.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       23       24       24       25
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,399
COMMITMENTS
     734    7,207    4,390   66,804   60,392   71,928   71,989    5,471    5,410

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,365)
       0   -1,204      493      457      792      950       81      415    1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      9.3      5.7     86.3     78.0     92.9     93.0      7.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        1       19       20       21       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,987
COMMITMENTS
   1,828    8,514    4,801   53,794   46,226   60,423   59,541    5,564    6,446

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,559)
    -124    2,290   -1,234    3,314    1,000    1,956    2,056     -397     -497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     12.9      7.3     81.5     70.1     91.6     90.2      8.4      9.8

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 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,463
COMMITMENTS
       0    1,048    8,663   98,552   99,379  107,215  109,090   10,248    8,373

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -694)
    -382      344     -217      630     -498       31     -371     -725     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      7.4     83.9     84.6     91.3     92.9      8.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        2        2       34       30       36       32
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,848
COMMITMENTS
     250    5,991    1,890   30,510   30,414   32,650   38,295    9,198    3,553

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        644)
     250      426      246   -1,036     -127     -540      545    1,184       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     14.3      4.5     72.9     72.7     78.0     91.5     22.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       15       17       18       20
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,958
COMMITMENTS
       0   13,155    3,057   59,635   47,168   62,692   63,380   10,266    9,578

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.0      4.2     81.7     64.7     85.9     86.9     14.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       19       18       20       19
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,233
COMMITMENTS
   2,244      492    4,657   40,819   40,446   47,720   45,595    4,513    6,638

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      3,010)
   2,244     -743      131      613    3,845    2,988    3,233       22     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.9      8.9     78.1     77.4     91.4     87.3      8.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       12       16       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,266
COMMITMENTS
  10,094        0        0   69,822   86,384   79,916   86,384   10,350    3,882

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -862)
       0        0        0     -742     -866     -742     -866     -120        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      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       27       30       27
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,984
COMMITMENTS
       0   14,147    2,206   72,768   58,582   74,974   74,935    7,010    7,049

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      2,020)
       0      866     -619    2,158       50    1,539      297      481    1,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.3      2.7     88.8     71.5     91.4     91.4      8.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        1       31       28       32       31
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,413
COMMITMENTS
   4,731        0    2,751   43,864   52,844   51,346   55,595   13,067    8,818

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,512)
   2,710        0   -1,259        0    2,835    1,451    1,576       61      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      4.3     68.1     82.0     79.7     86.3     20.3     13.7

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 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,616
COMMITMENTS
   1,550    6,316        0   44,284   40,324   45,834   46,640    1,782      976

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      2,666)
    -930        0        0    3,038    2,418    2,108    2,418      558      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     13.3      0.0     93.0     84.7     96.3     98.0      3.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        0       15       16       19       18
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      189,906
COMMITMENTS
     830    9,462   18,153  159,967  155,435  178,950  183,050   10,956    6,856

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,844)
       0      709     -657    2,941    2,759    2,284    2,811     -440     -967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.0      9.6     84.2     81.8     94.2     96.4      5.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        5        6       38       32       44       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,911
COMMITMENTS
   9,907    4,294    2,062   72,589   74,328   84,558   80,684    8,353   12,227

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,576)
     971        0     -447      843    1,316    1,367      869      209      707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      4.6      2.2     78.1     80.0     91.0     86.8      9.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       27       23       30       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,211
COMMITMENTS
   1,240    8,800        0   64,712   56,799   65,952   65,599    1,259    1,612

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        992)
  -1,240        0        0    1,860    5,983      620    5,983      372   -4,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     13.1      0.0     96.3     84.5     98.1     97.6      1.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        0       19       21       22       23
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      268,287
COMMITMENTS
  13,433        0    4,195  241,357  258,701  258,985  262,896    9,302    5,391

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      4,505)
  -1,535   -2,196    1,235    5,064    5,789    4,764    4,828     -259     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.0      1.6     90.0     96.4     96.5     98.0      3.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        0        3       44       47       49       50
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      152,780
COMMITMENTS
  10,421    1,189    8,311  123,914  137,931  142,646  147,431   10,134    5,349

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      2,826)
    -424   -1,208    1,787    2,690    3,676    4,053    4,255   -1,227   -1,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.8      5.4     81.1     90.3     93.4     96.5      6.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        4       37       35       41       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      163,122
COMMITMENTS
  10,839      365    5,865  134,900  145,060  151,604  151,290   11,518   11,832

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      4,700)
     299      365      284      567    1,844    1,150    2,493    3,550    2,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.2      3.6     82.7     88.9     92.9     92.7      7.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        1        2       38       36       40       38
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      187,315
COMMITMENTS
  18,714   16,387   22,405  141,864  140,270  182,983  179,062    4,332    8,253

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      9,320)
   7,136     -944    1,905      528    8,827    9,569    9,788     -249     -468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      8.7     12.0     75.7     74.9     97.7     95.6      2.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        3        7       35       37       42       45
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,498
COMMITMENTS
       0    2,526      494   51,927   42,608   52,421   45,628    5,077   11,870

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        637)
       0      596      310     -583     -366     -273      540      910       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.9     90.3     74.1     91.2     79.4      8.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       19       19       20       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,743,527
COMMITMENTS
 525,474  103,723  832,403  1366334  1792372  2724211  2728498   19,316   15,029

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:    114,806)
  44,183   -4,685   54,728   16,025   64,028  114,936  114,071     -130      735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      3.8     30.3     49.8     65.3     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      25       22       43      109       88      152      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      746,027
COMMITMENTS
 174,335  141,526  180,420  388,910  420,620  743,665  742,566    2,362    3,461

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     77,384)
  34,322   26,072   18,082   24,699   33,303   77,103   77,457      281      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     19.0     24.2     52.1     56.4     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       15       29       38       36       70       68
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       73,938
COMMITMENTS
   9,072    3,058   10,066   53,990   59,985   73,127   73,109      810      828

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        288)
     120      138     -261      447      408      306      286      -17        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      4.1     13.6     73.0     81.1     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8        6       11       40       39       53       51
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,937
COMMITMENTS
   1,284    3,828      252   25,251   22,452   26,787   26,532    1,150    1,405

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,024)
       0        0        0        0        0        0        0    1,024    1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     13.7      0.9     90.4     80.4     95.9     95.0      4.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        5        1       26       20       27       26
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| 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 07/18/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       16,467
COMMITMENTS
     716    1,853      129   15,095   14,425   15,940   16,407      527       60

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,024)
       0        0        0    1,024    1,024    1,024    1,024        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     11.3      0.8     91.7     87.6     96.8     99.6      3.2      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 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,414
COMMITMENTS
   2,940    4,492      230   19,710   18,312   22,880   23,034      534      380

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        336)
     -40        0        0      376      296      336      296        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     19.2      1.0     84.2     78.2     97.7     98.4      2.3      1.6

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 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,213
COMMITMENTS
   3,150      140      430   22,367   25,827   25,947   26,397    1,266      816

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        -38)
     -60        0        0       18       52      -42       52        4      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.5      1.6     82.2     94.9     95.3     97.0      4.7      3.0

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 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,084
COMMITMENTS
     420      356    1,080   11,084   11,258   12,584   12,694      500      390

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        170)
       0        0        0      170      180      170      180        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      2.7      8.3     84.7     86.0     96.2     97.0      3.8      3.0

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 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,676,127
COMMITMENTS
 193,816  103,679  539,323  873,075  959,851  1606214  1602852   69,913   73,275

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:    -30,289)
 -13,403   -3,259   11,949  -22,288  -35,154  -23,742  -26,464   -6,546   -3,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      6.2     32.2     52.1     57.3     95.8     95.6      4.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     108      113      146       88      103      286      279
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       27,621
COMMITMENTS
  17,215   19,906      807        0        0   18,022   20,713    9,599    6,908

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     -5,337)
   1,519    7,274   -4,718     -204     -574   -3,403    1,982   -1,934   -7,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.3     72.1      2.9      0.0      0.0     65.2     75.0     34.8     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15       23        9        0        0       20       27
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,535
COMMITMENTS
   8,663    2,690      733    2,746   10,471   12,142   13,894    2,393      641

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        403)
      -8       -7      407       58       22      457      422      -54      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.6     18.5      5.0     18.9     72.0     83.5     95.6     16.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      51        9        8       16       25       73       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,567
COMMITMENTS
   4,623      648      250    1,575    6,855    6,448    7,753    2,119      814

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -455)
    -326     -245        2       81      -83     -243     -326     -212     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.0      7.6      2.9     18.4     80.0     75.3     90.5     24.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      22        4        2       12       21       36       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      117,849
COMMITMENTS
  28,335    4,552   18,798   52,235   82,630   99,367  105,980   18,482   11,869

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     -3,896)
  -3,145       28      331    1,261   -3,167   -1,554   -2,808   -2,343   -1,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      3.9     16.0     44.3     70.1     84.3     89.9     15.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      45       18       26       60       66      118       99
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       54,004
COMMITMENTS
   8,338    1,239    3,605   38,114   45,321   50,057   50,165    3,947    3,839

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        307)
     545      348      157     -471     -614      231     -109       75      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      2.3      6.7     70.6     83.9     92.7     92.9      7.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        3        7       43       42       55       49
 

Updated July 28, 2006