NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,459
COMMITMENTS
   1,280    1,480        0    4,603    4,204    5,883    5,684      576      775

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:         80)
     100        0        0      330      380      430      380     -350     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     22.9      0.0     71.3     65.1     91.1     88.0      8.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       18       20       20       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      212,905
COMMITMENTS
  21,806   11,463   38,225  121,149  132,067  181,179  181,755   31,726   31,150

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      2,093)
   2,329     -807      151    4,633    3,518    7,113    2,862   -5,020     -769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      5.4     18.0     56.9     62.0     85.1     85.4     14.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      36       29       40       68       74      127      124
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,456,139
COMMITMENTS
 110,922   78,811  721,105  542,293  617,795  1374319  1417710   81,819   38,428

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     16,750)
   9,123    6,979   -4,987   14,222   14,331   18,358   16,322   -1,608      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.4     49.5     37.2     42.4     94.4     97.4      5.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      67       66      100       99       88      224      200
 
 
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                    Code-023655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       16,909
COMMITMENTS
   5,708   10,640    1,817    3,432      808   10,957   13,265    5,952    3,644

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      5,112)
   3,028    3,091      219      688      480    3,935    3,790    1,177    1,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8     62.9     10.7     20.3      4.8     64.8     78.4     35.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        9        4        3        2       13       13
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,294
COMMITMENTS
   1,306    1,830   10,393   61,008   59,341   72,707   71,564    5,587    6,730

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      2,638)
   1,286   -3,084      693    1,260    6,210    3,239    3,819     -601   -1,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      2.3     13.3     77.9     75.8     92.9     91.4      7.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       23       24       25       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,826
COMMITMENTS
   8,053    2,499    1,908   31,347   37,132   41,308   41,539    6,518    6,287

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      1,645)
   1,202      278      -70      535    1,039    1,667    1,247      -22      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      5.2      4.0     65.5     77.6     86.4     86.9     13.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        4       22       22       27       26
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,004
COMMITMENTS
   8,882        0    1,824  100,700  108,497  111,406  110,321    9,598   10,683

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -487)
      64        0        0     -551     -673     -487     -673        0      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      1.5     83.2     89.7     92.1     91.2      7.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       25       26       27       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,465
COMMITMENTS
  11,984        0        0   60,398   69,350   72,382   69,350    7,083   10,115

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      1,176)
       0        0        0      836    1,176      836    1,176      340        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      0.0      0.0     76.0     87.3     91.1     87.3      8.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       25       22       26       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,681
COMMITMENTS
     424   12,108    3,440   67,556   56,001   71,420   71,549    4,261    4,132

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      3,900)
       0    1,655      580    4,230    1,485    4,810    3,720     -910      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     16.0      4.5     89.3     74.0     94.4     94.5      5.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        2       22       20       25       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,971
COMMITMENTS
   2,817    2,486    5,633   50,014   44,636   58,464   52,755    3,507    9,216

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      1,414)
     866        0     -569    2,633    1,065    2,930      496   -1,516      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      4.0      9.1     80.7     72.0     94.3     85.1      5.7     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       20       21       24       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,484
COMMITMENTS
       0   11,890    6,588  103,087   92,404  109,675  110,882   10,809    9,602

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      5,611)
       0    2,203      821    4,730    2,316    5,551    5,340       60      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.9      5.5     85.6     76.7     91.0     92.0      9.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        2       34       28       36       30
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,614
COMMITMENTS
     308    5,436    1,889   29,575   29,461   31,772   36,786    7,842    2,828

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      1,260)
     178     -520      464    2,165    1,682    2,807    1,626   -1,547     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     13.7      4.8     74.7     74.4     80.2     92.9     19.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        4       17       21       21       25
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,585
COMMITMENTS
       0   11,233    3,838   60,808   50,702   64,646   65,773    9,939    8,812

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      2,152)
       0      214     -609    2,761    2,547    2,152    2,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.1      5.1     81.5     68.0     86.7     88.2     13.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       18       15       20       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,489
COMMITMENTS
   6,003      616    3,132   39,702   43,454   48,837   47,202    4,652    6,287

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      2,201)
     934      248    1,498     -243      304    2,189    2,050       12      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      1.2      5.9     74.2     81.2     91.3     88.2      8.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       17       16       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,435
COMMITMENTS
   5,986        0      122   63,520   71,696   69,628   71,818    9,807    7,617

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        832)
       0        0        0      762       48      762       48       70      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.0      0.2     80.0     90.3     87.7     90.4     12.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       25       23       27       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,321
COMMITMENTS
       0   12,500    4,218   76,255   59,454   80,473   76,172    5,848   10,149

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      5,744)
  -1,037    6,160   -1,065    8,089   -2,361    5,987    2,734     -243    3,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.5      4.9     88.3     68.9     93.2     88.2      6.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        1       31       28       32       31
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,806
COMMITMENTS
       0      416    3,792   50,901   52,581   54,693   56,789   10,113    8,017

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        141)
  -1,007      416      -94      998     -118     -103      204      244      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      5.9     78.5     81.1     84.4     87.6     15.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       21       21       22       22
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,162
COMMITMENTS
   1,240    4,174    2,580   51,878   50,288   55,698   57,042    1,464      120

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      5,028)
   1,200      268    1,380    1,592    3,260    4,172    4,908      856      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      7.3      4.5     90.8     88.0     97.4     99.8      2.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        2       14       14       18       19
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      189,187
COMMITMENTS
   1,245   10,082   18,738  155,664  153,828  175,647  182,648   13,540    6,539

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      4,511)
     415      993    3,644     -700      399    3,359    5,036    1,152     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      5.3      9.9     82.3     81.3     92.8     96.5      7.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        7       37       32       44       39
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,585
COMMITMENTS
   6,697    4,170    4,521   76,860   78,008   88,078   86,699   10,507   11,886

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      3,671)
    -342        0      709    1,294    2,530    1,661    3,239    2,010      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      4.2      4.6     78.0     79.1     89.3     87.9     10.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        2       24       23       27       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,947
COMMITMENTS
   1,752    4,038    2,068   65,519   62,297   69,339   68,403      608    1,544

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      3,394)
   1,712      780      868      814    1,626    3,394    3,274        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      5.8      3.0     93.7     89.1     99.1     97.8      0.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        2       20       21       24       26
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      270,375
COMMITMENTS
  14,279        0    4,310  246,091  258,700  264,680  263,010    5,695    7,365

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      1,547)
   3,568     -471   -1,291     -862    3,331    1,415    1,569      132      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      1.6     91.0     95.7     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        0        5       48       48       54       53
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,382
COMMITMENTS
  13,482      762   10,295  127,583  145,111  151,360  156,168    9,022    4,214

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -873)
    -829      620     -210      440      -99     -599      311     -274   -1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.5      6.4     79.5     90.5     94.4     97.4      5.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        4       36       35       40       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      162,088
COMMITMENTS
       0    2,846    7,033  146,231  142,726  153,264  152,605    8,824    9,483

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      1,608)
       0      -91   -2,854    5,706    6,311    2,852    3,366   -1,244   -1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      4.3     90.2     88.1     94.6     94.1      5.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       0        2        2       40       39       42       41
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      182,385
COMMITMENTS
  13,479      556   32,899  128,566  139,551  174,944  173,006    7,441    9,379

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      6,584)
     470     -337    2,787    3,090    3,708    6,347    6,158      237      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.3     18.0     70.5     76.5     95.9     94.9      4.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        7       33       35       40       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,517
COMMITMENTS
       0    3,402      122   54,036   45,441   54,158   48,965    4,359    9,552

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      3,234)
       0   -1,108        0    2,960    5,531    2,960    4,423      274   -1,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.8      0.2     92.3     77.7     92.6     83.7      7.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       20       20       21       22
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,085,076
COMMITMENTS
 353,827   64,311  1172558  1535266  1831760  3061651  3068629   23,425   16,447

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     51,143)
 -96,857  -17,544   73,392   73,829   -6,612   50,364   49,236      779    1,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      2.1     38.0     49.8     59.4     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      27       17       43      105       86      149      131
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      774,533
COMMITMENTS
 184,240  145,270  178,012  408,114  446,173  770,366  769,455    4,167    5,078

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     63,961)
  27,415   11,035   12,794   22,527   38,345   62,736   62,174    1,225    1,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     18.8     23.0     52.7     57.6     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      19       14       23       39       36       69       62
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       73,514
COMMITMENTS
  10,870    2,690    6,642   55,183   63,559   72,695   72,891      819      624

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      1,358)
     565       72     -488    1,262    1,835    1,339    1,418       19      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      3.7      9.0     75.1     86.5     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       8        5       11       41       40       55       51
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       30,031
COMMITMENTS
   1,324    3,428      212   28,389   26,030   29,925   29,670      106      361

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:         40)
       0        0        0      550       40      550       40     -510        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     11.4      0.7     94.5     86.7     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        1       25       22       26       27
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       20,202
COMMITMENTS
   1,845      172       69   18,288   19,961   20,202   20,202        0        0

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        -46)
       0        0        0        0        0        0        0      -46      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.9      0.3     90.5     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       17       17       20       19
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,701
COMMITMENTS
     556    1,653       69   14,669   13,919   15,294   15,641      407       60

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     10.5      0.4     93.4     88.7     97.4     99.6      2.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       15       12       17       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,558
COMMITMENTS
   3,020    4,278      110   23,176   22,030   26,306   26,418      252      140

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        304)
       0        0        0      324      384      324      384      -20      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     16.1      0.4     87.3     83.0     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        2       22       23       25       27
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,779
COMMITMENTS
   3,160      190      330   21,749   25,428   25,239   25,948    1,540      831

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0     -280      -40     -280      -40      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      0.7      1.2     81.2     95.0     94.2     96.9      5.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       22       23       25       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,770
COMMITMENTS
     840      462      820   21,060   21,488   22,720   22,770       50        0

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        312)
       0      240      -48      360      120      312      312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      2.0      3.6     92.5     94.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       14       15       16       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,172
COMMITMENTS
     360       12    1,080   12,486   12,920   13,926   14,012      246      160

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        104)
       0        0        0       80      104       80      104       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.1      7.6     88.1     91.2     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       16       17       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,741,440
COMMITMENTS
 184,231   96,295  563,721  929,129  1012137  1677081  1672152   64,359   69,288

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:   -141,924)
 -14,266    3,251  -59,413  -63,465  -77,469 -137,144 -133,631   -4,780   -8,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      5.5     32.4     53.4     58.1     96.3     96.0      3.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     113       95      150       84       97      272      279
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       25,278
COMMITMENTS
  14,034   15,687      578    1,600    1,270   16,212   17,535    9,066    7,743

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:    -14,084)
  -7,255   -7,152   -4,065       65      716  -11,255  -10,501   -2,829   -3,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.5     62.1      2.3      6.3      5.0     64.1     69.4     35.9     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      20       11        7        1        1       22       18
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,514
COMMITMENTS
   2,711    6,415    2,996   11,281    6,603   16,988   16,014    8,526    9,500

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -8,398)
  -3,723   -2,348     -966   -1,363   -4,486   -6,052   -7,800   -2,346     -598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     25.1     11.7     44.2     25.9     66.6     62.8     33.4     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        6        7       12       12       22       20
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,074
COMMITMENTS
   6,663    1,461    1,233    2,847   10,022   10,743   12,716    2,331      358

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        163)
     128     -224      306     -293      157      141      239       22      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.0     11.2      9.4     21.8     76.7     82.2     97.3     17.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      59        6        4       19       25       82       33
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,877
COMMITMENTS
   5,533      383      436    1,576    8,047    7,545    8,866    2,332    1,011

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        -71)
    -119      -60       48      -18     -118      -89     -130       18       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.0      3.9      4.4     16.0     81.5     76.4     89.8     23.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      22        1        5        7       20       32       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       83,605
COMMITMENTS
   9,584    4,587   13,623   45,809   56,398   69,015   74,608   14,590    8,997

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -2,448)
  -1,641     -415      105     -608   -1,536   -2,144   -1,846     -304     -602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      5.5     16.3     54.8     67.5     82.5     89.2     17.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      34       18       26       59       63      102       98
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       68,696
COMMITMENTS
  11,487      440    4,661   46,322   57,612   62,470   62,714    6,227    5,983

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      5,072)
    -529      238     -787    4,964    4,455    3,649    3,906    1,423    1,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      0.6      6.8     67.4     83.9     90.9     91.3      9.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      14        4        9       40       48       58       57
 

Updated August 18, 2006