NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,277
COMMITMENTS
     150    7,103       21   13,641    5,539   13,812   12,663      465    1,614

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -1,045)
    -144       93      -68     -817   -1,031   -1,029   -1,006      -16      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     49.8      0.1     95.5     38.8     96.7     88.7      3.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        1       24       25       26       29
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,461
COMMITMENTS
       0       35        0    1,966    1,948    1,966    1,983      495      478

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:       -793)
       0      -40        0     -623     -541     -623     -581     -170     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      0.0     79.9     79.2     79.9     80.6     20.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       23       25       23       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      203,506
COMMITMENTS
  34,190   21,022   21,098  118,651  134,999  173,939  177,119   29,567   26,387

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -2,142)
   8,878   -2,410     -316  -12,145      929   -3,583   -1,797    1,441     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     10.3     10.4     58.3     66.3     85.5     87.0     14.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      33       29       24       67       72      114      111
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      739,152
COMMITMENTS
  72,245   93,234  255,886  346,433  359,925  674,564  709,045   64,588   30,107

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:    -15,467)
   1,394   -7,106   -4,712   -8,628      651  -11,946  -11,167   -3,521   -4,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     12.6     34.6     46.9     48.7     91.3     95.9      8.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      44       67       73       79       69      175      166
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,219
COMMITMENTS
   3,484   14,668    2,996   73,653   63,077   80,133   80,741   11,086   10,478

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:       -816)
   3,484     -557   -1,578   -1,318    2,275      588      140   -1,404     -956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     16.1      3.3     80.7     69.1     87.8     88.5     12.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       18       17       20       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,335
COMMITMENTS
     455    1,096    2,430   42,208   39,729   45,093   43,255    8,242   10,080

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -4,835)
  -1,160     -192      122   -2,719   -1,882   -3,757   -1,952   -1,078   -2,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.1      4.6     79.1     74.5     84.5     81.1     15.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       23       19       25       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,926
COMMITMENTS
   7,542    3,698    8,118   94,431  101,311  110,091  113,127   10,835    7,799

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -1,305)
  -1,529      618    2,442      333   -4,714    1,246   -1,654   -2,551      349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      3.1      6.7     78.1     83.8     91.0     93.6      9.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        3       21       24       24       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,733
COMMITMENTS
  26,431   11,134      428   42,778   58,210   69,637   69,772   10,096    9,961

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:      3,069)
   2,183    3,732      428     -958   -1,205    1,653    2,955    1,416      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     14.0      0.5     53.7     73.0     87.3     87.5     12.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       17       15       20       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,092
COMMITMENTS
   1,135    3,686    4,881   63,046   57,526   69,062   66,093    4,030    6,999

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -5,739)
    -177     -513       20   -3,930   -5,290   -4,087   -5,783   -1,652       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      5.0      6.7     86.3     78.7     94.5     90.4      5.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        3       17       18       20       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,386
COMMITMENTS
   5,983        0    1,883   52,112   56,239   59,978   58,122    5,408    7,264

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -4,510)
   2,779        0   -2,367   -3,093   -1,473   -2,681   -3,840   -1,829     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.0      2.9     79.7     86.0     91.7     88.9      8.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       16       19       17       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,170
COMMITMENTS
   2,576    1,302    6,016   65,814   68,109   74,406   75,427   10,764    9,743

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -5,140)
    -868   -1,833    1,157   -5,829   -6,110   -5,540   -6,786      400    1,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.5      7.1     77.3     80.0     87.4     88.6     12.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        3       20       26       24       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,643
COMMITMENTS
       0    5,623    2,769   68,496   65,602   71,265   73,994   13,378   10,649

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -4,694)
       0     -676     -252   -5,354   -2,794   -5,606   -3,722      912     -972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      3.3     80.9     77.5     84.2     87.4     15.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       19       17       21       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,964
COMMITMENTS
   4,336    1,877    3,045   42,098   43,607   49,479   48,529    7,485    8,435

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -3,662)
  -2,264     -138      806   -1,578   -4,658   -3,036   -3,990     -626      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      3.3      5.3     73.9     76.6     86.9     85.2     13.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       22       18       25       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,136
COMMITMENTS
   6,936    9,998    6,344   91,801   81,338  105,081   97,680    9,055   16,456

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -6,427)
   4,105      570   -1,553   -8,753   -9,112   -6,201  -10,095     -226    3,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      8.8      5.6     80.4     71.3     92.1     85.6      7.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        3       22       21       25       26
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,819
COMMITMENTS
       0    8,850    1,165   43,018   42,054   44,183   52,069   15,636    7,750

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -5,263)
       0     -699     -360   -1,938   -3,652   -2,298   -4,711   -2,965     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.8      1.9     71.9     70.3     73.9     87.0     26.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       15       14       17       16
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      169,302
COMMITMENTS
   5,029   20,609   12,763  139,515  129,692  157,307  163,064   11,995    6,238

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -8,832)
  -1,516   -4,568    2,508   -9,002   -5,968   -8,010   -8,028     -822     -804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     12.2      7.5     82.4     76.6     92.9     96.3      7.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        6        7       35       33       42       42
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,154
COMMITMENTS
   1,140    7,139    3,729   69,995   58,292   74,864   69,160    8,290   13,994

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -1,648)
     383    1,327      610   -2,675   -4,113   -1,682   -2,176       34      528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      8.6      4.5     84.2     70.1     90.0     83.2     10.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        3       17       14       20       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      279,446
COMMITMENTS
  13,738    1,096    8,007  242,689  257,087  264,434  266,190   15,012   13,256

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:    -14,487)
   2,277     -648   -2,856  -12,760  -11,139  -13,339  -14,643   -1,148      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.4      2.9     86.8     92.0     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        5       36       39       41       45
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      170,441
COMMITMENTS
   8,475   10,945   16,200  128,357  138,119  153,032  165,264   17,409    5,177

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -8,483)
     263   -1,535   -1,213  -11,433   -6,887  -12,383   -9,635    3,900    1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      6.4      9.5     75.3     81.0     89.8     97.0     10.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        5       34       31       39       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      172,366
COMMITMENTS
  10,164    5,188    9,700  129,349  142,040  149,213  156,928   23,153   15,438

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -8,418)
     444   -7,794      625  -13,158   -2,261  -12,089   -9,430    3,671    1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      3.0      5.6     75.0     82.4     86.6     91.0     13.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        4       26       30       31       35
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,285
COMMITMENTS
       0    2,446    2,323   35,245   33,629   37,568   38,398   10,717    9,887

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -3,563)
       0      377     -392   -2,304   -2,238   -2,696   -2,253     -867   -1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      4.8     73.0     69.6     77.8     79.5     22.2     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       15       17       16
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      243,816
COMMITMENTS
  26,406    5,992   18,354  184,469  202,347  229,229  226,693   14,587   17,123

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:    -12,515)
       4    2,531   -4,002   -7,946   -7,541  -11,944   -9,012     -571   -3,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      2.5      7.5     75.7     83.0     94.0     93.0      6.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        5       38       37       45       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,859
COMMITMENTS
       0    6,178    1,746   53,241   41,283   54,987   49,207    5,872   11,652

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -2,550)
       0       54     -856     -935   -4,132   -1,791   -4,934     -759    2,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.2      2.9     87.5     67.8     90.4     80.9      9.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       23       21       25       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,541,479
COMMITMENTS
 195,758   44,518  826,396  1492374  1657072  2514528  2527986   26,951   13,493

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:   -209,032)
 -30,717 -107,764  -19,437 -161,200  -85,272 -211,354 -212,473    2,322    3,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.8     32.5     58.7     65.2     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      28       19       42      106       93      152      137
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      887,673
COMMITMENTS
 141,435  308,316   97,989  643,071  477,649  882,495  883,954    5,178    3,719

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:    -49,691)
   3,905    8,654  -32,991  -21,216  -21,201  -50,302  -45,538      611   -4,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     34.7     11.0     72.4     53.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      16       11       23       37       35       62       60
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,834
COMMITMENTS
   2,445      988    1,113   30,955   32,453   34,513   34,554      321      280

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -1,270)
    -122        0      -34     -964   -1,236   -1,120   -1,270     -150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      2.8      3.2     88.9     93.2     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        6       38       34       46       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,302
COMMITMENTS
     684       42      852   16,701   17,177   18,237   18,071       65      231

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -1,056)
      88        0      -88   -1,056     -946   -1,056   -1,034        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.2      4.7     91.3     93.9     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       14       17       15       19
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,376
COMMITMENTS
   1,768        0      290   15,011   16,668   17,069   16,958      307      418

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:       -818)
     178        0     -178     -812     -862     -812   -1,040       -6      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      0.0      1.7     86.4     95.9     98.2     97.6      1.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       16       19       17       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,282
COMMITMENTS
   1,147       60       90   11,939   13,390   13,176   13,540    1,106      742

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:       -681)
    -168       20      -10     -579     -747     -757     -737       76       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.4      0.6     83.6     93.8     92.3     94.8      7.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       13       17       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,208
COMMITMENTS
     814        0      622   23,144   24,294   24,580   24,916      628      292

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -1,042)
     -74        0     -180     -710     -812     -964     -992      -78      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      2.5     91.8     96.4     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       24       23       26       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,214
COMMITMENTS
     120      720    1,660   25,008   24,420   26,788   26,800      426      414

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:       -356)
      20     -176     -100     -232      -60     -312     -336      -44      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.6      6.1     91.9     89.7     98.4     98.5      1.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       18       16       20       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,690
COMMITMENTS
       0      420      560    9,774    9,568   10,334   10,548      356      142

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:       -356)
       0      -20        0     -532     -410     -532     -430      176       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.9      5.2     91.4     89.5     96.7     98.7      3.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       14       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,358,053
COMMITMENTS
 196,329  129,654  229,386  865,686  922,271  1291401  1281311   66,652   76,742

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     27,574)
  16,684   -9,812    2,687    8,537   38,143   27,908   31,018     -334   -3,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      9.5     16.9     63.7     67.9     95.1     94.3      4.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      96       95      127       90       95      264      260
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,310
COMMITMENTS
       0        0        0   21,310   21,260   21,310   21,260        0       50

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -2,400)
       0        0        0   -2,400   -2,350   -2,400   -2,350        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       16       17       16
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,614
COMMITMENTS
   2,157   10,713   14,643   31,200   21,934   48,000   47,290    5,614    6,324

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -1,951)
    -672      335   -2,746      285     -856   -3,133   -3,267    1,182    1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     20.0     27.3     58.2     40.9     89.5     88.2     10.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        8       14       15       14       29       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,692
COMMITMENTS
   8,965    2,007       42    4,036   13,282   13,043   15,331    2,649      361

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:         19)
     144     -164       -2     -148      175       -6        9       25       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     12.8      0.3     25.7     84.6     83.1     97.7     16.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      65       10        1       14       26       80       37
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,787
COMMITMENTS
   7,215    1,509      128    2,069    9,382    9,412   11,019    2,375      768

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:        467)
     700      547      -82     -168      129      450      594       17     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     12.8      1.1     17.6     79.6     79.9     93.5     20.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      36        9        1        9       23       46       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      166,050
COMMITMENTS
  42,708    7,902   10,790   95,686  135,005  149,184  153,697   16,866   12,353

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:      1,691)
   1,735      600     -935    1,862    3,865    2,662    3,530     -971   -1,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      4.8      6.5     57.6     81.3     89.8     92.6     10.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      53       19       33       74       87      141      128
 

Updated April 6, 2007