GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,148
COMMITMENTS
     370        0       50    6,778    8,048    7,198    8,098      950       50

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:       -305)
       0        0        0     -155     -205     -155     -205     -150     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      0.6     83.2     98.8     88.3     99.4     11.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       22       19       23


NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,737
COMMITMENTS
     700    3,233        0   12,351    8,992   13,051   12,225      686    1,512

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:       -150)
       0        0        0     -645     -364     -645     -364      495      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     23.5      0.0     89.9     65.5     95.0     89.0      5.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        0       25       28       27       31


EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,255
COMMITMENTS
       0        0        0    1,410    1,483    1,410    1,483      845      772

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     62.5     65.8     62.5     65.8     37.5     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       20       17       20


SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,455
COMMITMENTS
      60       45        0    3,079    2,849    3,139    2,894      316      561

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:         40)
      15        0        0      -15      -70        0      -70       40      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.3      0.0     89.1     82.5     90.9     83.8      9.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        0       32       34       33       35


NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      215,860
COMMITMENTS
  27,290   18,626   19,497  137,243  151,134  184,030  189,257   31,830   26,603

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -1,965)
     794     -786   -2,006     -712   -1,145   -1,924   -3,937      -41    1,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      8.6      9.0     63.6     70.0     85.3     87.7     14.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      35       23       33       71       71      123      117


NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      763,051
COMMITMENTS
  76,413  136,344  262,094  357,121  334,954  695,628  733,392   67,423   29,659

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -6,387)
  -3,361   -5,233    4,839   -9,831   -3,827   -8,353   -4,221    1,966   -2,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     17.9     34.3     46.8     43.9     91.2     96.1      8.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      57       74       81       86       73      198      181


MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,410
COMMITMENTS
       0   15,700    3,121   73,172   57,052   76,293   75,873    8,117    8,537

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        387)
       0       80      -16     -443     -940     -459     -876      846    1,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.6      3.7     86.7     67.6     90.4     89.9      9.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        5        2       22       22       24       27


PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,024
COMMITMENTS
       0    9,079    1,709   66,934   54,399   68,643   65,187    5,381    8,837

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        500)
       0    1,685     -360    1,480     -573    1,120      752     -620     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.3      2.3     90.4     73.5     92.7     88.1      7.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        2       27       20       29       22


M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      133,616
COMMITMENTS
  18,883      307    3,713  104,484  124,669  127,080  128,689    6,536    4,927

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -2,731)
     -92        0     -736     -902   -1,514   -1,730   -2,250   -1,001     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.2      2.8     78.2     93.3     95.1     96.3      4.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        1        4       32       31       38       35


TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,922
COMMITMENTS
  12,922   12,424    4,183   78,426   84,707   95,531  101,314   11,391    5,608

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      3,337)
       0      409      190    2,115    3,650    2,305    4,249    1,032     -912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     11.6      3.9     73.3     79.2     89.3     94.8     10.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        3       24       25       29       28


MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,228
COMMITMENTS
  11,677      758    4,192   45,427   54,664   61,296   59,614    3,932    5,614

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:         53)
    -224      744     -542      819      -29       53      173        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      1.2      6.4     69.6     83.8     94.0     91.4      6.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        4       18       20       22       25


PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,480
COMMITMENTS
   6,041      334    2,919   46,173   49,739   55,133   52,992    5,347    7,488

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      1,522)
     846      334       36      -34      364      848      734      674      788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.6      4.8     76.3     82.2     91.2     87.6      8.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       23       22       25       25


NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,184
COMMITMENTS
   8,538    4,085    3,458   72,884   78,423   84,880   85,966    7,304    6,218

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      6,889)
   2,554     -524    1,063    3,487    7,936    7,104    8,475     -215   -1,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      4.4      3.8     79.1     85.1     92.1     93.3      7.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        4       27       31       32       35


NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,560
COMMITMENTS
   4,104    2,325    5,665   76,533   83,123   86,302   91,113   15,258   10,447

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      2,612)
    -342      170    1,204    1,260    1,268    2,122    2,642      490      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      2.3      5.6     75.4     81.8     85.0     89.7     15.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       22       20       24       23


DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,126
COMMITMENTS
   6,814    1,514    3,094   27,108   28,847   37,016   33,455    3,110    6,671

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        924)
  -1,284      -62      954    1,682     -610    1,352      282     -428      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      3.8      7.7     67.6     71.9     92.2     83.4      7.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       17       13       21       16


VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,412
COMMITMENTS
   5,689    7,028    4,532   53,202   45,776   63,423   57,336    3,989   10,076

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      1,773)
   1,499      177     -638      691    2,254    1,552    1,793      221      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     10.4      6.7     78.9     67.9     94.1     85.1      5.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        4       16       17       20       21


DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,238
COMMITMENTS
  15,039      466    6,119   62,586   79,992   83,744   86,577    6,494    3,661

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      1,731)
  -3,866       66    1,736    3,253     -371    1,123    1,431      608      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      0.5      6.8     69.4     88.6     92.8     95.9      7.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       29       28       32       30


WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,351
COMMITMENTS
   9,650    8,247    4,871   85,688   86,351  100,209   99,469   10,142   10,882

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      1,020)
   2,059      486     -948   -2,264    1,787   -1,153    1,325    2,173     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      7.5      4.4     77.7     78.3     90.8     90.1      9.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        3       29       30       33       34


CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,105
COMMITMENTS
       0    3,215    1,466   42,609   39,399   44,075   44,080   10,030   10,025

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      1,092)
       0    1,090     -392      588      410      196    1,108      896      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      2.7     78.8     72.8     81.5     81.5     18.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       18       18       19       20


ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      143,036
COMMITMENTS
   1,107   17,003   19,846  109,555   99,988  130,508  136,837   12,528    6,199

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      1,108)
    -485      421     -490    1,405      716      430      647      678      461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     11.9     13.9     76.6     69.9     91.2     95.7      8.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        8        7       36       30       43       39


CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,847
COMMITMENTS
      12    4,145    4,125   77,557   69,272   81,694   77,542    8,153   12,305

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      1,028)
    -446      -52      330    1,092   -2,446      976   -2,168       52    3,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      4.6     86.3     77.1     90.9     86.3      9.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       20       22       23       26


HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,697
COMMITMENTS
   8,553    3,728        0   46,956   48,987   55,509   52,715    1,188    3,982

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:       -300)
     -91     -420        0     -270      120     -361     -300       61        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      6.6      0.0     82.8     86.4     97.9     93.0      2.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       15       17       17       18


HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      265,302
COMMITMENTS
  17,090    1,537    5,714  234,556  247,668  257,360  254,919    7,942   10,383

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      1,918)
    -645       31    1,029      772     -118    1,156      942      762      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.6      2.2     88.4     93.4     97.0     96.1      3.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        2        5       49       47       54       53


NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      182,571
COMMITMENTS
   6,958    1,631   12,389  151,117  163,550  170,464  177,570   12,107    5,001

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        -12)
     246     -826      471     -905      224     -188     -131      176      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.9      6.8     82.8     89.6     93.4     97.3      6.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        1        4       40       37       45       42


PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      180,967
COMMITMENTS
   4,549   14,934    7,345  151,098  144,884  162,992  167,163   17,975   13,804

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      2,597)
     744   -3,286    1,191     -491    5,317    1,444    3,222    1,153     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      8.3      4.1     83.5     80.1     90.1     92.4      9.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        4        5       38       35       43       41


SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,279
COMMITMENTS
       0    2,588    1,714   45,038   41,852   46,752   46,154   10,527   11,125

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:       -399)
       0    1,614       33     -646   -1,984     -613     -337      214      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      3.0     78.6     73.1     81.6     80.6     18.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       22       18       23       20


SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      229,143
COMMITMENTS
  26,291    2,315   18,861  168,278  185,618  213,430  206,794   15,713   22,349

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      2,072)
    -407   -3,607      859    1,081    4,612    1,533    1,864      539      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      1.0      8.2     73.4     81.0     93.1     90.2      6.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        2        6       41       40       49       46


TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,188
COMMITMENTS
   3,914    6,095    5,181   54,779   50,396   63,874   61,672    7,314    9,516

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      1,334)
       0     -130      105    1,529    1,181    1,634    1,156     -300      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      8.6      7.3     76.9     70.8     89.7     86.6     10.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        4       19       24       24       30


HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,775,982
COMMITMENTS
 388,075  132,343  887,403  1472976  1739252  2748454  2758998   27,528   16,984

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     13,319)
  22,140   18,782   -3,790   -4,493   -4,693   13,857   10,299     -538    3,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      4.8     32.0     53.1     62.7     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      27       21       44      105       94      152      142


HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,047,284
COMMITMENTS
  88,650  226,635  260,360  695,256  558,718  1044266  1045713    3,018    1,571

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     24,472)
  11,065    4,556   10,146    3,857   10,660   25,068   25,362     -596     -890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     21.6     24.9     66.4     53.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       22       39       43       41       82       84


PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,400
COMMITMENTS
   3,435      772      418   35,906   38,452   39,759   39,642      641      758

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        534)
    -200       90       34    1,240      430    1,074      554     -540      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      1.9      1.0     88.9     95.2     98.4     98.1      1.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        3        4       33       31       41       36


NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,715
COMMITMENTS
   1,438       46      489   15,682   17,074   17,609   17,609      106      106

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      105      105      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.3      2.8     88.5     96.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       13       22       15       25


ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,451
COMMITMENTS
   6,063      200      215   12,649   18,646   18,927   19,061      524      390

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       31       40       31       40        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      1.0      1.1     65.0     95.9     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       17       18       19       21


NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,130
COMMITMENTS
     555      358       66   10,925   11,464   11,546   11,888      584      242

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      3.0      0.5     90.1     94.5     95.2     98.0      4.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       16       14       19       17


PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,138
COMMITMENTS
     908      950      212   26,302   27,054   27,422   28,216    1,716      922

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:         32)
    -100     -280        0       -8      152     -108     -128      140      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.3      0.7     90.3     92.8     94.1     96.8      5.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       23       23       25       25


NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,524
COMMITMENTS
     612      456      700   23,238   23,520   24,550   24,676      974      848

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:       -226)
     280        0        0     -506     -226     -226     -226        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.8      2.7     91.0     92.1     96.2     96.7      3.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       19       17       21       20


ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,316
COMMITMENTS
   1,220      530      500    8,021    8,752    9,741    9,782      575      534

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        130)
       0      120      -20      150       30      130      130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      5.1      4.8     77.8     84.8     94.4     94.8      5.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       16       14       18       16


CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,422,175
COMMITMENTS
 206,977  184,170  369,981  779,594  804,306  1356552  1358457   65,623   63,718

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:    -94,788)
 -13,608   29,692  -57,415  -10,319  -56,178  -81,342  -83,901  -13,446  -10,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     12.9     26.0     54.8     56.6     95.4     95.5      4.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      83       96      115       78       95      232      250


WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       94,894
COMMITMENTS
  19,925   16,385    2,387   49,943   44,623   72,255   63,395   22,639   31,499

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:         29)
    -851      646     -471      462      -24     -860      151      889     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     17.3      2.5     52.6     47.0     76.1     66.8     23.9     33.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        3       18       16       22       20


DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,173
COMMITMENTS
       0      350        0   10,173    9,823   10,173   10,173        0        0

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        312)
       0        0        0      312      312      312      312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      0.0    100.0     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       21       22       21       24


WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,070
COMMITMENTS
   7,244   22,083   22,457   52,821   37,495   82,522   82,035    5,548    6,035

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -3,613)
     688     -566     -165   -3,216     -605   -2,693   -1,336     -920   -2,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     25.1     25.5     60.0     42.6     93.7     93.1      6.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       12       15       19       17       37       33


PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,677
COMMITMENTS
  10,572    2,357    1,119    4,062   13,515   15,753   16,991    1,924      686

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:       -319)
  -1,475      334      699      709   -1,514      -67     -481     -252      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.8     13.3      6.3     23.0     76.5     89.1     96.1     10.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      49       21        5       18       25       71       49


PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,119
COMMITMENTS
   5,740    1,351        0    3,087    8,227    8,827    9,578    2,292    1,541

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -1,814)
  -1,410      583        0       42   -3,087   -1,368   -2,504     -446      690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.6     12.2      0.0     27.8     74.0     79.4     86.1     20.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      32        9        0       13       16       45       25


GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      188,647
COMMITMENTS
  40,121   17,299   13,207  118,948  142,751  172,276  173,257   16,371   15,390

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        518)
  -1,233    1,488     -834      883     -882   -1,184     -228    1,702      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      9.2      7.0     63.1     75.7     91.3     91.8      8.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      51       32       30       78       84      143      134


SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF08/21/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,825
COMMITMENTS
     350        0        0    3,425    3,725    3,775    3,725       50      100

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      150      200      150      200       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.0      0.0     89.5     97.4     98.7     97.4      1.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       12       18       14       18


Updated Jun 20, 2011