GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,829
COMMITMENTS
     750        0      225    5,654    7,554    6,629    7,779    1,200       50

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:       -406)
       0        0        0     -406       14     -406       14        0     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.0      2.9     72.2     96.5     84.7     99.4     15.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       16       18       17
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,329
COMMITMENTS
      75    7,478       21   15,768    7,216   15,864   14,715      465    1,614

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        792)
     -75      375        0      867      417      792      792        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     45.8      0.1     96.6     44.2     97.2     90.1      2.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        1       25       26       27       30
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,094
COMMITMENTS
       0       95       20    2,228    2,231    2,248    2,346      846      748

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        243)
       0       10      -10       26       72       16       72      227      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      0.6     72.0     72.1     72.7     75.8     27.3     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       22       24       23       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      233,135
COMMITMENTS
  25,975   21,507   37,432  136,280  143,899  199,688  202,838   33,447   30,296

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -3,130)
  -1,685   -1,410      109   -3,071   -3,414   -4,646   -4,714    1,516    1,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      9.2     16.1     58.5     61.7     85.7     87.0     14.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      30       32       32       64       70      113      119
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,280,533
COMMITMENTS
  70,777  147,263  503,730  629,113  587,211  1203619  1238204   76,913   42,329

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -9,764)
  -1,575   14,843  -12,314    3,955  -12,621   -9,934  -10,092      170      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     11.5     39.3     49.1     45.9     94.0     96.7      6.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      61       71       89       85       80      199      191
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,475
COMMITMENTS
   2,821   14,884    2,995   76,980   67,337   82,796   85,216    9,679    7,259

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      1,095)
    -238     -403      153    3,403    4,932    3,318    4,682   -2,223   -3,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     16.1      3.2     83.2     72.8     89.5     92.2     10.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       19       19       21       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,686
COMMITMENTS
     986    1,550    4,618   45,711   46,316   51,315   52,484   11,371   10,202

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      5,100)
    -785     -310    1,641    2,230    6,177    3,086    7,508    2,014   -2,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.5      7.4     72.9     73.9     81.9     83.7     18.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       22       19       24       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,461
COMMITMENTS
  10,991    2,440    6,948   99,989  110,846  117,928  120,234   10,533    8,227

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      6,997)
   3,449     -487       85    2,789    7,037    6,323    6,635      674      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      1.9      5.4     77.8     86.3     91.8     93.6      8.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        4       23       29       27       33
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,137
COMMITMENTS
  26,431   16,092    2,661   49,367   60,825   78,459   79,578   10,678    9,559

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      7,379)
       0    5,776    1,377    5,974    1,874    7,351    9,027       28   -1,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     18.1      3.0     55.4     68.2     88.0     89.3     12.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        2       20       19       24       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,535
COMMITMENTS
   3,447      716    7,583   66,627   66,137   77,657   74,436    3,878    7,099

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      3,177)
   1,090      244      429    2,330    2,718    3,849    3,391     -672     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.9      9.3     81.7     81.1     95.2     91.3      4.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        4       18       19       22       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,177
COMMITMENTS
   6,735        0    2,968   54,054   59,131   63,757   62,099    5,420    7,078

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      1,646)
   1,065        0      275    3,062    1,061    4,402    1,336   -2,756      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      0.0      4.3     78.1     85.5     92.2     89.8      7.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       20       21       22       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,271
COMMITMENTS
   2,576    3,318    5,848   77,869   76,160   86,293   85,326    8,978    9,945

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      6,355)
       0   -1,502      746    7,820    9,703    8,566    8,947   -2,211   -2,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      3.5      6.1     81.7     79.9     90.6     89.6      9.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        3       25       28       29       31
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,092
COMMITMENTS
       0    6,282    3,548   71,930   68,322   75,478   78,152   11,614    8,940

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      1,522)
       0   -1,337    1,158    5,782    5,696    6,940    5,517   -5,418   -3,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2      4.1     82.6     78.4     86.7     89.7     13.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       22       21       24       23
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,348
COMMITMENTS
  12,532    1,868    2,326   47,160   54,700   62,018   58,894    7,330   10,454

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      8,962)
   5,088       46      874    2,203    7,735    8,165    8,655      797      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      2.7      3.4     68.0     78.9     89.4     84.9     10.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       24       20       28       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,229
COMMITMENTS
   8,231   13,299    5,796   99,155   87,273  113,182  106,368   10,047   16,861

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      6,590)
   3,008    2,264   -1,278    4,670    8,107    6,400    9,093      190   -2,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     10.8      4.7     80.5     70.8     91.8     86.3      8.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        3       25       25       29       30
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,301
COMMITMENTS
       0    7,337    1,660   45,482   41,987   47,142   50,984   15,159   11,317

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:       -395)
       0     -878      264    3,827       97    4,091     -517   -4,486      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.8      2.7     73.0     67.4     75.7     81.8     24.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       16       16       18       18
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,967
COMMITMENTS
   1,844   11,636    1,240   32,325   22,874   35,409   35,750      558      217

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     32.4      3.4     89.9     63.6     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        1        9       10       12       13
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       29,607
COMMITMENTS
     531    1,507      372   27,507   25,258   28,410   27,137    1,197    2,470

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      5.1      1.3     92.9     85.3     96.0     91.7      4.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       10       12       12       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      171,975
COMMITMENTS
   5,060   24,898   12,461  142,275  128,802  159,796  166,161   12,179    5,814

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        538)
     494    1,780      112    2,594     -600    3,200    1,292   -2,662     -754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     14.5      7.2     82.7     74.9     92.9     96.6      7.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        6        8       36       35       44       44
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,402
COMMITMENTS
   2,078   12,133    3,918   84,926   70,232   90,922   86,283    6,480   11,119

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      6,906)
    -181    4,293      593    6,641    9,474    7,053   14,360     -147   -7,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     12.5      4.0     87.2     72.1     93.3     88.6      6.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        3       23       20       26       25
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,783
COMMITMENTS
     496   11,636    1,240   55,535   44,461   57,271   57,337    2,512    2,446

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     19.5      2.1     92.9     74.4     95.8     95.9      4.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       12       15       14       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      287,464
COMMITMENTS
  15,259    1,361    8,829  250,322  265,909  274,410  276,099   13,054   11,365

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:       -429)
  -2,266   -1,641    1,037    4,584    4,698    3,355    4,094   -3,784   -4,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.5      3.1     87.1     92.5     95.5     96.0      4.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        4        6       40       42       47       50
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      178,871
COMMITMENTS
   7,156    7,299   16,884  139,367  149,143  163,407  173,326   15,464    5,545

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -1,633)
  -1,444   -1,432      591     -302    5,286   -1,155    4,445     -478   -6,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.1      9.4     77.9     83.4     91.4     96.9      8.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        5       36       35       41       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      177,359
COMMITMENTS
   9,266    3,380   11,113  135,191  148,846  155,570  163,339   21,789   14,020

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      1,232)
     -12     -428    1,276      658   18,711    1,922   19,559     -690  -18,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.9      6.3     76.2     83.9     87.7     92.1     12.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        4       30       33       35       38
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,844
COMMITMENTS
       0    4,068    2,042   36,868   30,666   38,910   36,776   10,934   13,068

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:         94)
       0     -852       30    3,004   -2,480    3,034   -3,302   -2,940    3,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.2      4.1     74.0     61.5     78.1     73.8     21.9     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       16       16       17       17
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      255,865
COMMITMENTS
  28,906    3,972   23,112  187,718  211,865  239,736  238,949   16,129   16,916

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      3,921)
   1,441   -1,544    1,339    7,149   14,289    9,929   14,084   -6,008  -10,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      1.6      9.0     73.4     82.8     93.7     93.4      6.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        3        8       36       37       45       45
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,236
COMMITMENTS
   1,463    5,918    3,373   55,172   45,503   60,008   54,794    6,228   11,442

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      3,733)
     552     -268    1,453    1,976    2,084    3,981    3,269     -248      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      8.9      5.1     83.3     68.7     90.6     82.7      9.4     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       25       22       28       25
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,592,541
COMMITMENTS
 193,378   76,399  830,689  1538927  1672017  2562994  2579105   29,547   13,436

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     15,141)
  -6,605   19,729   -7,525   28,731    4,298   14,601   16,502      540   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      2.9     32.0     59.4     64.5     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      31       18       43      111       95      159      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,071,815
COMMITMENTS
 159,257  324,086  169,396  737,659  574,842  1066312  1068324    5,503    3,491

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     22,862)
  20,895    8,116   13,115  -11,687    1,363   22,323   22,594      539      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     30.2     15.8     68.8     53.6     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      25       12       30       37       36       72       68
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       88,298
COMMITMENTS
   2,050    1,144    3,601   82,301   83,213   87,952   87,958      346      340

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      3,626)
     -63       97       26    3,639    3,483    3,601    3,606       25       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.3      4.1     93.2     94.2     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        5        8       40       38       50       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,428
COMMITMENTS
     726       42      810   16,827   17,345   18,363   18,197       65      231

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.2      4.4     91.3     94.1     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       14       19       15       21
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,198
COMMITMENTS
   1,653        0      346   16,870   18,029   18,869   18,375      328      823

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:         77)
      11        0       -6       50     -213       55     -219       21      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.0      1.8     87.9     93.9     98.3     95.7      1.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       18       20       20       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,419
COMMITMENTS
   1,087       60      120   11,992   13,638   13,199   13,818    1,220      601

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        106)
       0        0        0        0      260        0      260      106     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.4      0.8     83.2     94.6     91.5     95.8      8.5      4.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,738
COMMITMENTS
     878        0      622   27,550   28,784   29,050   29,406      688      332

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        408)
       0        0        0      408      368      408      368        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      2.1     92.6     96.8     97.7     98.9      2.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        1       25       23       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,144
COMMITMENTS
     240      720    1,660   25,724   25,350   27,624   27,730      520      414

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      250      260      250      260       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.6      5.9     91.4     90.1     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       19       16       21       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,840
COMMITMENTS
       0      460      560    9,884    9,618   10,444   10,638      396      202

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      5.2     91.2     88.7     96.3     98.1      3.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       17       15       18       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,297,510
COMMITMENTS
 197,375  124,336  620,442  1398853  1469938  2216670  2214716   80,840   82,794

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     29,984)
  -8,288    6,641   14,481   24,387   11,574   30,579   32,696     -595   -2,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      5.4     27.0     60.9     64.0     96.5     96.4      3.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     115      109      167       93       99      293      307
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,835
COMMITMENTS
       0        0        0   21,835   21,785   21,835   21,785        0       50

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:       -500)
       0        0        0     -500     -500     -500     -500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       22)
       0        0        0       18       17       18       17
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       66,173
COMMITMENTS
   2,525   10,059   21,734   36,772   28,844   61,031   60,637    5,142    5,536

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      4,215)
     727      -96    2,512    2,074    3,424    5,313    5,840   -1,098   -1,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     15.2     32.8     55.6     43.6     92.2     91.6      7.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        7       14       17       16       31       31
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,881
COMMITMENTS
  13,226    2,405        0    3,605   17,131   16,831   19,536    3,050      345

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      1,024)
   1,132       82      -80     -196      988      856      990      168       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.5     12.1      0.0     18.1     86.2     84.7     98.3     15.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      89        8        0       14       26      103       34
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       14,767
COMMITMENTS
   9,753    1,490        0    2,010   12,559   11,763   14,049    3,004      718

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        979)
     368       81        0       44      925      412    1,006      567      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.0     10.1      0.0     13.6     85.0     79.7     95.1     20.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      43       10        0       10       29       53       39
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      231,448
COMMITMENTS
  40,843   11,956   36,189  123,612  154,341  200,643  202,487   30,804   28,961

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      7,457)
    -482    1,619    4,698    2,954     -904    7,171    5,413      286    2,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      5.2     15.6     53.4     66.7     86.7     87.5     13.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      62       32       45       79       93      163      152
 

Updated April 27, 2007