GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,799 COMMITMENTS 1,575 0 225 5,799 8,524 7,599 8,749 1,200 50 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -25) 0 -1,025 0 -25 1,000 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 0.0 2.6 65.9 96.9 86.4 99.4 13.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 16 19 17 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,215 COMMITMENTS 0 6,349 21 15,754 8,270 15,775 14,640 440 1,575 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 194) -75 120 -100 901 299 726 319 -532 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.2 0.1 97.2 51.0 97.3 90.3 2.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 1 29 26 30 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,909 COMMITMENTS 0 35 14 1,470 1,317 1,484 1,366 425 543 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 27) 0 -123 0 8 147 8 24 19 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.7 77.0 69.0 77.7 71.6 22.3 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 17 17 18 18 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,253 COMMITMENTS 0 35 95 2,774 2,594 2,869 2,724 384 529 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 356) 0 -70 -155 491 601 336 376 20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 2.9 85.3 79.7 88.2 83.7 11.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 2 27 28 29 30 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 221,638 COMMITMENTS 39,404 26,099 29,751 123,104 141,549 192,259 197,399 29,379 24,239 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 12,987) 4,560 1,490 2,162 5,666 11,520 12,388 15,172 599 -2,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 11.8 13.4 55.5 63.9 86.7 89.1 13.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 36 25 31 64 71 118 113 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 766,655 COMMITMENTS 75,234 89,765 262,253 359,846 380,534 697,333 732,552 69,322 34,103 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 4,508) -949 -109 2,000 2,794 4,140 3,845 6,031 663 -1,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 11.7 34.2 46.9 49.6 91.0 95.6 9.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 52 66 67 80 72 183 161 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,475 COMMITMENTS 2,062 14,491 2,859 78,548 68,971 83,469 86,321 10,006 7,154 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 600) -244 304 -182 1,148 538 722 660 -122 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 15.5 3.1 84.0 73.8 89.3 92.3 10.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 2 21 21 23 25 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,182 COMMITMENTS 476 0 4,933 50,202 51,542 55,611 56,475 10,571 9,707 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 5,277) -1,769 -754 1,684 4,161 5,641 4,076 6,571 1,201 -1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 7.5 75.9 77.9 84.0 85.3 16.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 2 25 20 27 22 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 126,546 COMMITMENTS 14,337 1,292 4,441 98,072 112,197 116,850 117,930 9,696 8,616 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,882) 2,440 348 -3,112 3,046 4,830 2,374 2,066 -492 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 1.0 3.5 77.5 88.7 92.3 93.2 7.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 4 25 29 29 33 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,198 COMMITMENTS 16,920 4,021 7,213 48,556 64,094 72,689 75,328 12,509 9,870 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -49) 0 -1,288 1,288 -2,315 566 -1,027 566 978 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 4.7 8.5 57.0 75.2 85.3 88.4 14.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 2 17 19 21 22 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,689 COMMITMENTS 8,100 0 6,803 67,300 72,590 82,203 79,393 3,486 6,296 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,173) 3,489 -407 -504 188 3,288 3,173 2,377 0 796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.0 7.9 78.5 84.7 95.9 92.7 4.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 0 4 20 22 24 26 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,890 COMMITMENTS 8,828 0 1,989 54,830 60,204 65,647 62,193 5,243 8,697 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 5,073) 1,422 0 -212 4,117 3,021 5,327 2,809 -254 2,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 0.0 2.8 77.3 84.9 92.6 87.7 7.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 2 19 23 21 25 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,946 COMMITMENTS 2,601 1,424 5,020 77,187 74,857 84,808 81,301 8,138 11,645 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,577) -364 -537 335 3,308 647 3,279 445 -702 2,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.5 5.4 83.0 80.5 91.2 87.5 8.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 2 25 31 28 34 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,552 COMMITMENTS 186 7,648 3,610 75,109 69,176 78,905 80,434 11,647 10,118 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 4,529) 186 742 540 3,469 4,560 4,195 5,842 334 -1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 8.4 4.0 82.9 76.4 87.1 88.8 12.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 3 22 19 25 22 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 37,915 COMMITMENTS 6,430 2,568 1,467 26,685 27,110 34,582 31,145 3,333 6,770 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 480) -520 0 270 300 30 50 300 430 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 6.8 3.9 70.4 71.5 91.2 82.1 8.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 11 11 14 14 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 78,619 COMMITMENTS 9,321 787 2,943 61,881 67,933 74,145 71,663 4,474 6,956 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -307) -69 -92 -1,088 1,156 1,147 -1 -33 -306 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 1.0 3.7 78.7 86.4 94.3 91.2 5.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 3 27 24 31 27 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 117,392 COMMITMENTS 928 16,703 7,160 99,971 79,415 108,059 103,278 9,333 14,114 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -1,113) -1,244 818 91 -390 -849 -1,543 60 430 -1,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 14.2 6.1 85.2 67.6 92.0 88.0 8.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 5 3 27 26 30 32 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,996 COMMITMENTS 0 6,907 1,289 47,894 44,023 49,183 52,219 12,813 9,777 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,221) 0 127 -32 1,302 1,620 1,270 1,715 -49 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.1 2.1 77.3 71.0 79.3 84.2 20.7 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 19 19 21 21 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 167,827 COMMITMENTS 3,611 21,101 14,353 137,337 126,501 155,301 161,955 12,526 5,872 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -103) 613 -3,398 1,510 -3,644 2,142 -1,521 254 1,418 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 12.6 8.6 81.8 75.4 92.5 96.5 7.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 6 8 36 36 44 45 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,970 COMMITMENTS 12 6,776 4,142 82,773 71,676 86,927 82,594 6,043 10,376 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -2,982) -1,003 -1,084 -75 -1,475 363 -2,553 -796 -429 -2,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.3 4.5 89.0 77.1 93.5 88.8 6.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 4 22 21 26 26 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,323 COMMITMENTS 0 8,324 0 53,298 42,701 53,298 51,025 3,025 5,298 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.8 0.0 94.6 75.8 94.6 90.6 5.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 13 15 13 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 280,981 COMMITMENTS 16,928 480 8,505 245,374 262,472 270,807 271,457 10,174 9,524 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,353) -2,475 0 2,189 3,719 990 3,433 3,179 -1,080 -826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.2 3.0 87.3 93.4 96.4 96.6 3.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 1 7 42 46 49 54 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 186,964 COMMITMENTS 6,893 7,831 16,005 149,391 155,180 172,289 179,016 14,675 7,948 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,693) -481 42 -19 4,515 2,543 4,015 2,566 -322 1,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 4.2 8.6 79.9 83.0 92.2 95.7 7.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 3 4 38 34 42 39 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 183,221 COMMITMENTS 10,265 6,982 13,770 136,351 148,808 160,386 169,560 22,835 13,661 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,007) -3,117 -284 1,703 1,020 -268 -394 1,151 2,401 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 3.8 7.5 74.4 81.2 87.5 92.5 12.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 3 6 32 34 39 40 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,641 COMMITMENTS 0 3,206 2,158 40,906 37,899 43,064 43,263 12,577 12,378 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,693) 0 11 77 3,460 3,881 3,537 3,969 156 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 3.9 73.5 68.1 77.4 77.8 22.6 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 19 18 20 19 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 257,183 COMMITMENTS 30,315 5,663 24,305 183,992 214,124 238,612 244,092 18,571 13,091 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 9,234) 538 1,607 54 4,916 5,706 5,508 7,367 3,726 1,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 2.2 9.5 71.5 83.3 92.8 94.9 7.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 7 4 7 39 39 50 46 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,582 COMMITMENTS 831 6,378 3,346 56,002 48,213 60,179 57,937 7,403 9,645 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 728) -541 255 -205 1,722 2,820 976 2,870 -248 -2,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 9.4 5.0 82.9 71.3 89.0 85.7 11.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 22 21 25 24 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,549,885 COMMITMENTS 210,586 64,282 796,440 1510851 1674226 2517877 2534948 32,008 14,937 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 27,239) 12,076 -1,597 1,661 13,808 26,894 27,545 26,958 -306 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 2.5 31.2 59.3 65.7 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 37 16 43 104 90 156 135 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,066,533 COMMITMENTS 120,244 316,910 187,527 755,369 558,758 1063140 1063195 3,393 3,338 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,774) 5,393 8,914 -569 -1,499 -4,563 3,325 3,782 -551 -1,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 29.7 17.6 70.8 52.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 18 22 32 39 38 73 76 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,556 COMMITMENTS 2,007 976 975 34,950 36,245 37,932 38,196 624 360 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 103) 116 0 4 200 339 320 343 -217 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 2.5 2.5 90.6 94.0 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 3 6 38 34 46 40 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,491 COMMITMENTS 810 0 726 15,890 16,534 17,426 17,260 65 231 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 134) 0 0 0 134 134 134 134 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 4.2 90.8 94.5 99.6 98.7 0.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 14 18 15 19 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,781 COMMITMENTS 1,686 0 192 14,585 15,843 16,463 16,035 318 746 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 1.1 86.9 94.4 98.1 95.6 1.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 16 18 17 19 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,910 COMMITMENTS 960 60 110 12,070 13,250 13,140 13,420 770 490 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 113) 0 0 0 113 117 113 117 0 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.4 0.8 86.8 95.3 94.5 96.5 5.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 16 13 17 15 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,463 COMMITMENTS 973 100 503 28,077 29,578 29,553 30,181 910 282 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -78) 10 100 -10 162 72 162 162 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.3 1.7 92.2 97.1 97.0 99.1 3.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 23 22 26 24 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,496 COMMITMENTS 340 664 1,540 24,840 24,908 26,720 27,112 776 384 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 180) 0 0 0 180 180 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.4 5.6 90.3 90.6 97.2 98.6 2.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 18 14 20 16 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,496 COMMITMENTS 0 288 552 9,162 9,020 9,714 9,860 782 636 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 32) 0 0 0 32 32 32 32 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 5.3 87.3 85.9 92.5 93.9 7.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 14 14 16 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,350,183 COMMITMENTS 175,892 122,431 251,029 854,885 899,264 1281806 1272724 68,377 77,459 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -98,714) -16,382 -25,271 -3,356 -68,072 -38,027 -87,810 -66,654 -10,904 -32,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 9.1 18.6 63.3 66.6 94.9 94.3 5.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 89 100 126 90 96 258 270 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,429 COMMITMENTS 23,127 8,614 3,179 44,177 46,369 70,483 58,162 24,946 37,267 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,144) 438 554 -429 721 18 730 143 414 1,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 9.0 3.3 46.3 48.6 73.9 60.9 26.1 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 4 14 13 19 18 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,445 COMMITMENTS 0 0 0 18,295 18,445 18,295 18,445 150 0 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 600) 0 0 0 450 600 450 600 150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 19 19 19 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 65,021 COMMITMENTS 2,651 15,850 17,737 39,645 26,443 60,033 60,030 4,988 4,991 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -6,286) -681 5,529 -5,369 436 -5,024 -5,614 -4,864 -672 -1,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 24.4 27.3 61.0 40.7 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 9 12 17 17 30 30 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,106 COMMITMENTS 12,517 2,327 507 3,449 15,880 16,473 18,714 2,633 392 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -869) -391 84 169 -428 -1,073 -650 -820 -219 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.5 12.2 2.7 18.1 83.1 86.2 97.9 13.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 77 11 6 14 26 96 41 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,141 COMMITMENTS 10,248 1,283 114 2,062 12,981 12,424 14,378 2,717 763 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -940) -870 284 -8 131 -1,083 -747 -807 -193 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.7 8.5 0.8 13.6 85.7 82.1 95.0 17.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 41 8 3 9 27 51 38 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,135 COMMITMENTS 45,030 17,615 13,495 103,342 133,689 161,867 164,799 19,268 16,336 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 6,862) -1,202 972 -165 7,387 5,997 6,020 6,804 842 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 9.7 7.5 57.1 73.8 89.4 91.0 10.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 66 32 38 84 91 168 146 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,000 COMMITMENTS 300 75 0 3,700 3,775 4,000 3,850 0 150 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.9 0.0 92.5 94.4 100.0 96.3 0.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 10 14 11 15
Updated May 25, 2007