GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,863 COMMITMENTS 1,775 0 75 6,113 8,638 7,963 8,713 900 150 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,000) 0 0 0 1,000 1,000 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 0.0 0.8 69.0 97.5 89.8 98.3 10.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 17 17 19 18 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,677 COMMITMENTS 0 4,571 300 13,702 8,293 14,002 13,164 675 1,513 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 790) 0 -775 300 730 1,445 1,030 970 -240 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 31.1 2.0 93.4 56.5 95.4 89.7 4.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 3 1 24 27 25 30 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,375 COMMITMENTS 45 0 15 1,502 1,640 1,562 1,655 813 720 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.6 63.2 69.1 65.8 69.7 34.2 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 21 19 22 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,922 COMMITMENTS 0 45 40 3,533 3,363 3,573 3,448 349 474 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 126) 0 -10 0 136 155 136 145 -10 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 1.0 90.1 85.7 91.1 87.9 8.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 1 28 34 29 35 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 239,062 COMMITMENTS 37,813 22,934 29,477 134,221 162,076 201,511 214,487 37,551 24,575 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 613) -5,955 1,687 -817 3,951 -1,716 -2,821 -846 3,434 1,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 9.6 12.3 56.1 67.8 84.3 89.7 15.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 43 22 29 60 72 120 110 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 836,827 COMMITMENTS 90,629 163,772 287,132 389,230 350,482 766,991 801,386 69,836 35,441 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 5,994) 463 12,457 -1,998 4,617 -6,722 3,082 3,737 2,912 2,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 19.6 34.3 46.5 41.9 91.7 95.8 8.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 63 85 75 85 70 200 188 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 84,414 COMMITMENTS 1,124 15,439 2,776 73,826 59,363 77,726 77,578 6,688 6,836 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 885) -16 284 -34 1,281 568 1,231 818 -346 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 18.3 3.3 87.5 70.3 92.1 91.9 7.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 2 25 23 27 28 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 75,953 COMMITMENTS 0 7,101 2,579 66,253 57,091 68,832 66,771 7,121 9,182 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,051) 0 1,979 -541 2,380 466 1,839 1,904 212 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.3 3.4 87.2 75.2 90.6 87.9 9.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 2 29 22 31 24 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 126,642 COMMITMENTS 14,087 1,824 6,854 96,797 113,024 117,738 121,702 8,904 4,940 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 5,057) -2,300 1,824 362 4,986 4,023 3,048 6,209 2,009 -1,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 1.4 5.4 76.4 89.2 93.0 96.1 7.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 1 5 30 30 36 36 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,061 COMMITMENTS 12,391 9,487 5,576 69,413 76,293 87,380 91,356 12,681 8,705 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,804) 0 2,052 -1,014 3,483 2,353 2,469 3,391 -665 -1,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 9.5 5.6 69.4 76.2 87.3 91.3 12.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 3 20 21 25 24 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,332 COMMITMENTS 8,982 130 5,933 52,308 58,724 67,223 64,787 4,109 6,545 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -438) 99 93 -638 194 107 -345 -438 -93 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 0.2 8.3 73.3 82.3 94.2 90.8 5.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 4 17 19 21 23 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,466 COMMITMENTS 8,685 0 1,849 51,141 57,416 61,675 59,265 5,791 8,201 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,301) -64 0 277 2,656 3,845 2,869 4,122 432 -821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 0.0 2.7 75.8 85.1 91.4 87.8 8.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 2 22 22 24 24 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,053 COMMITMENTS 6,364 3,387 3,508 75,387 79,070 85,259 85,965 6,794 6,088 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,891) 574 -493 665 960 3,455 2,199 3,627 -308 -1,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 3.7 3.8 81.9 85.9 92.6 93.4 7.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 2 5 28 33 35 38 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 98,840 COMMITMENTS 2,850 1,864 4,717 76,493 82,242 84,060 88,823 14,780 10,017 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 6,179) 2,850 -1,381 -4 4,373 8,214 7,219 6,829 -1,040 -650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 1.9 4.8 77.4 83.2 85.0 89.9 15.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 2 24 22 26 25 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,947 COMMITMENTS 9,120 2,506 1,135 24,622 26,653 34,877 30,294 4,070 8,653 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,349) -836 -372 876 2,036 578 2,076 1,082 -727 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 6.4 2.9 63.2 68.4 89.5 77.8 10.5 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 3 15 12 19 15 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,128 COMMITMENTS 8,319 4,449 4,720 47,194 42,996 60,233 52,165 3,895 11,963 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 6.9 7.4 73.6 67.0 93.9 81.3 6.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 4 14 13 18 17 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,925 COMMITMENTS 16,262 0 1,654 59,802 75,919 77,718 77,573 6,207 6,352 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,211) -26 0 0 1,117 967 1,091 967 120 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 0.0 2.0 71.3 90.5 92.6 92.4 7.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 2 27 22 30 24 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 116,094 COMMITMENTS 5,635 8,506 6,253 95,878 88,430 107,766 103,189 8,328 12,905 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,800) 2,125 -372 -845 -133 1,618 1,147 401 1,653 2,399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 7.3 5.4 82.6 76.2 92.8 88.9 7.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 2 3 31 30 35 34 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,134 COMMITMENTS 0 2,664 1,679 45,446 42,406 47,125 46,749 10,009 10,385 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 188) 0 -428 188 0 428 188 188 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 2.9 79.5 74.2 82.5 81.8 17.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 18 19 20 21 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 31,074 COMMITMENTS 6,948 7,744 0 23,418 23,206 30,366 30,950 708 124 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 0) 0 -496 0 -124 496 -124 0 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 24.9 0.0 75.4 74.7 97.7 99.6 2.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 0 10 10 13 12 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 150,411 COMMITMENTS 3,894 17,613 19,083 116,169 106,376 139,146 143,072 11,265 7,339 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 6,334) 350 -1,151 2,247 3,924 4,937 6,521 6,033 -187 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 11.7 12.7 77.2 70.7 92.5 95.1 7.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 6 8 35 32 43 41 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,792 COMMITMENTS 3,918 3,849 3,454 79,359 76,979 86,731 84,282 6,061 8,510 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -55) 785 -454 125 -297 330 613 1 -668 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 4.1 3.7 85.5 83.0 93.5 90.8 6.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 4 23 25 27 30 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,388 COMMITMENTS 6,948 7,744 0 54,971 53,288 61,919 61,032 3,469 4,356 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 364) 0 -496 0 -364 988 -364 492 728 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 11.8 0.0 84.1 81.5 94.7 93.3 5.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 0 17 18 20 20 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 271,441 COMMITMENTS 18,044 978 3,977 243,091 256,249 265,112 261,204 6,329 10,237 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,673) -1,612 -522 315 4,057 4,348 2,760 4,141 -87 -1,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 0.4 1.5 89.6 94.4 97.7 96.2 2.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 4 2 5 49 51 54 57 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 184,490 COMMITMENTS 6,463 4,419 14,167 151,235 159,330 171,865 177,916 12,625 6,574 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,949) -631 439 212 5,556 3,204 5,137 3,855 -1,188 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 2.4 7.7 82.0 86.4 93.2 96.4 6.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 3 5 41 36 47 42 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 183,037 COMMITMENTS 1,186 11,834 10,783 156,046 148,974 168,015 171,591 15,022 11,446 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 5,357) 403 3,831 -682 7,598 2,995 7,319 6,144 -1,962 -787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 6.5 5.9 85.3 81.4 91.8 93.7 8.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 4 5 43 36 48 42 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,613 COMMITMENTS 0 612 2,075 44,531 43,758 46,606 46,445 12,007 12,168 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,538) 0 -1,160 170 1,277 1,771 1,447 781 91 757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 3.5 76.0 74.7 79.5 79.2 20.5 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 20 16 21 17 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 241,138 COMMITMENTS 27,377 5,738 20,649 177,192 199,740 225,218 226,127 15,920 15,011 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -717) -1,998 -1,383 -722 869 -259 -1,851 -2,364 1,134 1,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 2.4 8.6 73.5 82.8 93.4 93.8 6.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 9 2 9 43 43 54 52 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,883 COMMITMENTS 2,596 6,026 5,843 52,215 48,611 60,654 60,480 7,229 7,403 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,865) 1,584 -1,128 234 -1,018 2,213 800 1,319 1,065 546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 8.9 8.6 76.9 71.6 89.4 89.1 10.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 5 5 20 25 26 32 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,756,008 COMMITMENTS 363,738 140,844 864,070 1502113 1736905 2729921 2741819 26,087 14,189 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 88,137) 36,620 -12,575 38,915 18,168 65,098 93,703 91,438 -5,566 -3,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 5.1 31.4 54.5 63.0 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 30 18 44 109 95 156 142 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,119,640 COMMITMENTS 102,231 295,275 240,706 774,603 581,449 1117540 1117430 2,100 2,210 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 30,155) 392 10,235 11,006 20,511 12,150 31,909 33,391 -1,754 -3,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 26.4 21.5 69.2 51.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 22 21 33 43 43 78 84 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,882 COMMITMENTS 4,025 1,639 651 34,032 36,972 38,708 39,262 1,174 620 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 833) 220 640 0 541 123 761 763 72 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 4.1 1.6 85.3 92.7 97.1 98.4 2.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 3 5 32 33 41 39 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,828 COMMITMENTS 1,417 88 615 16,688 17,979 18,720 18,682 108 146 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 0.5 3.3 88.6 95.5 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 14 20 16 23 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,847 COMMITMENTS 6,062 260 296 12,976 18,877 19,334 19,433 513 414 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -20) 0 -100 80 -80 4 0 -16 -20 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 1.3 1.5 65.4 95.1 97.4 97.9 2.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 16 18 19 22 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,528 COMMITMENTS 709 416 126 11,103 11,752 11,938 12,294 590 234 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 92) 0 40 0 98 48 98 88 -6 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 3.3 1.0 88.6 93.8 95.3 98.1 4.7 1.9 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 OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,941 COMMITMENTS 961 1,070 259 26,901 28,372 28,121 29,701 1,820 240 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -368) 0 600 0 -368 -728 -368 -128 0 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 3.6 0.9 89.8 94.8 93.9 99.2 6.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 21 22 23 25 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,602 COMMITMENTS 240 656 1,392 25,136 25,006 26,768 27,054 834 548 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 412) 0 140 0 324 474 324 614 88 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.4 5.0 91.1 90.6 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 19 18 21 21 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,194 COMMITMENTS 1,200 500 580 7,772 8,078 9,552 9,158 642 1,036 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 480) 480 -60 60 -60 0 480 0 0 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 4.9 5.7 76.2 79.2 93.7 89.8 6.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 14 13 17 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,485,746 COMMITMENTS 255,068 144,162 281,114 876,777 990,712 1412959 1415988 72,787 69,758 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -63,679) 6,100 6,741 -32,725 -29,290 -21,742 -55,915 -47,726 -7,764 -15,953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 9.7 18.9 59.0 66.7 95.1 95.3 4.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 103 98 124 84 102 263 268 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,552 COMMITMENTS 20,879 15,189 3,284 50,325 44,916 74,488 63,389 24,064 35,163 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,940) -977 164 367 3,528 4,296 2,918 4,827 22 -1,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 15.4 3.3 51.1 45.6 75.6 64.3 24.4 35.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 4 16 14 21 19 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,894 COMMITMENTS 0 325 225 10,344 10,019 10,569 10,569 325 325 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,296) 0 75 75 1,046 971 1,121 1,121 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.0 2.1 95.0 92.0 97.0 97.0 3.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 22 20 23 22 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,787 COMMITMENTS 7,106 20,871 20,794 51,713 36,536 79,613 78,201 5,174 6,586 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 956) -1,019 1,459 -753 1,889 303 117 1,009 839 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 24.6 24.5 61.0 43.1 93.9 92.2 6.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 12 15 18 17 34 34 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,966 COMMITMENTS 13,161 1,283 180 3,123 17,322 16,464 18,785 2,502 181 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,242) 333 -43 91 865 1,317 1,289 1,365 -47 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.4 6.8 0.9 16.5 91.3 86.8 99.0 13.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 72 11 6 13 25 89 39 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 18,768 COMMITMENTS 13,685 1,409 0 1,745 16,470 15,430 17,879 3,338 889 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,767) 1,553 86 0 24 1,707 1,577 1,793 190 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.9 7.5 0.0 9.3 87.8 82.2 95.3 17.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 44 9 0 8 29 52 38 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 193,827 COMMITMENTS 45,878 10,971 14,440 116,952 155,819 177,270 181,230 16,557 12,597 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 7,791) -1,303 -446 -332 9,750 8,626 8,115 7,848 -324 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 5.7 7.4 60.3 80.4 91.5 93.5 8.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 59 19 30 83 89 152 129 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,040 COMMITMENTS 50 0 50 2,940 2,990 3,040 3,040 0 0 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 1.6 96.7 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 12 13 13 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,925 COMMITMENTS 350 50 0 3,575 3,775 3,925 3,825 0 100 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 1.3 0.0 91.1 96.2 100.0 97.5 0.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 11 17 13 18
Updated Jun 20, 2011