GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,148 COMMITMENTS 370 0 50 6,778 8,048 7,198 8,098 950 50 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -305) 0 0 0 -155 -205 -155 -205 -150 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.6 83.2 98.8 88.3 99.4 11.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 18 22 19 23 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,737 COMMITMENTS 700 3,233 0 12,351 8,992 13,051 12,225 686 1,512 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -645 -364 -645 -364 495 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 23.5 0.0 89.9 65.5 95.0 89.0 5.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 0 25 28 27 31 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,255 COMMITMENTS 0 0 0 1,410 1,483 1,410 1,483 845 772 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 62.5 65.8 62.5 65.8 37.5 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 20 17 20 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,455 COMMITMENTS 60 45 0 3,079 2,849 3,139 2,894 316 561 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 40) 15 0 0 -15 -70 0 -70 40 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.3 0.0 89.1 82.5 90.9 83.8 9.1 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 0 32 34 33 35 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 215,860 COMMITMENTS 27,290 18,626 19,497 137,243 151,134 184,030 189,257 31,830 26,603 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -1,965) 794 -786 -2,006 -712 -1,145 -1,924 -3,937 -41 1,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 8.6 9.0 63.6 70.0 85.3 87.7 14.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 35 23 33 71 71 123 117 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 763,051 COMMITMENTS 76,413 136,344 262,094 357,121 334,954 695,628 733,392 67,423 29,659 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -6,387) -3,361 -5,233 4,839 -9,831 -3,827 -8,353 -4,221 1,966 -2,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 17.9 34.3 46.8 43.9 91.2 96.1 8.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 57 74 81 86 73 198 181 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 84,410 COMMITMENTS 0 15,700 3,121 73,172 57,052 76,293 75,873 8,117 8,537 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 387) 0 80 -16 -443 -940 -459 -876 846 1,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.6 3.7 86.7 67.6 90.4 89.9 9.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 5 2 22 22 24 27 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,024 COMMITMENTS 0 9,079 1,709 66,934 54,399 68,643 65,187 5,381 8,837 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 500) 0 1,685 -360 1,480 -573 1,120 752 -620 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.3 2.3 90.4 73.5 92.7 88.1 7.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 2 27 20 29 22 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 133,616 COMMITMENTS 18,883 307 3,713 104,484 124,669 127,080 128,689 6,536 4,927 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -2,731) -92 0 -736 -902 -1,514 -1,730 -2,250 -1,001 -481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 0.2 2.8 78.2 93.3 95.1 96.3 4.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 1 4 32 31 38 35 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 106,922 COMMITMENTS 12,922 12,424 4,183 78,426 84,707 95,531 101,314 11,391 5,608 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 3,337) 0 409 190 2,115 3,650 2,305 4,249 1,032 -912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 11.6 3.9 73.3 79.2 89.3 94.8 10.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 3 24 25 29 28 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,228 COMMITMENTS 11,677 758 4,192 45,427 54,664 61,296 59,614 3,932 5,614 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 53) -224 744 -542 819 -29 53 173 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 1.2 6.4 69.6 83.8 94.0 91.4 6.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 4 18 20 22 25 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,480 COMMITMENTS 6,041 334 2,919 46,173 49,739 55,133 52,992 5,347 7,488 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,522) 846 334 36 -34 364 848 734 674 788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 0.6 4.8 76.3 82.2 91.2 87.6 8.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 23 22 25 25 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,184 COMMITMENTS 8,538 4,085 3,458 72,884 78,423 84,880 85,966 7,304 6,218 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 6,889) 2,554 -524 1,063 3,487 7,936 7,104 8,475 -215 -1,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 4.4 3.8 79.1 85.1 92.1 93.3 7.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 4 27 31 32 35 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 101,560 COMMITMENTS 4,104 2,325 5,665 76,533 83,123 86,302 91,113 15,258 10,447 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 2,612) -342 170 1,204 1,260 1,268 2,122 2,642 490 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 2.3 5.6 75.4 81.8 85.0 89.7 15.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 22 20 24 23 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 40,126 COMMITMENTS 6,814 1,514 3,094 27,108 28,847 37,016 33,455 3,110 6,671 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 924) -1,284 -62 954 1,682 -610 1,352 282 -428 642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 3.8 7.7 67.6 71.9 92.2 83.4 7.8 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 17 13 21 16 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,412 COMMITMENTS 5,689 7,028 4,532 53,202 45,776 63,423 57,336 3,989 10,076 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,773) 1,499 177 -638 691 2,254 1,552 1,793 221 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 10.4 6.7 78.9 67.9 94.1 85.1 5.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 4 16 17 20 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,238 COMMITMENTS 15,039 466 6,119 62,586 79,992 83,744 86,577 6,494 3,661 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,731) -3,866 66 1,736 3,253 -371 1,123 1,431 608 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 0.5 6.8 69.4 88.6 92.8 95.9 7.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 29 28 32 30 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 110,351 COMMITMENTS 9,650 8,247 4,871 85,688 86,351 100,209 99,469 10,142 10,882 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,020) 2,059 486 -948 -2,264 1,787 -1,153 1,325 2,173 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 7.5 4.4 77.7 78.3 90.8 90.1 9.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 3 29 30 33 34 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,105 COMMITMENTS 0 3,215 1,466 42,609 39,399 44,075 44,080 10,030 10,025 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,092) 0 1,090 -392 588 410 196 1,108 896 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 2.7 78.8 72.8 81.5 81.5 18.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 18 18 19 20 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 143,036 COMMITMENTS 1,107 17,003 19,846 109,555 99,988 130,508 136,837 12,528 6,199 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,108) -485 421 -490 1,405 716 430 647 678 461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 11.9 13.9 76.6 69.9 91.2 95.7 8.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 7 36 30 43 39 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 89,847 COMMITMENTS 12 4,145 4,125 77,557 69,272 81,694 77,542 8,153 12,305 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,028) -446 -52 330 1,092 -2,446 976 -2,168 52 3,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 4.6 86.3 77.1 90.9 86.3 9.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 3 20 22 23 26 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,697 COMMITMENTS 8,553 3,728 0 46,956 48,987 55,509 52,715 1,188 3,982 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -300) -91 -420 0 -270 120 -361 -300 61 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 6.6 0.0 82.8 86.4 97.9 93.0 2.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 15 17 17 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 265,302 COMMITMENTS 17,090 1,537 5,714 234,556 247,668 257,360 254,919 7,942 10,383 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,918) -645 31 1,029 772 -118 1,156 942 762 976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.6 2.2 88.4 93.4 97.0 96.1 3.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 2 5 49 47 54 53 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 182,571 COMMITMENTS 6,958 1,631 12,389 151,117 163,550 170,464 177,570 12,107 5,001 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -12) 246 -826 471 -905 224 -188 -131 176 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.9 6.8 82.8 89.6 93.4 97.3 6.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 1 4 40 37 45 42 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 180,967 COMMITMENTS 4,549 14,934 7,345 151,098 144,884 162,992 167,163 17,975 13,804 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 2,597) 744 -3,286 1,191 -491 5,317 1,444 3,222 1,153 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 8.3 4.1 83.5 80.1 90.1 92.4 9.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 4 5 38 35 43 41 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,279 COMMITMENTS 0 2,588 1,714 45,038 41,852 46,752 46,154 10,527 11,125 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -399) 0 1,614 33 -646 -1,984 -613 -337 214 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.5 3.0 78.6 73.1 81.6 80.6 18.4 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 22 18 23 20 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 229,143 COMMITMENTS 26,291 2,315 18,861 168,278 185,618 213,430 206,794 15,713 22,349 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 2,072) -407 -3,607 859 1,081 4,612 1,533 1,864 539 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 1.0 8.2 73.4 81.0 93.1 90.2 6.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 2 6 41 40 49 46 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,188 COMMITMENTS 3,914 6,095 5,181 54,779 50,396 63,874 61,672 7,314 9,516 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,334) 0 -130 105 1,529 1,181 1,634 1,156 -300 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 8.6 7.3 76.9 70.8 89.7 86.6 10.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 4 19 24 24 30 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,775,982 COMMITMENTS 388,075 132,343 887,403 1472976 1739252 2748454 2758998 27,528 16,984 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 13,319) 22,140 18,782 -3,790 -4,493 -4,693 13,857 10,299 -538 3,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 4.8 32.0 53.1 62.7 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 27 21 44 105 94 152 142 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,047,284 COMMITMENTS 88,650 226,635 260,360 695,256 558,718 1044266 1045713 3,018 1,571 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 24,472) 11,065 4,556 10,146 3,857 10,660 25,068 25,362 -596 -890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 21.6 24.9 66.4 53.3 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 21 22 39 43 41 82 84 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,400 COMMITMENTS 3,435 772 418 35,906 38,452 39,759 39,642 641 758 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 534) -200 90 34 1,240 430 1,074 554 -540 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 1.9 1.0 88.9 95.2 98.4 98.1 1.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 3 4 33 31 41 36 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,715 COMMITMENTS 1,438 46 489 15,682 17,074 17,609 17,609 106 106 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 105) 0 0 0 105 105 105 105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 0.3 2.8 88.5 96.4 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 13 22 15 25 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,451 COMMITMENTS 6,063 200 215 12,649 18,646 18,927 19,061 524 390 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 40) 0 0 0 31 40 31 40 9 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 1.0 1.1 65.0 95.9 97.3 98.0 2.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 17 18 19 21 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,130 COMMITMENTS 555 358 66 10,925 11,464 11,546 11,888 584 242 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 3.0 0.5 90.1 94.5 95.2 98.0 4.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 14 19 17 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,138 COMMITMENTS 908 950 212 26,302 27,054 27,422 28,216 1,716 922 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 32) -100 -280 0 -8 152 -108 -128 140 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 3.3 0.7 90.3 92.8 94.1 96.8 5.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 23 23 25 25 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,524 COMMITMENTS 612 456 700 23,238 23,520 24,550 24,676 974 848 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -226) 280 0 0 -506 -226 -226 -226 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.8 2.7 91.0 92.1 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 19 17 21 20 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,316 COMMITMENTS 1,220 530 500 8,021 8,752 9,741 9,782 575 534 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 130) 0 120 -20 150 30 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 5.1 4.8 77.8 84.8 94.4 94.8 5.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 16 14 18 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,422,175 COMMITMENTS 206,977 184,170 369,981 779,594 804,306 1356552 1358457 65,623 63,718 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -94,788) -13,608 29,692 -57,415 -10,319 -56,178 -81,342 -83,901 -13,446 -10,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 12.9 26.0 54.8 56.6 95.4 95.5 4.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 83 96 115 78 95 232 250 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,894 COMMITMENTS 19,925 16,385 2,387 49,943 44,623 72,255 63,395 22,639 31,499 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 29) -851 646 -471 462 -24 -860 151 889 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 17.3 2.5 52.6 47.0 76.1 66.8 23.9 33.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 3 18 16 22 20 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,173 COMMITMENTS 0 350 0 10,173 9,823 10,173 10,173 0 0 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 312) 0 0 0 312 312 312 312 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 0.0 100.0 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 21 22 21 24 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,070 COMMITMENTS 7,244 22,083 22,457 52,821 37,495 82,522 82,035 5,548 6,035 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -3,613) 688 -566 -165 -3,216 -605 -2,693 -1,336 -920 -2,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 25.1 25.5 60.0 42.6 93.7 93.1 6.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 12 15 19 17 37 33 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,677 COMMITMENTS 10,572 2,357 1,119 4,062 13,515 15,753 16,991 1,924 686 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -319) -1,475 334 699 709 -1,514 -67 -481 -252 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.8 13.3 6.3 23.0 76.5 89.1 96.1 10.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 49 21 5 18 25 71 49 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,119 COMMITMENTS 5,740 1,351 0 3,087 8,227 8,827 9,578 2,292 1,541 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -1,814) -1,410 583 0 42 -3,087 -1,368 -2,504 -446 690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.6 12.2 0.0 27.8 74.0 79.4 86.1 20.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 32 9 0 13 16 45 25 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 188,647 COMMITMENTS 40,121 17,299 13,207 118,948 142,751 172,276 173,257 16,371 15,390 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 518) -1,233 1,488 -834 883 -882 -1,184 -228 1,702 746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 9.2 7.0 63.1 75.7 91.3 91.8 8.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 51 32 30 78 84 143 134 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF08/21/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,825 COMMITMENTS 350 0 0 3,425 3,725 3,775 3,725 50 100 CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 200) 0 0 0 150 200 150 200 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.0 0.0 89.5 97.4 98.7 97.4 1.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 12 18 14 18
Updated Jun 20, 2011