GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 6,312: 125 218 150 4,637 5,474 4,912 5,842: 1,400 470 Old : 6,312: 125 218 150 4,637 5,474 4,912 5,842: 1,400 470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 1,500: 0 50 0 300 1,425 300 1,475: 1,200 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 3.5 2.4 73.5 86.7 77.8 92.6: 22.2 7.4 Old : 100.0: 2.0 3.5 2.4 73.5 86.7 77.8 92.6: 22.2 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 2 2 17 19 19 22: Old : 27: 1 2 2 17 19 19 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 48.7 66.1 69.3 40.4 45.2 47.4 56.9 Old : 52.3 48.7 66.1 69.3 40.4 45.2 47.4 56.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 17,705: 578 6,844 159 16,848 9,272 17,585 16,275: 120 1,430 Old : 17,705: 578 6,844 159 16,848 9,272 17,585 16,275: 120 1,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 810: 0 0 0 810 -390 810 -390: 0 1,200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 38.7 0.9 95.2 52.4 99.3 91.9: 0.7 8.1 Old : 100.0: 3.3 38.7 0.9 95.2 52.4 99.3 91.9: 0.7 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 4 1 1 35 31 40 32: Old : 45: 4 1 1 35 31 40 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 58.0 71.4 69.1 55.5 52.4 65.3 60.4 Old : 55.8 58.0 71.4 69.1 55.5 52.4 65.3 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,225: 30 90 0 2,295 2,380 2,325 2,470: 900 755 Old : 3,225: 30 90 0 2,295 2,380 2,325 2,470: 900 755 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 252: 0 90 0 137 97 137 187: 115 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 2.8 0.0 71.2 73.8 72.1 76.6: 27.9 23.4 Old : 100.0: 0.9 2.8 0.0 71.2 73.8 72.1 76.6: 27.9 23.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 0 23 22 24 23: Old : 26: 1 1 0 23 22 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.1 27.3 50.0 48.7 22.7 23.6 30.8 36.1 Old : 33.1 27.3 50.0 48.7 22.7 23.6 30.8 36.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 236,005: 23,021 34,968 32,032 146,587 130,497 201,640 197,497: 34,365 38,508 Old : 236,005: 23,021 34,968 32,032 146,587 130,497 201,640 197,497: 34,365 38,508 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : -11,153: 1,754 -3,155 -6,795 -3,655 325 -8,696 -9,625: -2,457 -1,527 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 14.8 13.6 62.1 55.3 85.4 83.7: 14.6 16.3 Old : 100.0: 9.8 14.8 13.6 62.1 55.3 85.4 83.7: 14.6 16.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 148: 28 41 43 64 67 120 129: Old : 148: 28 41 43 64 67 120 129: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.2 18.1 37.6 27.5 19.6 9.4 27.5 15.1 Old : 25.2 18.1 37.6 27.5 19.6 9.4 27.5 15.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10,000 MMBTU'S) : : : : All : 1,419,014: 77,291 90,077 665,997 609,402 622,474 1,352,690 1,378,548: 66,324 40,466 Old : 1,419,014: 77,291 90,077 665,997 609,402 622,474 1,352,690 1,378,548: 66,324 40,466 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : -26,619: -7,046 -12,550 -3,776 -12,074 -7,680 -22,896 -24,007: -3,722 -2,611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 6.3 46.9 42.9 43.9 95.3 97.1: 4.7 2.9 Old : 100.0: 5.4 6.3 46.9 42.9 43.9 95.3 97.1: 4.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 226: 63 74 95 83 78 198 199: Old : 226: 63 74 95 83 78 198 199: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 37.5 51.9 54.1 7.0 6.4 8.8 9.0 Old : 38.3 37.5 51.9 54.1 7.0 6.4 8.8 9.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 99,527: 3,290 11,365 4,228 80,838 75,290 88,356 90,883: 11,171 8,644 Old : 99,527: 3,290 11,365 4,228 80,838 75,290 88,356 90,883: 11,171 8,644 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 5,952: 550 0 538 3,489 4,916 4,577 5,454: 1,375 498 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 11.4 4.2 81.2 75.6 88.8 91.3: 11.2 8.7 Old : 100.0: 3.3 11.4 4.2 81.2 75.6 88.8 91.3: 11.2 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 3 24 24 27 27: Old : 30: 2 1 3 24 24 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 40.0 64.7 62.8 44.4 35.6 53.8 51.4 Old : 47.4 40.0 64.7 62.8 44.4 35.6 53.8 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 45,444: 430 2,592 3,212 33,572 29,636 37,214 35,440: 8,230 10,004 Old : 45,444: 430 2,592 3,212 33,572 29,636 37,214 35,440: 8,230 10,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : -628: 0 276 290 -1,445 1,434 -1,155 2,000: 527 -2,628 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 5.7 7.1 73.9 65.2 81.9 78.0: 18.1 22.0 Old : 100.0: 0.9 5.7 7.1 73.9 65.2 81.9 78.0: 18.1 22.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 2 2 23 22 26 24: Old : 32: 1 2 2 23 22 26 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 34.2 53.5 51.8 30.4 28.2 47.3 41.5 Old : 32.9 34.2 53.5 51.8 30.4 28.2 47.3 41.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 131,968: 9,839 1,268 2,375 117,220 122,830 129,434 126,473: 2,534 5,495 Old : 131,968: 9,839 1,268 2,375 117,220 122,830 129,434 126,473: 2,534 5,495 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 3,817: 3,434 -1,380 261 851 6,338 4,546 5,219: -729 -1,402 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 1.0 1.8 88.8 93.1 98.1 95.8: 1.9 4.2 Old : 100.0: 7.5 1.0 1.8 88.8 93.1 98.1 95.8: 1.9 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 3 2 3 34 34 38 38: Old : 50: 3 2 3 34 34 38 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 52.4 69.6 67.4 49.5 50.9 66.3 65.1 Old : 50.8 52.4 69.6 67.4 49.5 50.9 66.3 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 76,490: 18,256 0 0 45,559 63,939 63,815 63,939: 12,675 12,551 Old : 76,490: 18,256 0 0 45,559 63,939 63,815 63,939: 12,675 12,551 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : -63: 0 0 0 -63 -277 -63 -277: 0 214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 0.0 0.0 59.6 83.6 83.4 83.6: 16.6 16.4 Old : 100.0: 23.9 0.0 0.0 59.6 83.6 83.4 83.6: 16.6 16.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 0 0 19 18 21 18: Old : 27: 2 0 0 19 18 21 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 54.5 63.4 69.6 41.4 53.4 60.2 63.6 Old : 42.0 54.5 63.4 69.6 41.4 53.4 60.2 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 82,990: 187 1,375 8,255 70,063 67,384 78,505 77,014: 4,485 5,976 Old : 82,990: 187 1,375 8,255 70,063 67,384 78,505 77,014: 4,485 5,976 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 4,020: -2,996 265 1,984 4,540 1,219 3,528 3,468: 492 552 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 1.7 9.9 84.4 81.2 94.6 92.8: 5.4 7.2 Old : 100.0: 0.2 1.7 9.9 84.4 81.2 94.6 92.8: 5.4 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 3 4 21 20 25 24: Old : 28: 1 3 4 21 20 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 44.3 74.0 69.3 49.0 37.9 59.4 54.8 Old : 54.9 44.3 74.0 69.3 49.0 37.9 59.4 54.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 70,799: 2,596 326 5,078 52,963 59,049 60,637 64,453: 10,162 6,346 Old : 70,799: 2,596 326 5,078 52,963 59,049 60,637 64,453: 10,162 6,346 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 2,584: -22 0 701 1,536 2,614 2,215 3,315: 369 -731 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 0.5 7.2 74.8 83.4 85.6 91.0: 14.4 9.0 Old : 100.0: 3.7 0.5 7.2 74.8 83.4 85.6 91.0: 14.4 9.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 2 19 20 21 22: Old : 26: 1 1 2 19 20 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 43.0 76.6 64.4 53.5 41.2 60.3 56.7 Old : 62.3 43.0 76.6 64.4 53.5 41.2 60.3 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 94,946: 3,944 380 5,697 73,541 79,087 83,182 85,164: 11,764 9,782 Old : 94,946: 3,944 380 5,697 73,541 79,087 83,182 85,164: 11,764 9,782 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 395: -186 -2,110 834 -3,197 831 -2,549 -445: 2,944 840 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.4 6.0 77.5 83.3 87.6 89.7: 12.4 10.3 Old : 100.0: 4.2 0.4 6.0 77.5 83.3 87.6 89.7: 12.4 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 2 1 2 28 28 31 30: Old : 39: 2 1 2 28 28 31 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.4 28.8 55.9 50.7 28.1 25.2 42.0 40.6 Old : 37.4 28.8 55.9 50.7 28.1 25.2 42.0 40.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 80,169: 280 8,861 1,339 65,947 62,543 67,566 72,743: 12,603 7,426 Old : 80,169: 280 8,861 1,339 65,947 62,543 67,566 72,743: 12,603 7,426 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 875: 280 -5 -96 1,393 -619 1,577 -720: -702 1,595 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 11.1 1.7 82.3 78.0 84.3 90.7: 15.7 9.3 Old : 100.0: 0.3 11.1 1.7 82.3 78.0 84.3 90.7: 15.7 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 2 1 23 20 25 22: Old : 30: 1 2 1 23 20 25 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 47.3 60.2 67.9 34.5 44.6 51.7 62.3 Old : 39.6 47.3 60.2 67.9 34.5 44.6 51.7 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 67,590: 3,646 3,542 832 56,171 56,872 60,649 61,246: 6,941 6,344 Old : 67,590: 3,646 3,542 832 56,171 56,872 60,649 61,246: 6,941 6,344 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 2,274: -956 0 832 3,437 1,714 3,313 2,546: -1,039 -272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 5.2 1.2 83.1 84.1 89.7 90.6: 10.3 9.4 Old : 100.0: 5.4 5.2 1.2 83.1 84.1 89.7 90.6: 10.3 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 1 1 23 22 25 24: Old : 31: 2 1 1 23 22 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.3 39.0 59.8 58.6 36.8 37.0 51.3 52.1 Old : 44.3 39.0 59.8 58.6 36.8 37.0 51.3 52.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 107,600: 6,018 3,924 3,898 84,382 90,723 94,298 98,545: 13,302 9,055 Old : 107,600: 6,018 3,924 3,898 84,382 90,723 94,298 98,545: 13,302 9,055 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 8,336: 4,151 -745 -1,012 4,936 12,109 8,075 10,352: 261 -2,016 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 3.6 3.6 78.4 84.3 87.6 91.6: 12.4 8.4 Old : 100.0: 5.6 3.6 3.6 78.4 84.3 87.6 91.6: 12.4 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 1 2 26 28 28 31: Old : 37: 2 1 2 26 28 28 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.2 38.4 47.5 58.0 21.5 33.7 36.6 47.0 Old : 27.2 38.4 47.5 58.0 21.5 33.7 36.6 47.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 61,593: 0 3,914 1,636 43,716 51,509 45,352 57,059: 16,241 4,534 Old : 61,593: 0 3,914 1,636 43,716 51,509 45,352 57,059: 16,241 4,534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 348: 0 92 -66 416 549 350 575: -2 -227 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.4 2.7 71.0 83.6 73.6 92.6: 26.4 7.4 Old : 100.0: 0.0 6.4 2.7 71.0 83.6 73.6 92.6: 26.4 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 2 1 15 16 16 18: Old : 26: 0 2 1 15 16 16 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 43.8 59.4 71.6 39.5 43.0 57.7 67.6 Old : 40.8 43.8 59.4 71.6 39.5 43.0 57.7 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 38,301: 2,860 0 124 34,117 36,431 37,101 36,555: 1,200 1,746 Old : 38,301: 2,860 0 124 34,117 36,431 37,101 36,555: 1,200 1,746 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 0.0 0.3 89.1 95.1 96.9 95.4: 3.1 4.6 Old : 100.0: 7.5 0.0 0.3 89.1 95.1 96.9 95.4: 3.1 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 0 1 12 20 16 21: Old : 31: 4 0 1 12 20 16 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.2 74.2 88.8 84.8 50.5 39.7 56.1 49.9 Old : 81.2 74.2 88.8 84.8 50.5 39.7 56.1 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 24,736: 0 2,912 0 24,072 20,154 24,072 23,066: 664 1,670 Old : 24,736: 0 2,912 0 24,072 20,154 24,072 23,066: 664 1,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 3,268: 0 1,712 0 3,324 1,428 3,324 3,140: -56 128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.8 0.0 97.3 81.5 97.3 93.2: 2.7 6.8 Old : 100.0: 0.0 11.8 0.0 97.3 81.5 97.3 93.2: 2.7 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 2 0 15 14 15 16: Old : 26: 0 2 0 15 14 15 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 64.2 85.1 81.3 54.6 60.3 74.7 70.8 Old : 64.2 64.2 85.1 81.3 54.6 60.3 74.7 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 192,167: 1,172 16,631 19,244 156,008 149,003 176,424 184,878: 15,743 7,289 Old : 192,167: 1,172 16,631 19,244 156,008 149,003 176,424 184,878: 15,743 7,289 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 2,443: 204 31 677 1,388 1,869 2,269 2,577: 174 -134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 8.7 10.0 81.2 77.5 91.8 96.2: 8.2 3.8 Old : 100.0: 0.6 8.7 10.0 81.2 77.5 91.8 96.2: 8.2 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 2 5 6 37 37 43 44: Old : 47: 2 5 6 37 37 43 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 32.7 55.1 49.7 30.9 22.5 44.0 33.8 Old : 35.0 32.7 55.1 49.7 30.9 22.5 44.0 33.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 87,588: 3,105 3,922 3,215 72,672 68,995 78,992 76,132: 8,596 11,456 Old : 87,588: 3,105 3,922 3,215 72,672 68,995 78,992 76,132: 8,596 11,456 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 3,283: 1,076 1,757 960 1,312 -842 3,348 1,875: -65 1,408 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 4.5 3.7 83.0 78.8 90.2 86.9: 9.8 13.1 Old : 100.0: 3.5 4.5 3.7 83.0 78.8 90.2 86.9: 9.8 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 3 3 20 21 23 25: Old : 32: 1 3 3 20 21 23 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 47.3 65.4 65.4 46.5 46.6 61.1 64.2 Old : 48.4 47.3 65.4 65.4 46.5 46.6 61.1 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 59,026: 3,047 0 0 54,465 55,921 57,512 55,921: 1,514 3,105 Old : 59,026: 3,047 0 0 54,465 55,921 57,512 55,921: 1,514 3,105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 5,272: 2,711 0 0 2,550 4,964 5,261 4,964: 11 308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 0.0 0.0 92.3 94.7 97.4 94.7: 2.6 5.3 Old : 100.0: 5.2 0.0 0.0 92.3 94.7 97.4 94.7: 2.6 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 4 0 0 16 26 20 26: Old : 37: 4 0 0 16 26 20 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.8 41.6 89.4 63.3 60.8 34.7 67.4 52.5 Old : 78.8 41.6 89.4 63.3 60.8 34.7 67.4 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 297,486: 11,354 314 10,669 264,583 278,167 286,606 289,150: 10,880 8,336 Old : 297,486: 11,354 314 10,669 264,583 278,167 286,606 289,150: 10,880 8,336 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 4,643: -3,442 -168 1,561 6,593 1,926 4,712 3,319: -69 1,324 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.1 3.6 88.9 93.5 96.3 97.2: 3.7 2.8 Old : 100.0: 3.8 0.1 3.6 88.9 93.5 96.3 97.2: 3.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 6 1 6 45 41 51 48: Old : 58: 6 1 6 45 41 51 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 47.8 57.1 62.7 38.5 46.0 50.1 57.2 Old : 41.2 47.8 57.1 62.7 38.5 46.0 50.1 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 175,271: 11,380 9,792 15,745 139,040 145,821 166,165 171,358: 9,106 3,913 Old : 175,271: 11,380 9,792 15,745 139,040 145,821 166,165 171,358: 9,106 3,913 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 2,700: -966 845 655 4,644 1,508 4,333 3,008: -1,633 -308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 5.6 9.0 79.3 83.2 94.8 97.8: 5.2 2.2 Old : 100.0: 6.5 5.6 9.0 79.3 83.2 94.8 97.8: 5.2 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 2 4 4 41 38 46 43: Old : 49: 2 4 4 41 38 46 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 40.8 48.2 58.4 25.9 32.4 34.7 41.9 Old : 31.7 40.8 48.2 58.4 25.9 32.4 34.7 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 184,056: 8,605 5,950 7,993 148,867 149,640 165,465 163,583: 18,591 20,473 Old : 184,056: 8,605 5,950 7,993 148,867 149,640 165,465 163,583: 18,591 20,473 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 6,654: -761 859 -1,122 7,933 4,742 6,050 4,479: 604 2,175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 3.2 4.3 80.9 81.3 89.9 88.9: 10.1 11.1 Old : 100.0: 4.7 3.2 4.3 80.9 81.3 89.9 88.9: 10.1 11.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 2 3 3 35 34 39 38: Old : 46: 2 3 3 35 34 39 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.3 45.5 47.4 60.5 30.9 44.3 45.6 55.6 Old : 31.3 45.5 47.4 60.5 30.9 44.3 45.6 55.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 247,458: 34,625 4,152 22,343 171,812 205,176 228,780 231,671: 18,678 15,787 Old : 247,458: 34,625 4,152 22,343 171,812 205,176 228,780 231,671: 18,678 15,787 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 3,584: -6,633 681 2,135 5,545 927 1,047 3,743: 2,537 -159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 1.7 9.0 69.4 82.9 92.5 93.6: 7.5 6.4 Old : 100.0: 14.0 1.7 9.0 69.4 82.9 92.5 93.6: 7.5 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 3 5 6 36 35 43 42: Old : 47: 3 5 6 36 35 43 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 41.0 47.3 57.4 25.2 34.8 37.5 41.7 Old : 32.9 41.0 47.3 57.4 25.2 34.8 37.5 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 60,583: 0 7,166 664 52,714 42,163 53,378 49,993: 7,205 10,590 Old : 60,583: 0 7,166 664 52,714 42,163 53,378 49,993: 7,205 10,590 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : -279: -182 4,762 -128 1,877 -5,859 1,567 -1,225: -1,846 946 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.8 1.1 87.0 69.6 88.1 82.5: 11.9 17.5 Old : 100.0: 0.0 11.8 1.1 87.0 69.6 88.1 82.5: 11.9 17.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 3 2 26 24 28 27: Old : 33: 0 3 2 26 24 28 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 32.2 59.7 52.3 40.1 26.8 56.9 42.3 Old : 40.8 32.2 59.7 52.3 40.1 26.8 56.9 42.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 2,976,430: 178,338 44,710 1,168,374 1,588,098 1,739,334 2,934,810 2,952,418: 41,620 24,012 Old : 2,976,430: 178,338 44,710 1,168,374 1,588,098 1,739,334 2,934,810 2,952,418: 41,620 24,012 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : -184,023: 21,437 -75,224 -48,147 -167,778 -67,446 -194,488 -190,817: 10,465 6,794 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 1.5 39.3 53.4 58.4 98.6 99.2: 1.4 0.8 Old : 100.0: 6.0 1.5 39.3 53.4 58.4 98.6 99.2: 1.4 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 154: 27 23 45 103 89 151 137: Old : 154: 27 23 45 103 89 151 137: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.4 45.3 51.8 58.3 9.0 16.7 12.2 20.4 Old : 38.4 45.3 51.8 58.3 9.0 16.7 12.2 20.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 845,919: 123,483 121,568 175,645 536,650 542,669 835,778 839,882: 10,141 6,037 Old : 845,919: 123,483 121,568 175,645 536,650 542,669 835,778 839,882: 10,141 6,037 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : -71,120: -42,809 3,497 -10,222 -20,265 -64,219 -73,296 -70,944: 2,176 -176 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 14.4 20.8 63.4 64.2 98.8 99.3: 1.2 0.7 Old : 100.0: 14.6 14.4 20.8 63.4 64.2 98.8 99.3: 1.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 69: 21 14 27 33 33 64 64: Old : 69: 21 14 27 33 33 64 64: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 40.7 63.6 64.2 24.2 25.2 34.6 33.3 Old : 39.8 40.7 63.6 64.2 24.2 25.2 34.6 33.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 78,720: 2,141 1,200 3,475 72,292 73,659 77,908 78,334: 812 386 Old : 78,720: 2,141 1,200 3,475 72,292 73,659 77,908 78,334: 812 386 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : -2,708: -275 2 -7 -2,316 -2,566 -2,598 -2,571: -109 -136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 1.5 4.4 91.8 93.6 99.0 99.5: 1.0 0.5 Old : 100.0: 2.7 1.5 4.4 91.8 93.6 99.0 99.5: 1.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 3 6 8 38 36 47 44: Old : 52: 3 6 8 38 36 47 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 42.3 66.2 65.8 18.7 20.5 24.1 28.9 Old : 43.1 42.3 66.2 65.8 18.7 20.5 24.1 28.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS 0F 400 MEGAWATT HOURS) : : : : All : 20,644: 858 0 678 18,979 19,543 20,515 20,221: 129 423 Old : 20,644: 858 0 678 18,979 19,543 20,515 20,221: 129 423 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 373: -80 0 80 373 293 373 373: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.0 3.3 91.9 94.7 99.4 98.0: 0.6 2.0 Old : 100.0: 4.2 0.0 3.3 91.9 94.7 99.4 98.0: 0.6 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 1 14 17 15 18: Old : 25: 1 0 1 14 17 15 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 75.6 88.3 91.3 42.1 58.9 58.3 63.2 Old : 65.5 75.6 88.3 91.3 42.1 58.9 58.3 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 20,490: 73 668 1,281 18,802 18,096 20,155 20,045: 334 445 Old : 20,490: 73 668 1,281 18,802 18,096 20,155 20,045: 334 445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 260: 72 40 -36 333 369 369 373: -109 -113 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 3.3 6.3 91.8 88.3 98.4 97.8: 1.6 2.2 Old : 100.0: 0.4 3.3 6.3 91.8 88.3 98.4 97.8: 1.6 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 2 2 21 22 23 25: Old : 30: 1 2 2 21 22 23 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 48.1 80.6 71.3 44.8 37.7 58.4 51.6 Old : 61.8 48.1 80.6 71.3 44.8 37.7 58.4 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 15,804: 52 520 60 14,676 14,455 14,788 15,035: 1,016 769 Old : 15,804: 52 520 60 14,676 14,455 14,788 15,035: 1,016 769 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : -248: 6 -40 0 -14 -209 -8 -249: -240 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 3.3 0.4 92.9 91.5 93.6 95.1: 6.4 4.9 Old : 100.0: 0.3 3.3 0.4 92.9 91.5 93.6 95.1: 6.4 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 1 16 14 18 15: Old : 22: 1 1 1 16 14 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 76.2 74.1 89.3 49.5 69.9 67.5 76.8 Old : 52.8 76.2 74.1 89.3 49.5 69.9 67.5 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 26,274: 1,778 170 460 23,220 25,218 25,458 25,848: 816 426 Old : 26,274: 1,778 170 460 23,220 25,218 25,458 25,848: 816 426 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 220: 148 0 160 650 74 958 234: -738 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 0.6 1.8 88.4 96.0 96.9 98.4: 3.1 1.6 Old : 100.0: 6.8 0.6 1.8 88.4 96.0 96.9 98.4: 3.1 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 1 1 26 19 28 21: Old : 34: 2 1 1 26 19 28 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.2 50.8 63.7 76.4 29.5 41.3 46.0 56.7 Old : 40.2 50.8 63.7 76.4 29.5 41.3 46.0 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 29,490: 0 1,138 1,920 27,032 26,198 28,952 29,256: 538 234 Old : 29,490: 0 1,138 1,920 27,032 26,198 28,952 29,256: 538 234 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 188: 0 0 0 188 188 188 188: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.9 6.5 91.7 88.8 98.2 99.2: 1.8 0.8 Old : 100.0: 0.0 3.9 6.5 91.7 88.8 98.2 99.2: 1.8 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 2 1 17 16 18 18: Old : 25: 0 2 1 17 16 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 58.2 80.7 81.2 36.4 42.6 49.1 52.7 Old : 59.7 58.2 80.7 81.2 36.4 42.6 49.1 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 11,810: 120 652 560 10,760 10,148 11,440 11,360: 370 450 Old : 11,810: 120 652 560 10,760 10,148 11,440 11,360: 370 450 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 5.5 4.7 91.1 85.9 96.9 96.2: 3.1 3.8 Old : 100.0: 1.0 5.5 4.7 91.1 85.9 96.9 96.2: 3.1 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 1 15 12 17 13: Old : 20: 1 1 1 15 12 17 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 62.1 82.8 85.2 56.7 50.6 70.0 67.8 Old : 62.8 62.1 82.8 85.2 56.7 50.6 70.0 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,345,199: 182,711 139,767 673,456 1,403,936 1,439,067 2,260,102 2,252,289: 85,097 92,910 Old : 2,345,199: 182,711 139,767 673,456 1,403,936 1,439,067 2,260,102 2,252,289: 85,097 92,910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 71,490: -7,782 -7,747 27,695 53,849 44,148 73,762 64,096: -2,272 7,394 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 6.0 28.7 59.9 61.4 96.4 96.0: 3.6 4.0 Old : 100.0: 7.8 6.0 28.7 59.9 61.4 96.4 96.0: 3.6 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 348: 99 118 164 100 103 299 302: Old : 348: 99 118 164 100 103 299 302: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.7 23.3 33.4 33.5 6.2 4.4 9.5 6.4 Old : 22.7 23.3 33.4 33.5 6.2 4.4 9.5 6.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 22,433: 0 0 0 22,433 22,383 22,433 22,383: 0 50 Old : 22,433: 0 0 0 22,433 22,383 22,433 22,383: 0 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2 Old : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 17 15 17 15: Old : 20: 0 0 0 17 15 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 71.9 89.2 91.0 9.1 11.4 13.1 14.1 Old : 64.6 71.9 89.2 91.0 9.1 11.4 13.1 14.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 48,705: 3,029 9,509 14,873 26,166 19,270 44,068 43,652: 4,637 5,053 Old : 48,705: 3,029 9,509 14,873 26,166 19,270 44,068 43,652: 4,637 5,053 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 3,913: 671 286 3,320 718 1,935 4,709 5,541: -796 -1,628 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 19.5 30.5 53.7 39.6 90.5 89.6: 9.5 10.4 Old : 100.0: 6.2 19.5 30.5 53.7 39.6 90.5 89.6: 9.5 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 7 9 15 15 14 31 29: Old : 31: 7 9 15 15 14 31 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 39.2 54.4 54.8 13.5 18.6 19.7 23.5 Old : 38.7 39.2 54.4 54.8 13.5 18.6 19.7 23.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 15,607: 9,125 2,615 121 3,518 12,450 12,764 15,186: 2,843 421 Old : 15,607: 9,125 2,615 121 3,518 12,450 12,764 15,186: 2,843 421 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 1,128: 800 -290 120 -106 1,169 814 999: 314 129 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 16.8 0.8 22.5 79.8 81.8 97.3: 18.2 2.7 Old : 100.0: 58.5 16.8 0.8 22.5 79.8 81.8 97.3: 18.2 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 114: 65 8 2 15 26 82 36: Old : 114: 65 8 2 15 26 82 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 36.4 46.9 59.2 31.7 36.4 46.9 59.2 Old : 31.7 36.4 46.9 59.2 31.7 36.4 46.9 59.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 9,855: 5,187 1,285 0 2,275 7,654 7,462 8,939: 2,393 916 Old : 9,855: 5,187 1,285 0 2,275 7,654 7,462 8,939: 2,393 916 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : 753: 660 167 -3 137 631 794 795: -41 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.6 13.0 0.0 23.1 77.7 75.7 90.7: 24.3 9.3 Old : 100.0: 52.6 13.0 0.0 23.1 77.7 75.7 90.7: 24.3 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 27 8 0 9 21 36 29: Old : 64: 27 8 0 9 21 36 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.5 37.2 36.3 56.1 22.5 37.2 36.3 56.1 Old : 22.5 37.2 36.3 56.1 22.5 37.2 36.3 56.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 180,484: 33,885 20,148 19,040 109,620 124,059 162,545 163,247: 17,939 17,237 Old : 180,484: 33,885 20,148 19,040 109,620 124,059 162,545 163,247: 17,939 17,237 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : -6,946: 2,722 -5,257 -63 -10,141 -689 -7,482 -6,009: 536 -937 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 11.2 10.5 60.7 68.7 90.1 90.4: 9.9 9.6 Old : 100.0: 18.8 11.2 10.5 60.7 68.7 90.1 90.4: 9.9 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 163: 47 27 27 74 77 132 122: Old : 163: 47 27 27 74 77 132 122: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.9 16.7 37.8 28.7 19.5 12.6 28.8 20.7 Old : 24.9 16.7 37.8 28.7 19.5 12.6 28.8 20.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2007