GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 5,987: 275 268 325 4,112 5,344 4,712 5,937: 1,275 50 Old : 5,987: 275 268 325 4,112 5,344 4,712 5,937: 1,275 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 100: 0 0 0 100 125 100 125: 0 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 4.5 5.4 68.7 89.3 78.7 99.2: 21.3 0.8 Old : 100.0: 4.6 4.5 5.4 68.7 89.3 78.7 99.2: 21.3 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 : 27: 1 2 1 16 19 17 22: Old : 27: 1 2 1 16 19 17 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 : 51.3 50.5 66.4 72.6 37.8 44.3 45.6 58.0 Old : 51.3 50.5 66.4 72.6 37.8 44.3 45.6 58.0 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, February 27, 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 : 16,632: 678 6,815 159 15,385 8,026 16,222 15,000: 410 1,632 Old : 16,632: 678 6,815 159 15,385 8,026 16,222 15,000: 410 1,632 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 120: 50 25 0 -170 -125 -120 -100: 240 220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 41.0 1.0 92.5 48.3 97.5 90.2: 2.5 9.8 Old : 100.0: 4.1 41.0 1.0 92.5 48.3 97.5 90.2: 2.5 9.8 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 : 42: 4 2 1 29 30 34 32: Old : 42: 4 2 1 29 30 34 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 : 57.0 58.9 70.6 69.8 55.7 52.0 63.0 59.2 Old : 57.0 58.9 70.6 69.8 55.7 52.0 63.0 59.2 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, February 27, 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 : 3,100: 0 90 0 2,385 2,240 2,385 2,330: 715 770 Old : 3,100: 0 90 0 2,385 2,240 2,385 2,330: 715 770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 112: 0 0 0 67 27 67 27: 45 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.9 0.0 76.9 72.3 76.9 75.2: 23.1 24.8 Old : 100.0: 0.0 2.9 0.0 76.9 72.3 76.9 75.2: 23.1 24.8 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 : 30: 0 1 0 24 25 24 26: Old : 30: 0 1 0 24 25 24 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 : 27.7 29.8 45.6 48.7 17.9 28.9 29.3 41.0 Old : 27.7 29.8 45.6 48.7 17.9 28.9 29.3 41.0 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, February 27, 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 : 230,913: 22,358 22,899 26,638 150,493 149,111 199,488 198,648: 31,425 32,265 Old : 230,913: 22,358 22,899 26,638 150,493 149,111 199,488 198,648: 31,425 32,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -17,485: 3,035 -3,838 -9,544 -15,015 -5,905 -21,525 -19,287: 4,040 1,801 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 9.9 11.5 65.2 64.6 86.4 86.0: 13.6 14.0 Old : 100.0: 9.7 9.9 11.5 65.2 64.6 86.4 86.0: 13.6 14.0 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 : 144: 25 35 31 68 76 115 125: Old : 144: 25 35 31 68 76 115 125: 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 : 25.7 22.2 38.4 31.4 18.9 8.9 26.5 13.8 Old : 25.7 22.2 38.4 31.4 18.9 8.9 26.5 13.8 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, February 27, 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 : 1,279,765: 76,659 76,940 548,573 590,335 620,461 1,215,567 1,245,974: 64,197 33,791 Old : 1,279,765: 76,659 76,940 548,573 590,335 620,461 1,215,567 1,245,974: 64,197 33,791 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -155,777: 3,694 -7,419 -107,138 -50,755 -37,401 -154,198 -151,958: -1,578 -3,819 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 6.0 42.9 46.1 48.5 95.0 97.4: 5.0 2.6 Old : 100.0: 6.0 6.0 42.9 46.1 48.5 95.0 97.4: 5.0 2.6 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 : 213: 64 64 87 81 76 190 185: Old : 213: 64 64 87 81 76 190 185: 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 39.4 53.1 53.9 7.2 7.7 9.8 10.6 Old : 39.8 39.4 53.1 53.9 7.2 7.7 9.8 10.6 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, February 27, 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 : 96,081: 2,080 14,829 3,363 79,915 68,166 85,358 86,358: 10,723 9,723 Old : 96,081: 2,080 14,829 3,363 79,915 68,166 85,358 86,358: 10,723 9,723 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 1,140: -515 856 343 1,887 -1,122 1,715 77: -575 1,063 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 15.4 3.5 83.2 70.9 88.8 89.9: 11.2 10.1 Old : 100.0: 2.2 15.4 3.5 83.2 70.9 88.8 89.9: 11.2 10.1 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 : 28: 2 2 3 21 20 24 24: Old : 28: 2 2 3 21 20 24 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 : 50.2 40.8 67.0 61.5 48.0 38.0 56.5 53.3 Old : 50.2 40.8 67.0 61.5 48.0 38.0 56.5 53.3 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, February 27, 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 : 50,746: 230 3,654 2,091 39,153 31,636 41,474 37,381: 9,272 13,365 Old : 50,746: 230 3,654 2,091 39,153 31,636 41,474 37,381: 9,272 13,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 2,517: -1,032 1,204 -1,060 5,236 3,002 3,144 3,146: -627 -629 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 7.2 4.1 77.2 62.3 81.7 73.7: 18.3 26.3 Old : 100.0: 0.5 7.2 4.1 77.2 62.3 81.7 73.7: 18.3 26.3 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 : 31: 1 2 1 24 23 26 25: Old : 31: 1 2 1 24 23 26 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 : 31.0 29.7 49.8 49.6 30.2 26.2 43.8 39.1 Old : 31.0 29.7 49.8 49.6 30.2 26.2 43.8 39.1 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, February 27, 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 : 128,429: 10,002 874 6,407 106,543 113,246 122,952 120,527: 5,477 7,902 Old : 128,429: 10,002 874 6,407 106,543 113,246 122,952 120,527: 5,477 7,902 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 2,970: 856 316 608 1,052 1,985 2,516 2,909: 454 61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 0.7 5.0 83.0 88.2 95.7 93.8: 4.3 6.2 Old : 100.0: 7.8 0.7 5.0 83.0 88.2 95.7 93.8: 4.3 6.2 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 : 46: 3 2 4 32 32 37 36: Old : 46: 3 2 4 32 32 37 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 : 49.7 46.8 64.4 62.0 47.6 44.3 59.8 58.3 Old : 49.7 46.8 64.4 62.0 47.6 44.3 59.8 58.3 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, February 27, 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 : 71,054: 18,256 494 0 42,377 58,626 60,633 59,120: 10,421 11,934 Old : 71,054: 18,256 494 0 42,377 58,626 60,633 59,120: 10,421 11,934 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 331: 0 494 0 1,277 1,330 1,277 1,824: -946 -1,493 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 0.7 0.0 59.6 82.5 85.3 83.2: 14.7 16.8 Old : 100.0: 25.7 0.7 0.0 59.6 82.5 85.3 83.2: 14.7 16.8 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 : 28: 2 1 0 20 17 22 18: Old : 28: 2 1 0 20 17 22 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 : 40.5 57.8 59.9 73.2 40.3 54.0 56.9 62.3 Old : 40.5 57.8 59.9 73.2 40.3 54.0 56.9 62.3 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, February 27, 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 : 82,953: 3,235 3,605 5,934 70,022 68,860 79,191 78,399: 3,762 4,554 Old : 82,953: 3,235 3,605 5,934 70,022 68,860 79,191 78,399: 3,762 4,554 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 735: -97 232 51 1,149 1,830 1,103 2,113: -368 -1,378 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 4.3 7.2 84.4 83.0 95.5 94.5: 4.5 5.5 Old : 100.0: 3.9 4.3 7.2 84.4 83.0 95.5 94.5: 4.5 5.5 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 : 30: 2 2 3 21 23 24 27: Old : 30: 2 2 3 21 23 24 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 : 56.0 39.1 74.5 59.3 49.1 36.4 60.3 51.1 Old : 56.0 39.1 74.5 59.3 49.1 36.4 60.3 51.1 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, February 27, 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 : 71,587: 4,008 326 4,478 55,339 59,085 63,825 63,889: 7,762 7,698 Old : 71,587: 4,008 326 4,478 55,339 59,085 63,825 63,889: 7,762 7,698 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 563: 841 0 -277 -7 2,019 557 1,742: 6 -1,179 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 0.5 6.3 77.3 82.5 89.2 89.2: 10.8 10.8 Old : 100.0: 5.6 0.5 6.3 77.3 82.5 89.2 89.2: 10.8 10.8 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 : 27: 1 1 2 19 21 21 23: Old : 27: 1 1 2 19 21 21 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 : 66.0 39.3 79.6 59.4 58.0 37.3 63.6 51.0 Old : 66.0 39.3 79.6 59.4 58.0 37.3 63.6 51.0 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, February 27, 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 : 91,617: 3,244 3,709 3,382 75,653 76,218 82,279 83,309: 9,338 8,308 Old : 91,617: 3,244 3,709 3,382 75,653 76,218 82,279 83,309: 9,338 8,308 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 3,964: 0 633 -627 5,082 4,088 4,455 4,094: -491 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 4.0 3.7 82.6 83.2 89.8 90.9: 10.2 9.1 Old : 100.0: 3.5 4.0 3.7 82.6 83.2 89.8 90.9: 10.2 9.1 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 : 41: 1 3 2 27 29 30 32: Old : 41: 1 3 2 27 29 30 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 : 45.4 31.4 63.9 51.0 31.8 22.3 47.5 38.2 Old : 45.4 31.4 63.9 51.0 31.8 22.3 47.5 38.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 30,034: 2,126 3,277 1,843 17,995 22,122 21,964 27,242: 8,070 2,792 Old : 30,034: 2,126 3,277 1,843 17,995 22,122 21,964 27,242: 8,070 2,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 10.9 6.1 59.9 73.7 73.1 90.7: 26.9 9.3 Old : 100.0: 7.1 10.9 6.1 59.9 73.7 73.1 90.7: 26.9 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 : 20: 1 2 3 13 13 16 16: Old : 20: 1 2 3 13 13 16 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 : 45.8 59.7 62.6 81.8 36.9 56.4 48.0 66.8 Old : 45.8 59.7 62.6 81.8 36.9 56.4 48.0 66.8 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, February 27, 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 : 83,076: 0 6,401 1,591 67,549 67,897 69,140 75,889: 13,936 7,187 Old : 83,076: 0 6,401 1,591 67,549 67,897 69,140 75,889: 13,936 7,187 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 1,464: 0 -1,068 368 912 1,949 1,280 1,249: 184 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.7 1.9 81.3 81.7 83.2 91.3: 16.8 8.7 Old : 100.0: 0.0 7.7 1.9 81.3 81.7 83.2 91.3: 16.8 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 : 27: 0 1 1 21 18 22 19: Old : 27: 0 1 1 21 18 22 19: 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 : 43.8 47.9 61.8 69.9 38.7 45.1 53.6 63.1 Old : 43.8 47.9 61.8 69.9 38.7 45.1 53.6 63.1 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, February 27, 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 : 65,916: 4,696 6,382 310 52,662 52,344 57,668 59,036: 8,248 6,880 Old : 65,916: 4,696 6,382 310 52,662 52,344 57,668 59,036: 8,248 6,880 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 1,426: 162 3,232 -664 1,346 -1,476 844 1,092: 582 334 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 9.7 0.5 79.9 79.4 87.5 89.6: 12.5 10.4 Old : 100.0: 7.1 9.7 0.5 79.9 79.4 87.5 89.6: 12.5 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 : 33: 1 3 1 24 23 26 26: Old : 33: 1 3 1 24 23 26 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 : 41.9 34.6 62.0 54.9 33.1 32.7 48.0 47.5 Old : 41.9 34.6 62.0 54.9 33.1 32.7 48.0 47.5 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, February 27, 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 : 112,865: 9,304 7,094 3,584 90,161 93,848 103,049 104,526: 9,816 8,339 Old : 112,865: 9,304 7,094 3,584 90,161 93,848 103,049 104,526: 9,816 8,339 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 855: -655 -608 776 1,586 1,206 1,707 1,374: -852 -519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 6.3 3.2 79.9 83.2 91.3 92.6: 8.7 7.4 Old : 100.0: 8.2 6.3 3.2 79.9 83.2 91.3 92.6: 8.7 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 : 40: 3 2 4 28 26 32 31: Old : 40: 3 2 4 28 26 32 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 : 29.8 38.7 50.3 56.9 24.7 31.9 40.1 43.8 Old : 29.8 38.7 50.3 56.9 24.7 31.9 40.1 43.8 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, February 27, 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 : 62,679: 0 8,087 1,137 45,600 47,567 46,737 56,791: 15,942 5,888 Old : 62,679: 0 8,087 1,137 45,600 47,567 46,737 56,791: 15,942 5,888 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 632: 0 291 -6 -755 255 -761 540: 1,393 92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.9 1.8 72.8 75.9 74.6 90.6: 25.4 9.4 Old : 100.0: 0.0 12.9 1.8 72.8 75.9 74.6 90.6: 25.4 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 : 25: 0 2 1 15 14 16 16: Old : 25: 0 2 1 15 14 16 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 : 42.7 49.0 60.5 74.3 42.1 47.2 59.2 71.3 Old : 42.7 49.0 60.5 74.3 42.1 47.2 59.2 71.3 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, February 27, 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 : 43,778: 3,834 16,617 372 38,518 25,801 42,724 42,790: 1,054 988 Old : 43,778: 3,834 16,617 372 38,518 25,801 42,724 42,790: 1,054 988 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 38.0 0.8 88.0 58.9 97.6 97.7: 2.4 2.3 Old : 100.0: 8.8 38.0 0.8 88.0 58.9 97.6 97.7: 2.4 2.3 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 : 35: 5 4 1 13 17 19 21: Old : 35: 5 4 1 13 17 19 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 : 77.1 67.8 87.7 86.8 69.7 57.4 77.3 73.5 Old : 77.1 67.8 87.7 86.8 69.7 57.4 77.3 73.5 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, February 27, 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 : 26,868: 1,302 1,712 372 24,977 22,698 26,651 24,782: 217 2,086 Old : 26,868: 1,302 1,712 372 24,977 22,698 26,651 24,782: 217 2,086 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 5,078: -310 -248 0 5,233 4,588 4,923 4,340: 155 738 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 6.4 1.4 93.0 84.5 99.2 92.2: 0.8 7.8 Old : 100.0: 4.8 6.4 1.4 93.0 84.5 99.2 92.2: 0.8 7.8 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: 1 2 1 13 12 15 14: Old : 26: 1 2 1 13 12 15 14: 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 67.4 84.9 84.9 58.8 65.2 84.0 81.3 Old : 59.7 67.4 84.9 84.9 58.8 65.2 84.0 81.3 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, February 27, 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 : 185,129: 5,396 16,748 14,324 154,643 147,659 174,363 178,731: 10,766 6,398 Old : 185,129: 5,396 16,748 14,324 154,643 147,659 174,363 178,731: 10,766 6,398 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -169: 1,072 -1,976 -1,104 477 2,789 445 -291: -614 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 9.0 7.7 83.5 79.8 94.2 96.5: 5.8 3.5 Old : 100.0: 2.9 9.0 7.7 83.5 79.8 94.2 96.5: 5.8 3.5 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 : 51: 3 4 6 38 40 44 47: Old : 51: 3 4 6 38 40 44 47: 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 : 33.7 32.1 52.4 51.3 32.6 24.4 41.8 35.4 Old : 33.7 32.1 52.4 51.3 32.6 24.4 41.8 35.4 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, February 27, 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 : 89,550: 5,513 5,125 2,134 77,162 72,658 84,809 79,917: 4,741 9,633 Old : 89,550: 5,513 5,125 2,134 77,162 72,658 84,809 79,917: 4,741 9,633 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 1,874: 338 428 419 4,727 3,914 5,484 4,761: -3,610 -2,887 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 5.7 2.4 86.2 81.1 94.7 89.2: 5.3 10.8 Old : 100.0: 6.2 5.7 2.4 86.2 81.1 94.7 89.2: 5.3 10.8 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 : 34: 3 2 3 22 21 26 25: Old : 34: 3 2 3 22 21 26 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 50.3 69.2 67.3 46.2 49.9 62.5 66.1 Old : 48.4 50.3 69.2 67.3 46.2 49.9 62.5 66.1 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, February 27, 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 : 71,570: 3,412 16,581 284 66,524 53,198 70,220 70,063: 1,350 1,507 Old : 71,570: 3,412 16,581 284 66,524 53,198 70,220 70,063: 1,350 1,507 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 10,689: 3,412 1,173 284 6,993 10,754 10,689 12,211: 0 -1,522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 23.2 0.4 92.9 74.3 98.1 97.9: 1.9 2.1 Old : 100.0: 4.8 23.2 0.4 92.9 74.3 98.1 97.9: 1.9 2.1 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 : 43: 4 4 1 17 28 22 32: Old : 43: 4 4 1 17 28 22 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 : 74.1 45.1 87.9 63.8 69.7 44.3 81.0 60.9 Old : 74.1 45.1 87.9 63.8 69.7 44.3 81.0 60.9 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, February 27, 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 : 295,740: 6,822 668 13,321 265,695 275,117 285,838 289,106: 9,902 6,634 Old : 295,740: 6,822 668 13,321 265,695 275,117 285,838 289,106: 9,902 6,634 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 7,978: -5,190 428 3,311 12,128 5,495 10,249 9,234: -2,271 -1,256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.2 4.5 89.8 93.0 96.7 97.8: 3.3 2.2 Old : 100.0: 2.3 0.2 4.5 89.8 93.0 96.7 97.8: 3.3 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 : 59: 6 1 6 44 44 51 50: Old : 59: 6 1 6 44 44 51 50: 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 : 39.9 49.2 57.3 62.8 38.0 48.3 51.3 59.1 Old : 39.9 49.2 57.3 62.8 38.0 48.3 51.3 59.1 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, February 27, 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 : 176,742: 13,062 13,081 16,325 137,092 143,138 166,479 172,544: 10,263 4,198 Old : 176,742: 13,062 13,081 16,325 137,092 143,138 166,479 172,544: 10,263 4,198 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 5,219: 1,692 1,122 309 3,684 5,404 5,685 6,835: -466 -1,616 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 7.4 9.2 77.6 81.0 94.2 97.6: 5.8 2.4 Old : 100.0: 7.4 7.4 9.2 77.6 81.0 94.2 97.6: 5.8 2.4 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 : 48: 3 3 3 41 36 45 41: Old : 48: 3 3 3 41 36 45 41: 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 : 31.9 40.3 49.0 58.2 25.1 33.2 36.3 42.8 Old : 31.9 40.3 49.0 58.2 25.1 33.2 36.3 42.8 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, February 27, 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 : 191,136: 10,675 8,921 8,913 156,455 160,089 176,043 177,923: 15,093 13,213 Old : 191,136: 10,675 8,921 8,913 156,455 160,089 176,043 177,923: 15,093 13,213 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 8,121: -704 -1,497 2,607 6,120 8,003 8,023 9,113: 98 -992 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 4.7 4.7 81.9 83.8 92.1 93.1: 7.9 6.9 Old : 100.0: 5.6 4.7 4.7 81.9 83.8 92.1 93.1: 7.9 6.9 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 : 51: 2 5 6 38 36 44 43: Old : 51: 2 5 6 38 36 44 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 : 35.2 46.0 51.4 61.1 34.4 45.3 48.8 55.9 Old : 35.2 46.0 51.4 61.1 34.4 45.3 48.8 55.9 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, February 27, 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 : 247,125: 25,986 9,120 19,661 186,701 206,395 232,348 235,176: 14,777 11,949 Old : 247,125: 25,986 9,120 19,661 186,701 206,395 232,348 235,176: 14,777 11,949 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -499: -2,271 2,887 -619 1,986 -2,924 -904 -656: 405 157 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 3.7 8.0 75.5 83.5 94.0 95.2: 6.0 4.8 Old : 100.0: 10.5 3.7 8.0 75.5 83.5 94.0 95.2: 6.0 4.8 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 : 51: 4 4 6 39 39 46 46: Old : 51: 4 4 6 39 39 46 46: 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 : 32.6 39.2 47.7 56.6 24.4 33.6 35.8 42.0 Old : 32.6 39.2 47.7 56.6 24.4 33.6 35.8 42.0 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, February 27, 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 : 65,489: 0 9,452 1,592 57,584 46,573 59,176 57,617: 6,313 7,872 Old : 65,489: 0 9,452 1,592 57,584 46,573 59,176 57,617: 6,313 7,872 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 32: 0 1,904 -186 704 -1,407 518 311: -486 -279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 14.4 2.4 87.9 71.1 90.4 88.0: 9.6 12.0 Old : 100.0: 0.0 14.4 2.4 87.9 71.1 90.4 88.0: 9.6 12.0 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 : 33: 0 2 1 27 25 28 27: Old : 33: 0 2 1 27 25 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 : 40.7 34.9 54.8 54.3 39.2 29.8 50.0 42.5 Old : 40.7 34.9 54.8 54.3 39.2 29.8 50.0 42.5 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, February 27, 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 : 2,690,554: 247,414 108,619 858,813 1,550,370 1,710,029 2,656,597 2,677,461: 33,957 13,093 Old : 2,690,554: 247,414 108,619 858,813 1,550,370 1,710,029 2,656,597 2,677,461: 33,957 13,093 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -172,140: 44,567 68,784 -147,163 -74,229 -90,486 -176,825 -168,865: 4,685 -3,275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 4.0 31.9 57.6 63.6 98.7 99.5: 1.3 0.5 Old : 100.0: 9.2 4.0 31.9 57.6 63.6 98.7 99.5: 1.3 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 : 153: 31 17 41 104 90 150 134: Old : 153: 31 17 41 104 90 150 134: 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 : 32.6 41.8 46.5 55.6 11.8 20.7 16.5 25.0 Old : 32.6 41.8 46.5 55.6 11.8 20.7 16.5 25.0 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, February 27, 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 : 775,328: 114,923 188,205 104,296 551,041 479,448 770,260 771,949: 5,068 3,379 Old : 775,328: 114,923 188,205 104,296 551,041 479,448 770,260 771,949: 5,068 3,379 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -124,266: -42,420 66,761 -65,491 -16,343 -125,507 -124,254 -124,237: -12 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 24.3 13.5 71.1 61.8 99.3 99.6: 0.7 0.4 Old : 100.0: 14.8 24.3 13.5 71.1 61.8 99.3 99.6: 0.7 0.4 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 : 67: 19 13 23 35 32 62 60: Old : 67: 19 13 23 35 32 62 60: 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 : 43.8 45.9 64.4 64.9 26.2 29.3 36.2 37.2 Old : 43.8 45.9 64.4 64.9 26.2 29.3 36.2 37.2 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, February 27, 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 : 80,911: 2,537 756 3,788 74,080 75,868 80,405 80,413: 506 498 Old : 80,911: 2,537 756 3,788 74,080 75,868 80,405 80,413: 506 498 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -1,589: 99 -22 -60 -1,619 -1,662 -1,580 -1,743: -10 154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 0.9 4.7 91.6 93.8 99.4 99.4: 0.6 0.6 Old : 100.0: 3.1 0.9 4.7 91.6 93.8 99.4 99.4: 0.6 0.6 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 : 53: 6 3 7 40 38 48 46: Old : 53: 6 3 7 40 38 48 46: 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 : 43.3 42.7 66.2 66.3 14.7 20.2 19.4 26.5 Old : 43.3 42.7 66.2 66.3 14.7 20.2 19.4 26.5 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, February 27, 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 : 19,652: 516 0 1,020 17,987 18,254 19,523 19,274: 129 378 Old : 19,652: 516 0 1,020 17,987 18,254 19,523 19,274: 129 378 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 42: 0 0 0 42 42 42 42: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.0 5.2 91.5 92.9 99.3 98.1: 0.7 1.9 Old : 100.0: 2.6 0.0 5.2 91.5 92.9 99.3 98.1: 0.7 1.9 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 : 25: 1 0 1 14 16 15 17: Old : 25: 1 0 1 14 16 15 17: 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 : 66.8 74.2 90.0 91.6 42.2 58.3 59.1 63.7 Old : 66.8 74.2 90.0 91.6 42.2 58.3 59.1 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 15,960: 932 0 0 15,028 15,749 15,960 15,749: 0 211 Old : 15,960: 932 0 0 15,028 15,749 15,960 15,749: 0 211 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -274: 0 0 0 -211 -274 -211 -274: -63 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 0.0 0.0 94.2 98.7 100.0 98.7: 0.0 1.3 Old : 100.0: 5.8 0.0 0.0 94.2 98.7 100.0 98.7: 0.0 1.3 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 : 21: 2 0 0 13 12 15 12: Old : 21: 2 0 0 13 12 15 12: 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 : 84.0 82.7 95.6 95.5 53.2 53.8 62.5 62.3 Old : 84.0 82.7 95.6 95.5 53.2 53.8 62.5 62.3 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, February 27, 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 : 19,629: 1,281 0 939 17,128 18,547 19,347 19,486: 282 143 Old : 19,629: 1,281 0 939 17,128 18,547 19,347 19,486: 282 143 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 2: 6 0 2 -15 267 -7 269: 9 -267 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 0.0 4.8 87.3 94.5 98.6 99.3: 1.4 0.7 Old : 100.0: 6.5 0.0 4.8 87.3 94.5 98.6 99.3: 1.4 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 : 31: 2 0 2 21 24 23 26: Old : 31: 2 0 2 21 24 23 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 : 61.1 52.1 80.3 73.4 40.3 36.7 54.7 50.9 Old : 61.1 52.1 80.3 73.4 40.3 36.7 54.7 50.9 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, February 27, 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 : 16,047: 1,856 40 150 12,993 15,010 14,999 15,200: 1,048 847 Old : 16,047: 1,856 40 150 12,993 15,010 14,999 15,200: 1,048 847 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -171: 0 40 0 -251 -332 -251 -292: 80 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 0.2 0.9 81.0 93.5 93.5 94.7: 6.5 5.3 Old : 100.0: 11.6 0.2 0.9 81.0 93.5 93.5 94.7: 6.5 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 : 23: 2 1 1 16 14 18 16: Old : 23: 2 1 1 16 14 18 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 : 50.0 79.3 72.1 90.2 48.3 66.8 65.6 72.5 Old : 50.0 79.3 72.1 90.2 48.3 66.8 65.6 72.5 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, February 27, 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 : 26,976: 712 0 1,002 24,506 25,580 26,220 26,582: 756 394 Old : 26,976: 712 0 1,002 24,506 25,580 26,220 26,582: 756 394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 40: -10 0 0 50 40 40 40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.0 3.7 90.8 94.8 97.2 98.5: 2.8 1.5 Old : 100.0: 2.6 0.0 3.7 90.8 94.8 97.2 98.5: 2.8 1.5 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 : 34: 2 0 1 27 23 29 24: Old : 34: 2 0 1 27 23 29 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 : 44.5 48.1 66.2 72.6 33.0 38.9 46.2 52.9 Old : 44.5 48.1 66.2 72.6 33.0 38.9 46.2 52.9 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, February 27, 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 : 28,126: 0 1,052 1,840 25,792 25,000 27,632 27,892: 494 234 Old : 28,126: 0 1,052 1,840 25,792 25,000 27,632 27,892: 494 234 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 134: 0 0 0 134 134 134 134: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.7 6.5 91.7 88.9 98.2 99.2: 1.8 0.8 Old : 100.0: 0.0 3.7 6.5 91.7 88.9 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 : 26: 0 2 1 18 18 19 20: Old : 26: 0 2 1 18 18 19 20: 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 : 63.2 55.8 83.4 81.8 44.3 49.1 57.4 59.1 Old : 63.2 55.8 83.4 81.8 44.3 49.1 57.4 59.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A OFF PK LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465P Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 5,774: 0 40 20 5,484 5,056 5,504 5,116: 270 658 Old : 5,774: 0 40 20 5,484 5,056 5,504 5,116: 270 658 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.7 0.3 95.0 87.6 95.3 88.6: 4.7 11.4 Old : 100.0: 0.0 0.7 0.3 95.0 87.6 95.3 88.6: 4.7 11.4 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 : 20: 0 1 1 15 13 16 14: Old : 20: 0 1 1 15 13 16 14: 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 : 64.3 64.7 85.0 82.1 55.0 48.1 69.8 63.6 Old : 64.3 64.7 85.0 82.1 55.0 48.1 69.8 63.6 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, February 27, 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 : 11,314: 0 570 560 10,544 9,824 11,104 10,954: 210 360 Old : 11,314: 0 570 560 10,544 9,824 11,104 10,954: 210 360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -28: 0 0 0 92 -20 92 -20: -120 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.0 4.9 93.2 86.8 98.1 96.8: 1.9 3.2 Old : 100.0: 0.0 5.0 4.9 93.2 86.8 98.1 96.8: 1.9 3.2 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 : 23: 0 1 1 18 14 19 15: Old : 23: 0 1 1 18 14 19 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 : 63.0 61.8 83.2 85.0 56.7 49.3 68.7 66.1 Old : 63.0 61.8 83.2 85.0 56.7 49.3 68.7 66.1 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, February 27, 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 : 2,267,549: 181,112 127,346 611,320 1,399,202 1,435,503 2,191,634 2,174,170: 75,915 93,379 Old : 2,267,549: 181,112 127,346 611,320 1,399,202 1,435,503 2,191,634 2,174,170: 75,915 93,379 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 59,084: 6,529 -15,038 21,276 21,058 40,953 48,863 47,191: 10,221 11,893 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 5.6 27.0 61.7 63.3 96.7 95.9: 3.3 4.1 Old : 100.0: 8.0 5.6 27.0 61.7 63.3 96.7 95.9: 3.3 4.1 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 : 330: 96 118 155 91 97 276 292: Old : 330: 96 118 155 91 97 276 292: 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 22.7 34.3 33.2 7.3 4.9 10.9 7.3 Old : 22.7 22.7 34.3 33.2 7.3 4.9 10.9 7.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 90,507: 25,244 14 3,791 32,292 59,609 61,327 63,414: 29,180 27,093 Old : 90,507: 25,244 14 3,791 32,292 59,609 61,327 63,414: 29,180 27,093 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 3,254: -788 14 952 1,508 3,400 1,672 4,366: 1,582 -1,112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 0.0 4.2 35.7 65.9 67.8 70.1: 32.2 29.9 Old : 100.0: 27.9 0.0 4.2 35.7 65.9 67.8 70.1: 32.2 29.9 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 : 21: 5 1 5 14 14 20 19: Old : 21: 5 1 5 14 14 20 19: 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 : 42.8 38.6 55.2 57.6 40.7 35.2 50.1 51.2 Old : 42.8 38.6 55.2 57.6 40.7 35.2 50.1 51.2 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, February 27, 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 : 26,385: 0 0 0 26,385 26,335 26,385 26,335: 0 50 Old : 26,385: 0 0 0 26,385 26,335 26,385 26,335: 0 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 2,717: 0 0 0 2,717 2,717 2,717 2,717: 0 0 : : : : : 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 : 22: 0 0 0 18 17 18 17: Old : 22: 0 0 0 18 17 18 17: 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 : 72.8 67.0 91.1 92.1 15.7 17.4 18.7 19.4 Old : 72.8 67.0 91.1 92.1 15.7 17.4 18.7 19.4 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, February 27, 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 : 55,210: 3,450 8,494 17,193 28,851 23,656 49,494 49,343: 5,716 5,867 Old : 55,210: 3,450 8,494 17,193 28,851 23,656 49,494 49,343: 5,716 5,867 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 833: -248 -390 194 557 155 503 -41: 330 874 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 15.4 31.1 52.3 42.8 89.6 89.4: 10.4 10.6 Old : 100.0: 6.2 15.4 31.1 52.3 42.8 89.6 89.4: 10.4 10.6 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 : 30: 9 6 14 15 15 30 29: Old : 30: 9 6 14 15 15 30 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 : 40.1 38.5 57.4 56.8 11.5 16.8 17.3 21.3 Old : 40.1 38.5 57.4 56.8 11.5 16.8 17.3 21.3 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, February 27, 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 : 17,344: 9,147 2,500 265 5,124 14,014 14,536 16,779: 2,808 565 Old : 17,344: 9,147 2,500 265 5,124 14,014 14,536 16,779: 2,808 565 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 1,772: 887 25 6 944 1,542 1,837 1,573: -65 199 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 14.4 1.5 29.5 80.8 83.8 96.7: 16.2 3.3 Old : 100.0: 52.7 14.4 1.5 29.5 80.8 83.8 96.7: 16.2 3.3 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 : 121: 72 8 3 21 27 96 36: Old : 121: 72 8 3 21 27 96 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 : 28.8 38.6 40.1 61.6 28.8 35.1 39.2 55.6 Old : 28.8 38.6 40.1 61.6 28.8 35.1 39.2 55.6 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, February 27, 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 : 12,293: 6,781 1,439 396 2,449 9,192 9,626 11,027: 2,667 1,266 Old : 12,293: 6,781 1,439 396 2,449 9,192 9,626 11,027: 2,667 1,266 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : 1,370: 870 57 139 -29 909 980 1,105: 390 265 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.2 11.7 3.2 19.9 74.8 78.3 89.7: 21.7 10.3 Old : 100.0: 55.2 11.7 3.2 19.9 74.8 78.3 89.7: 21.7 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 : 75: 33 8 3 13 23 49 34: Old : 75: 33 8 3 13 23 49 34: 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 : 17.5 38.1 29.5 53.1 17.5 37.9 29.5 52.8 Old : 17.5 38.1 29.5 53.1 17.5 37.9 29.5 52.8 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, February 27, 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 : 185,477: 31,468 10,291 22,847 109,992 136,792 164,307 169,930: 21,170 15,547 Old : 185,477: 31,468 10,291 22,847 109,992 136,792 164,307 169,930: 21,170 15,547 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -2,163: -1,997 -5,823 321 -4,194 4,359 -5,870 -1,143: 3,707 -1,020 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 5.5 12.3 59.3 73.8 88.6 91.6: 11.4 8.4 Old : 100.0: 17.0 5.5 12.3 59.3 73.8 88.6 91.6: 11.4 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 : 164: 52 16 30 75 81 136 121: Old : 164: 52 16 30 75 81 136 121: 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 : 23.5 18.2 35.5 28.8 18.3 11.2 24.8 19.4 Old : 23.5 18.2 35.5 28.8 18.3 11.2 24.8 19.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2007