GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 8,899: 1,575 0 250 5,874 8,599 7,699 8,849: 1,200 50 Old : 8,899: 1,575 0 250 5,874 8,599 7,699 8,849: 1,200 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 100: 0 0 25 75 75 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 0.0 2.8 66.0 96.6 86.5 99.4: 13.5 0.6 Old : 100.0: 17.7 0.0 2.8 66.0 96.6 86.5 99.4: 13.5 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 : 23: 1 0 2 18 16 20 18: Old : 23: 1 0 2 18 16 20 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 : 55.7 59.2 72.7 83.9 41.4 46.0 49.2 59.0 Old : 55.7 59.2 72.7 83.9 41.4 46.0 49.2 59.0 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, May 29, 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 : 16,832: 0 6,559 21 16,307 8,538 16,328 15,118: 504 1,714 Old : 16,832: 0 6,559 21 16,307 8,538 16,328 15,118: 504 1,714 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 617: 0 210 0 553 268 553 478: 64 139 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 39.0 0.1 96.9 50.7 97.0 89.8: 3.0 10.2 Old : 100.0: 0.0 39.0 0.1 96.9 50.7 97.0 89.8: 3.0 10.2 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 : 35: 0 2 1 29 26 30 28: Old : 35: 0 2 1 29 26 30 28: 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 : 57.3 55.5 76.4 70.3 49.1 45.6 56.8 50.3 Old : 57.3 55.5 76.4 70.3 49.1 45.6 56.8 50.3 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, May 29, 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 : 3,548: 0 30 110 3,099 3,004 3,209 3,144: 339 404 Old : 3,548: 0 30 110 3,099 3,004 3,209 3,144: 339 404 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 295: 0 -5 15 325 410 340 420: -45 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 3.1 87.3 84.7 90.4 88.6: 9.6 11.4 Old : 100.0: 0.0 0.8 3.1 87.3 84.7 90.4 88.6: 9.6 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 : 37: 0 1 2 30 31 32 33: Old : 37: 0 1 2 30 31 32 33: 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 32.0 53.0 50.0 22.9 21.7 32.7 32.3 Old : 31.9 32.0 53.0 50.0 22.9 21.7 32.7 32.3 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, May 29, 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 : 227,681: 33,114 26,676 34,071 126,151 139,011 193,336 199,759: 34,345 27,923 Old : 227,681: 33,114 26,676 34,071 126,151 139,011 193,336 199,759: 34,345 27,923 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -15,297: -4,690 -120 -5,322 -6,439 -11,595 -16,451 -17,038: 1,154 1,741 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 11.7 15.0 55.4 61.1 84.9 87.7: 15.1 12.3 Old : 100.0: 14.5 11.7 15.0 55.4 61.1 84.9 87.7: 15.1 12.3 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 : 139: 36 28 32 64 69 118 113: Old : 139: 36 28 32 64 69 118 113: 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 : 22.4 21.9 33.5 32.1 15.7 12.3 22.6 18.9 Old : 22.4 21.9 33.5 32.1 15.7 12.3 22.6 18.9 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, May 29, 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 : 1,216,534: 69,256 135,797 476,031 603,317 569,913 1,148,604 1,181,741: 67,930 34,794 Old : 1,216,534: 69,256 135,797 476,031 603,317 569,913 1,148,604 1,181,741: 67,930 34,794 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -22,798: -6,533 272 -4,493 -4,661 -15,768 -15,687 -19,988: -7,111 -2,810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 11.2 39.1 49.6 46.8 94.4 97.1: 5.6 2.9 Old : 100.0: 5.7 11.2 39.1 49.6 46.8 94.4 97.1: 5.6 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 : 222: 55 76 82 83 79 191 189: Old : 222: 55 76 82 83 79 191 189: 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 35.5 48.7 52.2 7.9 8.2 11.7 11.8 Old : 35.0 35.5 48.7 52.2 7.9 8.2 11.7 11.8 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, May 29, 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 : 94,288: 2,516 14,187 3,072 78,488 70,153 84,076 87,412: 10,212 6,876 Old : 94,288: 2,516 14,187 3,072 78,488 70,153 84,076 87,412: 10,212 6,876 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 813: 454 -304 213 -60 1,182 607 1,091: 206 -278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 15.0 3.3 83.2 74.4 89.2 92.7: 10.8 7.3 Old : 100.0: 2.7 15.0 3.3 83.2 74.4 89.2 92.7: 10.8 7.3 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 : 29: 1 3 2 21 21 23 25: Old : 29: 1 3 2 21 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 : 49.0 39.6 69.0 59.1 44.2 38.6 55.4 53.6 Old : 49.0 39.6 69.0 59.1 44.2 38.6 55.4 53.6 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, May 29, 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 : 69,682: 279 69 5,340 52,757 53,080 58,376 58,489: 11,306 11,193 Old : 69,682: 279 69 5,340 52,757 53,080 58,376 58,489: 11,306 11,193 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 3,500: -197 69 407 2,555 1,538 2,765 2,014: 735 1,486 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.1 7.7 75.7 76.2 83.8 83.9: 16.2 16.1 Old : 100.0: 0.4 0.1 7.7 75.7 76.2 83.8 83.9: 16.2 16.1 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 1 2 26 19 28 21: Old : 32: 1 1 2 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 : 29.8 46.5 49.9 61.5 28.3 41.1 46.0 50.8 Old : 29.8 46.5 49.9 61.5 28.3 41.1 46.0 50.8 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, May 29, 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 : 127,982: 12,474 928 5,780 99,634 112,902 117,888 119,610: 10,094 8,372 Old : 127,982: 12,474 928 5,780 99,634 112,902 117,888 119,610: 10,094 8,372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 1,436: -1,863 -364 1,339 1,562 705 1,038 1,680: 398 -244 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 0.7 4.5 77.9 88.2 92.1 93.5: 7.9 6.5 Old : 100.0: 9.7 0.7 4.5 77.9 88.2 92.1 93.5: 7.9 6.5 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 : 38: 3 1 4 25 30 29 34: Old : 38: 3 1 4 25 30 29 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 : 46.4 45.7 62.2 59.4 41.7 42.6 54.4 53.1 Old : 46.4 45.7 62.2 59.4 41.7 42.6 54.4 53.1 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, May 29, 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 : 90,304: 21,200 3,921 6,699 48,444 71,600 76,343 82,220: 13,961 8,084 Old : 90,304: 21,200 3,921 6,699 48,444 71,600 76,343 82,220: 13,961 8,084 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 5,106: 4,280 -100 -514 -112 7,506 3,654 6,892: 1,452 -1,786 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 4.3 7.4 53.6 79.3 84.5 91.0: 15.5 9.0 Old : 100.0: 23.5 4.3 7.4 53.6 79.3 84.5 91.0: 15.5 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 : 30: 2 3 2 19 21 23 24: Old : 30: 2 3 2 19 21 23 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 : 44.1 47.5 60.0 67.2 43.0 44.9 55.3 59.1 Old : 44.1 47.5 60.0 67.2 43.0 44.9 55.3 59.1 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, May 29, 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 : 86,951: 8,035 0 6,976 68,274 72,461 83,285 79,437: 3,666 7,514 Old : 86,951: 8,035 0 6,976 68,274 72,461 83,285 79,437: 3,666 7,514 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 1,262: -65 0 173 974 -129 1,082 44: 180 1,218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 0.0 8.0 78.5 83.3 95.8 91.4: 4.2 8.6 Old : 100.0: 9.2 0.0 8.0 78.5 83.3 95.8 91.4: 4.2 8.6 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 4 19 22 23 26: Old : 31: 4 0 4 19 22 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 : 52.6 48.0 72.0 65.9 45.3 42.0 59.4 57.9 Old : 52.6 48.0 72.0 65.9 45.3 42.0 59.4 57.9 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, May 29, 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 : 71,924: 9,239 0 2,351 55,565 62,172 67,155 64,523: 4,769 7,401 Old : 71,924: 9,239 0 2,351 55,565 62,172 67,155 64,523: 4,769 7,401 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 1,034: 411 0 362 735 1,968 1,508 2,330: -474 -1,296 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 0.0 3.3 77.3 86.4 93.4 89.7: 6.6 10.3 Old : 100.0: 12.8 0.0 3.3 77.3 86.4 93.4 89.7: 6.6 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 : 32: 2 0 2 22 25 24 27: Old : 32: 2 0 2 22 25 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 : 62.4 35.7 78.7 55.4 53.3 35.6 64.2 54.2 Old : 62.4 35.7 78.7 55.4 53.3 35.6 64.2 54.2 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, May 29, 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 : 91,802: 3,029 891 4,899 75,272 75,632 83,200 81,422: 8,602 10,380 Old : 91,802: 3,029 891 4,899 75,272 75,632 83,200 81,422: 8,602 10,380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -1,144: 428 -533 -121 -1,915 775 -1,608 121: 464 -1,265 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 1.0 5.3 82.0 82.4 90.6 88.7: 9.4 11.3 Old : 100.0: 3.3 1.0 5.3 82.0 82.4 90.6 88.7: 9.4 11.3 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 : 40: 2 2 3 26 32 30 35: Old : 40: 2 2 3 26 32 30 35: 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 : 46.0 27.2 65.9 44.2 31.6 21.8 46.8 36.3 Old : 46.0 27.2 65.9 44.2 31.6 21.8 46.8 36.3 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, May 29, 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 : 91,058: 496 7,708 2,232 75,529 70,820 78,257 80,760: 12,801 10,298 Old : 91,058: 496 7,708 2,232 75,529 70,820 78,257 80,760: 12,801 10,298 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 506: 310 60 -1,378 420 1,644 -648 326: 1,154 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 8.5 2.5 82.9 77.8 85.9 88.7: 14.1 11.3 Old : 100.0: 0.5 8.5 2.5 82.9 77.8 85.9 88.7: 14.1 11.3 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 : 33: 1 2 2 22 20 25 22: Old : 33: 1 2 2 22 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 : 41.5 37.9 62.9 61.8 37.6 35.2 56.8 56.1 Old : 41.5 37.9 62.9 61.8 37.6 35.2 56.8 56.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 39,177: 6,924 2,568 1,377 27,667 27,358 35,968 31,303: 3,209 7,874 Old : 39,177: 6,924 2,568 1,377 27,667 27,358 35,968 31,303: 3,209 7,874 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 1,262: 494 0 -90 982 248 1,386 158: -124 1,104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 6.6 3.5 70.6 69.8 91.8 79.9: 8.2 20.1 Old : 100.0: 17.7 6.6 3.5 70.6 69.8 91.8 79.9: 8.2 20.1 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 : 21: 3 1 2 12 11 15 14: Old : 21: 3 1 2 12 11 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 : 49.8 44.6 72.6 67.1 40.9 44.6 61.7 61.7 Old : 49.8 44.6 72.6 67.1 40.9 44.6 61.7 61.7 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, May 29, 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 : 79,868: 9,447 787 2,793 63,194 69,288 75,434 72,868: 4,434 7,000 Old : 79,868: 9,447 787 2,793 63,194 69,288 75,434 72,868: 4,434 7,000 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 1,249: 126 0 -150 1,313 1,355 1,289 1,205: -40 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 1.0 3.5 79.1 86.8 94.4 91.2: 5.6 8.8 Old : 100.0: 11.8 1.0 3.5 79.1 86.8 94.4 91.2: 5.6 8.8 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 : 36: 2 2 3 27 25 31 28: Old : 36: 2 2 3 27 25 31 28: 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 : 38.2 40.9 61.3 59.0 27.7 34.2 41.5 47.0 Old : 38.2 40.9 61.3 59.0 27.7 34.2 41.5 47.0 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, May 29, 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 : 122,558: 6,942 16,703 5,228 101,365 85,362 113,535 107,293: 9,023 15,265 Old : 122,558: 6,942 16,703 5,228 101,365 85,362 113,535 107,293: 9,023 15,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 5,166: 6,014 0 -1,932 1,394 5,947 5,476 4,015: -310 1,151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 13.6 4.3 82.7 69.7 92.6 87.5: 7.4 12.5 Old : 100.0: 5.7 13.6 4.3 82.7 69.7 92.6 87.5: 7.4 12.5 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 : 41: 1 5 3 26 26 29 32: Old : 41: 1 5 3 26 26 29 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 : 42.0 31.4 60.5 48.4 38.0 27.3 55.0 40.5 Old : 42.0 31.4 60.5 48.4 38.0 27.3 55.0 40.5 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, May 29, 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 : 63,083: 0 6,686 1,437 48,878 44,983 50,315 53,106: 12,768 9,977 Old : 63,083: 0 6,686 1,437 48,878 44,983 50,315 53,106: 12,768 9,977 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 1,087: 0 -221 148 984 960 1,132 887: -45 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.6 2.3 77.5 71.3 79.8 84.2: 20.2 15.8 Old : 100.0: 0.0 10.6 2.3 77.5 71.3 79.8 84.2: 20.2 15.8 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: 0 2 2 19 19 21 21: Old : 27: 0 2 2 19 19 21 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 : 40.0 41.6 58.9 65.2 39.6 39.5 56.7 60.5 Old : 40.0 41.6 58.9 65.2 39.6 39.5 56.7 60.5 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, May 29, 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 : 36,875: 0 10,592 0 35,960 25,863 35,960 36,455: 915 420 Old : 36,875: 0 10,592 0 35,960 25,863 35,960 36,455: 915 420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 28.7 0.0 97.5 70.1 97.5 98.9: 2.5 1.1 Old : 100.0: 0.0 28.7 0.0 97.5 70.1 97.5 98.9: 2.5 1.1 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 : 27: 0 2 0 15 14 15 16: Old : 27: 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 : 70.3 58.8 89.5 86.0 65.7 49.5 78.7 74.6 Old : 70.3 58.8 89.5 86.0 65.7 49.5 78.7 74.6 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, May 29, 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 : 30,881: 4,278 390 0 26,363 28,004 30,641 28,394: 240 2,487 Old : 30,881: 4,278 390 0 26,363 28,004 30,641 28,394: 240 2,487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 1.3 0.0 85.4 90.7 99.2 91.9: 0.8 8.1 Old : 100.0: 13.9 1.3 0.0 85.4 90.7 99.2 91.9: 0.8 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 : 26: 3 1 0 13 14 16 15: Old : 26: 3 1 0 13 14 16 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 : 55.9 71.9 81.3 84.4 53.6 66.2 77.9 78.8 Old : 55.9 71.9 81.3 84.4 53.6 66.2 77.9 78.8 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, May 29, 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 : 169,330: 2,819 21,253 16,267 136,727 125,738 155,813 163,258: 13,517 6,072 Old : 169,330: 2,819 21,253 16,267 136,727 125,738 155,813 163,258: 13,517 6,072 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 1,503: -792 152 1,914 -610 -763 512 1,303: 991 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 12.6 9.6 80.7 74.3 92.0 96.4: 8.0 3.6 Old : 100.0: 1.7 12.6 9.6 80.7 74.3 92.0 96.4: 8.0 3.6 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 : 49: 3 6 8 36 36 44 45: Old : 49: 3 6 8 36 36 44 45: 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 : 36.3 34.7 52.2 54.3 33.9 31.4 42.3 42.9 Old : 36.3 34.7 52.2 54.3 33.9 31.4 42.3 42.9 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, May 29, 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 : 95,423: 2,983 5,229 4,516 82,491 73,112 89,990 82,857: 5,433 12,566 Old : 95,423: 2,983 5,229 4,516 82,491 73,112 89,990 82,857: 5,433 12,566 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 2,453: 2,971 -1,547 374 -282 1,436 3,063 263: -610 2,190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 5.5 4.7 86.4 76.6 94.3 86.8: 5.7 13.2 Old : 100.0: 3.1 5.5 4.7 86.4 76.6 94.3 86.8: 5.7 13.2 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 : 34: 2 3 4 22 20 26 25: Old : 34: 2 3 4 22 20 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 : 54.1 37.6 71.5 56.7 51.5 32.3 64.7 49.2 Old : 54.1 37.6 71.5 56.7 51.5 32.3 64.7 49.2 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, May 29, 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 : 61,370: 0 10,772 0 58,984 45,725 58,984 56,497: 2,386 4,873 Old : 61,370: 0 10,772 0 58,984 45,725 58,984 56,497: 2,386 4,873 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 5,047: 0 2,448 0 5,686 3,024 5,686 5,472: -639 -425 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 17.6 0.0 96.1 74.5 96.1 92.1: 3.9 7.9 Old : 100.0: 0.0 17.6 0.0 96.1 74.5 96.1 92.1: 3.9 7.9 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 : 28: 0 2 0 18 18 18 20: Old : 28: 0 2 0 18 18 18 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 : 67.6 49.0 86.2 72.5 66.9 48.2 79.8 67.0 Old : 67.6 49.0 86.2 72.5 66.9 48.2 79.8 67.0 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, May 29, 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 : 281,642: 13,884 857 8,073 250,593 263,072 272,550 272,002: 9,092 9,640 Old : 281,642: 13,884 857 8,073 250,593 263,072 272,550 272,002: 9,092 9,640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 661: -3,044 377 -432 5,219 600 1,743 545: -1,082 116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 0.3 2.9 89.0 93.4 96.8 96.6: 3.2 3.4 Old : 100.0: 4.9 0.3 2.9 89.0 93.4 96.8 96.6: 3.2 3.4 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 : 63: 6 2 7 45 48 52 56: Old : 63: 6 2 7 45 48 52 56: 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 : 36.0 51.7 55.4 63.7 33.6 44.7 48.6 54.4 Old : 36.0 51.7 55.4 63.7 33.6 44.7 48.6 54.4 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, May 29, 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 : 186,774: 7,035 8,137 15,633 149,961 155,382 172,629 179,152: 14,145 7,622 Old : 186,774: 7,035 8,137 15,633 149,961 155,382 172,629 179,152: 14,145 7,622 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -190: 142 306 -372 570 202 340 136: -530 -326 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 4.4 8.4 80.3 83.2 92.4 95.9: 7.6 4.1 Old : 100.0: 3.8 4.4 8.4 80.3 83.2 92.4 95.9: 7.6 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 : 47: 2 3 4 38 33 42 38: Old : 47: 2 3 4 38 33 42 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 : 33.3 38.6 49.3 60.7 27.2 34.6 39.0 46.5 Old : 33.3 38.6 49.3 60.7 27.2 34.6 39.0 46.5 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, May 29, 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 : 188,212: 9,721 5,519 14,584 140,553 154,863 164,858 174,966: 23,354 13,246 Old : 188,212: 9,721 5,519 14,584 140,553 154,863 164,858 174,966: 23,354 13,246 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 4,991: -544 -1,463 814 4,202 6,055 4,472 5,406: 519 -415 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 2.9 7.7 74.7 82.3 87.6 93.0: 12.4 7.0 Old : 100.0: 5.2 2.9 7.7 74.7 82.3 87.6 93.0: 12.4 7.0 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 : 45: 3 4 5 32 34 38 40: Old : 45: 3 4 5 32 34 38 40: 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 : 32.3 44.1 49.0 59.8 29.4 41.6 44.6 54.1 Old : 32.3 44.1 49.0 59.8 29.4 41.6 44.6 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 57,327: 0 4,172 1,687 44,711 39,274 46,398 45,133: 10,929 12,194 Old : 57,327: 0 4,172 1,687 44,711 39,274 46,398 45,133: 10,929 12,194 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 1,686: 0 966 -471 3,805 1,375 3,334 1,870: -1,648 -184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.3 2.9 78.0 68.5 80.9 78.7: 19.1 21.3 Old : 100.0: 0.0 7.3 2.9 78.0 68.5 80.9 78.7: 19.1 21.3 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 : 24: 0 1 1 20 19 21 20: Old : 24: 0 1 1 20 19 21 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 : 45.2 42.4 62.6 61.0 37.7 36.8 52.8 52.5 Old : 45.2 42.4 62.6 61.0 37.7 36.8 52.8 52.5 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, May 29, 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 : 254,925: 31,894 5,896 24,516 183,028 212,740 239,438 243,152: 15,487 11,773 Old : 254,925: 31,894 5,896 24,516 183,028 212,740 239,438 243,152: 15,487 11,773 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -2,258: 1,579 233 211 -964 -1,384 826 -940: -3,084 -1,318 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 2.3 9.6 71.8 83.5 93.9 95.4: 6.1 4.6 Old : 100.0: 12.5 2.3 9.6 71.8 83.5 93.9 95.4: 6.1 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 : 56: 7 4 7 41 41 52 48: Old : 56: 7 4 7 41 41 52 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 : 29.7 35.9 44.4 51.3 23.5 28.9 34.2 39.1 Old : 29.7 35.9 44.4 51.3 23.5 28.9 34.2 39.1 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, May 29, 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 : 66,940: 1,472 4,431 4,903 53,282 47,961 59,657 57,295: 7,283 9,645 Old : 66,940: 1,472 4,431 4,903 53,282 47,961 59,657 57,295: 7,283 9,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -642: 641 -1,947 1,557 -2,720 -252 -522 -642: -120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 6.6 7.3 79.6 71.6 89.1 85.6: 10.9 14.4 Old : 100.0: 2.2 6.6 7.3 79.6 71.6 89.1 85.6: 10.9 14.4 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 : 30: 2 1 3 23 22 26 25: Old : 30: 2 1 3 23 22 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 : 36.8 28.6 59.1 49.4 32.8 22.4 45.5 36.1 Old : 36.8 28.6 59.1 49.4 32.8 22.4 45.5 36.1 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, May 29, 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 : 2,570,843: 197,551 66,060 809,963 1,527,554 1,678,105 2,535,068 2,554,128: 35,775 16,715 Old : 2,570,843: 197,551 66,060 809,963 1,527,554 1,678,105 2,535,068 2,554,128: 35,775 16,715 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 20,958: -13,035 1,778 13,523 16,703 3,879 17,191 19,180: 3,767 1,778 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 2.6 31.5 59.4 65.3 98.6 99.3: 1.4 0.7 Old : 100.0: 7.7 2.6 31.5 59.4 65.3 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 : 170: 36 19 44 109 94 162 141: Old : 170: 36 19 44 109 94 162 141: 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 : 30.7 39.3 44.1 53.5 7.6 18.2 12.6 21.8 Old : 30.7 39.3 44.1 53.5 7.6 18.2 12.6 21.8 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, May 29, 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 : 993,663: 103,080 279,188 166,908 720,656 544,296 990,644 990,392: 3,019 3,271 Old : 993,663: 103,080 279,188 166,908 720,656 544,296 990,644 990,392: 3,019 3,271 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -72,870: -17,164 -37,722 -20,619 -34,713 -14,462 -72,496 -72,803: -374 -67 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 28.1 16.8 72.5 54.8 99.7 99.7: 0.3 0.3 Old : 100.0: 10.4 28.1 16.8 72.5 54.8 99.7 99.7: 0.3 0.3 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: 15 20 26 39 38 68 70: Old : 75: 15 20 26 39 38 68 70: 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 : 50.6 40.3 66.8 62.3 38.0 26.3 47.0 39.4 Old : 50.6 40.3 66.8 62.3 38.0 26.3 47.0 39.4 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, May 29, 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 : 95,807: 2,429 1,218 3,831 88,599 90,059 94,859 95,108: 948 698 Old : 95,807: 2,429 1,218 3,831 88,599 90,059 94,859 95,108: 948 698 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 1,252: 121 74 -63 889 914 947 925: 306 327 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 1.3 4.0 92.5 94.0 99.0 99.3: 1.0 0.7 Old : 100.0: 2.5 1.3 4.0 92.5 94.0 99.0 99.3: 1.0 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 : 57: 7 5 9 42 37 53 47: Old : 57: 7 5 9 42 37 53 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 : 47.7 43.6 70.4 68.4 15.2 16.0 19.9 22.2 Old : 47.7 43.6 70.4 68.4 15.2 16.0 19.9 22.2 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, May 29, 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 : 17,619: 810 0 726 16,018 16,662 17,554 17,388: 65 231 Old : 17,619: 810 0 726 16,018 16,662 17,554 17,388: 65 231 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 128: 0 0 0 128 128 128 128: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 0.0 4.1 90.9 94.6 99.6 98.7: 0.4 1.3 Old : 100.0: 4.6 0.0 4.1 90.9 94.6 99.6 98.7: 0.4 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 : 26: 1 0 1 14 19 15 20: Old : 26: 1 0 1 14 19 15 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 : 63.6 76.5 87.1 91.1 39.4 60.9 59.6 64.5 Old : 63.6 76.5 87.1 91.1 39.4 60.9 59.6 64.5 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, May 29, 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 : 19,363: 1,820 0 244 16,818 18,186 18,882 18,430: 482 933 Old : 19,363: 1,820 0 244 16,818 18,186 18,882 18,430: 482 933 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -4: -21 0 11 -4 -26 -14 -16: 10 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 0.0 1.3 86.9 93.9 97.5 95.2: 2.5 4.8 Old : 100.0: 9.4 0.0 1.3 86.9 93.9 97.5 95.2: 2.5 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 : 27: 2 0 2 19 19 21 21: Old : 27: 2 0 2 19 19 21 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 : 57.5 53.4 78.6 73.9 39.3 32.2 52.7 44.4 Old : 57.5 53.4 78.6 73.9 39.3 32.2 52.7 44.4 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, May 29, 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 : 13,335: 960 384 134 11,505 12,655 12,599 13,173: 736 162 Old : 13,335: 960 384 134 11,505 12,655 12,599 13,173: 736 162 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -588: 0 324 24 -578 -608 -554 -260: -34 -328 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 2.9 1.0 86.3 94.9 94.5 98.8: 5.5 1.2 Old : 100.0: 7.2 2.9 1.0 86.3 94.9 94.5 98.8: 5.5 1.2 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 : 24: 1 2 2 16 14 18 17: Old : 24: 1 2 2 16 14 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 : 47.9 76.2 72.0 88.5 44.6 69.4 62.1 78.5 Old : 47.9 76.2 72.0 88.5 44.6 69.4 62.1 78.5 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, May 29, 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 : 30,535: 973 100 503 27,899 29,410 29,375 30,013: 1,160 522 Old : 30,535: 973 100 503 27,899 29,410 29,375 30,013: 1,160 522 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 72: 0 0 0 -178 -168 -178 -168: 250 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 0.3 1.6 91.4 96.3 96.2 98.3: 3.8 1.7 Old : 100.0: 3.2 0.3 1.6 91.4 96.3 96.2 98.3: 3.8 1.7 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 : 33: 2 1 2 23 22 26 24: Old : 33: 2 1 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 : 52.0 48.7 70.8 71.6 38.1 36.3 49.5 51.2 Old : 52.0 48.7 70.8 71.6 38.1 36.3 49.5 51.2 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, May 29, 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 : 27,156: 280 704 1,520 24,560 24,518 26,360 26,742: 796 414 Old : 27,156: 280 704 1,520 24,560 24,518 26,360 26,742: 796 414 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -340: -60 40 -20 -280 -390 -360 -370: 20 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 2.6 5.6 90.4 90.3 97.1 98.5: 2.9 1.5 Old : 100.0: 1.0 2.6 5.6 90.4 90.3 97.1 98.5: 2.9 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 : 23: 1 2 1 17 16 19 18: Old : 23: 1 2 1 17 16 19 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 : 58.6 57.6 77.2 83.0 39.0 43.6 51.2 55.9 Old : 58.6 57.6 77.2 83.0 39.0 43.6 51.2 55.9 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, May 29, 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 : 10,506: 0 288 552 9,172 9,030 9,724 9,870: 782 636 Old : 10,506: 0 288 552 9,172 9,030 9,724 9,870: 782 636 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 10: 0 0 0 10 10 10 10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.7 5.3 87.3 86.0 92.6 93.9: 7.4 6.1 Old : 100.0: 0.0 2.7 5.3 87.3 86.0 92.6 93.9: 7.4 6.1 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 : 21: 0 2 2 14 14 16 16: Old : 21: 0 2 2 14 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 : 59.8 56.6 82.3 78.7 52.8 45.1 59.5 54.0 Old : 59.8 56.6 82.3 78.7 52.8 45.1 59.5 54.0 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, May 29, 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 : 2,241,823: 200,089 131,250 580,584 1,382,586 1,451,769 2,163,259 2,163,603: 78,564 78,220 Old : 2,241,823: 200,089 131,250 580,584 1,382,586 1,451,769 2,163,259 2,163,603: 78,564 78,220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 58,270: -2,708 20,149 23,378 36,600 21,772 57,270 65,299: 1,000 -7,029 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 5.9 25.9 61.7 64.8 96.5 96.5: 3.5 3.5 Old : 100.0: 8.9 5.9 25.9 61.7 64.8 96.5 96.5: 3.5 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 : 355: 116 111 169 94 100 299 316: Old : 355: 116 111 169 94 100 299 316: 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 : 23.0 23.0 33.5 32.5 7.3 4.9 10.3 8.3 Old : 23.0 23.0 33.5 32.5 7.3 4.9 10.3 8.3 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, May 29, 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 : 97,357: 23,911 9,531 3,163 44,143 46,558 71,217 59,252: 26,140 38,105 Old : 97,357: 23,911 9,531 3,163 44,143 46,558 71,217 59,252: 26,140 38,105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 1,928: 784 917 -16 -34 189 734 1,090: 1,194 838 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 9.8 3.2 45.3 47.8 73.2 60.9: 26.8 39.1 Old : 100.0: 24.6 9.8 3.2 45.3 47.8 73.2 60.9: 26.8 39.1 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 : 20: 3 3 4 14 13 19 18: Old : 20: 3 3 4 14 13 19 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 : 43.7 34.2 61.0 50.1 42.5 32.8 57.1 46.8 Old : 43.7 34.2 61.0 50.1 42.5 32.8 57.1 46.8 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, May 29, 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 : 18,845: 0 50 0 18,695 18,795 18,695 18,845: 150 0 Old : 18,845: 0 50 0 18,695 18,795 18,695 18,845: 150 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 400: 0 50 0 400 350 400 400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.0 99.2 99.7 99.2 100.0: 0.8 0.0 Old : 100.0: 0.0 0.3 0.0 99.2 99.7 99.2 100.0: 0.8 0.0 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 : 29: 0 1 0 22 21 22 22: Old : 29: 0 1 0 22 21 22 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 : 64.7 68.6 83.8 86.2 9.3 13.5 14.6 16.7 Old : 64.7 68.6 83.8 86.2 9.3 13.5 14.6 16.7 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, May 29, 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 : 70,875: 2,966 15,978 20,391 42,323 29,051 65,680 65,420: 5,195 5,455 Old : 70,875: 2,966 15,978 20,391 42,323 29,051 65,680 65,420: 5,195 5,455 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 5,854: 315 128 2,654 2,678 2,608 5,647 5,390: 207 464 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 22.5 28.8 59.7 41.0 92.7 92.3: 7.3 7.7 Old : 100.0: 4.2 22.5 28.8 59.7 41.0 92.7 92.3: 7.3 7.7 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: 5 9 12 17 17 30 30: Old : 31: 5 9 12 17 17 30 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 : 39.1 39.2 59.4 61.3 13.3 18.5 20.3 23.1 Old : 39.1 39.2 59.4 61.3 13.3 18.5 20.3 23.1 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, May 29, 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 : 19,332: 12,374 2,349 554 3,942 16,274 16,870 19,177: 2,462 155 Old : 19,332: 12,374 2,349 554 3,942 16,274 16,870 19,177: 2,462 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 226: -143 22 47 493 394 397 463: -171 -237 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 12.2 2.9 20.4 84.2 87.3 99.2: 12.7 0.8 Old : 100.0: 64.0 12.2 2.9 20.4 84.2 87.3 99.2: 12.7 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 : 127: 73 11 5 20 27 98 42: Old : 127: 73 11 5 20 27 98 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 : 33.9 44.6 47.1 67.9 33.9 44.1 46.7 66.5 Old : 33.9 44.6 47.1 67.9 33.9 44.1 46.7 66.5 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, May 29, 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 : 14,738: 9,483 1,023 521 1,888 12,442 11,892 13,986: 2,846 752 Old : 14,738: 9,483 1,023 521 1,888 12,442 11,892 13,986: 2,846 752 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -403: -765 -260 407 -174 -539 -532 -392: 129 -11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.3 6.9 3.5 12.8 84.4 80.7 94.9: 19.3 5.1 Old : 100.0: 64.3 6.9 3.5 12.8 84.4 80.7 94.9: 19.3 5.1 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 : 79: 37 8 7 8 26 50 39: Old : 79: 37 8 7 8 26 50 39: 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 : 32.7 39.6 44.8 55.6 32.3 39.6 44.5 55.6 Old : 32.7 39.6 44.8 55.6 32.3 39.6 44.5 55.6 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, May 29, 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 : 224,843: 45,202 16,342 38,562 113,496 145,539 197,260 200,443: 27,582 24,399 Old : 224,843: 45,202 16,342 38,562 113,496 145,539 197,260 200,443: 27,582 24,399 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -23,891: -1,129 -1,715 -12,989 -8,254 -8,812 -22,372 -23,516: -1,520 -375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 7.3 17.2 50.5 64.7 87.7 89.1: 12.3 10.9 Old : 100.0: 20.1 7.3 17.2 50.5 64.7 87.7 89.1: 12.3 10.9 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 : 203: 72 30 48 79 89 173 149: Old : 203: 72 30 48 79 89 173 149: 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 : 19.0 18.2 30.3 28.8 11.5 11.6 18.3 17.8 Old : 19.0 18.2 30.3 28.8 11.5 11.6 18.3 17.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 4,000: 300 75 0 3,700 3,775 4,000 3,850: 0 150 Old : 4,000: 300 75 0 3,700 3,775 4,000 3,850: 0 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 1.9 0.0 92.5 94.4 100.0 96.3: 0.0 3.8 Old : 100.0: 7.5 1.9 0.0 92.5 94.4 100.0 96.3: 0.0 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 : 21: 1 1 0 11 14 12 15: Old : 21: 1 1 0 11 14 12 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 : 70.0 63.8 90.6 81.9 58.1 60.0 70.6 68.1 Old : 70.0 63.8 90.6 81.9 58.1 60.0 70.6 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2007