GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 8,474: 1,650 0 175 5,449 8,249 7,274 8,424: 1,200 50 Old : 8,474: 1,650 0 175 5,449 8,249 7,274 8,424: 1,200 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : -125: 0 0 0 -125 -75 -125 -75: 0 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 0.0 2.1 64.3 97.3 85.8 99.4: 14.2 0.6 Old : 100.0: 19.5 0.0 2.1 64.3 97.3 85.8 99.4: 14.2 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 : 24: 1 0 2 16 17 18 19: Old : 24: 1 0 2 16 17 18 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 : 61.8 62.4 75.5 84.2 50.5 55.1 59.3 68.3 Old : 61.8 62.4 75.5 84.2 50.5 55.1 59.3 68.3 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, June 12, 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 : 15,693: 0 5,932 21 15,202 8,129 15,223 14,082: 470 1,611 Old : 15,693: 0 5,932 21 15,202 8,129 15,223 14,082: 470 1,611 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 837: 0 680 0 797 157 797 837: 40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 37.8 0.1 96.9 51.8 97.0 89.7: 3.0 10.3 Old : 100.0: 0.0 37.8 0.1 96.9 51.8 97.0 89.7: 3.0 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 : 35: 0 2 1 28 27 29 29: Old : 35: 0 2 1 28 27 29 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 : 54.7 53.3 75.5 68.6 44.8 44.6 55.3 49.9 Old : 54.7 53.3 75.5 68.6 44.8 44.6 55.3 49.9 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, June 12, 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 : 3,164: 0 0 0 2,740 2,630 2,740 2,630: 424 534 Old : 3,164: 0 0 0 2,740 2,630 2,740 2,630: 424 534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 288: 0 -15 -40 364 349 324 294: -36 -6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 86.6 83.1 86.6 83.1: 13.4 16.9 Old : 100.0: 0.0 0.0 0.0 86.6 83.1 86.6 83.1: 13.4 16.9 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 : 29: 0 0 0 26 28 26 28: Old : 29: 0 0 0 26 28 26 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 : 35.7 33.8 55.7 52.1 31.1 31.3 41.2 43.3 Old : 35.7 33.8 55.7 52.1 31.1 31.3 41.2 43.3 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, June 12, 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 : 228,373: 28,345 22,104 33,541 131,530 144,035 193,416 199,679: 34,957 28,694 Old : 228,373: 28,345 22,104 33,541 131,530 144,035 193,416 199,679: 34,957 28,694 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 361: -10,603 -1,425 911 9,751 20 59 -495: 302 856 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 9.7 14.7 57.6 63.1 84.7 87.4: 15.3 12.6 Old : 100.0: 12.4 9.7 14.7 57.6 63.1 84.7 87.4: 15.3 12.6 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 : 144: 40 29 33 66 68 123 114: Old : 144: 40 29 33 66 68 123 114: 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 : 21.0 23.3 32.0 34.1 15.0 13.0 22.2 19.4 Old : 21.0 23.3 32.0 34.1 15.0 13.0 22.2 19.4 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, June 12, 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 : 1,237,292: 77,464 158,712 478,731 614,403 564,865 1,170,598 1,202,308: 66,694 34,984 Old : 1,237,292: 77,464 158,712 478,731 614,403 564,865 1,170,598 1,202,308: 66,694 34,984 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : -3,087: 1,315 11,660 -9,147 4,546 -7,198 -3,286 -4,684: 199 1,597 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 12.8 38.7 49.7 45.7 94.6 97.2: 5.4 2.8 Old : 100.0: 6.3 12.8 38.7 49.7 45.7 94.6 97.2: 5.4 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 238: 64 79 94 86 81 205 204: Old : 238: 64 79 94 86 81 205 204: 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 35.7 48.4 52.5 7.9 8.7 12.0 12.7 Old : 35.2 35.7 48.4 52.5 7.9 8.7 12.0 12.7 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, June 12, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 87,728: 1,787 14,326 2,550 75,938 65,060 80,275 81,936: 7,453 5,792 Old : 87,728: 1,787 14,326 2,550 75,938 65,060 80,275 81,936: 7,453 5,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : -335: -644 152 -243 3,136 461 2,249 370: -2,584 -705 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 16.3 2.9 86.6 74.2 91.5 93.4: 8.5 6.6 Old : 100.0: 2.0 16.3 2.9 86.6 74.2 91.5 93.4: 8.5 6.6 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: 1 4 2 23 21 25 26: Old : 31: 1 4 2 23 21 25 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 : 48.8 39.6 68.2 59.7 43.7 38.2 54.7 53.6 Old : 48.8 39.6 68.2 59.7 43.7 38.2 54.7 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, June 12, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 76,173: 0 4,148 4,024 65,122 58,614 69,146 66,786: 7,027 9,387 Old : 76,173: 0 4,148 4,024 65,122 58,614 69,146 66,786: 7,027 9,387 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 6,250: 0 3,705 -533 7,540 4,267 7,007 7,439: -757 -1,189 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.4 5.3 85.5 76.9 90.8 87.7: 9.2 12.3 Old : 100.0: 0.0 5.4 5.3 85.5 76.9 90.8 87.7: 9.2 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 : 35: 0 2 2 24 21 26 23: Old : 35: 0 2 2 24 21 26 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 47.7 53.9 63.6 33.0 40.5 53.4 54.5 Old : 33.5 47.7 53.9 63.6 33.0 40.5 53.4 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 119,595: 11,396 281 5,542 94,073 107,770 111,011 113,593: 8,584 6,002 Old : 119,595: 11,396 281 5,542 94,073 107,770 111,011 113,593: 8,584 6,002 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : -544: 219 -188 -523 -178 167 -482 -544: -62 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 0.2 4.6 78.7 90.1 92.8 95.0: 7.2 5.0 Old : 100.0: 9.5 0.2 4.6 78.7 90.1 92.8 95.0: 7.2 5.0 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 : 41: 4 1 5 26 30 31 35: Old : 41: 4 1 5 26 30 31 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 : 47.1 45.6 61.9 60.5 42.7 42.7 55.5 53.2 Old : 47.1 45.6 61.9 60.5 42.7 42.7 55.5 53.2 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, June 12, 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 : 93,144: 10,817 5,853 10,650 60,540 69,454 82,007 85,957: 11,137 7,187 Old : 93,144: 10,817 5,853 10,650 60,540 69,454 82,007 85,957: 11,137 7,187 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 794: -496 2,736 -1,880 3,266 -186 890 670: -96 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 6.3 11.4 65.0 74.6 88.0 92.3: 12.0 7.7 Old : 100.0: 11.6 6.3 11.4 65.0 74.6 88.0 92.3: 12.0 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: 1 3 3 21 21 25 24: Old : 31: 1 3 3 21 21 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 46.8 62.0 67.1 44.0 44.3 54.8 56.1 Old : 46.9 46.8 62.0 67.1 44.0 44.3 54.8 56.1 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, June 12, 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 : 79,948: 5,226 1,102 6,747 63,619 65,852 75,592 73,701: 4,356 6,247 Old : 79,948: 5,226 1,102 6,747 63,619 65,852 75,592 73,701: 4,356 6,247 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : -250: -1,831 1,005 475 1,106 -1,912 -250 -432: 0 182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 1.4 8.4 79.6 82.4 94.6 92.2: 5.4 7.8 Old : 100.0: 6.5 1.4 8.4 79.6 82.4 94.6 92.2: 5.4 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 : 29: 2 2 4 18 19 22 23: Old : 29: 2 2 4 18 19 22 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 : 54.8 47.6 72.3 64.9 47.2 41.3 59.8 55.8 Old : 54.8 47.6 72.3 64.9 47.2 41.3 59.8 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 68,769: 11,612 0 1,850 49,387 57,770 62,849 59,620: 5,920 9,149 Old : 68,769: 11,612 0 1,850 49,387 57,770 62,849 59,620: 5,920 9,149 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 2,988: 1,736 0 -370 1,246 1,332 2,612 962: 376 2,026 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 0.0 2.7 71.8 84.0 91.4 86.7: 8.6 13.3 Old : 100.0: 16.9 0.0 2.7 71.8 84.0 91.4 86.7: 8.6 13.3 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: 2 0 1 20 21 22 22: Old : 29: 2 0 1 20 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 : 62.7 36.6 79.5 55.2 55.2 36.3 65.5 52.3 Old : 62.7 36.6 79.5 55.2 55.2 36.3 65.5 52.3 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, June 12, 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 : 91,884: 3,082 940 4,022 75,838 77,050 82,942 82,012: 8,942 9,872 Old : 91,884: 3,082 940 4,022 75,838 77,050 82,942 82,012: 8,942 9,872 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 2,185: 1,297 77 -144 -1,406 1,522 -253 1,455: 2,438 730 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 1.0 4.4 82.5 83.9 90.3 89.3: 9.7 10.7 Old : 100.0: 3.4 1.0 4.4 82.5 83.9 90.3 89.3: 9.7 10.7 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 : 39: 3 2 2 23 27 27 30: Old : 39: 3 2 2 23 27 27 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 : 47.7 27.1 65.8 43.5 34.5 20.6 46.9 35.8 Old : 47.7 27.1 65.8 43.5 34.5 20.6 46.9 35.8 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, June 12, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 87,625: 1,216 9,380 2,817 71,555 64,273 75,588 76,470: 12,037 11,155 Old : 87,625: 1,216 9,380 2,817 71,555 64,273 75,588 76,470: 12,037 11,155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 861: 0 -642 230 763 1,512 993 1,100: -132 -239 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 10.7 3.2 81.7 73.4 86.3 87.3: 13.7 12.7 Old : 100.0: 1.4 10.7 3.2 81.7 73.4 86.3 87.3: 13.7 12.7 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: 1 4 2 21 19 24 23: Old : 33: 1 4 2 21 19 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 37.7 59.9 61.9 38.0 32.4 54.9 51.1 Old : 39.9 37.7 59.9 61.9 38.0 32.4 54.9 51.1 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, June 12, 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 : 36,624: 5,841 2,692 1,235 26,453 25,970 33,529 29,897: 3,095 6,727 Old : 36,624: 5,841 2,692 1,235 26,453 25,970 33,529 29,897: 3,095 6,727 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 566: -763 0 535 580 0 352 535: 214 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 7.4 3.4 72.2 70.9 91.5 81.6: 8.5 18.4 Old : 100.0: 15.9 7.4 3.4 72.2 70.9 91.5 81.6: 8.5 18.4 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 : 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 : 46.9 45.6 72.0 69.2 36.1 45.6 57.4 61.4 Old : 46.9 45.6 72.0 69.2 36.1 45.6 57.4 61.4 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, June 12, 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 : 79,712: 11,476 513 2,119 60,959 69,408 74,554 72,040: 5,158 7,672 Old : 79,712: 11,476 513 2,119 60,959 69,408 74,554 72,040: 5,158 7,672 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 1,165: 1,493 0 -672 200 497 1,021 -175: 144 1,340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 0.6 2.7 76.5 87.1 93.5 90.4: 6.5 9.6 Old : 100.0: 14.4 0.6 2.7 76.5 87.1 93.5 90.4: 6.5 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 2 2 25 22 28 25: Old : 34: 2 2 2 25 22 28 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 : 39.7 44.7 62.2 61.2 32.0 37.9 46.0 50.5 Old : 39.7 44.7 62.2 61.2 32.0 37.9 46.0 50.5 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, June 12, 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 : 116,588: 5,361 10,752 5,165 96,051 87,080 106,577 102,997: 10,011 13,591 Old : 116,588: 5,361 10,752 5,165 96,051 87,080 106,577 102,997: 10,011 13,591 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 1,691: -297 -1,667 117 2,174 4,932 1,994 3,382: -303 -1,691 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 9.2 4.4 82.4 74.7 91.4 88.3: 8.6 11.7 Old : 100.0: 4.6 9.2 4.4 82.4 74.7 91.4 88.3: 8.6 11.7 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 : 41: 2 3 3 27 28 30 33: Old : 41: 2 3 3 27 28 30 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 : 39.6 28.6 58.6 47.3 36.0 26.2 52.0 44.5 Old : 39.6 28.6 58.6 47.3 36.0 26.2 52.0 44.5 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, June 12, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 59,427: 0 4,962 1,412 46,830 43,457 48,242 49,831: 11,185 9,596 Old : 59,427: 0 4,962 1,412 46,830 43,457 48,242 49,831: 11,185 9,596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 169: 0 0 -62 127 -38 65 -100: 104 269 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.3 2.4 78.8 73.1 81.2 83.9: 18.8 16.1 Old : 100.0: 0.0 8.3 2.4 78.8 73.1 81.2 83.9: 18.8 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 : 28: 0 2 2 19 20 21 22: Old : 28: 0 2 2 19 20 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.2 38.6 60.6 62.6 41.2 36.4 58.1 57.8 Old : 42.2 38.6 60.6 62.6 41.2 36.4 58.1 57.8 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, June 12, 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 : 159,548: 2,490 16,135 19,342 125,912 117,718 147,744 153,195: 11,804 6,353 Old : 159,548: 2,490 16,135 19,342 125,912 117,718 147,744 153,195: 11,804 6,353 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : -86: 453 -1,998 560 -1,251 1,169 -238 -269: 152 183 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 10.1 12.1 78.9 73.8 92.6 96.0: 7.4 4.0 Old : 100.0: 1.6 10.1 12.1 78.9 73.8 92.6 96.0: 7.4 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 2 6 7 35 36 42 44: Old : 48: 2 6 7 35 36 42 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 31.5 52.6 51.9 31.1 25.9 40.1 37.8 Old : 34.9 31.5 52.6 51.9 31.1 25.9 40.1 37.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 89,072: 474 5,446 4,469 77,742 69,539 82,685 79,454: 6,387 9,618 Old : 89,072: 474 5,446 4,469 77,742 69,539 82,685 79,454: 6,387 9,618 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 565: 462 -991 757 -778 799 441 565: 124 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 6.1 5.0 87.3 78.1 92.8 89.2: 7.2 10.8 Old : 100.0: 0.5 6.1 5.0 87.3 78.1 92.8 89.2: 7.2 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 : 33: 2 3 4 21 22 25 27: Old : 33: 2 3 4 21 22 25 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 : 56.4 36.9 70.8 55.3 54.1 31.6 65.0 48.0 Old : 56.4 36.9 70.8 55.3 54.1 31.6 65.0 48.0 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, June 12, 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 : 62,051: 6,700 8,488 0 53,054 49,355 59,754 57,843: 2,297 4,208 Old : 62,051: 6,700 8,488 0 53,054 49,355 59,754 57,843: 2,297 4,208 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 1,746: 620 -364 0 912 2,110 1,532 1,746: 214 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 13.7 0.0 85.5 79.5 96.3 93.2: 3.7 6.8 Old : 100.0: 10.8 13.7 0.0 85.5 79.5 96.3 93.2: 3.7 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 1 0 12 16 14 17: Old : 23: 2 1 0 12 16 14 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 : 64.2 50.9 86.9 77.9 54.8 49.9 70.3 65.0 Old : 64.2 50.9 86.9 77.9 54.8 49.9 70.3 65.0 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, June 12, 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 : 278,566: 19,244 2,119 4,419 244,911 260,828 268,574 267,366: 9,992 11,200 Old : 278,566: 19,244 2,119 4,419 244,911 260,828 268,574 267,366: 9,992 11,200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 7,863: 3,961 554 -262 3,986 7,308 7,685 7,600: 178 263 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 0.8 1.6 87.9 93.6 96.4 96.0: 3.6 4.0 Old : 100.0: 6.9 0.8 1.6 87.9 93.6 96.4 96.0: 3.6 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 59: 4 2 5 42 47 47 53: Old : 59: 4 2 5 42 47 47 53: 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 : 34.6 52.8 55.1 64.7 31.4 45.7 48.4 55.6 Old : 34.6 52.8 55.1 64.7 31.4 45.7 48.4 55.6 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, June 12, 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 : 177,266: 6,044 8,672 13,648 141,791 146,238 161,483 168,558: 15,783 8,708 Old : 177,266: 6,044 8,672 13,648 141,791 146,238 161,483 168,558: 15,783 8,708 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : -964: -210 1,054 -1,148 394 -1,024 -964 -1,118: 0 154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 4.9 7.7 80.0 82.5 91.1 95.1: 8.9 4.9 Old : 100.0: 3.4 4.9 7.7 80.0 82.5 91.1 95.1: 8.9 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 1 4 4 36 32 40 37: Old : 45: 1 4 4 36 32 40 37: 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 : 35.4 39.5 50.3 61.5 29.9 34.5 41.6 48.0 Old : 35.4 39.5 50.3 61.5 29.9 34.5 41.6 48.0 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, June 12, 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 : 176,577: 8,329 10,448 10,006 132,512 144,716 150,847 165,170: 25,730 11,407 Old : 176,577: 8,329 10,448 10,006 132,512 144,716 150,847 165,170: 25,730 11,407 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 3,118: -547 2,300 -408 3,060 300 2,105 2,192: 1,013 926 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 5.9 5.7 75.0 82.0 85.4 93.5: 14.6 6.5 Old : 100.0: 4.7 5.9 5.7 75.0 82.0 85.4 93.5: 14.6 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 : 46: 3 4 5 35 32 41 38: Old : 46: 3 4 5 35 32 41 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 : 30.7 41.5 47.4 58.1 27.5 39.4 43.0 51.4 Old : 30.7 41.5 47.4 58.1 27.5 39.4 43.0 51.4 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, June 12, 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 : 56,171: 0 2,021 2,157 37,218 38,908 39,375 43,086: 16,796 13,085 Old : 56,171: 0 2,021 2,157 37,218 38,908 39,375 43,086: 16,796 13,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 1,819: 0 -242 -200 -796 1,783 -996 1,341: 2,815 478 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.6 3.8 66.3 69.3 70.1 76.7: 29.9 23.3 Old : 100.0: 0.0 3.6 3.8 66.3 69.3 70.1 76.7: 29.9 23.3 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: 0 1 1 17 14 18 15: Old : 20: 0 1 1 17 14 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 39.5 54.2 62.3 33.5 33.9 46.2 48.8 Old : 37.7 39.5 54.2 62.3 33.5 33.9 46.2 48.8 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, June 12, 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 : 241,847: 28,846 7,548 21,157 174,130 194,990 224,133 223,695: 17,714 18,152 Old : 241,847: 28,846 7,548 21,157 174,130 194,990 224,133 223,695: 17,714 18,152 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 2,409: -1,535 36 1,331 3,001 1,473 2,797 2,840: -388 -431 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 3.1 8.7 72.0 80.6 92.7 92.5: 7.3 7.5 Old : 100.0: 11.9 3.1 8.7 72.0 80.6 92.7 92.5: 7.3 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 6 3 6 38 39 47 45: Old : 52: 6 3 6 38 39 47 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 : 31.1 34.6 45.3 52.0 23.7 30.3 35.9 40.6 Old : 31.1 34.6 45.3 52.0 23.7 30.3 35.9 40.6 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, June 12, 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 : 65,648: 1,324 3,681 4,540 53,381 51,312 59,245 59,533: 6,403 6,115 Old : 65,648: 1,324 3,681 4,540 53,381 51,312 59,245 59,533: 6,403 6,115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 2,360: -376 0 -120 3,313 4,618 2,817 4,498: -457 -2,138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 5.6 6.9 81.3 78.2 90.2 90.7: 9.8 9.3 Old : 100.0: 2.0 5.6 6.9 81.3 78.2 90.2 90.7: 9.8 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 : 33: 2 1 3 24 27 27 30: Old : 33: 2 1 3 24 27 27 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 : 33.5 30.1 56.8 49.8 31.6 22.4 44.3 36.1 Old : 33.5 30.1 56.8 49.8 31.6 22.4 44.3 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, June 12, 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 : 2,500,575: 228,443 42,278 791,822 1,449,743 1,652,293 2,470,008 2,486,393: 30,567 14,182 Old : 2,500,575: 228,443 42,278 791,822 1,449,743 1,652,293 2,470,008 2,486,393: 30,567 14,182 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 22,325: -6,144 -1,362 23,159 6,942 488 23,957 22,285: -1,632 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 1.7 31.7 58.0 66.1 98.8 99.4: 1.2 0.6 Old : 100.0: 9.1 1.7 31.7 58.0 66.1 98.8 99.4: 1.2 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 : 157: 35 17 45 100 90 149 139: Old : 157: 35 17 45 100 90 149 139: 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 : 31.1 39.3 45.0 53.7 7.8 18.9 12.5 22.2 Old : 31.1 39.3 45.0 53.7 7.8 18.9 12.5 22.2 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, June 12, 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 : 1,067,372: 105,386 292,337 195,619 762,531 576,521 1,063,536 1,064,477: 3,836 2,895 Old : 1,067,372: 105,386 292,337 195,619 762,531 576,521 1,063,536 1,064,477: 3,836 2,895 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 9,147: -8,169 -9,378 9,221 7,320 10,161 8,372 10,004: 775 -857 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 27.4 18.3 71.4 54.0 99.6 99.7: 0.4 0.3 Old : 100.0: 9.9 27.4 18.3 71.4 54.0 99.6 99.7: 0.4 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 : 84: 21 21 30 41 40 77 76: Old : 84: 21 21 30 41 40 77 76: 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 : 46.9 39.0 65.4 60.2 34.6 24.4 44.1 36.8 Old : 46.9 39.0 65.4 60.2 34.6 24.4 44.1 36.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,550 TONS) : : : : All : 10,795: 1,400 0 30 8,905 10,405 10,335 10,435: 460 360 Old : 10,795: 1,400 0 30 8,905 10,405 10,335 10,435: 460 360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 0.0 0.3 82.5 96.4 95.7 96.7: 4.3 3.3 Old : 100.0: 13.0 0.0 0.3 82.5 96.4 95.7 96.7: 4.3 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 : 20: 2 0 1 16 14 18 15: Old : 20: 2 0 1 16 14 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 72.0 79.7 88.1 55.7 58.8 67.3 70.6 Old : 60.2 72.0 79.7 88.1 55.7 58.8 67.3 70.6 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, June 12, 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 : 95,679: 2,341 740 4,168 88,219 90,073 94,728 94,981: 951 698 Old : 95,679: 2,341 740 4,168 88,219 90,073 94,728 94,981: 951 698 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 1,026: 85 -38 166 783 878 1,035 1,006: -9 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 0.8 4.4 92.2 94.1 99.0 99.3: 1.0 0.7 Old : 100.0: 2.4 0.8 4.4 92.2 94.1 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: 10 4 8 37 36 50 45: Old : 57: 10 4 8 37 36 50 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 : 47.5 44.2 70.8 68.8 13.8 14.8 18.2 20.5 Old : 47.5 44.2 70.8 68.8 13.8 14.8 18.2 20.5 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, June 12, 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 : 19,443: 898 0 638 17,864 18,596 19,400 19,234: 43 209 Old : 19,443: 898 0 638 17,864 18,596 19,400 19,234: 43 209 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 2,896: 0 0 0 2,896 2,896 2,896 2,896: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 0.0 3.3 91.9 95.6 99.8 98.9: 0.2 1.1 Old : 100.0: 4.6 0.0 3.3 91.9 95.6 99.8 98.9: 0.2 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 : 26: 1 0 1 14 20 15 21: Old : 26: 1 0 1 14 20 15 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 : 68.6 73.8 88.9 91.0 45.5 57.4 59.2 61.5 Old : 68.6 73.8 88.9 91.0 45.5 57.4 59.2 61.5 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, June 12, 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 : 18,757: 1,823 0 234 16,011 17,664 18,068 17,898: 690 859 Old : 18,757: 1,823 0 234 16,011 17,664 18,068 17,898: 690 859 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 17: -39 0 20 41 4 22 23: -5 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 0.0 1.2 85.4 94.2 96.3 95.4: 3.7 4.6 Old : 100.0: 9.7 0.0 1.2 85.4 94.2 96.3 95.4: 3.7 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 : 26: 2 0 2 18 20 20 22: Old : 26: 2 0 2 18 20 20 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 : 58.1 54.0 79.3 74.5 39.5 32.1 52.3 44.4 Old : 58.1 54.0 79.3 74.5 39.5 32.1 52.3 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, June 12, 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 : 12,733: 834 370 124 11,123 11,797 12,081 12,291: 652 442 Old : 12,733: 834 370 124 11,123 11,797 12,081 12,291: 652 442 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 187: 0 0 0 187 -93 187 -93: -0 280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 2.9 1.0 87.4 92.6 94.9 96.5: 5.1 3.5 Old : 100.0: 6.6 2.9 1.0 87.4 92.6 94.9 96.5: 5.1 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 : 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 : 48.1 74.1 72.1 86.7 45.0 68.2 62.9 78.1 Old : 48.1 74.1 72.1 86.7 45.0 68.2 62.9 78.1 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, June 12, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 29,646: 1,122 90 326 26,484 28,740 27,932 29,156: 1,714 490 Old : 29,646: 1,122 90 326 26,484 28,740 27,932 29,156: 1,714 490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : -10: 0 0 0 -30 -10 -30 -10: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.3 1.1 89.3 96.9 94.2 98.3: 5.8 1.7 Old : 100.0: 3.8 0.3 1.1 89.3 96.9 94.2 98.3: 5.8 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 : 30: 2 1 2 20 22 23 24: Old : 30: 2 1 2 20 22 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 : 53.8 49.2 71.6 71.9 38.3 37.5 50.2 52.3 Old : 53.8 49.2 71.6 71.9 38.3 37.5 50.2 52.3 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, June 12, 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 : 27,356: 340 604 1,380 24,842 24,834 26,562 26,818: 794 538 Old : 27,356: 340 604 1,380 24,842 24,834 26,562 26,818: 794 538 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : -44: 0 0 0 -44 -24 -44 -24: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 2.2 5.0 90.8 90.8 97.1 98.0: 2.9 2.0 Old : 100.0: 1.2 2.2 5.0 90.8 90.8 97.1 98.0: 2.9 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 1 1 17 16 19 18: Old : 23: 2 1 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 : 53.1 58.7 78.0 83.1 31.2 36.5 42.4 46.7 Old : 53.1 58.7 78.0 83.1 31.2 36.5 42.4 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 9,948: 0 748 552 8,685 8,062 9,237 9,362: 711 586 Old : 9,948: 0 748 552 8,685 8,062 9,237 9,362: 711 586 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 20: 0 0 0 20 20 20 20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.5 5.5 87.3 81.0 92.9 94.1: 7.1 5.9 Old : 100.0: 0.0 7.5 5.5 87.3 81.0 92.9 94.1: 7.1 5.9 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: 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 : 60.3 55.3 82.7 77.1 52.2 43.8 59.5 54.4 Old : 60.3 55.3 82.7 77.1 52.2 43.8 59.5 54.4 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, June 12, 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 : 2,301,384: 211,172 111,851 595,860 1,413,723 1,497,873 2,220,755 2,205,584: 80,628 95,799 Old : 2,301,384: 211,172 111,851 595,860 1,413,723 1,497,873 2,220,755 2,205,584: 80,628 95,799 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 11,465: 6,102 -4,804 10,889 3,194 2,105 20,185 8,191: -8,720 3,274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 4.9 25.9 61.4 65.1 96.5 95.8: 3.5 4.2 Old : 100.0: 9.2 4.9 25.9 61.4 65.1 96.5 95.8: 3.5 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 361: 128 110 184 93 100 311 322: Old : 361: 128 110 184 93 100 311 322: 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 : 23.1 22.8 33.2 32.6 7.3 4.8 10.3 7.9 Old : 23.1 22.8 33.2 32.6 7.3 4.8 10.3 7.9 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, June 12, 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 : 92,049: 22,636 10,598 2,880 40,858 42,728 66,374 56,206: 25,675 35,843 Old : 92,049: 22,636 10,598 2,880 40,858 42,728 66,374 56,206: 25,675 35,843 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 936: 365 -267 379 47 833 791 945: 145 -9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 11.5 3.1 44.4 46.4 72.1 61.1: 27.9 38.9 Old : 100.0: 24.6 11.5 3.1 44.4 46.4 72.1 61.1: 27.9 38.9 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 : 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 : 43.9 34.4 60.1 50.6 42.6 32.5 56.1 47.2 Old : 43.9 34.4 60.1 50.6 42.6 32.5 56.1 47.2 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, June 12, 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 : 15,469: 0 250 0 15,469 15,219 15,469 15,469: 0 0 Old : 15,469: 0 250 0 15,469 15,219 15,469 15,469: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 650: 0 100 0 650 550 650 650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 100.0 98.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.6 0.0 100.0 98.4 100.0 100.0: 0.0 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 : 30: 0 2 0 23 20 23 22: Old : 30: 0 2 0 23 20 23 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 : 56.7 67.4 81.2 83.6 29.3 36.3 36.8 40.2 Old : 56.7 67.4 81.2 83.6 29.3 36.3 36.8 40.2 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, June 12, 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 : 74,599: 3,083 16,716 21,709 44,163 29,914 68,955 68,339: 5,644 6,260 Old : 74,599: 3,083 16,716 21,709 44,163 29,914 68,955 68,339: 5,644 6,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 698: 93 132 51 503 13 647 196: 51 502 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 22.4 29.1 59.2 40.1 92.4 91.6: 7.6 8.4 Old : 100.0: 4.1 22.4 29.1 59.2 40.1 92.4 91.6: 7.6 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 : 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 : 37.1 38.6 56.5 60.9 13.6 18.9 20.3 23.2 Old : 37.1 38.6 56.5 60.9 13.6 18.9 20.3 23.2 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, June 12, 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 : 18,198: 11,972 1,536 78 3,532 16,336 15,582 17,950: 2,616 248 Old : 18,198: 11,972 1,536 78 3,532 16,336 15,582 17,950: 2,616 248 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 91: 279 58 7 -18 62 268 127: -177 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.8 8.4 0.4 19.4 89.8 85.6 98.6: 14.4 1.4 Old : 100.0: 65.8 8.4 0.4 19.4 89.8 85.6 98.6: 14.4 1.4 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 : 124: 73 11 3 18 25 94 37: Old : 124: 73 11 3 18 25 94 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 44.2 51.3 66.9 37.8 44.1 51.3 66.9 Old : 37.8 44.2 51.3 66.9 37.8 44.1 51.3 66.9 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, June 12, 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 : 15,187: 10,196 938 428 1,930 12,939 12,554 14,305: 2,633 882 Old : 15,187: 10,196 938 428 1,930 12,939 12,554 14,305: 2,633 882 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 457: 561 15 -107 3 505 457 413: 0 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.1 6.2 2.8 12.7 85.2 82.7 94.2: 17.3 5.8 Old : 100.0: 67.1 6.2 2.8 12.7 85.2 82.7 94.2: 17.3 5.8 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 : 82: 39 7 7 8 29 52 42: Old : 82: 39 7 7 8 29 52 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 : 34.5 37.7 45.8 54.2 34.1 37.4 44.9 53.8 Old : 34.5 37.7 45.8 54.2 34.1 37.4 44.9 53.8 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, June 12, 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 : 234,182: 43,553 10,125 45,598 121,172 158,624 210,323 214,347: 23,859 19,834 Old : 234,182: 43,553 10,125 45,598 121,172 158,624 210,323 214,347: 23,859 19,834 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 13,916: -2,033 -2,853 3,813 16,235 17,128 18,015 18,088: -4,099 -4,172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 4.3 19.5 51.7 67.7 89.8 91.5: 10.2 8.5 Old : 100.0: 18.6 4.3 19.5 51.7 67.7 89.8 91.5: 10.2 8.5 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 : 204: 69 29 43 83 98 173 151: Old : 204: 69 29 43 83 98 173 151: 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 : 18.4 18.7 29.9 30.2 9.1 9.1 14.4 16.2 Old : 18.4 18.7 29.9 30.2 9.1 9.1 14.4 16.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 3,510: 0 150 0 3,490 3,360 3,490 3,510: 20 0 Old : 3,510: 0 150 0 3,490 3,360 3,490 3,510: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 500: 0 0 0 500 500 500 500: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.3 0.0 99.4 95.7 99.4 100.0: 0.6 0.0 Old : 100.0: 0.0 4.3 0.0 99.4 95.7 99.4 100.0: 0.6 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 : 21: 0 1 0 13 15 13 16: Old : 21: 0 1 0 13 15 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 49.9 88.0 78.1 48.4 39.9 54.1 54.1 Old : 64.1 49.9 88.0 78.1 48.4 39.9 54.1 54.1 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, June 12, 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 : 3,575: 300 0 0 3,275 3,525 3,575 3,525: 0 50 Old : 3,575: 300 0 0 3,275 3,525 3,575 3,525: 0 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 100: 0 -75 0 100 275 100 200: 0 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 0.0 0.0 91.6 98.6 100.0 98.6: 0.0 1.4 Old : 100.0: 8.4 0.0 0.0 91.6 98.6 100.0 98.6: 0.0 1.4 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 : 22: 1 0 0 11 15 12 15: Old : 22: 1 0 0 11 15 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 : 71.3 62.9 92.3 83.9 63.6 58.7 79.0 74.8 Old : 71.3 62.9 92.3 83.9 63.6 58.7 79.0 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2007