GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 8,528: 1,675 0 175 5,778 8,303 7,628 8,478: 900 50 Old : 8,528: 1,675 0 175 5,778 8,303 7,628 8,478: 900 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 54: 25 0 0 329 54 354 54: -300 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 0.0 2.1 67.8 97.4 89.4 99.4: 10.6 0.6 Old : 100.0: 19.6 0.0 2.1 67.8 97.4 89.4 99.4: 10.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 0 2 16 18 18 20: Old : 25: 2 0 2 16 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 : 63.7 65.0 78.9 85.5 50.2 57.9 61.5 70.5 Old : 63.7 65.0 78.9 85.5 50.2 57.9 61.5 70.5 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 19, 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 : 16,377: 0 6,367 0 15,947 8,464 15,947 14,831: 430 1,546 Old : 16,377: 0 6,367 0 15,947 8,464 15,947 14,831: 430 1,546 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 684: 0 435 -21 745 335 724 749: -40 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 38.9 0.0 97.4 51.7 97.4 90.6: 2.6 9.4 Old : 100.0: 0.0 38.9 0.0 97.4 51.7 97.4 90.6: 2.6 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 2 0 28 28 28 30: Old : 36: 0 2 0 28 28 28 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 : 55.6 51.4 75.2 66.8 46.2 44.4 56.4 51.0 Old : 55.6 51.4 75.2 66.8 46.2 44.4 56.4 51.0 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 19, 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 : 3,425: 0 0 0 2,961 2,816 2,961 2,816: 464 609 Old : 3,425: 0 0 0 2,961 2,816 2,961 2,816: 464 609 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 261: 0 0 0 221 186 221 186: 40 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 86.5 82.2 86.5 82.2: 13.5 17.8 Old : 100.0: 0.0 0.0 0.0 86.5 82.2 86.5 82.2: 13.5 17.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 0 0 28 28 28 28: Old : 30: 0 0 0 28 28 28 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 33.3 55.4 52.4 32.1 30.7 43.5 44.1 Old : 35.7 33.3 55.4 52.4 32.1 30.7 43.5 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 254,671: 39,163 21,925 40,204 137,287 164,958 216,655 227,087: 38,016 27,584 Old : 254,671: 39,163 21,925 40,204 137,287 164,958 216,655 227,087: 38,016 27,584 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 26,298: 10,818 -179 6,663 5,757 20,923 23,238 27,408: 3,059 -1,110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 8.6 15.8 53.9 64.8 85.1 89.2: 14.9 10.8 Old : 100.0: 15.4 8.6 15.8 53.9 64.8 85.1 89.2: 14.9 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 : 141: 38 29 33 64 69 122 113: Old : 141: 38 29 33 64 69 122 113: 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 : 20.4 22.3 33.1 33.1 15.7 12.6 22.3 18.6 Old : 20.4 22.3 33.1 33.1 15.7 12.6 22.3 18.6 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 19, 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 : 1,266,968: 74,746 162,531 485,470 635,137 580,797 1,195,353 1,228,798: 71,615 38,171 Old : 1,266,968: 74,746 162,531 485,470 635,137 580,797 1,195,353 1,228,798: 71,615 38,171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 29,676: -2,718 3,819 6,739 20,734 15,931 24,755 26,490: 4,921 3,187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 12.8 38.3 50.1 45.8 94.3 97.0: 5.7 3.0 Old : 100.0: 5.9 12.8 38.3 50.1 45.8 94.3 97.0: 5.7 3.0 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 : 237: 68 78 92 86 81 205 201: Old : 237: 68 78 92 86 81 205 201: 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 : 34.8 35.1 48.1 52.5 8.0 8.6 12.1 12.6 Old : 34.8 35.1 48.1 52.5 8.0 8.6 12.1 12.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 87,395: 1,847 15,220 2,301 75,885 63,958 80,033 81,479: 7,362 5,916 Old : 87,395: 1,847 15,220 2,301 75,885 63,958 80,033 81,479: 7,362 5,916 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : -333: 60 894 -249 -53 -1,102 -242 -457: -91 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 17.4 2.6 86.8 73.2 91.6 93.2: 8.4 6.8 Old : 100.0: 2.1 17.4 2.6 86.8 73.2 91.6 93.2: 8.4 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 : 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 : 48.9 39.6 68.3 58.8 43.8 38.2 55.0 53.7 Old : 48.9 39.6 68.3 58.8 43.8 38.2 55.0 53.7 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 19, 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 : 77,073: 0 3,958 3,546 66,223 58,964 69,769 66,468: 7,304 10,605 Old : 77,073: 0 3,958 3,546 66,223 58,964 69,769 66,468: 7,304 10,605 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 900: 0 -190 -478 1,101 350 623 -318: 277 1,218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.1 4.6 85.9 76.5 90.5 86.2: 9.5 13.8 Old : 100.0: 0.0 5.1 4.6 85.9 76.5 90.5 86.2: 9.5 13.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 0 2 2 24 20 26 22: Old : 34: 0 2 2 24 20 26 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 : 34.8 47.4 55.4 63.7 34.2 42.2 54.3 55.6 Old : 34.8 47.4 55.4 63.7 34.2 42.2 54.3 55.6 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 19, 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 : 126,180: 9,624 345 7,314 99,072 111,789 116,010 119,448: 10,170 6,732 Old : 126,180: 9,624 345 7,314 99,072 111,789 116,010 119,448: 10,170 6,732 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 6,585: -1,772 64 1,772 4,999 4,019 4,999 5,855: 1,586 730 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 0.3 5.8 78.5 88.6 91.9 94.7: 8.1 5.3 Old : 100.0: 7.6 0.3 5.8 78.5 88.6 91.9 94.7: 8.1 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 3 2 5 26 31 31 36: Old : 41: 3 2 5 26 31 31 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 43.2 59.2 60.4 39.1 40.5 52.1 50.9 Old : 44.8 43.2 59.2 60.4 39.1 40.5 52.1 50.9 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 19, 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 : 100,903: 10,817 6,157 10,774 69,848 75,379 91,439 92,310: 9,464 8,593 Old : 100,903: 10,817 6,157 10,774 69,848 75,379 91,439 92,310: 9,464 8,593 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 7,759: 0 304 124 9,308 5,925 9,432 6,353: -1,673 1,406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 6.1 10.7 69.2 74.7 90.6 91.5: 9.4 8.5 Old : 100.0: 10.7 6.1 10.7 69.2 74.7 90.6 91.5: 9.4 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 : 32: 1 3 3 23 21 27 24: Old : 32: 1 3 3 23 21 27 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 : 47.7 48.3 61.9 67.9 44.8 46.4 55.8 56.9 Old : 47.7 48.3 61.9 67.9 44.8 46.4 55.8 56.9 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 19, 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 : 81,486: 5,226 1,335 7,197 64,639 66,768 77,062 75,300: 4,424 6,186 Old : 81,486: 5,226 1,335 7,197 64,639 66,768 77,062 75,300: 4,424 6,186 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 1,538: 0 233 450 1,020 916 1,470 1,599: 68 -61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 1.6 8.8 79.3 81.9 94.6 92.4: 5.4 7.6 Old : 100.0: 6.4 1.6 8.8 79.3 81.9 94.6 92.4: 5.4 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 2 4 19 20 23 24: Old : 30: 2 2 4 19 20 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 47.5 71.2 64.8 46.3 41.3 58.7 55.2 Old : 53.8 47.5 71.2 64.8 46.3 41.3 58.7 55.2 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 19, 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 : 69,181: 11,164 0 1,475 50,653 58,342 63,292 59,817: 5,889 9,364 Old : 69,181: 11,164 0 1,475 50,653 58,342 63,292 59,817: 5,889 9,364 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 412: -448 0 -375 1,266 572 443 197: -31 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 0.0 2.1 73.2 84.3 91.5 86.5: 8.5 13.5 Old : 100.0: 16.1 0.0 2.1 73.2 84.3 91.5 86.5: 8.5 13.5 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 : 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 : 62.5 36.5 79.0 56.4 55.6 36.2 65.9 53.0 Old : 62.5 36.5 79.0 56.4 55.6 36.2 65.9 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 92,292: 5,259 1,796 2,612 76,387 79,288 84,258 83,696: 8,034 8,596 Old : 92,292: 5,259 1,796 2,612 76,387 79,288 84,258 83,696: 8,034 8,596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 408: 2,177 856 -1,410 549 2,238 1,316 1,684: -908 -1,276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 1.9 2.8 82.8 85.9 91.3 90.7: 8.7 9.3 Old : 100.0: 5.7 1.9 2.8 82.8 85.9 91.3 90.7: 8.7 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 2 2 2 26 28 29 31: Old : 40: 2 2 2 26 28 29 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 28.0 66.8 45.6 35.5 21.9 49.5 38.5 Old : 48.0 28.0 66.8 45.6 35.5 21.9 49.5 38.5 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 19, 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 : 88,893: 1,216 8,977 2,348 72,498 65,564 76,062 76,889: 12,831 12,004 Old : 88,893: 1,216 8,977 2,348 72,498 65,564 76,062 76,889: 12,831 12,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 1,268: 0 -403 -469 943 1,291 474 419: 794 849 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 10.1 2.6 81.6 73.8 85.6 86.5: 14.4 13.5 Old : 100.0: 1.4 10.1 2.6 81.6 73.8 85.6 86.5: 14.4 13.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 3 2 22 19 25 22: Old : 33: 1 3 2 22 19 25 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 36.9 59.4 61.4 37.5 32.5 54.4 51.9 Old : 39.3 36.9 59.4 61.4 37.5 32.5 54.4 51.9 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 19, 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 : 37,150: 6,876 2,568 1,120 25,997 26,759 33,993 30,447: 3,157 6,703 Old : 37,150: 6,876 2,568 1,120 25,997 26,759 33,993 30,447: 3,157 6,703 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 526: 1,035 -124 -115 -456 789 464 550: 62 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 6.9 3.0 70.0 72.0 91.5 82.0: 8.5 18.0 Old : 100.0: 18.5 6.9 3.0 70.0 72.0 91.5 82.0: 8.5 18.0 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: 3 1 3 12 11 16 14: Old : 21: 3 1 3 12 11 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 44.8 71.3 69.0 37.1 44.8 57.1 61.6 Old : 46.6 44.8 71.3 69.0 37.1 44.8 57.1 61.6 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 19, 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 : 81,246: 12,069 496 2,140 62,245 74,328 76,454 76,964: 4,792 4,282 Old : 81,246: 12,069 496 2,140 62,245 74,328 76,454 76,964: 4,792 4,282 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 1,534: 593 -17 21 1,286 4,920 1,900 4,924: -366 -3,390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 0.6 2.6 76.6 91.5 94.1 94.7: 5.9 5.3 Old : 100.0: 14.9 0.6 2.6 76.6 91.5 94.1 94.7: 5.9 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 3 1 2 27 23 30 26: Old : 35: 3 1 2 27 23 30 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 : 40.0 41.9 61.4 61.0 27.8 35.4 40.4 47.9 Old : 40.0 41.9 61.4 61.0 27.8 35.4 40.4 47.9 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 19, 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 : 118,576: 2,567 10,234 7,090 100,747 89,382 110,404 106,706: 8,172 11,870 Old : 118,576: 2,567 10,234 7,090 100,747 89,382 110,404 106,706: 8,172 11,870 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 1,988: -2,794 -518 1,925 4,696 2,302 3,827 3,709: -1,839 -1,721 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 8.6 6.0 85.0 75.4 93.1 90.0: 6.9 10.0 Old : 100.0: 2.2 8.6 6.0 85.0 75.4 93.1 90.0: 6.9 10.0 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 : 42: 2 3 3 29 28 32 33: Old : 42: 2 3 3 29 28 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 : 39.1 28.1 57.9 47.0 36.4 26.0 50.3 44.1 Old : 39.1 28.1 57.9 47.0 36.4 26.0 50.3 44.1 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 19, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 60,604: 0 4,958 1,221 48,042 44,539 49,263 50,718: 11,341 9,886 Old : 60,604: 0 4,958 1,221 48,042 44,539 49,263 50,718: 11,341 9,886 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 1,177: 0 -4 -191 1,212 1,082 1,021 887: 156 290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.2 2.0 79.3 73.5 81.3 83.7: 18.7 16.3 Old : 100.0: 0.0 8.2 2.0 79.3 73.5 81.3 83.7: 18.7 16.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 2 2 19 21 21 23: Old : 28: 0 2 2 19 21 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 38.7 60.9 63.1 41.9 37.4 58.4 58.6 Old : 42.9 38.7 60.9 63.1 41.9 37.4 58.4 58.6 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 19, 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 : 163,307: 2,734 17,711 20,215 130,820 119,547 153,769 157,473: 9,538 5,834 Old : 163,307: 2,734 17,711 20,215 130,820 119,547 153,769 157,473: 9,538 5,834 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 3,759: 244 1,576 873 4,908 1,829 6,025 4,278: -2,266 -519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 10.8 12.4 80.1 73.2 94.2 96.4: 5.8 3.6 Old : 100.0: 1.7 10.8 12.4 80.1 73.2 94.2 96.4: 5.8 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 : 50: 3 6 8 37 37 45 46: Old : 50: 3 6 8 37 37 45 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 31.8 51.0 52.5 30.4 26.1 38.8 38.6 Old : 34.5 31.8 51.0 52.5 30.4 26.1 38.8 38.6 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 19, 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 : 93,797: 5,209 5,170 4,479 78,966 74,437 88,654 84,086: 5,143 9,711 Old : 93,797: 5,209 5,170 4,479 78,966 74,437 88,654 84,086: 5,143 9,711 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 4,725: 4,735 -276 10 1,224 4,898 5,969 4,632: -1,244 93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 5.5 4.8 84.2 79.4 94.5 89.6: 5.5 10.4 Old : 100.0: 5.6 5.5 4.8 84.2 79.4 94.5 89.6: 5.5 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 3 4 22 23 26 28: Old : 34: 2 3 4 22 23 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 : 56.1 35.6 70.6 56.4 52.5 30.5 64.2 49.5 Old : 56.1 35.6 70.6 56.4 52.5 30.5 64.2 49.5 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 19, 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 : 65,779: 6,700 9,232 300 56,482 52,039 63,482 61,571: 2,297 4,208 Old : 65,779: 6,700 9,232 300 56,482 52,039 63,482 61,571: 2,297 4,208 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 3,728: 0 744 300 3,428 2,684 3,728 3,728: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 14.0 0.5 85.9 79.1 96.5 93.6: 3.5 6.4 Old : 100.0: 10.2 14.0 0.5 85.9 79.1 96.5 93.6: 3.5 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 2 1 13 16 16 19: Old : 26: 2 2 1 13 16 16 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 : 64.5 47.6 85.8 77.4 55.3 46.9 70.8 65.5 Old : 64.5 47.6 85.8 77.4 55.3 46.9 70.8 65.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 280,196: 20,718 1,660 3,988 246,516 264,448 271,222 270,096: 8,974 10,100 Old : 280,196: 20,718 1,660 3,988 246,516 264,448 271,222 270,096: 8,974 10,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 1,630: 1,474 -459 -431 1,605 3,620 2,648 2,730: -1,018 -1,100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 0.6 1.4 88.0 94.4 96.8 96.4: 3.2 3.6 Old : 100.0: 7.4 0.6 1.4 88.0 94.4 96.8 96.4: 3.2 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 : 61: 4 2 5 44 50 49 56: Old : 61: 4 2 5 44 50 49 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 : 34.5 52.6 56.0 64.5 31.4 45.4 49.5 55.3 Old : 34.5 52.6 56.0 64.5 31.4 45.4 49.5 55.3 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 19, 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 : 180,595: 6,044 8,943 13,475 145,748 148,434 165,267 170,852: 15,328 9,743 Old : 180,595: 6,044 8,943 13,475 145,748 148,434 165,267 170,852: 15,328 9,743 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 3,329: 0 271 -173 3,957 2,196 3,784 2,294: -455 1,035 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 5.0 7.5 80.7 82.2 91.5 94.6: 8.5 5.4 Old : 100.0: 3.3 5.0 7.5 80.7 82.2 91.5 94.6: 8.5 5.4 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 : 44: 1 4 4 36 31 40 36: Old : 44: 1 4 4 36 31 40 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 39.6 48.9 61.4 28.5 34.4 41.2 47.9 Old : 33.8 39.6 48.9 61.4 28.5 34.4 41.2 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 176,400: 7,924 6,165 11,462 133,003 146,684 152,389 164,311: 24,011 12,089 Old : 176,400: 7,924 6,165 11,462 133,003 146,684 152,389 164,311: 24,011 12,089 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : -177: -405 -4,283 1,456 491 1,968 1,542 -859: -1,719 682 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 3.5 6.5 75.4 83.2 86.4 93.1: 13.6 6.9 Old : 100.0: 4.5 3.5 6.5 75.4 83.2 86.4 93.1: 13.6 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 3 3 4 36 33 41 38: Old : 46: 3 3 4 36 33 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 : 30.3 41.2 47.7 57.7 27.6 39.4 43.1 51.9 Old : 30.3 41.2 47.7 57.7 27.6 39.4 43.1 51.9 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 19, 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 : 57,905: 0 2,157 2,272 40,789 41,247 43,061 45,676: 14,844 12,229 Old : 57,905: 0 2,157 2,272 40,789 41,247 43,061 45,676: 14,844 12,229 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 1,734: 0 136 115 3,571 2,339 3,686 2,590: -1,952 -856 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.7 3.9 70.4 71.2 74.4 78.9: 25.6 21.1 Old : 100.0: 0.0 3.7 3.9 70.4 71.2 74.4 78.9: 25.6 21.1 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 1 1 18 15 19 16: Old : 21: 0 1 1 18 15 19 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 : 38.2 41.3 55.2 63.5 34.3 34.7 47.3 49.4 Old : 38.2 41.3 55.2 63.5 34.3 34.7 47.3 49.4 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 19, 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 : 246,879: 29,980 3,819 23,569 176,326 201,437 229,875 228,825: 17,004 18,054 Old : 246,879: 29,980 3,819 23,569 176,326 201,437 229,875 228,825: 17,004 18,054 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 5,032: 1,134 -3,729 2,412 2,196 6,447 5,742 5,130: -710 -98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 1.5 9.5 71.4 81.6 93.1 92.7: 6.9 7.3 Old : 100.0: 12.1 1.5 9.5 71.4 81.6 93.1 92.7: 6.9 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 : 53: 7 3 8 38 40 48 48: Old : 53: 7 3 8 38 40 48 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 : 30.2 36.3 44.6 52.4 23.2 32.8 35.5 42.4 Old : 30.2 36.3 44.6 52.4 23.2 32.8 35.5 42.4 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 19, 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 : 69,736: 2,306 3,681 4,842 55,982 55,962 63,130 64,485: 6,606 5,251 Old : 69,736: 2,306 3,681 4,842 55,982 55,962 63,130 64,485: 6,606 5,251 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 4,088: 982 0 302 2,601 4,650 3,885 4,952: 203 -864 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 5.3 6.9 80.3 80.2 90.5 92.5: 9.5 7.5 Old : 100.0: 3.3 5.3 6.9 80.3 80.2 90.5 92.5: 9.5 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 : 34: 2 1 3 24 28 27 31: Old : 34: 2 1 3 24 28 27 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 30.0 59.1 50.1 31.6 22.5 45.3 36.6 Old : 33.8 30.0 59.1 50.1 31.6 22.5 45.3 36.6 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 19, 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 : 2,549,920: 234,147 53,859 812,204 1,473,132 1,669,823 2,519,483 2,535,886: 30,437 14,034 Old : 2,549,920: 234,147 53,859 812,204 1,473,132 1,669,823 2,519,483 2,535,886: 30,437 14,034 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 49,345: 5,704 11,581 20,382 23,389 17,530 49,475 49,493: -130 -148 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 2.1 31.9 57.8 65.5 98.8 99.4: 1.2 0.6 Old : 100.0: 9.2 2.1 31.9 57.8 65.5 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: 34 18 45 101 90 150 139: Old : 157: 34 18 45 101 90 150 139: 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 : 30.4 38.4 44.2 53.1 7.6 18.6 12.5 22.0 Old : 30.4 38.4 44.2 53.1 7.6 18.6 12.5 22.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 1,092,738: 114,171 295,573 204,444 771,712 590,711 1,090,327 1,090,728: 2,411 2,010 Old : 1,092,738: 114,171 295,573 204,444 771,712 590,711 1,090,327 1,090,728: 2,411 2,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 25,366: 8,785 3,236 8,825 9,181 14,190 26,791 26,251: -1,425 -885 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 27.0 18.7 70.6 54.1 99.8 99.8: 0.2 0.2 Old : 100.0: 10.4 27.0 18.7 70.6 54.1 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 87: 24 20 30 42 40 80 76: Old : 87: 24 20 30 42 40 80 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 : 46.7 38.3 65.3 59.2 34.1 23.9 43.6 36.8 Old : 46.7 38.3 65.3 59.2 34.1 23.9 43.6 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 19, 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 : 11,030: 1,505 0 0 9,110 10,730 10,615 10,730: 415 300 Old : 11,030: 1,505 0 0 9,110 10,730 10,615 10,730: 415 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 235: 105 0 -30 205 325 280 295: -45 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 0.0 0.0 82.6 97.3 96.2 97.3: 3.8 2.7 Old : 100.0: 13.6 0.0 0.0 82.6 97.3 96.2 97.3: 3.8 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 0 16 14 18 14: Old : 20: 2 0 0 16 14 18 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 : 60.5 73.5 82.0 88.6 55.6 62.2 67.7 72.0 Old : 60.5 73.5 82.0 88.6 55.6 62.2 67.7 72.0 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 19, 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 : 98,501: 2,226 707 4,440 90,793 92,644 97,458 97,791: 1,043 710 Old : 98,501: 2,226 707 4,440 90,793 92,644 97,458 97,791: 1,043 710 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 2,822: -115 -33 272 2,573 2,571 2,730 2,810: 92 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.7 4.5 92.2 94.1 98.9 99.3: 1.1 0.7 Old : 100.0: 2.3 0.7 4.5 92.2 94.1 98.9 99.3: 1.1 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 : 56: 8 5 9 37 36 50 45: Old : 56: 8 5 9 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 : 48.0 44.3 71.2 68.4 14.2 14.5 19.1 20.3 Old : 48.0 44.3 71.2 68.4 14.2 14.5 19.1 20.3 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 19, 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 : 19,555: 1,157 0 678 17,720 18,708 19,555 19,386: 0 169 Old : 19,555: 1,157 0 678 17,720 18,708 19,555 19,386: 0 169 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 112: 259 0 40 -144 112 155 152: -43 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 0.0 3.5 90.6 95.7 100.0 99.1: 0.0 0.9 Old : 100.0: 5.9 0.0 3.5 90.6 95.7 100.0 99.1: 0.0 0.9 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 : 27: 2 0 2 15 20 17 22: Old : 27: 2 0 2 15 20 17 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 73.8 87.5 90.7 44.0 57.5 57.8 61.6 Old : 66.9 73.8 87.5 90.7 44.0 57.5 57.8 61.6 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 19, 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 : 19,553: 1,719 0 306 16,529 18,147 18,553 18,453: 1,000 1,100 Old : 19,553: 1,719 0 306 16,529 18,147 18,553 18,453: 1,000 1,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 796: -105 0 72 518 483 486 555: 310 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 0.0 1.6 84.5 92.8 94.9 94.4: 5.1 5.6 Old : 100.0: 8.8 0.0 1.6 84.5 92.8 94.9 94.4: 5.1 5.6 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 : 56.5 53.5 77.3 73.3 38.4 31.3 50.8 43.0 Old : 56.5 53.5 77.3 73.3 38.4 31.3 50.8 43.0 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 19, 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 : 12,750: 834 370 124 11,140 11,794 12,098 12,288: 652 462 Old : 12,750: 834 370 124 11,140 11,794 12,098 12,288: 652 462 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 17: 0 0 0 17 -3 17 -3: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 2.9 1.0 87.4 92.5 94.9 96.4: 5.1 3.6 Old : 100.0: 6.5 2.9 1.0 87.4 92.5 94.9 96.4: 5.1 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 : 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 : 48.0 74.0 72.2 86.6 44.8 68.2 62.9 78.0 Old : 48.0 74.0 72.2 86.6 44.8 68.2 62.9 78.0 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 19, 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 : 31,052: 1,122 390 326 27,410 29,606 28,858 30,322: 2,194 730 Old : 31,052: 1,122 390 326 27,410 29,606 28,858 30,322: 2,194 730 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 1,406: 0 300 0 926 866 926 1,166: 480 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 1.3 1.0 88.3 95.3 92.9 97.6: 7.1 2.4 Old : 100.0: 3.6 1.3 1.0 88.3 95.3 92.9 97.6: 7.1 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 2 20 21 23 23: Old : 30: 2 1 2 20 21 23 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 : 53.7 45.4 72.0 70.9 39.4 38.7 51.1 53.6 Old : 53.7 45.4 72.0 70.9 39.4 38.7 51.1 53.6 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 19, 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 : 27,074: 340 564 1,380 24,580 24,072 26,300 26,016: 774 1,058 Old : 27,074: 340 564 1,380 24,580 24,072 26,300 26,016: 774 1,058 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : -282: 0 -40 0 -262 -762 -262 -802: -20 520 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 2.1 5.1 90.8 88.9 97.1 96.1: 2.9 3.9 Old : 100.0: 1.3 2.1 5.1 90.8 88.9 97.1 96.1: 2.9 3.9 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 : 23: 2 1 1 17 18 19 20: Old : 23: 2 1 1 17 18 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 59.3 78.6 80.9 32.4 36.4 42.9 45.2 Old : 53.8 59.3 78.6 80.9 32.4 36.4 42.9 45.2 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 19, 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 : 9,860: 0 688 552 8,597 8,034 9,149 9,274: 711 586 Old : 9,860: 0 688 552 8,597 8,034 9,149 9,274: 711 586 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : -88: 0 -60 0 -88 -28 -88 -88: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.0 5.6 87.2 81.5 92.8 94.1: 7.2 5.9 Old : 100.0: 0.0 7.0 5.6 87.2 81.5 92.8 94.1: 7.2 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 15 14 17 16: Old : 21: 0 2 2 15 14 17 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 55.8 82.0 77.2 51.8 43.6 58.6 54.2 Old : 60.3 55.8 82.0 77.2 51.8 43.6 58.6 54.2 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 19, 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 : 2,268,344: 224,914 118,553 562,538 1,393,121 1,498,299 2,180,573 2,179,390: 87,771 88,954 Old : 2,268,344: 224,914 118,553 562,538 1,393,121 1,498,299 2,180,573 2,179,390: 87,771 88,954 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : -33,040: 13,742 6,701 -33,322 -20,602 426 -40,182 -26,195: 7,142 -6,845 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 5.2 24.8 61.4 66.1 96.1 96.1: 3.9 3.9 Old : 100.0: 9.9 5.2 24.8 61.4 66.1 96.1 96.1: 3.9 3.9 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 : 348: 114 106 171 93 101 302 306: Old : 348: 114 106 171 93 101 302 306: 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 : 23.2 22.5 33.4 32.9 7.8 4.8 10.6 8.4 Old : 23.2 22.5 33.4 32.9 7.8 4.8 10.6 8.4 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 19, 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 : 94,508: 23,095 10,646 2,826 46,718 44,620 72,639 58,092: 21,869 36,416 Old : 94,508: 23,095 10,646 2,826 46,718 44,620 72,639 58,092: 21,869 36,416 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 2,459: 459 48 -54 5,860 1,892 6,265 1,886: -3,806 573 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 11.3 3.0 49.4 47.2 76.9 61.5: 23.1 38.5 Old : 100.0: 24.4 11.3 3.0 49.4 47.2 76.9 61.5: 23.1 38.5 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 : 21: 3 3 4 15 14 20 19: Old : 21: 3 3 4 15 14 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 34.6 62.3 50.4 43.0 32.8 58.6 47.3 Old : 44.2 34.6 62.3 50.4 43.0 32.8 58.6 47.3 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 19, 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 : 15,269: 0 250 0 15,269 14,969 15,269 15,219: 0 50 Old : 15,269: 0 250 0 15,269 14,969 15,269 15,219: 0 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : -200: 0 0 0 -200 -250 -200 -250: 0 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 100.0 98.0 100.0 99.7: 0.0 0.3 Old : 100.0: 0.0 1.6 0.0 100.0 98.0 100.0 99.7: 0.0 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 : 29: 0 2 0 24 20 24 22: Old : 29: 0 2 0 24 20 24 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 : 57.0 66.9 80.6 82.7 29.6 36.4 36.7 40.0 Old : 57.0 66.9 80.6 82.7 29.6 36.4 36.7 40.0 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 19, 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 : 75,165: 2,915 16,804 22,701 44,626 29,708 70,242 69,213: 4,923 5,952 Old : 75,165: 2,915 16,804 22,701 44,626 29,708 70,242 69,213: 4,923 5,952 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 566: -168 88 992 463 -206 1,287 874: -721 -308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 22.4 30.2 59.4 39.5 93.5 92.1: 6.5 7.9 Old : 100.0: 3.9 22.4 30.2 59.4 39.5 93.5 92.1: 6.5 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 : 33: 5 10 13 18 16 32 30: Old : 33: 5 10 13 18 16 32 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 : 37.0 39.6 56.1 61.7 14.3 18.9 21.1 23.1 Old : 37.0 39.6 56.1 61.7 14.3 18.9 21.1 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, June 19, 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 : 18,634: 12,512 2,273 8 3,419 16,095 15,939 18,376: 2,695 258 Old : 18,634: 12,512 2,273 8 3,419 16,095 15,939 18,376: 2,695 258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 436: 540 737 -70 -113 -241 357 426: 79 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.1 12.2 0.0 18.3 86.4 85.5 98.6: 14.5 1.4 Old : 100.0: 67.1 12.2 0.0 18.3 86.4 85.5 98.6: 14.5 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 : 126: 75 11 1 15 26 91 37: Old : 126: 75 11 1 15 26 91 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 : 36.8 36.6 50.5 60.8 36.8 36.6 50.5 60.8 Old : 36.8 36.6 50.5 60.8 36.8 36.6 50.5 60.8 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 19, 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 : 15,231: 10,151 927 321 1,961 13,041 12,433 14,289: 2,798 942 Old : 15,231: 10,151 927 321 1,961 13,041 12,433 14,289: 2,798 942 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 44: -45 -11 -107 31 102 -121 -16: 165 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 6.1 2.1 12.9 85.6 81.6 93.8: 18.4 6.2 Old : 100.0: 66.6 6.1 2.1 12.9 85.6 81.6 93.8: 18.4 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 78: 39 6 1 11 28 50 35: Old : 78: 39 6 1 11 28 50 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 : 35.4 39.2 47.2 55.1 35.0 38.9 46.5 54.7 Old : 35.4 39.2 47.2 55.1 35.0 38.9 46.5 54.7 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 19, 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 : 245,003: 48,200 7,402 47,098 124,069 168,892 219,366 223,392: 25,637 21,611 Old : 245,003: 48,200 7,402 47,098 124,069 168,892 219,366 223,392: 25,637 21,611 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 10,821: 4,647 -2,723 1,500 2,897 10,268 9,044 9,045: 1,778 1,777 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 3.0 19.2 50.6 68.9 89.5 91.2: 10.5 8.8 Old : 100.0: 19.7 3.0 19.2 50.6 68.9 89.5 91.2: 10.5 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 : 199: 69 19 42 89 98 175 144: Old : 199: 69 19 42 89 98 175 144: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.1 18.0 28.1 29.7 9.2 9.8 14.0 16.0 Old : 17.1 18.0 28.1 29.7 9.2 9.8 14.0 16.0 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 19, 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 : 3,560: 0 150 0 3,540 3,410 3,540 3,560: 20 0 Old : 3,560: 0 150 0 3,540 3,410 3,540 3,560: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 50: 0 0 0 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.2 0.0 99.4 95.8 99.4 100.0: 0.6 0.0 Old : 100.0: 0.0 4.2 0.0 99.4 95.8 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 : 22: 0 1 0 14 15 14 16: Old : 22: 0 1 0 14 15 14 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 : 63.2 50.6 86.8 78.4 47.8 39.3 53.4 53.4 Old : 63.2 50.6 86.8 78.4 47.8 39.3 53.4 53.4 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 19, 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 : 3,750: 300 50 0 3,450 3,700 3,750 3,750: 0 0 Old : 3,750: 300 50 0 3,450 3,700 3,750 3,750: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 175: 0 50 0 175 175 175 225: 0 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 1.3 0.0 92.0 98.7 100.0 100.0: 0.0 0.0 Old : 100.0: 8.0 1.3 0.0 92.0 98.7 100.0 100.0: 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 : 23: 1 1 0 11 16 12 17: Old : 23: 1 1 0 11 16 12 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 : 68.0 61.3 93.3 81.3 60.7 50.7 76.0 69.3 Old : 68.0 61.3 93.3 81.3 60.7 50.7 76.0 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2007