GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 7,863: 1,775 0 75 5,113 7,638 6,963 7,713: 900 150 Old : 7,863: 1,775 0 75 5,113 7,638 6,963 7,713: 900 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 230: 0 0 0 230 130 230 130: 0 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 0.0 1.0 65.0 97.1 88.6 98.1: 11.4 1.9 Old : 100.0: 22.6 0.0 1.0 65.0 97.1 88.6 98.1: 11.4 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 0 1 17 15 19 16: Old : 24: 2 0 1 17 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 : 62.7 63.3 77.4 84.6 48.5 55.0 58.3 70.3 Old : 62.7 63.3 77.4 84.6 48.5 55.0 58.3 70.3 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, July 17, 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 : 13,887: 0 5,346 0 12,972 6,848 12,972 12,194: 915 1,693 Old : 13,887: 0 5,346 0 12,972 6,848 12,972 12,194: 915 1,693 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 25: 0 0 0 25 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 38.5 0.0 93.4 49.3 93.4 87.8: 6.6 12.2 Old : 100.0: 0.0 38.5 0.0 93.4 49.3 93.4 87.8: 6.6 12.2 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 : 32: 0 2 0 24 23 24 25: Old : 32: 0 2 0 24 23 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 51.0 76.0 67.1 57.9 44.4 67.9 54.4 Old : 61.0 51.0 76.0 67.1 57.9 44.4 67.9 54.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 3,796: 0 55 40 3,397 3,208 3,437 3,303: 359 493 Old : 3,796: 0 55 40 3,397 3,208 3,437 3,303: 359 493 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 413: 0 55 40 433 455 473 550: -60 -137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.4 1.1 89.5 84.5 90.5 87.0: 9.5 13.0 Old : 100.0: 0.0 1.4 1.1 89.5 84.5 90.5 87.0: 9.5 13.0 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 : 35: 0 1 1 27 33 28 34: Old : 35: 0 1 1 27 33 28 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 30.5 52.5 48.4 25.6 27.0 38.0 36.5 Old : 31.7 30.5 52.5 48.4 25.6 27.0 38.0 36.5 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, July 17, 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 : 259,848: 41,683 20,596 40,056 138,986 172,838 220,724 233,490: 39,124 26,358 Old : 259,848: 41,683 20,596 40,056 138,986 172,838 220,724 233,490: 39,124 26,358 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : -1,535: -7,083 994 3,983 2,543 -5,770 -557 -794: -977 -741 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 7.9 15.4 53.5 66.5 84.9 89.9: 15.1 10.1 Old : 100.0: 16.0 7.9 15.4 53.5 66.5 84.9 89.9: 15.1 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 154: 50 26 34 64 71 131 116: Old : 154: 50 26 34 64 71 131 116: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.8 19.4 30.6 30.8 13.4 11.6 20.7 19.2 Old : 19.8 19.4 30.6 30.8 13.4 11.6 20.7 19.2 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, July 17, 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 : 1,324,011: 80,581 174,181 558,467 609,449 553,361 1,248,497 1,286,009: 75,514 38,002 Old : 1,324,011: 80,581 174,181 558,467 609,449 553,361 1,248,497 1,286,009: 75,514 38,002 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 17,125: 2,618 1,895 17,865 -2,613 -1,583 17,870 18,178: -745 -1,053 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 13.2 42.2 46.0 41.8 94.3 97.1: 5.7 2.9 Old : 100.0: 6.1 13.2 42.2 46.0 41.8 94.3 97.1: 5.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 262: 73 88 103 90 80 221 220: Old : 262: 73 88 103 90 80 221 220: 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 : 33.4 32.7 45.8 48.8 6.0 7.9 9.4 11.0 Old : 33.4 32.7 45.8 48.8 6.0 7.9 9.4 11.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 83,529: 1,140 15,155 2,810 72,545 58,795 76,495 76,760: 7,034 6,769 Old : 83,529: 1,140 15,155 2,810 72,545 58,795 76,495 76,760: 7,034 6,769 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 550: 62 -84 0 1,644 488 1,706 404: -1,156 146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 18.1 3.4 86.9 70.4 91.6 91.9: 8.4 8.1 Old : 100.0: 1.4 18.1 3.4 86.9 70.4 91.6 91.9: 8.4 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 4 2 24 22 26 27: Old : 32: 1 4 2 24 22 26 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 : 49.0 41.0 68.6 60.8 43.6 40.1 55.6 56.6 Old : 49.0 41.0 68.6 60.8 43.6 40.1 55.6 56.6 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, July 17, 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 : 73,902: 0 5,122 3,120 63,873 56,625 66,993 64,867: 6,909 9,035 Old : 73,902: 0 5,122 3,120 63,873 56,625 66,993 64,867: 6,909 9,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 577: 0 -899 211 153 1,296 364 608: 213 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.9 4.2 86.4 76.6 90.7 87.8: 9.3 12.2 Old : 100.0: 0.0 6.9 4.2 86.4 76.6 90.7 87.8: 9.3 12.2 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 : 36: 0 2 2 28 23 30 25: Old : 36: 0 2 2 28 23 30 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 : 39.1 43.7 58.8 63.5 39.1 38.6 57.7 56.6 Old : 39.1 43.7 58.8 63.5 39.1 38.6 57.7 56.6 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, July 17, 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 : 121,585: 16,387 0 6,492 91,811 109,001 114,690 115,493: 6,895 6,092 Old : 121,585: 16,387 0 6,492 91,811 109,001 114,690 115,493: 6,895 6,092 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 473: 3,443 0 52 -587 1,123 2,908 1,175: -2,435 -702 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 0.0 5.3 75.5 89.7 94.3 95.0: 5.7 5.0 Old : 100.0: 13.5 0.0 5.3 75.5 89.7 94.3 95.0: 5.7 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 : 40: 6 0 5 29 29 35 34: Old : 40: 6 0 5 29 29 35 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 45.4 61.2 62.6 43.1 43.7 51.9 54.8 Old : 47.1 45.4 61.2 62.6 43.1 43.7 51.9 54.8 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, July 17, 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 : 98,257: 12,391 7,435 6,590 65,930 73,940 84,911 87,965: 13,346 10,292 Old : 98,257: 12,391 7,435 6,590 65,930 73,940 84,911 87,965: 13,346 10,292 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : -67: 0 -95 -947 -519 -371 -1,466 -1,413: 1,399 1,346 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 7.6 6.7 67.1 75.3 86.4 89.5: 13.6 10.5 Old : 100.0: 12.6 7.6 6.7 67.1 75.3 86.4 89.5: 13.6 10.5 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: 3 2 3 19 20 24 23: Old : 29: 3 2 3 19 20 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 : 49.1 52.8 64.7 70.0 47.0 50.2 59.2 63.0 Old : 49.1 52.8 64.7 70.0 47.0 50.2 59.2 63.0 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, July 17, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 71,770: 8,883 37 6,571 52,114 58,617 67,568 65,225: 4,202 6,545 Old : 71,770: 8,883 37 6,571 52,114 58,617 67,568 65,225: 4,202 6,545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 62: -1,785 37 981 45 -950 -759 68: 821 -6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 0.1 9.2 72.6 81.7 94.1 90.9: 5.9 9.1 Old : 100.0: 12.4 0.1 9.2 72.6 81.7 94.1 90.9: 5.9 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 1 4 17 19 21 23: Old : 29: 3 1 4 17 19 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 : 54.0 52.4 74.8 67.3 50.7 45.5 62.4 58.2 Old : 54.0 52.4 74.8 67.3 50.7 45.5 62.4 58.2 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, July 17, 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 : 64,165: 8,749 0 1,572 48,485 53,571 58,806 55,143: 5,359 9,022 Old : 64,165: 8,749 0 1,572 48,485 53,571 58,806 55,143: 5,359 9,022 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 379: -889 0 129 1,148 -689 388 -560: -9 939 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 0.0 2.4 75.6 83.5 91.6 85.9: 8.4 14.1 Old : 100.0: 13.6 0.0 2.4 75.6 83.5 91.6 85.9: 8.4 14.1 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 : 30: 2 0 2 21 22 23 24: Old : 30: 2 0 2 21 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 : 60.4 40.0 77.7 57.3 54.4 39.6 66.2 54.2 Old : 60.4 40.0 77.7 57.3 54.4 39.6 66.2 54.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 90,162: 5,790 3,880 2,843 74,427 75,615 83,060 82,338: 7,102 7,824 Old : 90,162: 5,790 3,880 2,843 74,427 75,615 83,060 82,338: 7,102 7,824 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 2,732: 1,357 698 221 1,245 2,055 2,823 2,974: -91 -242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 4.3 3.2 82.5 83.9 92.1 91.3: 7.9 8.7 Old : 100.0: 6.4 4.3 3.2 82.5 83.9 92.1 91.3: 7.9 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 3 4 25 30 30 35: Old : 42: 3 3 4 25 30 30 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 25.9 67.8 43.0 39.8 21.3 54.5 36.9 Old : 49.8 25.9 67.8 43.0 39.8 21.3 54.5 36.9 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, July 17, 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 : 92,661: 0 3,245 4,721 72,120 74,028 76,841 81,994: 15,820 10,667 Old : 92,661: 0 3,245 4,721 72,120 74,028 76,841 81,994: 15,820 10,667 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 1,546: 0 1,002 -534 1,104 2,030 570 2,498: 976 -952 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.5 5.1 77.8 79.9 82.9 88.5: 17.1 11.5 Old : 100.0: 0.0 3.5 5.1 77.8 79.9 82.9 88.5: 17.1 11.5 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: 0 3 2 23 21 25 24: Old : 34: 0 3 2 23 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 : 37.7 38.1 58.7 60.1 36.2 34.9 52.1 53.5 Old : 37.7 38.1 58.7 60.1 36.2 34.9 52.1 53.5 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, July 17, 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 : 37,598: 9,956 2,878 259 22,586 26,075 32,801 29,212: 4,797 8,386 Old : 37,598: 9,956 2,878 259 22,586 26,075 32,801 29,212: 4,797 8,386 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 113: 494 0 -141 -1,191 93 -838 -48: 951 161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 7.7 0.7 60.1 69.4 87.2 77.7: 12.8 22.3 Old : 100.0: 26.5 7.7 0.7 60.1 69.4 87.2 77.7: 12.8 22.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 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 : 48.8 42.0 70.5 67.5 43.3 41.7 60.9 58.6 Old : 48.8 42.0 70.5 67.5 43.3 41.7 60.9 58.6 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, July 17, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 82,714: 16,288 0 1,654 58,685 74,952 76,627 76,606: 6,087 6,108 Old : 82,714: 16,288 0 1,654 58,685 74,952 76,627 76,606: 6,087 6,108 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 548: 912 0 0 -554 1,212 358 1,212: 190 -664 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 0.0 2.0 70.9 90.6 92.6 92.6: 7.4 7.4 Old : 100.0: 19.7 0.0 2.0 70.9 90.6 92.6 92.6: 7.4 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 0 2 26 22 29 24: Old : 32: 3 0 2 26 22 29 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.7 45.7 62.1 63.3 30.8 32.6 44.6 46.8 Old : 39.7 45.7 62.1 63.3 30.8 32.6 44.6 46.8 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, July 17, 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 : 113,294: 3,510 8,878 7,098 96,011 86,812 106,619 102,788: 6,675 10,506 Old : 113,294: 3,510 8,878 7,098 96,011 86,812 106,619 102,788: 6,675 10,506 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 1,201: -1,436 -629 638 2,714 3,256 1,916 3,265: -715 -2,064 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 7.8 6.3 84.7 76.6 94.1 90.7: 5.9 9.3 Old : 100.0: 3.1 7.8 6.3 84.7 76.6 94.1 90.7: 5.9 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 3 2 3 31 30 35 34: Old : 46: 3 2 3 31 30 35 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.9 29.9 56.1 48.7 34.0 28.3 48.7 45.6 Old : 36.9 29.9 56.1 48.7 34.0 28.3 48.7 45.6 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, July 17, 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 : 56,946: 0 3,092 1,491 45,446 41,978 46,937 46,561: 10,009 10,385 Old : 56,946: 0 3,092 1,491 45,446 41,978 46,937 46,561: 10,009 10,385 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 60: 0 0 20 40 0 60 20: 0 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.4 2.6 79.8 73.7 82.4 81.8: 17.6 18.2 Old : 100.0: 0.0 5.4 2.6 79.8 73.7 82.4 81.8: 17.6 18.2 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 : 27: 0 2 2 18 19 20 21: Old : 27: 0 2 2 18 19 20 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 : 46.2 38.0 63.9 63.0 45.5 37.6 61.6 57.8 Old : 46.2 38.0 63.9 63.0 45.5 37.6 61.6 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 31,074: 6,948 8,240 0 23,542 22,710 30,490 30,950: 584 124 Old : 31,074: 6,948 8,240 0 23,542 22,710 30,490 30,950: 584 124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 0: 0 -620 0 0 620 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 26.5 0.0 75.8 73.1 98.1 99.6: 1.9 0.4 Old : 100.0: 22.4 26.5 0.0 75.8 73.1 98.1 99.6: 1.9 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 2 0 10 10 13 12: Old : 22: 3 2 0 10 10 13 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 65.9 87.8 89.7 49.4 49.0 62.9 67.9 Old : 65.2 65.9 87.8 89.7 49.4 49.0 62.9 67.9 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, July 17, 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 : 144,077: 3,544 18,764 16,836 112,245 101,439 132,625 137,039: 11,452 7,038 Old : 144,077: 3,544 18,764 16,836 112,245 101,439 132,625 137,039: 11,452 7,038 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : -167: 1,218 98 -1,689 -735 813 -1,206 -778: 1,039 611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 13.0 11.7 77.9 70.4 92.1 95.1: 7.9 4.9 Old : 100.0: 2.5 13.0 11.7 77.9 70.4 92.1 95.1: 7.9 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 : 48: 2 7 8 35 33 43 42: Old : 48: 2 7 8 35 33 43 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 32.4 47.9 56.2 28.6 30.1 37.9 42.8 Old : 33.5 32.4 47.9 56.2 28.6 30.1 37.9 42.8 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, July 17, 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 : 92,847: 3,133 4,303 3,329 79,656 76,649 86,118 84,281: 6,729 8,566 Old : 92,847: 3,133 4,303 3,329 79,656 76,649 86,118 84,281: 6,729 8,566 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 3,570: -811 -387 275 3,561 3,217 3,025 3,105: 545 465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 4.6 3.6 85.8 82.6 92.8 90.8: 7.2 9.2 Old : 100.0: 3.4 4.6 3.6 85.8 82.6 92.8 90.8: 7.2 9.2 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 : 36: 3 2 4 22 25 26 30: Old : 36: 3 2 4 22 25 26 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 : 55.0 35.1 69.3 56.1 52.6 30.7 61.1 49.4 Old : 55.0 35.1 69.3 56.1 52.6 30.7 61.1 49.4 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, July 17, 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 : 65,024: 6,948 8,240 0 55,335 52,300 62,283 60,540: 2,741 4,484 Old : 65,024: 6,948 8,240 0 55,335 52,300 62,283 60,540: 2,741 4,484 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 4: 0 -620 0 -963 98 -963 -522: 967 526 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 12.7 0.0 85.1 80.4 95.8 93.1: 4.2 6.9 Old : 100.0: 10.7 12.7 0.0 85.1 80.4 95.8 93.1: 4.2 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 : 28: 3 2 0 15 17 18 19: Old : 28: 3 2 0 15 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 : 57.9 48.0 81.9 76.7 49.6 46.9 66.9 65.1 Old : 57.9 48.0 81.9 76.7 49.6 46.9 66.9 65.1 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, July 17, 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 : 268,768: 19,656 1,500 3,662 239,034 251,901 262,352 257,063: 6,416 11,705 Old : 268,768: 19,656 1,500 3,662 239,034 251,901 262,352 257,063: 6,416 11,705 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 2,993: 1,529 -246 -9 3,479 2,810 4,999 2,555: -2,006 438 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 0.6 1.4 88.9 93.7 97.6 95.6: 2.4 4.4 Old : 100.0: 7.3 0.6 1.4 88.9 93.7 97.6 95.6: 2.4 4.4 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 : 61: 4 2 5 46 48 51 54: Old : 61: 4 2 5 46 48 51 54: 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 : 34.1 53.8 54.8 65.0 30.7 47.9 48.3 56.5 Old : 34.1 53.8 54.8 65.0 30.7 47.9 48.3 56.5 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, July 17, 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 : 180,541: 7,094 3,980 13,955 145,679 156,126 166,728 174,061: 13,813 6,480 Old : 180,541: 7,094 3,980 13,955 145,679 156,126 166,728 174,061: 13,813 6,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 4,332: -268 -1,951 1,324 3,618 4,283 4,674 3,656: -342 676 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 2.2 7.7 80.7 86.5 92.3 96.4: 7.7 3.6 Old : 100.0: 3.9 2.2 7.7 80.7 86.5 92.3 96.4: 7.7 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 : 48: 4 2 4 40 35 45 40: Old : 48: 4 2 4 40 35 45 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 39.4 47.9 62.4 27.5 35.7 40.9 51.4 Old : 32.4 39.4 47.9 62.4 27.5 35.7 40.9 51.4 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, July 17, 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 : 177,680: 783 8,003 11,465 148,448 145,979 160,696 165,447: 16,984 12,233 Old : 177,680: 783 8,003 11,465 148,448 145,979 160,696 165,447: 16,984 12,233 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 3,296: -488 -494 9 3,961 1,855 3,482 1,370: -186 1,926 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 4.5 6.5 83.5 82.2 90.4 93.1: 9.6 6.9 Old : 100.0: 0.4 4.5 6.5 83.5 82.2 90.4 93.1: 9.6 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 : 50: 1 5 5 40 35 45 41: Old : 50: 1 5 5 40 35 45 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.3 39.0 50.9 56.6 29.4 36.7 45.2 46.7 Old : 32.3 39.0 50.9 56.6 29.4 36.7 45.2 46.7 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, July 17, 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 : 57,075: 0 1,772 1,905 43,254 41,987 45,159 45,664: 11,916 11,411 Old : 57,075: 0 1,772 1,905 43,254 41,987 45,159 45,664: 11,916 11,411 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : -549: 0 248 1 -764 -156 -763 93: 214 -642 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 3.3 75.8 73.6 79.1 80.0: 20.9 20.0 Old : 100.0: 0.0 3.1 3.3 75.8 73.6 79.1 80.0: 20.9 20.0 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: 0 1 1 20 16 21 17: Old : 23: 0 1 1 20 16 21 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 : 37.1 40.3 54.9 63.1 32.5 33.5 47.5 47.3 Old : 37.1 40.3 54.9 63.1 32.5 33.5 47.5 47.3 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, July 17, 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 : 241,855: 29,375 7,121 21,371 176,323 199,999 227,069 228,491: 14,786 13,364 Old : 241,855: 29,375 7,121 21,371 176,323 199,999 227,069 228,491: 14,786 13,364 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 4,259: -299 -698 112 4,555 9,992 4,368 9,406: -109 -5,147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 2.9 8.8 72.9 82.7 93.9 94.5: 6.1 5.5 Old : 100.0: 12.1 2.9 8.8 72.9 82.7 93.9 94.5: 6.1 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 9 2 9 42 41 53 50: Old : 56: 9 2 9 42 41 53 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.1 36.0 47.0 51.7 24.4 32.5 38.2 41.7 Old : 32.1 36.0 47.0 51.7 24.4 32.5 38.2 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 66,018: 1,012 7,154 5,609 53,233 46,398 59,854 59,161: 6,164 6,857 Old : 66,018: 1,012 7,154 5,609 53,233 46,398 59,854 59,161: 6,164 6,857 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : -29: -258 506 -166 -185 -645 -609 -305: 580 276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 10.8 8.5 80.6 70.3 90.7 89.6: 9.3 10.4 Old : 100.0: 1.5 10.8 8.5 80.6 70.3 90.7 89.6: 9.3 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 : 36: 1 6 5 21 25 26 32: Old : 36: 1 6 5 21 25 26 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.3 22.1 59.8 40.4 33.7 17.2 46.3 30.7 Old : 36.3 22.1 59.8 40.4 33.7 17.2 46.3 30.7 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, July 17, 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 : 2,667,871: 327,118 153,419 825,155 1,483,945 1,671,807 2,636,218 2,650,381: 31,653 17,490 Old : 2,667,871: 327,118 153,419 825,155 1,483,945 1,671,807 2,636,218 2,650,381: 31,653 17,490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 30,856: -3,761 3,655 17,485 17,247 9,733 30,971 30,873: -115 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 5.8 30.9 55.6 62.7 98.8 99.3: 1.2 0.7 Old : 100.0: 12.3 5.8 30.9 55.6 62.7 98.8 99.3: 1.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 151: 29 17 44 100 91 146 137: Old : 151: 29 17 44 100 91 146 137: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.5 39.1 43.9 53.3 9.2 19.6 15.1 23.3 Old : 29.5 39.1 43.9 53.3 9.2 19.6 15.1 23.3 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, July 17, 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 : 1,089,485: 101,839 285,040 229,700 754,092 569,299 1,085,631 1,084,039: 3,854 5,446 Old : 1,089,485: 101,839 285,040 229,700 754,092 569,299 1,085,631 1,084,039: 3,854 5,446 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 20,078: 14,221 17,725 7,217 -1,951 -6,126 19,487 18,816: 591 1,262 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 26.2 21.1 69.2 52.3 99.6 99.5: 0.4 0.5 Old : 100.0: 9.3 26.2 21.1 69.2 52.3 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 83: 16 25 35 41 40 77 80: Old : 83: 16 25 35 41 40 77 80: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.3 37.0 65.7 56.2 32.9 21.1 42.4 34.0 Old : 44.3 37.0 65.7 56.2 32.9 21.1 42.4 34.0 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, July 17, 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 : 96,934: 4,084 814 4,023 87,670 91,491 95,776 96,328: 1,158 606 Old : 96,934: 4,084 814 4,023 87,670 91,491 95,776 96,328: 1,158 606 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 3,129: 93 85 207 2,921 2,838 3,221 3,130: -92 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.8 4.1 90.4 94.4 98.8 99.4: 1.2 0.6 Old : 100.0: 4.2 0.8 4.1 90.4 94.4 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 : 54: 8 5 9 37 35 50 44: Old : 54: 8 5 9 37 35 50 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 : 47.9 45.7 71.2 68.9 13.6 15.4 19.7 21.0 Old : 47.9 45.7 71.2 68.9 13.6 15.4 19.7 21.0 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, July 17, 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 : 18,828: 1,417 88 615 16,688 17,979 18,720 18,682: 108 146 Old : 18,828: 1,417 88 615 16,688 17,979 18,720 18,682: 108 146 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 38: 0 0 0 38 38 38 38: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 0.5 3.3 88.6 95.5 99.4 99.2: 0.6 0.8 Old : 100.0: 7.5 0.5 3.3 88.6 95.5 99.4 99.2: 0.6 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 1 2 14 20 16 23: Old : 27: 2 1 2 14 20 16 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 : 65.5 73.2 87.7 89.9 45.7 58.8 60.2 62.9 Old : 65.5 73.2 87.7 89.9 45.7 58.8 60.2 62.9 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, July 17, 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 : 23,121: 6,062 433 239 15,897 21,609 22,198 22,281: 923 840 Old : 23,121: 6,062 433 239 15,897 21,609 22,198 22,281: 923 840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : -2: 0 37 -19 -9 346 -27 364: 25 -366 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 1.9 1.0 68.8 93.5 96.0 96.4: 4.0 3.6 Old : 100.0: 26.2 1.9 1.0 68.8 93.5 96.0 96.4: 4.0 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 2 3 18 19 21 23: Old : 27: 2 2 3 18 19 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 : 59.7 59.8 80.9 77.2 48.8 42.8 59.5 53.9 Old : 59.7 59.8 80.9 77.2 48.8 42.8 59.5 53.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 12,436: 709 376 126 11,005 11,704 11,840 12,206: 596 230 Old : 12,436: 709 376 126 11,005 11,704 11,840 12,206: 596 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 3.0 1.0 88.5 94.1 95.2 98.2: 4.8 1.8 Old : 100.0: 5.7 3.0 1.0 88.5 94.1 95.2 98.2: 4.8 1.8 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 : 24: 1 2 3 16 14 19 17: Old : 24: 1 2 3 16 14 19 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 : 45.9 73.2 69.1 86.8 42.6 63.7 59.5 73.6 Old : 45.9 73.2 69.1 86.8 42.6 63.7 59.5 73.6 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, July 17, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 30,309: 961 470 259 27,269 29,100 28,489 29,829: 1,820 480 Old : 30,309: 961 470 259 27,269 29,100 28,489 29,829: 1,820 480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 1.6 0.9 90.0 96.0 94.0 98.4: 6.0 1.6 Old : 100.0: 3.2 1.6 0.9 90.0 96.0 94.0 98.4: 6.0 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 1 2 21 21 23 23: Old : 29: 1 1 2 21 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 : 53.0 47.1 70.8 74.6 38.6 39.1 49.6 52.5 Old : 53.0 47.1 70.8 74.6 38.6 39.1 49.6 52.5 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, July 17, 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 : 27,190: 240 516 1,392 24,812 24,532 26,444 26,440: 746 750 Old : 27,190: 240 516 1,392 24,812 24,532 26,444 26,440: 746 750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : -96: 0 -140 0 -76 -126 -76 -266: -20 170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 1.9 5.1 91.3 90.2 97.3 97.2: 2.7 2.8 Old : 100.0: 0.9 1.9 5.1 91.3 90.2 97.3 97.2: 2.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 2 19 18 21 21: Old : 23: 1 2 2 19 18 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 62.2 76.7 81.5 33.5 38.6 44.4 46.8 Old : 53.6 62.2 76.7 81.5 33.5 38.6 44.4 46.8 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, July 17, 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 : 9,714: 720 560 520 7,832 8,078 9,072 9,158: 642 556 Old : 9,714: 720 560 520 7,832 8,078 9,072 9,158: 642 556 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 480: 240 0 0 240 480 480 480: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 5.8 5.4 80.6 83.2 93.4 94.3: 6.6 5.7 Old : 100.0: 7.4 5.8 5.4 80.6 83.2 93.4 94.3: 6.6 5.7 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 : 21: 1 2 1 14 13 16 15: Old : 21: 1 2 1 14 13 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 58.1 78.6 78.9 38.6 36.6 50.0 47.3 Old : 55.0 58.1 78.6 78.9 38.6 36.6 50.0 47.3 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, July 17, 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 : 2,453,667: 266,464 111,528 655,257 1,442,557 1,591,965 2,364,279 2,358,750: 89,388 94,917 Old : 2,453,667: 266,464 111,528 655,257 1,442,557 1,591,965 2,364,279 2,358,750: 89,388 94,917 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : -79,630: 9,345 -4,207 -43,256 -49,246 -39,853 -83,157 -87,316: 3,527 7,686 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 4.5 26.7 58.8 64.9 96.4 96.1: 3.6 3.9 Old : 100.0: 10.9 4.5 26.7 58.8 64.9 96.4 96.1: 3.6 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 : 351: 121 110 160 92 102 298 299: Old : 351: 121 110 160 92 102 298 299: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.4 23.3 32.2 33.6 6.6 4.5 9.8 8.0 Old : 22.4 23.3 32.2 33.6 6.6 4.5 9.8 8.0 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, July 17, 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 : 95,612: 21,856 15,025 2,917 46,797 40,620 71,570 58,562: 24,042 37,050 Old : 95,612: 21,856 15,025 2,917 46,797 40,620 71,570 58,562: 24,042 37,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 3,505: -19 954 79 5,886 3,733 5,946 4,766: -2,441 -1,261 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 15.7 3.1 48.9 42.5 74.9 61.2: 25.1 38.8 Old : 100.0: 22.9 15.7 3.1 48.9 42.5 74.9 61.2: 25.1 38.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 4 4 13 13 18 19: Old : 21: 3 4 4 13 13 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 : 42.3 31.0 61.9 49.4 41.0 29.5 56.4 46.6 Old : 42.3 31.0 61.9 49.4 41.0 29.5 56.4 46.6 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, July 17, 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 : 9,598: 0 250 150 9,298 9,048 9,448 9,448: 150 150 Old : 9,598: 0 250 150 9,298 9,048 9,448 9,448: 150 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 850: 0 0 50 650 650 700 700: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.6 1.6 96.9 94.3 98.4 98.4: 1.6 1.6 Old : 100.0: 0.0 2.6 1.6 96.9 94.3 98.4 98.4: 1.6 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 1 1 22 19 23 21: Old : 28: 0 1 1 22 19 23 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 : 48.0 46.9 69.4 73.9 34.4 29.1 44.2 41.6 Old : 48.0 46.9 69.4 73.9 34.4 29.1 44.2 41.6 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, July 17, 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 : 83,831: 8,125 19,412 21,547 49,824 36,233 79,496 77,192: 4,335 6,639 Old : 83,831: 8,125 19,412 21,547 49,824 36,233 79,496 77,192: 4,335 6,639 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : -195: 3,999 737 -4,056 181 2,823 124 -496: -319 301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 23.2 25.7 59.4 43.2 94.8 92.1: 5.2 7.9 Old : 100.0: 9.7 23.2 25.7 59.4 43.2 94.8 92.1: 5.2 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 : 37: 7 12 17 18 16 36 34: Old : 37: 7 12 17 18 16 36 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.6 37.6 52.8 59.8 16.7 16.7 23.9 22.4 Old : 32.6 37.6 52.8 59.8 16.7 16.7 23.9 22.4 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, July 17, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 17,724: 12,828 1,326 89 2,258 16,005 15,175 17,420: 2,549 304 Old : 17,724: 12,828 1,326 89 2,258 16,005 15,175 17,420: 2,549 304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 111: 312 29 35 -231 89 116 153: -5 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 7.5 0.5 12.7 90.3 85.6 98.3: 14.4 1.7 Old : 100.0: 72.4 7.5 0.5 12.7 90.3 85.6 98.3: 14.4 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 : 120: 71 10 5 14 25 88 38: Old : 120: 71 10 5 14 25 88 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 : 38.3 38.7 52.3 61.2 38.3 38.6 52.3 61.1 Old : 38.3 38.7 52.3 61.2 38.3 38.6 52.3 61.1 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, July 17, 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 : 17,001: 12,132 1,323 0 1,721 14,763 13,853 16,086: 3,148 915 Old : 17,001: 12,132 1,323 0 1,721 14,763 13,853 16,086: 3,148 915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 1,200: 1,243 -32 0 -20 1,024 1,223 992: -23 208 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.4 7.8 0.0 10.1 86.8 81.5 94.6: 18.5 5.4 Old : 100.0: 71.4 7.8 0.0 10.1 86.8 81.5 94.6: 18.5 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 : 82: 43 8 0 7 25 50 33: Old : 82: 43 8 0 7 25 50 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 : 35.2 43.3 47.5 62.8 35.2 43.3 47.5 62.8 Old : 35.2 43.3 47.5 62.8 35.2 43.3 47.5 62.8 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, July 17, 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 : 220,640: 47,560 10,449 33,861 117,582 159,808 199,003 204,118: 21,637 16,522 Old : 220,640: 47,560 10,449 33,861 117,582 159,808 199,003 204,118: 21,637 16,522 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : -10,228: -8,612 1,102 -3,672 6,858 -3,024 -5,426 -5,594: -4,801 -4,634 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 4.7 15.3 53.3 72.4 90.2 92.5: 9.8 7.5 Old : 100.0: 21.6 4.7 15.3 53.3 72.4 90.2 92.5: 9.8 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 : 188: 64 25 42 82 91 165 140: Old : 188: 64 25 42 82 91 165 140: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.1 23.8 30.1 36.7 8.8 11.9 13.6 18.8 Old : 19.1 23.8 30.1 36.7 8.8 11.9 13.6 18.8 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, July 17, 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 : 3,040: 50 0 50 2,940 2,990 3,040 3,040: 0 0 Old : 3,040: 50 0 50 2,940 2,990 3,040 3,040: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 100: 50 -50 50 0 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.0 1.6 96.7 98.4 100.0 100.0: 0.0 0.0 Old : 100.0: 1.6 0.0 1.6 96.7 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 : 21: 1 0 1 12 13 13 14: Old : 21: 1 0 1 12 13 13 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 : 60.9 57.6 86.8 85.2 46.1 41.1 55.9 55.9 Old : 60.9 57.6 86.8 85.2 46.1 41.1 55.9 55.9 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, July 17, 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 : 3,800: 350 50 0 3,450 3,650 3,800 3,700: 0 100 Old : 3,800: 350 50 0 3,450 3,650 3,800 3,700: 0 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : 250: 0 0 0 250 150 250 150: 0 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 1.3 0.0 90.8 96.1 100.0 97.4: 0.0 2.6 Old : 100.0: 9.2 1.3 0.0 90.8 96.1 100.0 97.4: 0.0 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 0 11 16 13 17: Old : 22: 2 1 0 11 16 13 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 : 68.4 59.2 92.1 76.3 61.2 50.0 77.0 67.1 Old : 68.4 59.2 92.1 76.3 61.2 50.0 77.0 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008