GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 8,148: 370 0 50 6,778 8,048 7,198 8,098: 950 50 Old : 8,148: 370 0 50 6,778 8,048 7,198 8,098: 950 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -305: 0 0 0 -155 -205 -155 -205: -150 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 0.0 0.6 83.2 98.8 88.3 99.4: 11.7 0.6 Old : 100.0: 4.5 0.0 0.6 83.2 98.8 88.3 99.4: 11.7 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 : 27: 1 0 1 18 22 19 23: Old : 27: 1 0 1 18 22 19 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 : 54.6 51.1 74.9 72.1 40.7 35.8 47.3 51.1 Old : 54.6 51.1 74.9 72.1 40.7 35.8 47.3 51.1 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, August 21, 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 : 13,737: 700 3,233 0 12,351 8,992 13,051 12,225: 686 1,512 Old : 13,737: 700 3,233 0 12,351 8,992 13,051 12,225: 686 1,512 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -150: 0 0 0 -645 -364 -645 -364: 495 214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 23.5 0.0 89.9 65.5 95.0 89.0: 5.0 11.0 Old : 100.0: 5.1 23.5 0.0 89.9 65.5 95.0 89.0: 5.0 11.0 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 : 38: 2 3 0 25 28 27 31: Old : 38: 2 3 0 25 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 : 55.9 49.4 72.9 62.7 51.4 40.8 62.0 53.0 Old : 55.9 49.4 72.9 62.7 51.4 40.8 62.0 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 2,255: 0 0 0 1,410 1,483 1,410 1,483: 845 772 Old : 2,255: 0 0 0 1,410 1,483 1,410 1,483: 845 772 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 62.5 65.8 62.5 65.8: 37.5 34.2 Old : 100.0: 0.0 0.0 0.0 62.5 65.8 62.5 65.8: 37.5 34.2 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 : 20: 0 0 0 17 20 17 20: Old : 20: 0 0 0 17 20 17 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 : 42.7 26.9 53.3 43.0 37.0 24.0 39.4 34.7 Old : 42.7 26.9 53.3 43.0 37.0 24.0 39.4 34.7 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, August 21, 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 : 3,455: 60 45 0 3,079 2,849 3,139 2,894: 316 561 Old : 3,455: 60 45 0 3,079 2,849 3,139 2,894: 316 561 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 40: 15 0 0 -15 -70 0 -70: 40 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 1.3 0.0 89.1 82.5 90.9 83.8: 9.1 16.2 Old : 100.0: 1.7 1.3 0.0 89.1 82.5 90.9 83.8: 9.1 16.2 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 : 38: 1 1 0 32 34 33 35: Old : 38: 1 1 0 32 34 33 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 : 29.9 27.5 49.1 44.3 25.5 21.2 36.3 30.5 Old : 29.9 27.5 49.1 44.3 25.5 21.2 36.3 30.5 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, August 21, 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 : 240,695: 24,775 18,021 32,209 146,882 160,412 203,866 210,642: 36,829 30,054 Old : 240,695: 24,775 18,021 32,209 146,882 160,412 203,866 210,642: 36,829 30,054 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 695: 582 -1,072 -360 459 -65 681 -1,497: 14 2,192 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 7.5 13.4 61.0 66.6 84.7 87.5: 15.3 12.5 Old : 100.0: 10.3 7.5 13.4 61.0 66.6 84.7 87.5: 15.3 12.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 149: 37 27 37 72 72 128 123: Old : 149: 37 27 37 72 72 128 123: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.3 17.6 33.6 28.1 15.5 11.0 23.8 18.0 Old : 21.3 17.6 33.6 28.1 15.5 11.0 23.8 18.0 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, August 21, 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 : 1,268,326: 64,077 142,665 551,336 577,001 539,765 1,192,415 1,233,766: 75,911 34,560 Old : 1,268,326: 64,077 142,665 551,336 577,001 539,765 1,192,415 1,233,766: 75,911 34,560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 6,582: 4,563 -23,283 20,046 -20,269 13,002 4,340 9,766: 2,242 -3,184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 11.2 43.5 45.5 42.6 94.0 97.3: 6.0 2.7 Old : 100.0: 5.1 11.2 43.5 45.5 42.6 94.0 97.3: 6.0 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 : 249: 70 81 108 91 83 223 216: Old : 249: 70 81 108 91 83 223 216: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.7 31.2 45.3 45.9 5.6 8.1 8.7 11.1 Old : 33.7 31.2 45.3 45.9 5.6 8.1 8.7 11.1 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, August 21, 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 : 84,410: 0 15,700 3,121 73,172 57,052 76,293 75,873: 8,117 8,537 Old : 84,410: 0 15,700 3,121 73,172 57,052 76,293 75,873: 8,117 8,537 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 387: 0 80 -16 -443 -940 -459 -876: 846 1,263 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.6 3.7 86.7 67.6 90.4 89.9: 9.6 10.1 Old : 100.0: 0.0 18.6 3.7 86.7 67.6 90.4 89.9: 9.6 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 : 31: 0 5 2 22 22 24 27: Old : 31: 0 5 2 22 22 24 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 41.2 69.5 59.6 47.1 40.4 61.4 56.4 Old : 49.0 41.2 69.5 59.6 47.1 40.4 61.4 56.4 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, August 21, 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 : 74,024: 0 9,079 1,709 66,934 54,399 68,643 65,187: 5,381 8,837 Old : 74,024: 0 9,079 1,709 66,934 54,399 68,643 65,187: 5,381 8,837 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 500: 0 1,685 -360 1,480 -573 1,120 752: -620 -252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.3 2.3 90.4 73.5 92.7 88.1: 7.3 11.9 Old : 100.0: 0.0 12.3 2.3 90.4 73.5 92.7 88.1: 7.3 11.9 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 : 34: 0 2 2 27 20 29 22: Old : 34: 0 2 2 27 20 29 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 41.4 61.6 61.4 42.1 36.2 60.8 52.3 Old : 42.1 41.4 61.6 61.4 42.1 36.2 60.8 52.3 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, August 21, 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 : 133,616: 18,883 307 3,713 104,484 124,669 127,080 128,689: 6,536 4,927 Old : 133,616: 18,883 307 3,713 104,484 124,669 127,080 128,689: 6,536 4,927 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -2,731: -92 0 -736 -902 -1,514 -1,730 -2,250: -1,001 -481 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 0.2 2.8 78.2 93.3 95.1 96.3: 4.9 3.7 Old : 100.0: 14.1 0.2 2.8 78.2 93.3 95.1 96.3: 4.9 3.7 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 : 44: 5 1 4 32 31 38 35: Old : 44: 5 1 4 32 31 38 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 : 42.7 48.6 58.8 64.7 39.4 47.8 50.2 60.6 Old : 42.7 48.6 58.8 64.7 39.4 47.8 50.2 60.6 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, August 21, 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 : 106,922: 12,922 12,424 4,183 78,426 84,707 95,531 101,314: 11,391 5,608 Old : 106,922: 12,922 12,424 4,183 78,426 84,707 95,531 101,314: 11,391 5,608 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 3,337: 0 409 190 2,115 3,650 2,305 4,249: 1,032 -912 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 11.6 3.9 73.3 79.2 89.3 94.8: 10.7 5.2 Old : 100.0: 12.1 11.6 3.9 73.3 79.2 89.3 94.8: 10.7 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 3 2 3 24 25 29 28: Old : 35: 3 2 3 24 25 29 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 : 37.6 53.2 60.3 70.5 36.0 51.4 52.3 63.6 Old : 37.6 53.2 60.3 70.5 36.0 51.4 52.3 63.6 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, August 21, 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 : 65,228: 11,677 758 4,192 45,427 54,664 61,296 59,614: 3,932 5,614 Old : 65,228: 11,677 758 4,192 45,427 54,664 61,296 59,614: 3,932 5,614 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 53: -224 744 -542 819 -29 53 173: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 1.2 6.4 69.6 83.8 94.0 91.4: 6.0 8.6 Old : 100.0: 17.9 1.2 6.4 69.6 83.8 94.0 91.4: 6.0 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 2 4 18 20 22 25: Old : 30: 3 2 4 18 20 22 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 : 57.8 54.7 77.1 67.9 53.4 47.1 65.2 56.8 Old : 57.8 54.7 77.1 67.9 53.4 47.1 65.2 56.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 60,480: 6,041 334 2,919 46,173 49,739 55,133 52,992: 5,347 7,488 Old : 60,480: 6,041 334 2,919 46,173 49,739 55,133 52,992: 5,347 7,488 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 1,522: 846 334 36 -34 364 848 734: 674 788 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 0.6 4.8 76.3 82.2 91.2 87.6: 8.8 12.4 Old : 100.0: 10.0 0.6 4.8 76.3 82.2 91.2 87.6: 8.8 12.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 1 2 23 22 25 25: Old : 31: 2 1 2 23 22 25 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 : 55.7 33.7 76.6 54.0 47.4 32.0 58.9 47.1 Old : 55.7 33.7 76.6 54.0 47.4 32.0 58.9 47.1 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, August 21, 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 : 92,184: 8,538 4,085 3,458 72,884 78,423 84,880 85,966: 7,304 6,218 Old : 92,184: 8,538 4,085 3,458 72,884 78,423 84,880 85,966: 7,304 6,218 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 6,889: 2,554 -524 1,063 3,487 7,936 7,104 8,475: -215 -1,586 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 4.4 3.8 79.1 85.1 92.1 93.3: 7.9 6.7 Old : 100.0: 9.3 4.4 3.8 79.1 85.1 92.1 93.3: 7.9 6.7 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: 2 3 4 27 31 32 35: Old : 42: 2 3 4 27 31 32 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 : 49.3 27.7 67.6 44.1 41.2 22.4 53.8 36.5 Old : 49.3 27.7 67.6 44.1 41.2 22.4 53.8 36.5 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, August 21, 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 : 101,560: 4,104 2,325 5,665 76,533 83,123 86,302 91,113: 15,258 10,447 Old : 101,560: 4,104 2,325 5,665 76,533 83,123 86,302 91,113: 15,258 10,447 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 2,612: -342 170 1,204 1,260 1,268 2,122 2,642: 490 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 2.3 5.6 75.4 81.8 85.0 89.7: 15.0 10.3 Old : 100.0: 4.0 2.3 5.6 75.4 81.8 85.0 89.7: 15.0 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 2 2 22 20 24 23: Old : 33: 1 2 2 22 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 : 39.9 43.0 63.9 61.5 35.4 40.3 54.7 56.4 Old : 39.9 43.0 63.9 61.5 35.4 40.3 54.7 56.4 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, August 21, 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 : 40,126: 6,814 1,514 3,094 27,108 28,847 37,016 33,455: 3,110 6,671 Old : 40,126: 6,814 1,514 3,094 27,108 28,847 37,016 33,455: 3,110 6,671 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 924: -1,284 -62 954 1,682 -610 1,352 282: -428 642 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 3.8 7.7 67.6 71.9 92.2 83.4: 7.8 16.6 Old : 100.0: 17.0 3.8 7.7 67.6 71.9 92.2 83.4: 7.8 16.6 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: 3 1 3 17 13 21 16: Old : 25: 3 1 3 17 13 21 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 : 37.7 42.7 61.5 67.1 30.8 38.7 50.9 53.6 Old : 37.7 42.7 61.5 67.1 30.8 38.7 50.9 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 67,412: 5,689 7,028 4,532 53,202 45,776 63,423 57,336: 3,989 10,076 Old : 67,412: 5,689 7,028 4,532 53,202 45,776 63,423 57,336: 3,989 10,076 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 1,773: 1,499 177 -638 691 2,254 1,552 1,793: 221 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 10.4 6.7 78.9 67.9 94.1 85.1: 5.9 14.9 Old : 100.0: 8.4 10.4 6.7 78.9 67.9 94.1 85.1: 5.9 14.9 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 2 4 16 17 20 21: Old : 24: 2 2 4 16 17 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 : 58.3 38.2 76.5 61.5 52.6 35.4 67.0 53.7 Old : 58.3 38.2 76.5 61.5 52.6 35.4 67.0 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 90,238: 15,039 466 6,119 62,586 79,992 83,744 86,577: 6,494 3,661 Old : 90,238: 15,039 466 6,119 62,586 79,992 83,744 86,577: 6,494 3,661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 1,731: -3,866 66 1,736 3,253 -371 1,123 1,431: 608 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 0.5 6.8 69.4 88.6 92.8 95.9: 7.2 4.1 Old : 100.0: 16.7 0.5 6.8 69.4 88.6 92.8 95.9: 7.2 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 1 2 29 28 32 30: Old : 35: 2 1 2 29 28 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 : 45.1 38.3 65.1 56.3 33.0 29.5 45.5 42.7 Old : 45.1 38.3 65.1 56.3 33.0 29.5 45.5 42.7 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, August 21, 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 : 110,351: 9,650 8,247 4,871 85,688 86,351 100,209 99,469: 10,142 10,882 Old : 110,351: 9,650 8,247 4,871 85,688 86,351 100,209 99,469: 10,142 10,882 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 1,020: 2,059 486 -948 -2,264 1,787 -1,153 1,325: 2,173 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 7.5 4.4 77.7 78.3 90.8 90.1: 9.2 9.9 Old : 100.0: 8.7 7.5 4.4 77.7 78.3 90.8 90.1: 9.2 9.9 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 : 42: 3 2 3 29 30 33 34: Old : 42: 3 2 3 29 30 33 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 : 38.6 29.7 59.5 49.3 30.4 28.5 49.2 45.8 Old : 38.6 29.7 59.5 49.3 30.4 28.5 49.2 45.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 54,105: 0 3,215 1,466 42,609 39,399 44,075 44,080: 10,030 10,025 Old : 54,105: 0 3,215 1,466 42,609 39,399 44,075 44,080: 10,030 10,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 1,092: 0 1,090 -392 588 410 196 1,108: 896 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.9 2.7 78.8 72.8 81.5 81.5: 18.5 18.5 Old : 100.0: 0.0 5.9 2.7 78.8 72.8 81.5 81.5: 18.5 18.5 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 : 27: 0 2 1 18 18 19 20: Old : 27: 0 2 1 18 18 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 37.7 63.9 63.7 47.0 37.2 62.5 58.9 Old : 47.5 37.7 63.9 63.7 47.0 37.2 62.5 58.9 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, August 21, 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 : 143,036: 1,107 17,003 19,846 109,555 99,988 130,508 136,837: 12,528 6,199 Old : 143,036: 1,107 17,003 19,846 109,555 99,988 130,508 136,837: 12,528 6,199 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 1,108: -485 421 -490 1,405 716 430 647: 678 461 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 11.9 13.9 76.6 69.9 91.2 95.7: 8.8 4.3 Old : 100.0: 0.8 11.9 13.9 76.6 69.9 91.2 95.7: 8.8 4.3 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: 1 8 7 36 30 43 39: Old : 46: 1 8 7 36 30 43 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.0 33.7 45.6 55.7 25.6 28.8 35.9 41.5 Old : 30.0 33.7 45.6 55.7 25.6 28.8 35.9 41.5 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, August 21, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 89,847: 12 4,145 4,125 77,557 69,272 81,694 77,542: 8,153 12,305 Old : 89,847: 12 4,145 4,125 77,557 69,272 81,694 77,542: 8,153 12,305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 1,028: -446 -52 330 1,092 -2,446 976 -2,168: 52 3,196 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.6 4.6 86.3 77.1 90.9 86.3: 9.1 13.7 Old : 100.0: 0.0 4.6 4.6 86.3 77.1 90.9 86.3: 9.1 13.7 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 : 32: 1 3 3 20 22 23 26: Old : 32: 1 3 3 20 22 23 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 33.4 72.8 54.8 53.9 30.3 61.6 48.4 Old : 58.7 33.4 72.8 54.8 53.9 30.3 61.6 48.4 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, August 21, 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 : 56,697: 8,553 3,728 0 46,956 48,987 55,509 52,715: 1,188 3,982 Old : 56,697: 8,553 3,728 0 46,956 48,987 55,509 52,715: 1,188 3,982 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -300: -91 -420 0 -270 120 -361 -300: 61 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 6.6 0.0 82.8 86.4 97.9 93.0: 2.1 7.0 Old : 100.0: 15.1 6.6 0.0 82.8 86.4 97.9 93.0: 2.1 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 1 0 15 17 17 18: Old : 24: 2 1 0 15 17 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 50.2 86.2 78.7 50.9 46.0 67.3 61.8 Old : 61.5 50.2 86.2 78.7 50.9 46.0 67.3 61.8 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, August 21, 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 : 265,302: 17,090 1,537 5,714 234,556 247,668 257,360 254,919: 7,942 10,383 Old : 265,302: 17,090 1,537 5,714 234,556 247,668 257,360 254,919: 7,942 10,383 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 1,918: -645 31 1,029 772 -118 1,156 942: 762 976 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 0.6 2.2 88.4 93.4 97.0 96.1: 3.0 3.9 Old : 100.0: 6.4 0.6 2.2 88.4 93.4 97.0 96.1: 3.0 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 : 62: 4 2 5 49 47 54 53: Old : 62: 4 2 5 49 47 54 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.3 53.7 52.7 65.2 29.3 49.7 43.6 56.9 Old : 34.3 53.7 52.7 65.2 29.3 49.7 43.6 56.9 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, August 21, 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 : 182,571: 6,958 1,631 12,389 151,117 163,550 170,464 177,570: 12,107 5,001 Old : 182,571: 6,958 1,631 12,389 151,117 163,550 170,464 177,570: 12,107 5,001 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -12: 246 -826 471 -905 224 -188 -131: 176 119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.9 6.8 82.8 89.6 93.4 97.3: 6.6 2.7 Old : 100.0: 3.8 0.9 6.8 82.8 89.6 93.4 97.3: 6.6 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 : 48: 5 1 4 40 37 45 42: Old : 48: 5 1 4 40 37 45 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 : 32.0 39.1 49.0 59.0 27.1 35.4 39.8 49.9 Old : 32.0 39.1 49.0 59.0 27.1 35.4 39.8 49.9 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, August 21, 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 : 180,967: 4,549 14,934 7,345 151,098 144,884 162,992 167,163: 17,975 13,804 Old : 180,967: 4,549 14,934 7,345 151,098 144,884 162,992 167,163: 17,975 13,804 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 2,597: 744 -3,286 1,191 -491 5,317 1,444 3,222: 1,153 -625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 8.3 4.1 83.5 80.1 90.1 92.4: 9.9 7.6 Old : 100.0: 2.5 8.3 4.1 83.5 80.1 90.1 92.4: 9.9 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 : 49: 2 4 5 38 35 43 41: Old : 49: 2 4 5 38 35 43 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 : 33.5 37.7 52.6 57.0 32.3 34.3 46.0 48.2 Old : 33.5 37.7 52.6 57.0 32.3 34.3 46.0 48.2 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, August 21, 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 : 57,279: 0 2,588 1,714 45,038 41,852 46,752 46,154: 10,527 11,125 Old : 57,279: 0 2,588 1,714 45,038 41,852 46,752 46,154: 10,527 11,125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -399: 0 1,614 33 -646 -1,984 -613 -337: 214 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.5 3.0 78.6 73.1 81.6 80.6: 18.4 19.4 Old : 100.0: 0.0 4.5 3.0 78.6 73.1 81.6 80.6: 18.4 19.4 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 : 27: 0 2 1 22 18 23 20: Old : 27: 0 2 1 22 18 23 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 : 36.1 35.8 53.6 59.1 32.8 30.7 48.5 44.2 Old : 36.1 35.8 53.6 59.1 32.8 30.7 48.5 44.2 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, August 21, 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 : 229,143: 26,291 2,315 18,861 168,278 185,618 213,430 206,794: 15,713 22,349 Old : 229,143: 26,291 2,315 18,861 168,278 185,618 213,430 206,794: 15,713 22,349 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 2,072: -407 -3,607 859 1,081 4,612 1,533 1,864: 539 208 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 1.0 8.2 73.4 81.0 93.1 90.2: 6.9 9.8 Old : 100.0: 11.5 1.0 8.2 73.4 81.0 93.1 90.2: 6.9 9.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 6 2 6 41 40 49 46: Old : 50: 6 2 6 41 40 49 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 : 30.9 31.5 43.5 47.6 25.4 24.4 36.8 33.9 Old : 30.9 31.5 43.5 47.6 25.4 24.4 36.8 33.9 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, August 21, 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 : 71,188: 3,914 6,095 5,181 54,779 50,396 63,874 61,672: 7,314 9,516 Old : 71,188: 3,914 6,095 5,181 54,779 50,396 63,874 61,672: 7,314 9,516 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 1,334: 0 -130 105 1,529 1,181 1,634 1,156: -300 178 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 8.6 7.3 76.9 70.8 89.7 86.6: 10.3 13.4 Old : 100.0: 5.5 8.6 7.3 76.9 70.8 89.7 86.6: 10.3 13.4 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 : 35: 3 4 4 19 24 24 30: Old : 35: 3 4 4 19 24 24 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 : 35.5 27.6 57.8 46.4 33.9 23.7 44.8 35.7 Old : 35.5 27.6 57.8 46.4 33.9 23.7 44.8 35.7 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, August 21, 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 : 2,775,982: 388,075 132,343 887,403 1,472,976 1,739,252 2,748,454 2,758,998: 27,528 16,984 Old : 2,775,982: 388,075 132,343 887,403 1,472,976 1,739,252 2,748,454 2,758,998: 27,528 16,984 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 13,319: 22,140 18,782 -3,790 -4,493 -4,693 13,857 10,299: -538 3,020 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 4.8 32.0 53.1 62.7 99.0 99.4: 1.0 0.6 Old : 100.0: 14.0 4.8 32.0 53.1 62.7 99.0 99.4: 1.0 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 : 158: 27 21 44 105 94 152 142: Old : 158: 27 21 44 105 94 152 142: 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 38.9 44.8 52.7 12.2 21.6 17.2 25.3 Old : 30.3 38.9 44.8 52.7 12.2 21.6 17.2 25.3 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, August 21, 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 : 1,047,284: 88,650 226,635 260,360 695,256 558,718 1,044,266 1,045,713: 3,018 1,571 Old : 1,047,284: 88,650 226,635 260,360 695,256 558,718 1,044,266 1,045,713: 3,018 1,571 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 24,472: 11,065 4,556 10,146 3,857 10,660 25,068 25,362: -596 -890 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 21.6 24.9 66.4 53.3 99.7 99.8: 0.3 0.2 Old : 100.0: 8.5 21.6 24.9 66.4 53.3 99.7 99.8: 0.3 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: 21 22 39 43 41 82 84: Old : 87: 21 22 39 43 41 82 84: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 33.5 61.9 53.1 29.8 23.1 37.2 33.2 Old : 43.9 33.5 61.9 53.1 29.8 23.1 37.2 33.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 100,573: 3,255 1,250 4,185 92,435 94,324 99,876 99,759: 697 814 Old : 100,573: 3,255 1,250 4,185 92,435 94,324 99,876 99,759: 697 814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 2,033: 183 324 -87 2,490 1,823 2,586 2,061: -553 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 1.2 4.2 91.9 93.8 99.3 99.2: 0.7 0.8 Old : 100.0: 3.2 1.2 4.2 91.9 93.8 99.3 99.2: 0.7 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 8 4 8 36 32 48 40: Old : 52: 8 4 8 36 32 48 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 : 51.5 44.0 74.4 68.2 14.1 15.3 20.9 20.6 Old : 51.5 44.0 74.4 68.2 14.1 15.3 20.9 20.6 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, August 21, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS 0F 400 MEGAWATT HOURS) : : : : All : 17,715: 1,438 46 489 15,682 17,074 17,609 17,609: 106 106 Old : 17,715: 1,438 46 489 15,682 17,074 17,609 17,609: 106 106 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 105: 0 0 0 105 105 105 105: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 0.3 2.8 88.5 96.4 99.4 99.4: 0.6 0.6 Old : 100.0: 8.1 0.3 2.8 88.5 96.4 99.4 99.4: 0.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 1 2 13 22 15 25: Old : 29: 2 1 2 13 22 15 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 : 66.8 75.6 88.7 90.3 47.3 60.3 62.2 64.6 Old : 66.8 75.6 88.7 90.3 47.3 60.3 62.2 64.6 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, August 21, 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 : 22,677: 6,063 200 215 15,469 21,456 21,747 21,871: 930 805 Old : 22,677: 6,063 200 215 15,469 21,456 21,747 21,871: 930 805 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 65: 0 0 0 86 27 86 27: -20 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 0.9 0.9 68.2 94.6 95.9 96.4: 4.1 3.6 Old : 100.0: 26.7 0.9 0.9 68.2 94.6 95.9 96.4: 4.1 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 : 25: 2 1 2 17 18 19 21: Old : 25: 2 1 2 17 18 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 62.3 81.1 79.6 49.6 45.6 59.6 55.7 Old : 60.5 62.3 81.1 79.6 49.6 45.6 59.6 55.7 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, August 21, 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 : 12,130: 555 358 66 10,925 11,464 11,546 11,888: 584 242 Old : 12,130: 555 358 66 10,925 11,464 11,546 11,888: 584 242 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 3.0 0.5 90.1 94.5 95.2 98.0: 4.8 2.0 Old : 100.0: 4.6 3.0 0.5 90.1 94.5 95.2 98.0: 4.8 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 47.9 71.6 72.4 87.7 44.7 60.6 60.8 72.7 Old : 47.9 71.6 72.4 87.7 44.7 60.6 60.8 72.7 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, August 21, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 29,138: 908 950 212 26,302 27,054 27,422 28,216: 1,716 922 Old : 29,138: 908 950 212 26,302 27,054 27,422 28,216: 1,716 922 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 32: -100 -280 0 -8 152 -108 -128: 140 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 3.3 0.7 90.3 92.8 94.1 96.8: 5.9 3.2 Old : 100.0: 3.1 3.3 0.7 90.3 92.8 94.1 96.8: 5.9 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 1 2 23 23 25 25: Old : 31: 1 1 2 23 23 25 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 51.2 66.4 75.1 33.9 41.3 46.5 51.2 Old : 48.4 51.2 66.4 75.1 33.9 41.3 46.5 51.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 25,524: 612 456 700 23,238 23,520 24,550 24,676: 974 848 Old : 25,524: 612 456 700 23,238 23,520 24,550 24,676: 974 848 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -226: 280 0 0 -506 -226 -226 -226: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 1.8 2.7 91.0 92.1 96.2 96.7: 3.8 3.3 Old : 100.0: 2.4 1.8 2.7 91.0 92.1 96.2 96.7: 3.8 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 1 2 19 17 21 20: Old : 23: 2 1 2 19 17 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 65.3 73.6 84.2 38.4 44.4 48.2 53.3 Old : 54.3 65.3 73.6 84.2 38.4 44.4 48.2 53.3 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, August 21, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 10,316: 1,220 530 500 8,021 8,752 9,741 9,782: 575 534 Old : 10,316: 1,220 530 500 8,021 8,752 9,741 9,782: 575 534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 130: 0 120 -20 150 30 130 130: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 5.1 4.8 77.8 84.8 94.4 94.8: 5.6 5.2 Old : 100.0: 11.8 5.1 4.8 77.8 84.8 94.4 94.8: 5.6 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 1 16 14 18 16: Old : 22: 2 1 1 16 14 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 57.2 79.9 81.3 39.4 41.9 48.3 49.3 Old : 58.9 57.2 79.9 81.3 39.4 41.9 48.3 49.3 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, August 21, 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 : 2,392,617: 213,540 121,668 862,538 1,240,796 1,335,927 2,316,873 2,320,132: 75,744 72,485 Old : 2,392,617: 213,540 121,668 862,538 1,240,796 1,335,927 2,316,873 2,320,132: 75,744 72,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -180,760: -15,949 13,124 -86,606 -63,783 -94,500 -166,338 -167,982: -14,422 -12,777 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 5.1 36.0 51.9 55.8 96.8 97.0: 3.2 3.0 Old : 100.0: 8.9 5.1 36.0 51.9 55.8 96.8 97.0: 3.2 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 : 331: 112 107 154 82 96 275 287: Old : 331: 112 107 154 82 96 275 287: 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 : 22.6 21.7 33.2 32.9 6.4 4.1 9.3 6.6 Old : 22.6 21.7 33.2 32.9 6.4 4.1 9.3 6.6 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, August 21, 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 : 94,894: 19,925 16,385 2,387 49,943 44,623 72,255 63,395: 22,639 31,499 Old : 94,894: 19,925 16,385 2,387 49,943 44,623 72,255 63,395: 22,639 31,499 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 29: -851 646 -471 462 -24 -860 151: 889 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 17.3 2.5 52.6 47.0 76.1 66.8: 23.9 33.2 Old : 100.0: 21.0 17.3 2.5 52.6 47.0 76.1 66.8: 23.9 33.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 3 3 18 16 22 20: Old : 23: 2 3 3 18 16 22 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 : 40.1 31.2 59.2 49.4 39.3 29.2 54.1 44.6 Old : 40.1 31.2 59.2 49.4 39.3 29.2 54.1 44.6 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, August 21, 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 : 10,173: 0 350 0 10,173 9,823 10,173 10,173: 0 0 Old : 10,173: 0 350 0 10,173 9,823 10,173 10,173: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 312: 0 0 0 312 312 312 312: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.4 0.0 100.0 96.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 3.4 0.0 100.0 96.6 100.0 100.0: 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 : 27: 0 2 0 21 22 21 24: Old : 27: 0 2 0 21 22 21 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 : 43.6 53.6 65.8 77.6 32.3 34.4 44.4 44.7 Old : 43.6 53.6 65.8 77.6 32.3 34.4 44.4 44.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 88,070: 7,244 22,083 22,457 52,821 37,495 82,522 82,035: 5,548 6,035 Old : 88,070: 7,244 22,083 22,457 52,821 37,495 82,522 82,035: 5,548 6,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -3,613: 688 -566 -165 -3,216 -605 -2,693 -1,336: -920 -2,277 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 25.1 25.5 60.0 42.6 93.7 93.1: 6.3 6.9 Old : 100.0: 8.2 25.1 25.5 60.0 42.6 93.7 93.1: 6.3 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 : 38: 7 12 15 19 17 37 33: Old : 38: 7 12 15 19 17 37 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 : 32.5 37.9 52.9 59.6 16.3 17.2 24.2 23.1 Old : 32.5 37.9 52.9 59.6 16.3 17.2 24.2 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, August 21, 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 : 17,677: 10,572 2,357 1,119 4,062 13,515 15,753 16,991: 1,924 686 Old : 17,677: 10,572 2,357 1,119 4,062 13,515 15,753 16,991: 1,924 686 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -319: -1,475 334 699 709 -1,514 -67 -481: -252 162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.8 13.3 6.3 23.0 76.5 89.1 96.1: 10.9 3.9 Old : 100.0: 59.8 13.3 6.3 23.0 76.5 89.1 96.1: 10.9 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 : 108: 49 21 5 18 25 71 49: Old : 108: 49 21 5 18 25 71 49: 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 : 44.9 36.5 56.1 55.5 44.9 35.0 55.0 51.9 Old : 44.9 36.5 56.1 55.5 44.9 35.0 55.0 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 11,119: 5,740 1,351 0 3,087 8,227 8,827 9,578: 2,292 1,541 Old : 11,119: 5,740 1,351 0 3,087 8,227 8,827 9,578: 2,292 1,541 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -1,814: -1,410 583 0 42 -3,087 -1,368 -2,504: -446 690 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 12.2 0.0 27.8 74.0 79.4 86.1: 20.6 13.9 Old : 100.0: 51.6 12.2 0.0 27.8 74.0 79.4 86.1: 20.6 13.9 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 : 70: 32 9 0 13 16 45 25: Old : 70: 32 9 0 13 16 45 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 : 25.2 53.4 38.0 67.9 25.2 53.4 38.0 67.9 Old : 25.2 53.4 38.0 67.9 25.2 53.4 38.0 67.9 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, August 21, 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 : 217,762: 38,849 15,429 30,669 129,369 153,556 198,886 199,653: 18,876 18,109 Old : 217,762: 38,849 15,429 30,669 129,369 153,556 198,886 199,653: 18,876 18,109 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 1,067: -2,316 1,648 -406 2,202 -842 -521 400: 1,588 667 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 7.1 14.1 59.4 70.5 91.3 91.7: 8.7 8.3 Old : 100.0: 17.8 7.1 14.1 59.4 70.5 91.3 91.7: 8.7 8.3 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 : 188: 56 32 36 82 89 153 144: Old : 188: 56 32 36 82 89 153 144: 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 : 20.7 26.3 34.0 39.2 10.6 11.8 16.9 19.0 Old : 20.7 26.3 34.0 39.2 10.6 11.8 16.9 19.0 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, August 21, 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 : 3,825: 350 0 0 3,425 3,725 3,775 3,725: 50 100 Old : 3,825: 350 0 0 3,425 3,725 3,775 3,725: 50 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : 200: 0 0 0 150 200 150 200: 50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 0.0 0.0 89.5 97.4 98.7 97.4: 1.3 2.6 Old : 100.0: 9.2 0.0 0.0 89.5 97.4 98.7 97.4: 1.3 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 : 24: 2 0 0 12 18 14 18: Old : 24: 2 0 0 12 18 14 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 56.2 90.2 77.1 54.9 47.1 76.5 65.4 Old : 61.4 56.2 90.2 77.1 54.9 47.1 76.5 65.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008