GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 8,729: 0 225 0 7,729 8,304 7,729 8,529: 1,000 200 Old : 8,729: 0 225 0 7,729 8,304 7,729 8,529: 1,000 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 425: 0 150 0 425 175 425 325: 0 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.6 0.0 88.5 95.1 88.5 97.7: 11.5 2.3 Old : 100.0: 0.0 2.6 0.0 88.5 95.1 88.5 97.7: 11.5 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 2 0 22 23 22 25: Old : 32: 0 2 0 22 23 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 : 43.5 44.0 63.1 66.0 30.0 26.5 36.3 37.6 Old : 43.5 44.0 63.1 66.0 30.0 26.5 36.3 37.6 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, September 25, 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 : 12,369: 0 2,251 0 12,249 9,999 12,249 12,250: 120 119 Old : 12,369: 0 2,251 0 12,249 9,999 12,249 12,250: 120 119 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 180: 0 0 0 180 180 180 180: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.2 0.0 99.0 80.8 99.0 99.0: 1.0 1.0 Old : 100.0: 0.0 18.2 0.0 99.0 80.8 99.0 99.0: 1.0 1.0 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 : 36: 0 2 0 29 24 29 26: Old : 36: 0 2 0 29 24 29 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 : 53.5 49.3 73.2 69.7 48.2 43.8 59.1 59.3 Old : 53.5 49.3 73.2 69.7 48.2 43.8 59.1 59.3 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, September 25, 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 : 2,564: 0 0 0 1,633 1,695 1,633 1,695: 931 869 Old : 2,564: 0 0 0 1,633 1,695 1,633 1,695: 931 869 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 63.7 66.1 63.7 66.1: 36.3 33.9 Old : 100.0: 0.0 0.0 0.0 63.7 66.1 63.7 66.1: 36.3 33.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 19 19 19 19: Old : 21: 0 0 0 19 19 19 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 : 32.0 31.9 47.8 50.0 18.9 20.0 24.9 26.5 Old : 32.0 31.9 47.8 50.0 18.9 20.0 24.9 26.5 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, September 25, 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 : 4,183: 0 23 183 3,627 3,486 3,810 3,692: 373 491 Old : 4,183: 0 23 183 3,627 3,486 3,810 3,692: 373 491 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 475: 0 -10 92 353 418 445 500: 30 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.5 4.4 86.7 83.3 91.1 88.3: 8.9 11.7 Old : 100.0: 0.0 0.5 4.4 86.7 83.3 91.1 88.3: 8.9 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 0 1 2 31 35 33 37: Old : 37: 0 1 2 31 35 33 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.6 25.5 50.9 43.1 19.7 15.4 28.4 23.0 Old : 30.6 25.5 50.9 43.1 19.7 15.4 28.4 23.0 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, September 25, 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 : 264,759: 50,621 14,597 33,451 137,562 185,876 221,635 233,924: 43,125 30,835 Old : 264,759: 50,621 14,597 33,451 137,562 185,876 221,635 233,924: 43,125 30,835 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : -5,047: -1,429 -241 -4,903 3,195 195 -3,137 -4,949: -1,909 -97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 5.5 12.6 52.0 70.2 83.7 88.4: 16.3 11.6 Old : 100.0: 19.1 5.5 12.6 52.0 70.2 83.7 88.4: 16.3 11.6 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 : 153: 54 21 38 65 71 136 118: Old : 153: 54 21 38 65 71 136 118: 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 : 19.4 23.1 30.6 33.0 14.0 16.4 21.6 23.0 Old : 19.4 23.1 30.6 33.0 14.0 16.4 21.6 23.0 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, September 25, 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 : 1,195,152: 63,352 140,983 492,630 567,083 521,310 1,123,065 1,154,922: 72,087 40,230 Old : 1,195,152: 63,352 140,983 492,630 567,083 521,310 1,123,065 1,154,922: 72,087 40,230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : -85,770: -9,977 -9,973 -40,611 -34,525 -33,922 -85,113 -84,506: -657 -1,264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 11.8 41.2 47.4 43.6 94.0 96.6: 6.0 3.4 Old : 100.0: 5.3 11.8 41.2 47.4 43.6 94.0 96.6: 6.0 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 214: 56 71 91 81 71 193 181: Old : 214: 56 71 91 81 71 193 181: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 32.8 47.7 49.9 6.7 8.9 9.5 11.5 Old : 34.9 32.8 47.7 49.9 6.7 8.9 9.5 11.5 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, September 25, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 95,481: 49 12,610 2,596 82,617 66,788 85,262 81,994: 10,219 13,487 Old : 95,481: 49 12,610 2,596 82,617 66,788 85,262 81,994: 10,219 13,487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 4,050: -147 1,045 -98 4,323 2,979 4,078 3,926: -28 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 13.2 2.7 86.5 69.9 89.3 85.9: 10.7 14.1 Old : 100.0: 0.1 13.2 2.7 86.5 69.9 89.3 85.9: 10.7 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 : 32: 1 3 2 23 22 25 26: Old : 32: 1 3 2 23 22 25 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 41.2 67.0 59.3 46.4 40.4 63.7 57.3 Old : 47.1 41.2 67.0 59.3 46.4 40.4 63.7 57.3 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, September 25, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 79,637: 0 12,465 2,094 71,888 56,426 73,982 70,985: 5,655 8,652 Old : 79,637: 0 12,465 2,094 71,888 56,426 73,982 70,985: 5,655 8,652 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 8,001: 0 4,753 -1,316 9,407 3,810 8,091 7,247: -90 754 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 15.7 2.6 90.3 70.9 92.9 89.1: 7.1 10.9 Old : 100.0: 0.0 15.7 2.6 90.3 70.9 92.9 89.1: 7.1 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 2 2 29 22 31 24: Old : 32: 0 2 2 29 22 31 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 : 41.6 35.5 63.2 60.2 40.2 31.5 60.6 50.3 Old : 41.6 35.5 63.2 60.2 40.2 31.5 60.6 50.3 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, September 25, 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 : 152,609: 26,516 904 5,302 113,909 142,349 145,727 148,555: 6,882 4,054 Old : 152,609: 26,516 904 5,302 113,909 142,349 145,727 148,555: 6,882 4,054 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 5,432: -2,196 -546 2,004 5,292 3,554 5,100 5,012: 332 420 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 0.6 3.5 74.6 93.3 95.5 97.3: 4.5 2.7 Old : 100.0: 17.4 0.6 3.5 74.6 93.3 95.5 97.3: 4.5 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 : 49: 4 1 4 37 36 42 40: Old : 49: 4 1 4 37 36 42 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 : 46.8 44.0 61.7 62.0 43.0 43.5 53.8 56.6 Old : 46.8 44.0 61.7 62.0 43.0 43.5 53.8 56.6 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, September 25, 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 : 111,735: 13,676 12,944 4,515 86,433 84,989 104,624 102,448: 7,111 9,287 Old : 111,735: 13,676 12,944 4,515 86,433 84,989 104,624 102,448: 7,111 9,287 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,628: 0 756 -695 3,666 1,165 2,971 1,226: -1,343 402 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 11.6 4.0 77.4 76.1 93.6 91.7: 6.4 8.3 Old : 100.0: 12.2 11.6 4.0 77.4 76.1 93.6 91.7: 6.4 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 : 36: 3 2 3 26 25 31 28: Old : 36: 3 2 3 26 25 31 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 55.3 61.3 72.9 34.3 51.6 56.8 64.7 Old : 35.7 55.3 61.3 72.9 34.3 51.6 56.8 64.7 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, September 25, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 61,918: 13,229 987 5,157 39,058 49,901 57,444 56,045: 4,474 5,873 Old : 61,918: 13,229 987 5,157 39,058 49,901 57,444 56,045: 4,474 5,873 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,274: -277 184 187 1,445 779 1,355 1,150: -81 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 1.6 8.3 63.1 80.6 92.8 90.5: 7.2 9.5 Old : 100.0: 21.4 1.6 8.3 63.1 80.6 92.8 90.5: 7.2 9.5 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 : 28: 3 2 5 17 19 22 24: Old : 28: 3 2 5 17 19 22 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 : 62.1 55.2 78.8 67.7 57.4 46.9 63.8 56.2 Old : 62.1 55.2 78.8 67.7 57.4 46.9 63.8 56.2 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, September 25, 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 : 60,581: 6,302 403 3,889 44,691 48,714 54,882 53,006: 5,699 7,575 Old : 60,581: 6,302 403 3,889 44,691 48,714 54,882 53,006: 5,699 7,575 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 465: -240 62 488 -31 -329 217 221: 248 244 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 0.7 6.4 73.8 80.4 90.6 87.5: 9.4 12.5 Old : 100.0: 10.4 0.7 6.4 73.8 80.4 90.6 87.5: 9.4 12.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 3 20 25 23 28: Old : 30: 2 1 3 20 25 23 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 : 55.5 32.6 79.1 52.8 45.4 30.4 61.4 45.5 Old : 55.5 32.6 79.1 52.8 45.4 30.4 61.4 45.5 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, September 25, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 93,503: 6,399 4,049 2,880 75,921 78,627 85,200 85,556: 8,303 7,947 Old : 93,503: 6,399 4,049 2,880 75,921 78,627 85,200 85,556: 8,303 7,947 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : -167: -830 988 3 1,506 2,046 679 3,037: -846 -3,204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 4.3 3.1 81.2 84.1 91.1 91.5: 8.9 8.5 Old : 100.0: 6.8 4.3 3.1 81.2 84.1 91.1 91.5: 8.9 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 2 4 4 27 31 32 36: Old : 45: 2 4 4 27 31 32 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 27.2 63.2 44.7 34.7 23.8 50.0 39.0 Old : 42.7 27.2 63.2 44.7 34.7 23.8 50.0 39.0 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, September 25, 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 : 99,963: 3,660 5,210 3,536 81,822 81,372 89,018 90,118: 10,945 9,845 Old : 99,963: 3,660 5,210 3,536 81,822 81,372 89,018 90,118: 10,945 9,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,632: 775 536 -254 6,578 2,160 7,099 2,442: -5,467 -810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 5.2 3.5 81.9 81.4 89.1 90.2: 10.9 9.8 Old : 100.0: 3.7 5.2 3.5 81.9 81.4 89.1 90.2: 10.9 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 : 39: 1 3 3 27 23 30 27: Old : 39: 1 3 3 27 23 30 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 : 40.0 42.0 63.0 60.1 37.6 39.2 56.1 55.9 Old : 40.0 42.0 63.0 60.1 37.6 39.2 56.1 55.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 48,750: 10,505 0 5,250 30,219 36,699 45,974 41,949: 2,776 6,801 Old : 48,750: 10,505 0 5,250 30,219 36,699 45,974 41,949: 2,776 6,801 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 2,850: 1,770 0 60 826 3,646 2,656 3,706: 194 -856 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 0.0 10.8 62.0 75.3 94.3 86.0: 5.7 14.0 Old : 100.0: 21.5 0.0 10.8 62.0 75.3 94.3 86.0: 5.7 14.0 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 : 26: 4 0 3 18 13 22 16: Old : 26: 4 0 3 18 13 22 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 : 39.0 43.8 61.8 69.9 32.2 40.4 48.6 56.1 Old : 39.0 43.8 61.8 69.9 32.2 40.4 48.6 56.1 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, September 25, 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 : 67,065: 5,485 1,234 6,173 48,660 47,634 60,318 55,041: 6,747 12,024 Old : 67,065: 5,485 1,234 6,173 48,660 47,634 60,318 55,041: 6,747 12,024 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 2,731: -988 -816 611 2,540 1,772 2,163 1,567: 568 1,164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 1.8 9.2 72.6 71.0 89.9 82.1: 10.1 17.9 Old : 100.0: 8.2 1.8 9.2 72.6 71.0 89.9 82.1: 10.1 17.9 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 : 22: 2 2 4 15 17 19 21: Old : 22: 2 2 4 15 17 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 : 56.0 34.0 75.6 54.7 50.2 29.7 61.9 44.7 Old : 56.0 34.0 75.6 54.7 50.2 29.7 61.9 44.7 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, September 25, 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 : 90,493: 23,316 2,872 1,058 60,123 82,759 84,497 86,689: 5,996 3,804 Old : 90,493: 23,316 2,872 1,058 60,123 82,759 84,497 86,689: 5,996 3,804 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,672: 2,127 496 -509 -6 1,317 1,612 1,304: 60 368 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 3.2 1.2 66.4 91.5 93.4 95.8: 6.6 4.2 Old : 100.0: 25.8 3.2 1.2 66.4 91.5 93.4 95.8: 6.6 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 1 2 30 29 33 31: Old : 37: 2 1 2 30 29 33 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 : 50.3 39.6 67.3 58.9 41.4 30.1 53.3 46.2 Old : 50.3 39.6 67.3 58.9 41.4 30.1 53.3 46.2 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, September 25, 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 : 123,539: 13,293 7,794 4,876 94,563 99,324 112,732 111,994: 10,807 11,545 Old : 123,539: 13,293 7,794 4,876 94,563 99,324 112,732 111,994: 10,807 11,545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 9,216: 7,010 1,039 -878 3,830 10,369 9,962 10,530: -746 -1,314 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 6.3 3.9 76.5 80.4 91.3 90.7: 8.7 9.3 Old : 100.0: 10.8 6.3 3.9 76.5 80.4 91.3 90.7: 8.7 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 2 2 28 28 32 31: Old : 42: 3 2 2 28 28 32 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 : 44.9 32.8 62.3 52.7 36.0 32.1 53.4 51.3 Old : 44.9 32.8 62.3 52.7 36.0 32.1 53.4 51.3 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, September 25, 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 : 52,955: 0 3,007 1,974 42,022 38,671 43,996 43,652: 8,959 9,303 Old : 52,955: 0 3,007 1,974 42,022 38,671 43,996 43,652: 8,959 9,303 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 159: 0 -438 311 -220 218 91 91: 68 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.7 3.7 79.4 73.0 83.1 82.4: 16.9 17.6 Old : 100.0: 0.0 5.7 3.7 79.4 73.0 83.1 82.4: 16.9 17.6 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 2 1 19 18 20 20: Old : 28: 0 2 1 19 18 20 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 : 46.7 38.7 66.0 65.1 45.9 37.1 63.5 59.9 Old : 46.7 38.7 66.0 65.1 45.9 37.1 63.5 59.9 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, September 25, 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 : 29,445: 7,506 2,728 0 21,351 26,097 28,857 28,825: 588 620 Old : 29,445: 7,506 2,728 0 21,351 26,097 28,857 28,825: 588 620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 9.3 0.0 72.5 88.6 98.0 97.9: 2.0 2.1 Old : 100.0: 25.5 9.3 0.0 72.5 88.6 98.0 97.9: 2.0 2.1 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: 2 3 0 13 15 15 18: Old : 29: 2 3 0 13 15 15 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 : 67.5 62.0 87.6 79.6 54.0 50.1 72.1 65.5 Old : 67.5 62.0 87.6 79.6 54.0 50.1 72.1 65.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 17,977: 1,240 0 0 15,685 17,144 16,925 17,144: 1,052 833 Old : 17,977: 1,240 0 0 15,685 17,144 16,925 17,144: 1,052 833 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 0.0 0.0 87.3 95.4 94.1 95.4: 5.9 4.6 Old : 100.0: 6.9 0.0 0.0 87.3 95.4 94.1 95.4: 5.9 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 0 11 10 13 10: Old : 20: 2 0 0 11 10 13 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.3 79.9 86.1 92.6 66.5 79.9 81.3 87.2 Old : 71.3 79.9 86.1 92.6 66.5 79.9 81.3 87.2 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, September 25, 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 : 135,813: 657 21,209 12,889 112,136 95,544 125,682 129,642: 10,131 6,171 Old : 135,813: 657 21,209 12,889 112,136 95,544 125,682 129,642: 10,131 6,171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : -569: 0 -1,031 337 -569 428 -232 -266: -337 -303 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 15.6 9.5 82.6 70.3 92.5 95.5: 7.5 4.5 Old : 100.0: 0.5 15.6 9.5 82.6 70.3 92.5 95.5: 7.5 4.5 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 : 48: 1 7 7 38 32 45 40: Old : 48: 1 7 7 38 32 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 : 28.6 35.3 46.2 57.6 26.5 29.5 37.7 42.9 Old : 28.6 35.3 46.2 57.6 26.5 29.5 37.7 42.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 90,944: 424 3,542 5,052 80,601 68,422 86,077 77,016: 4,867 13,928 Old : 90,944: 424 3,542 5,052 80,601 68,422 86,077 77,016: 4,867 13,928 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 2,808: -405 -1,142 1,705 1,632 1,879 2,932 2,442: -124 366 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 3.9 5.6 88.6 75.2 94.6 84.7: 5.4 15.3 Old : 100.0: 0.5 3.9 5.6 88.6 75.2 94.6 84.7: 5.4 15.3 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 : 36: 2 2 4 23 23 27 27: Old : 36: 2 2 4 23 23 27 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 : 60.0 34.9 74.8 55.1 53.7 34.5 63.7 49.6 Old : 60.0 34.9 74.8 55.1 53.7 34.5 63.7 49.6 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, September 25, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 62,035: 9,826 2,728 0 51,047 55,961 60,873 58,689: 1,162 3,346 Old : 62,035: 9,826 2,728 0 51,047 55,961 60,873 58,689: 1,162 3,346 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 5,549: 1,333 868 0 4,185 4,835 5,518 5,703: 31 -154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 4.4 0.0 82.3 90.2 98.1 94.6: 1.9 5.4 Old : 100.0: 15.8 4.4 0.0 82.3 90.2 98.1 94.6: 1.9 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 : 34: 3 3 0 16 25 19 28: Old : 34: 3 3 0 16 25 19 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 : 60.0 44.7 79.8 71.4 49.5 42.6 64.7 58.8 Old : 60.0 44.7 79.8 71.4 49.5 42.6 64.7 58.8 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, September 25, 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 : 261,361: 17,250 271 7,307 224,734 244,049 249,291 251,627: 12,070 9,734 Old : 261,361: 17,250 271 7,307 224,734 244,049 249,291 251,627: 12,070 9,734 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,813: -2,687 -511 1,662 1,257 505 232 1,656: 1,581 157 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 0.1 2.8 86.0 93.4 95.4 96.3: 4.6 3.7 Old : 100.0: 6.6 0.1 2.8 86.0 93.4 95.4 96.3: 4.6 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 : 64: 4 2 6 50 49 56 55: Old : 64: 4 2 6 50 49 56 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.6 54.9 53.7 66.6 29.2 51.7 44.6 59.1 Old : 34.6 54.9 53.7 66.6 29.2 51.7 44.6 59.1 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, September 25, 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 : 201,339: 8,388 0 13,038 167,059 184,070 188,485 197,108: 12,854 4,231 Old : 201,339: 8,388 0 13,038 167,059 184,070 188,485 197,108: 12,854 4,231 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 609: 1,487 -757 -848 -45 2,037 594 432: 15 177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.0 6.5 83.0 91.4 93.6 97.9: 6.4 2.1 Old : 100.0: 4.2 0.0 6.5 83.0 91.4 93.6 97.9: 6.4 2.1 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 : 49: 6 0 5 42 36 48 41: Old : 49: 6 0 5 42 36 48 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 : 31.1 36.6 49.5 58.0 23.7 33.7 35.4 48.3 Old : 31.1 36.6 49.5 58.0 23.7 33.7 35.4 48.3 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, September 25, 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 : 205,850: 3,598 11,227 9,876 175,262 174,869 188,736 195,972: 17,114 9,878 Old : 205,850: 3,598 11,227 9,876 175,262 174,869 188,736 195,972: 17,114 9,878 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 7,080: -2,633 -2,488 1,571 7,296 7,298 6,234 6,381: 846 699 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 5.5 4.8 85.1 84.9 91.7 95.2: 8.3 4.8 Old : 100.0: 1.7 5.5 4.8 85.1 84.9 91.7 95.2: 8.3 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 4 3 6 44 38 50 45: Old : 54: 4 3 6 44 38 50 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.0 31.6 51.1 55.7 33.0 25.1 46.7 41.6 Old : 34.0 31.6 51.1 55.7 33.0 25.1 46.7 41.6 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, September 25, 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 : 53,290: 0 3,706 1,124 42,257 38,871 43,381 43,701: 9,909 9,589 Old : 53,290: 0 3,706 1,124 42,257 38,871 43,381 43,701: 9,909 9,589 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : -220: 0 62 62 58 754 120 878: -340 -1,098 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.0 2.1 79.3 72.9 81.4 82.0: 18.6 18.0 Old : 100.0: 0.0 7.0 2.1 79.3 72.9 81.4 82.0: 18.6 18.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 2 2 21 22 23 24: Old : 28: 0 2 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 : 34.4 32.1 53.2 54.8 30.7 28.2 46.4 42.0 Old : 34.4 32.1 53.2 54.8 30.7 28.2 46.4 42.0 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, September 25, 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 : 221,126: 24,907 10,621 14,537 166,461 175,295 205,905 200,453: 15,221 20,673 Old : 221,126: 24,907 10,621 14,537 166,461 175,295 205,905 200,453: 15,221 20,673 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,224: -2,144 -692 688 3,950 2,879 2,494 2,875: -1,270 -1,651 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 4.8 6.6 75.3 79.3 93.1 90.7: 6.9 9.3 Old : 100.0: 11.3 4.8 6.6 75.3 79.3 93.1 90.7: 6.9 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 : 51: 4 3 6 40 41 46 48: Old : 51: 4 3 6 40 41 46 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.6 29.8 46.5 46.7 22.8 25.0 33.1 35.8 Old : 31.6 29.8 46.5 46.7 22.8 25.0 33.1 35.8 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, September 25, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 76,379: 4,214 12,753 3,669 63,502 50,289 71,385 66,711: 4,994 9,668 Old : 76,379: 4,214 12,753 3,669 63,502 50,289 71,385 66,711: 4,994 9,668 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : -81: 0 -115 260 575 659 835 804: -916 -885 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 16.7 4.8 83.1 65.8 93.5 87.3: 6.5 12.7 Old : 100.0: 5.5 16.7 4.8 83.1 65.8 93.5 87.3: 6.5 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 2 4 5 28 27 33 33: Old : 40: 2 4 5 28 27 33 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 : 33.6 33.8 55.4 50.5 29.2 27.2 46.5 39.5 Old : 33.6 33.8 55.4 50.5 29.2 27.2 46.5 39.5 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, September 25, 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 : 2,857,033: 423,037 226,606 878,025 1,532,166 1,734,783 2,833,228 2,839,414: 23,805 17,619 Old : 2,857,033: 423,037 226,606 878,025 1,532,166 1,734,783 2,833,228 2,839,414: 23,805 17,619 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 23,066: 21,007 20,955 -1,050 6,791 2,400 26,748 22,305: -3,682 761 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 7.9 30.7 53.6 60.7 99.2 99.4: 0.8 0.6 Old : 100.0: 14.8 7.9 30.7 53.6 60.7 99.2 99.4: 0.8 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 : 168: 31 22 43 111 98 159 146: Old : 168: 31 22 43 111 98 159 146: 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 : 31.6 41.5 46.8 54.5 14.7 24.2 19.8 27.8 Old : 31.6 41.5 46.8 54.5 14.7 24.2 19.8 27.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 1,055,670: 110,644 203,386 270,321 664,024 575,368 1,044,989 1,049,075: 10,681 6,595 Old : 1,055,670: 110,644 203,386 270,321 664,024 575,368 1,044,989 1,049,075: 10,681 6,595 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 26,693: -11,807 -20,688 17,159 13,283 25,695 18,635 22,166: 8,058 4,527 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 19.3 25.6 62.9 54.5 99.0 99.4: 1.0 0.6 Old : 100.0: 10.5 19.3 25.6 62.9 54.5 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 : 92: 28 21 35 41 42 83 84: Old : 92: 28 21 35 41 42 83 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 : 41.8 31.6 59.1 49.8 29.2 24.8 35.7 34.8 Old : 41.8 31.6 59.1 49.8 29.2 24.8 35.7 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,550 TONS) : : : : All : 11,592: 798 0 675 9,725 10,617 11,198 11,292: 394 300 Old : 11,592: 798 0 675 9,725 10,617 11,198 11,292: 394 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 0.0 5.8 83.9 91.6 96.6 97.4: 3.4 2.6 Old : 100.0: 6.9 0.0 5.8 83.9 91.6 96.6 97.4: 3.4 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 : 20: 3 0 2 16 13 19 15: Old : 20: 3 0 2 16 13 19 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 : 52.1 68.4 75.6 88.8 48.3 61.0 63.0 69.0 Old : 52.1 68.4 75.6 88.8 48.3 61.0 63.0 69.0 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, September 25, 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 : 101,655: 1,884 986 5,118 93,722 94,620 100,724 100,723: 931 932 Old : 101,655: 1,884 986 5,118 93,722 94,620 100,724 100,723: 931 932 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,135: -95 139 165 1,000 744 1,070 1,048: 65 87 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 1.0 5.0 92.2 93.1 99.1 99.1: 0.9 0.9 Old : 100.0: 1.9 1.0 5.0 92.2 93.1 99.1 99.1: 0.9 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 9 3 10 32 30 44 40: Old : 48: 9 3 10 32 30 44 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 : 50.0 42.9 72.2 67.4 13.7 14.6 19.5 18.9 Old : 50.0 42.9 72.2 67.4 13.7 14.6 19.5 18.9 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, September 25, 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 : 16,401: 1,484 0 351 14,483 15,967 16,318 16,318: 83 83 Old : 16,401: 1,484 0 351 14,483 15,967 16,318 16,318: 83 83 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 63: 0 0 0 63 63 63 63: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 0.0 2.1 88.3 97.4 99.5 99.5: 0.5 0.5 Old : 100.0: 9.0 0.0 2.1 88.3 97.4 99.5 99.5: 0.5 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 : 26: 2 0 2 13 20 15 22: Old : 26: 2 0 2 13 20 15 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 : 69.1 78.8 90.4 90.6 50.7 63.1 65.5 67.5 Old : 69.1 78.8 90.4 90.6 50.7 63.1 65.5 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 30,422: 5,174 160 662 23,098 28,196 28,934 29,018: 1,488 1,404 Old : 30,422: 5,174 160 662 23,098 28,196 28,934 29,018: 1,488 1,404 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,778: -18 0 -7 1,750 1,736 1,725 1,729: 53 49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 0.5 2.2 75.9 92.7 95.1 95.4: 4.9 4.6 Old : 100.0: 17.0 0.5 2.2 75.9 92.7 95.1 95.4: 4.9 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 1 2 19 20 22 23: Old : 27: 3 1 2 19 20 22 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 66.3 81.2 79.7 31.4 28.8 39.1 35.6 Old : 62.8 66.3 81.2 79.7 31.4 28.8 39.1 35.6 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, September 25, 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 : 11,533: 422 362 66 9,451 10,821 9,939 11,249: 1,594 284 Old : 11,533: 422 362 66 9,451 10,821 9,939 11,249: 1,594 284 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : -18: 0 18 6 0 -18 6 6: -24 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 3.1 0.6 81.9 93.8 86.2 97.5: 13.8 2.5 Old : 100.0: 3.7 3.1 0.6 81.9 93.8 86.2 97.5: 13.8 2.5 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 : 22: 1 2 2 15 13 18 15: Old : 22: 1 2 2 15 13 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 70.9 66.4 87.9 40.6 60.3 55.8 72.8 Old : 46.9 70.9 66.4 87.9 40.6 60.3 55.8 72.8 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, September 25, 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 : 28,747: 955 894 217 25,707 26,744 26,879 27,855: 1,868 892 Old : 28,747: 955 894 217 25,707 26,744 26,879 27,855: 1,868 892 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,240: 0 160 0 1,240 1,080 1,240 1,240: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 3.1 0.8 89.4 93.0 93.5 96.9: 6.5 3.1 Old : 100.0: 3.3 3.1 0.8 89.4 93.0 93.5 96.9: 6.5 3.1 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: 1 1 2 22 22 24 24: Old : 29: 1 1 2 22 22 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 53.7 67.1 76.0 33.3 42.6 47.2 52.4 Old : 46.1 53.7 67.1 76.0 33.3 42.6 47.2 52.4 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, September 25, 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 : 24,866: 912 390 444 22,632 23,224 23,988 24,058: 878 808 Old : 24,866: 912 390 444 22,632 23,224 23,988 24,058: 878 808 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 240: 0 0 0 240 0 240 0: 0 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 1.6 1.8 91.0 93.4 96.5 96.8: 3.5 3.2 Old : 100.0: 3.7 1.6 1.8 91.0 93.4 96.5 96.8: 3.5 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 : 23: 2 1 3 19 17 22 20: Old : 23: 2 1 3 19 17 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 : 54.4 67.1 73.3 84.6 36.6 44.2 45.8 51.8 Old : 54.4 67.1 73.3 84.6 36.6 44.2 45.8 51.8 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, September 25, 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 : 9,866: 1,080 440 560 7,714 8,354 9,354 9,354: 512 512 Old : 9,866: 1,080 440 560 7,714 8,354 9,354 9,354: 512 512 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 120: 0 120 0 120 0 120 120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 4.5 5.7 78.2 84.7 94.8 94.8: 5.2 5.2 Old : 100.0: 10.9 4.5 5.7 78.2 84.7 94.8 94.8: 5.2 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 : 23: 2 1 2 15 15 18 17: Old : 23: 2 1 2 15 15 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 54.8 79.3 80.0 37.5 40.8 48.0 48.6 Old : 58.0 54.8 79.3 80.0 37.5 40.8 48.0 48.6 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, September 25, 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 : 2,402,025: 258,452 141,735 870,827 1,185,614 1,307,624 2,314,893 2,320,186: 87,133 81,839 Old : 2,402,025: 258,452 141,735 870,827 1,185,614 1,307,624 2,314,893 2,320,186: 87,133 81,839 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : -26,334: -5,234 19,463 31,094 -34,584 -46,082 -8,724 4,475: -17,610 -30,809 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 5.9 36.3 49.4 54.4 96.4 96.6: 3.6 3.4 Old : 100.0: 10.8 5.9 36.3 49.4 54.4 96.4 96.6: 3.6 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 364: 119 125 162 82 107 299 307: Old : 364: 119 125 162 82 107 299 307: 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 : 21.6 22.1 32.8 33.3 6.8 4.9 9.9 8.3 Old : 21.6 22.1 32.8 33.3 6.8 4.9 9.9 8.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 100,084: 19,089 17,847 5,726 50,330 41,668 75,145 65,241: 24,939 34,843 Old : 100,084: 19,089 17,847 5,726 50,330 41,668 75,145 65,241: 24,939 34,843 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 3,827: -70 2,661 2,537 1,222 1,296 3,689 6,494: 138 -2,667 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 17.8 5.7 50.3 41.6 75.1 65.2: 24.9 34.8 Old : 100.0: 19.1 17.8 5.7 50.3 41.6 75.1 65.2: 24.9 34.8 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: 2 4 5 16 16 22 22: Old : 24: 2 4 5 16 16 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.4 29.9 57.8 45.1 39.0 27.1 52.5 39.1 Old : 39.4 29.9 57.8 45.1 39.0 27.1 52.5 39.1 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, September 25, 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 : 12,981: 50 0 0 12,881 12,931 12,931 12,931: 50 50 Old : 12,981: 50 0 0 12,881 12,931 12,931 12,931: 50 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,417: 50 0 0 1,317 1,367 1,367 1,367: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 99.2 99.6 99.6 99.6: 0.4 0.4 Old : 100.0: 0.4 0.0 0.0 99.2 99.6 99.6 99.6: 0.4 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 : 33: 1 0 0 27 27 28 27: Old : 33: 1 0 0 27 27 28 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 : 35.0 53.5 60.6 75.6 24.6 31.3 35.9 39.4 Old : 35.0 53.5 60.6 75.6 24.6 31.3 35.9 39.4 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, September 25, 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 : 104,816: 8,468 23,291 29,944 61,551 47,187 99,963 100,422: 4,853 4,394 Old : 104,816: 8,468 23,291 29,944 61,551 47,187 99,963 100,422: 4,853 4,394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 5,043: -1,818 1,352 3,596 3,893 439 5,671 5,387: -628 -344 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 22.2 28.6 58.7 45.0 95.4 95.8: 4.6 4.2 Old : 100.0: 8.1 22.2 28.6 58.7 45.0 95.4 95.8: 4.6 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 10 14 20 22 19 44 41: Old : 46: 10 14 20 22 19 44 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 : 32.0 33.5 51.1 55.7 15.7 19.2 24.2 23.6 Old : 32.0 33.5 51.1 55.7 15.7 19.2 24.2 23.6 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, September 25, 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 : 15,799: 9,796 3,528 125 4,012 11,624 13,933 15,277: 1,866 522 Old : 15,799: 9,796 3,528 125 4,012 11,624 13,933 15,277: 1,866 522 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : -18: 188 -223 -87 -325 453 -224 143: 206 -161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.0 22.3 0.8 25.4 73.6 88.2 96.7: 11.8 3.3 Old : 100.0: 62.0 22.3 0.8 25.4 73.6 88.2 96.7: 11.8 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 : 111: 54 23 3 15 21 72 45: Old : 111: 54 23 3 15 21 72 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.6 37.6 55.4 57.0 43.6 35.2 54.8 53.4 Old : 43.6 37.6 55.4 57.0 43.6 35.2 54.8 53.4 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, September 25, 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 : 13,729: 8,772 841 696 1,765 11,282 11,233 12,819: 2,496 910 Old : 13,729: 8,772 841 696 1,765 11,282 11,233 12,819: 2,496 910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,524: 1,669 -307 523 -789 1,119 1,403 1,335: 121 189 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 6.1 5.1 12.9 82.2 81.8 93.4: 18.2 6.6 Old : 100.0: 63.9 6.1 5.1 12.9 82.2 81.8 93.4: 18.2 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 75: 38 6 5 7 23 50 32: Old : 75: 38 6 5 7 23 50 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 : 21.7 49.3 35.1 67.4 21.7 49.3 35.1 67.2 Old : 21.7 49.3 35.1 67.4 21.7 49.3 35.1 67.2 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, September 25, 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 : 213,695: 59,775 9,698 22,238 114,436 166,185 196,449 198,120: 17,247 15,575 Old : 213,695: 59,775 9,698 22,238 114,436 166,185 196,449 198,120: 17,247 15,575 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : -4,855: 969 -1,106 -1,975 -3,319 -1,503 -4,325 -4,585: -530 -271 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 4.5 10.4 53.6 77.8 91.9 92.7: 8.1 7.3 Old : 100.0: 28.0 4.5 10.4 53.6 77.8 91.9 92.7: 8.1 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 190: 69 25 35 77 88 164 131: Old : 190: 69 25 35 77 88 164 131: 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 : 19.3 29.8 31.2 42.6 11.7 15.7 17.0 23.4 Old : 19.3 29.8 31.2 42.6 11.7 15.7 17.0 23.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 3,250: 50 0 0 3,200 3,000 3,250 3,000: 0 250 Old : 3,250: 50 0 0 3,200 3,000 3,250 3,000: 0 250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : -150: -250 0 0 150 -200 -100 -200: -50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.0 98.5 92.3 100.0 92.3: 0.0 7.7 Old : 100.0: 1.5 0.0 0.0 98.5 92.3 100.0 92.3: 0.0 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 0 14 15 15 15: Old : 24: 1 0 0 14 15 15 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 : 66.2 55.4 86.2 80.0 60.8 50.8 79.2 70.8 Old : 66.2 55.4 86.2 80.0 60.8 50.8 79.2 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008