GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,070: 0 575 0 6,170 6,495 6,170 7,070: 900 0 Old : 7,070: 0 575 0 6,170 6,495 6,170 7,070: 900 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : -100: 0 0 0 50 50 50 50: -150 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.1 0.0 87.3 91.9 87.3 100.0: 12.7 0.0 Old : 100.0: 0.0 8.1 0.0 87.3 91.9 87.3 100.0: 12.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 2 0 19 18 19 20: Old : 28: 0 2 0 19 18 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 46.0 67.6 69.8 36.8 28.5 44.0 44.1 Old : 45.6 46.0 67.6 69.8 36.8 28.5 44.0 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 12,075: 300 1,079 120 11,295 10,786 11,715 11,985: 360 90 Old : 12,075: 300 1,079 120 11,295 10,786 11,715 11,985: 360 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : -10: 0 0 0 -10 -10 -10 -10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 8.9 1.0 93.5 89.3 97.0 99.3: 3.0 0.7 Old : 100.0: 2.5 8.9 1.0 93.5 89.3 97.0 99.3: 3.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 1 1 29 28 31 30: Old : 39: 1 1 1 29 28 31 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 39.8 63.8 65.4 36.8 36.1 51.9 53.6 Old : 40.8 39.8 63.8 65.4 36.8 36.1 51.9 53.6 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, October 16, 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 : 2,328: 0 0 0 1,501 1,466 1,501 1,466: 827 862 Old : 2,328: 0 0 0 1,501 1,466 1,501 1,466: 827 862 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 207: 0 0 0 -23 79 -23 79: 230 128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 64.5 63.0 64.5 63.0: 35.5 37.0 Old : 100.0: 0.0 0.0 0.0 64.5 63.0 64.5 63.0: 35.5 37.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 17 18 17 18: Old : 21: 0 0 0 17 18 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 32.7 50.6 48.1 23.9 21.3 31.7 28.1 Old : 33.6 32.7 50.6 48.1 23.9 21.3 31.7 28.1 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, October 16, 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 : 5,518: 0 29 91 5,128 5,026 5,219 5,146: 299 372 Old : 5,518: 0 29 91 5,128 5,026 5,219 5,146: 299 372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 809: 0 5 -65 811 853 746 793: 63 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.5 1.6 92.9 91.1 94.6 93.3: 5.4 6.7 Old : 100.0: 0.0 0.5 1.6 92.9 91.1 94.6 93.3: 5.4 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 0 1 2 32 36 34 38: Old : 40: 0 1 2 32 36 34 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 41.9 64.1 56.1 16.8 11.5 24.2 17.3 Old : 47.9 41.9 64.1 56.1 16.8 11.5 24.2 17.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 276,210: 49,557 14,493 47,418 134,555 182,317 231,531 244,229: 44,679 31,981 Old : 276,210: 49,557 14,493 47,418 134,555 182,317 231,531 244,229: 44,679 31,981 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 25,721: 9,141 -185 8,700 4,410 15,650 22,250 24,165: 3,471 1,556 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 5.2 17.2 48.7 66.0 83.8 88.4: 16.2 11.6 Old : 100.0: 17.9 5.2 17.2 48.7 66.0 83.8 88.4: 16.2 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 : 152: 46 29 46 60 70 133 123: Old : 152: 46 29 46 60 70 133 123: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.2 21.3 31.2 31.6 14.7 15.3 22.2 21.5 Old : 20.2 21.3 31.2 31.6 14.7 15.3 22.2 21.5 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, October 16, 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 : 1,200,775: 64,344 139,442 499,486 563,480 518,817 1,127,310 1,157,745: 73,465 43,030 Old : 1,200,775: 64,344 139,442 499,486 563,480 518,817 1,127,310 1,157,745: 73,465 43,030 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 11,986: -6,548 5,124 -808 15,532 3,873 8,175 8,189: 3,811 3,797 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 11.6 41.6 46.9 43.2 93.9 96.4: 6.1 3.6 Old : 100.0: 5.4 11.6 41.6 46.9 43.2 93.9 96.4: 6.1 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 228: 68 69 97 83 72 209 186: Old : 228: 68 69 97 83 72 209 186: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.8 32.9 47.3 49.8 6.9 9.0 9.8 11.7 Old : 34.8 32.9 47.3 49.8 6.9 9.0 9.8 11.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 97,956: 0 12,265 1,753 85,049 71,735 86,802 85,753: 11,154 12,203 Old : 97,956: 0 12,265 1,753 85,049 71,735 86,802 85,753: 11,154 12,203 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 3,987: -266 -635 327 3,352 4,383 3,413 4,075: 574 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.5 1.8 86.8 73.2 88.6 87.5: 11.4 12.5 Old : 100.0: 0.0 12.5 1.8 86.8 73.2 88.6 87.5: 11.4 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: 0 4 2 22 19 24 23: Old : 30: 0 4 2 22 19 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 49.1 70.1 66.4 49.8 48.3 68.0 64.3 Old : 50.8 49.1 70.1 66.4 49.8 48.3 68.0 64.3 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, October 16, 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 : 80,036: 0 11,503 2,859 71,176 52,539 74,035 66,901: 6,001 13,135 Old : 80,036: 0 11,503 2,859 71,176 52,539 74,035 66,901: 6,001 13,135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 1,580: 0 -199 188 2,520 2,622 2,708 2,611: -1,128 -1,031 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 14.4 3.6 88.9 65.6 92.5 83.6: 7.5 16.4 Old : 100.0: 0.0 14.4 3.6 88.9 65.6 92.5 83.6: 7.5 16.4 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 : 29: 0 2 1 25 19 26 21: Old : 29: 0 2 1 25 19 26 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 : 45.4 35.2 69.9 56.6 44.0 29.8 63.9 48.9 Old : 45.4 35.2 69.9 56.6 44.0 29.8 63.9 48.9 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, October 16, 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 : 149,512: 22,250 2,592 2,618 114,098 134,411 138,966 139,621: 10,546 9,891 Old : 149,512: 22,250 2,592 2,618 114,098 134,411 138,966 139,621: 10,546 9,891 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 837: -383 768 0 582 221 199 989: 638 -152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 1.7 1.8 76.3 89.9 92.9 93.4: 7.1 6.6 Old : 100.0: 14.9 1.7 1.8 76.3 89.9 92.9 93.4: 7.1 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 : 45: 2 2 1 32 32 34 35: Old : 45: 2 2 1 32 32 34 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 43.4 62.0 61.1 44.9 42.8 55.1 57.5 Old : 47.8 43.4 62.0 61.1 44.9 42.8 55.1 57.5 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, October 16, 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 : 112,115: 14,028 12,068 3,983 83,052 85,636 101,063 101,687: 11,052 10,428 Old : 112,115: 14,028 12,068 3,983 83,052 85,636 101,063 101,687: 11,052 10,428 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 1,979: 0 912 -122 1,981 -97 1,859 693: 120 1,286 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 10.8 3.6 74.1 76.4 90.1 90.7: 9.9 9.3 Old : 100.0: 12.5 10.8 3.6 74.1 76.4 90.1 90.7: 9.9 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 : 29: 2 3 2 17 16 21 19: Old : 29: 2 3 2 17 16 21 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 : 34.0 58.4 58.9 77.5 33.3 50.1 55.9 64.6 Old : 34.0 58.4 58.9 77.5 33.3 50.1 55.9 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 58,597: 15,549 768 2,349 33,904 48,685 51,802 51,802: 6,795 6,795 Old : 58,597: 15,549 768 2,349 33,904 48,685 51,802 51,802: 6,795 6,795 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 1,230: -702 0 522 1,376 1,408 1,196 1,930: 34 -700 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 1.3 4.0 57.9 83.1 88.4 88.4: 11.6 11.6 Old : 100.0: 26.5 1.3 4.0 57.9 83.1 88.4 88.4: 11.6 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 : 21: 4 1 3 10 14 15 17: Old : 21: 4 1 3 10 14 15 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 60.2 80.0 73.8 59.9 53.5 67.5 63.8 Old : 64.1 60.2 80.0 73.8 59.9 53.5 67.5 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 55,759: 7,764 174 3,553 37,433 42,100 48,750 45,827: 7,009 9,932 Old : 55,759: 7,764 174 3,553 37,433 42,100 48,750 45,827: 7,009 9,932 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 1,374: 758 174 355 -9 -21 1,104 508: 270 866 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 0.3 6.4 67.1 75.5 87.4 82.2: 12.6 17.8 Old : 100.0: 13.9 0.3 6.4 67.1 75.5 87.4 82.2: 12.6 17.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 1 2 16 21 19 23: Old : 26: 2 1 2 16 21 19 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 32.7 78.8 52.0 47.4 30.8 63.6 45.0 Old : 56.4 32.7 78.8 52.0 47.4 30.8 63.6 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 90,124: 5,775 2,800 5,205 72,421 72,536 83,401 80,541: 6,723 9,583 Old : 90,124: 5,775 2,800 5,205 72,421 72,536 83,401 80,541: 6,723 9,583 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 3,869: 308 688 -268 5,411 5,834 5,451 6,254: -1,582 -2,385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 3.1 5.8 80.4 80.5 92.5 89.4: 7.5 10.6 Old : 100.0: 6.4 3.1 5.8 80.4 80.5 92.5 89.4: 7.5 10.6 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 : 42: 2 2 3 25 31 28 35: Old : 42: 2 2 3 25 31 28 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 24.6 63.9 40.5 34.0 22.7 52.0 35.2 Old : 41.5 24.6 63.9 40.5 34.0 22.7 52.0 35.2 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, October 16, 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 : 95,671: 4,786 1,288 3,032 71,730 83,638 79,548 87,958: 16,123 7,713 Old : 95,671: 4,786 1,288 3,032 71,730 83,638 79,548 87,958: 16,123 7,713 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 615: 240 -1,554 258 545 2,610 1,043 1,314: -428 -699 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 1.3 3.2 75.0 87.4 83.1 91.9: 16.9 8.1 Old : 100.0: 5.0 1.3 3.2 75.0 87.4 83.1 91.9: 16.9 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 2 3 23 23 26 26: Old : 33: 1 2 3 23 23 26 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.2 42.6 63.7 63.1 37.6 39.8 58.1 58.0 Old : 40.2 42.6 63.7 63.1 37.6 39.8 58.1 58.0 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, October 16, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 54,664: 12,350 1,290 4,237 34,122 40,356 50,709 45,883: 3,955 8,781 Old : 54,664: 12,350 1,290 4,237 34,122 40,356 50,709 45,883: 3,955 8,781 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 551: 540 -312 -454 465 889 551 123: 0 428 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 2.4 7.8 62.4 73.8 92.8 83.9: 7.2 16.1 Old : 100.0: 22.6 2.4 7.8 62.4 73.8 92.8 83.9: 7.2 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 4 1 3 17 12 21 16: Old : 26: 4 1 3 17 12 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.0 44.4 65.0 68.9 36.9 42.2 52.1 56.0 Old : 39.0 44.4 65.0 68.9 36.9 42.2 52.1 56.0 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, October 16, 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 : 72,627: 8,259 6,587 5,721 53,388 50,707 67,368 63,015: 5,259 9,612 Old : 72,627: 8,259 6,587 5,721 53,388 50,707 67,368 63,015: 5,259 9,612 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 1,932: 1,508 1,238 -740 1,164 1,434 1,932 1,932: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 9.1 7.9 73.5 69.8 92.8 86.8: 7.2 13.2 Old : 100.0: 11.4 9.1 7.9 73.5 69.8 92.8 86.8: 7.2 13.2 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: 3 2 3 14 15 19 18: Old : 23: 3 2 3 14 15 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 37.6 74.4 60.5 47.0 31.1 65.3 50.8 Old : 53.2 37.6 74.4 60.5 47.0 31.1 65.3 50.8 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, October 16, 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 : 85,532: 20,696 3,612 1,332 58,330 76,617 80,358 81,561: 5,174 3,971 Old : 85,532: 20,696 3,612 1,332 58,330 76,617 80,358 81,561: 5,174 3,971 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 1,878: 48 465 256 1,878 2,073 2,182 2,794: -304 -916 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 4.2 1.6 68.2 89.6 94.0 95.4: 6.0 4.6 Old : 100.0: 24.2 4.2 1.6 68.2 89.6 94.0 95.4: 6.0 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 : 34: 2 1 1 25 28 27 30: Old : 34: 2 1 1 25 28 27 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 40.1 70.7 59.9 41.6 31.8 53.4 47.4 Old : 53.0 40.1 70.7 59.9 41.6 31.8 53.4 47.4 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, October 16, 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 : 122,189: 12,358 3,298 5,915 91,111 99,218 109,384 108,431: 12,805 13,758 Old : 122,189: 12,358 3,298 5,915 91,111 99,218 109,384 108,431: 12,805 13,758 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 942: 1,158 -912 -16 -1,468 1,168 -326 240: 1,268 702 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 2.7 4.8 74.6 81.2 89.5 88.7: 10.5 11.3 Old : 100.0: 10.1 2.7 4.8 74.6 81.2 89.5 88.7: 10.5 11.3 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 1 2 22 26 25 28: Old : 36: 2 1 2 22 26 25 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 : 44.7 33.5 65.8 51.7 36.2 33.2 57.3 50.1 Old : 44.7 33.5 65.8 51.7 36.2 33.2 57.3 50.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 49,237: 0 1,015 2,257 38,213 37,635 40,470 40,907: 8,767 8,330 Old : 49,237: 0 1,015 2,257 38,213 37,635 40,470 40,907: 8,767 8,330 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 178: 0 -392 178 0 392 178 178: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.1 4.6 77.6 76.4 82.2 83.1: 17.8 16.9 Old : 100.0: 0.0 2.1 4.6 77.6 76.4 82.2 83.1: 17.8 16.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 1 1 16 18 17 19: Old : 25: 0 1 1 16 18 17 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 : 53.5 37.3 71.5 64.3 52.7 37.3 65.4 59.1 Old : 53.5 37.3 71.5 64.3 52.7 37.3 65.4 59.1 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, October 16, 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 : 134,354: 747 17,019 18,771 101,377 90,171 120,895 125,961: 13,459 8,393 Old : 134,354: 747 17,019 18,771 101,377 90,171 120,895 125,961: 13,459 8,393 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 307: 263 -917 714 -1,063 662 -86 459: 393 -152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 12.7 14.0 75.5 67.1 90.0 93.8: 10.0 6.2 Old : 100.0: 0.6 12.7 14.0 75.5 67.1 90.0 93.8: 10.0 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 3 4 7 32 23 39 30: Old : 40: 3 4 7 32 23 39 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.9 38.0 44.3 61.3 24.3 31.3 35.8 45.0 Old : 26.9 38.0 44.3 61.3 24.3 31.3 35.8 45.0 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, October 16, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 91,976: 834 4,897 3,973 78,096 69,616 82,903 78,486: 9,073 13,490 Old : 91,976: 834 4,897 3,973 78,096 69,616 82,903 78,486: 9,073 13,490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 4,519: 146 780 -174 2,591 6,587 2,563 7,193: 1,956 -2,674 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 5.3 4.3 84.9 75.7 90.1 85.3: 9.9 14.7 Old : 100.0: 0.9 5.3 4.3 84.9 75.7 90.1 85.3: 9.9 14.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 2 3 21 21 24 25: Old : 31: 2 2 3 21 21 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 41.4 71.6 61.7 54.5 41.2 62.3 56.6 Old : 60.6 41.4 71.6 61.7 54.5 41.2 62.3 56.6 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, October 16, 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 : 52,729: 8,400 1,200 0 42,429 47,403 50,829 48,603: 1,900 4,126 Old : 52,729: 8,400 1,200 0 42,429 47,403 50,829 48,603: 1,900 4,126 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 2.3 0.0 80.5 89.9 96.4 92.2: 3.6 7.8 Old : 100.0: 15.9 2.3 0.0 80.5 89.9 96.4 92.2: 3.6 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 0 11 15 13 16: Old : 20: 2 1 0 11 15 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.9 51.9 90.9 82.3 57.9 49.5 74.1 66.6 Old : 67.9 51.9 90.9 82.3 57.9 49.5 74.1 66.6 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, October 16, 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 : 251,642: 13,455 2 4,755 219,894 234,152 238,104 238,909: 13,538 12,733 Old : 251,642: 13,455 2 4,755 219,894 234,152 238,104 238,909: 13,538 12,733 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 6,172: -433 -124 253 6,568 4,691 6,388 4,820: -216 1,352 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 0.0 1.9 87.4 93.0 94.6 94.9: 5.4 5.1 Old : 100.0: 5.3 0.0 1.9 87.4 93.0 94.6 94.9: 5.4 5.1 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 : 59: 5 1 6 46 43 52 49: Old : 59: 5 1 6 46 43 52 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.8 56.0 51.5 67.0 29.9 52.0 43.7 59.4 Old : 34.8 56.0 51.5 67.0 29.9 52.0 43.7 59.4 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, October 16, 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 : 196,096: 7,622 3,367 11,374 164,593 175,521 183,589 190,262: 12,507 5,834 Old : 196,096: 7,622 3,367 11,374 164,593 175,521 183,589 190,262: 12,507 5,834 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 1,487: 428 666 -490 1,243 119 1,181 295: 306 1,192 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 1.7 5.8 83.9 89.5 93.6 97.0: 6.4 3.0 Old : 100.0: 3.9 1.7 5.8 83.9 89.5 93.6 97.0: 6.4 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 2 3 4 37 33 42 37: Old : 46: 2 3 4 37 33 42 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 : 32.3 39.4 50.7 61.1 24.6 36.4 37.1 51.5 Old : 32.3 39.4 50.7 61.1 24.6 36.4 37.1 51.5 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, October 16, 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 : 222,366: 4,108 13,139 13,822 186,211 184,714 204,141 211,675: 18,225 10,691 Old : 222,366: 4,108 13,139 13,822 186,211 184,714 204,141 211,675: 18,225 10,691 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 5,315: 863 1,249 244 2,210 2,897 3,317 4,390: 1,998 925 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 5.9 6.2 83.7 83.1 91.8 95.2: 8.2 4.8 Old : 100.0: 1.8 5.9 6.2 83.7 83.1 91.8 95.2: 8.2 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 : 51: 3 4 5 42 36 48 42: Old : 51: 3 4 5 42 36 48 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 30.7 54.1 53.5 37.9 25.6 49.9 43.5 Old : 38.7 30.7 54.1 53.5 37.9 25.6 49.9 43.5 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, October 16, 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 : 50,002: 0 2,005 1,902 39,134 38,120 41,036 42,027: 8,966 7,975 Old : 50,002: 0 2,005 1,902 39,134 38,120 41,036 42,027: 8,966 7,975 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : -443: 0 -59 92 -626 -476 -534 -443: 91 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.0 3.8 78.3 76.2 82.1 84.1: 17.9 15.9 Old : 100.0: 0.0 4.0 3.8 78.3 76.2 82.1 84.1: 17.9 15.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 1 19 21 20 23: Old : 27: 0 2 1 19 21 20 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 : 31.1 32.0 49.7 55.1 28.3 25.7 43.8 40.2 Old : 31.1 32.0 49.7 55.1 28.3 25.7 43.8 40.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 211,285: 24,742 11,507 14,523 156,696 164,617 195,961 190,647: 15,324 20,638 Old : 211,285: 24,742 11,507 14,523 156,696 164,617 195,961 190,647: 15,324 20,638 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 1,168: -26 2,293 236 775 -1,091 985 1,438: 183 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 5.4 6.9 74.2 77.9 92.7 90.2: 7.3 9.8 Old : 100.0: 11.7 5.4 6.9 74.2 77.9 92.7 90.2: 7.3 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 : 46: 4 2 5 38 36 44 41: Old : 46: 4 2 5 38 36 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 : 31.2 29.7 46.7 47.2 24.1 24.0 34.8 35.8 Old : 31.2 29.7 46.7 47.2 24.1 24.0 34.8 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, October 16, 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 : 80,119: 5,113 7,073 6,956 60,793 57,625 72,862 71,654: 7,257 8,465 Old : 80,119: 5,113 7,073 6,956 60,793 57,625 72,862 71,654: 7,257 8,465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 3,666: 0 -2,517 2,752 383 6,293 3,135 6,528: 531 -2,862 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 8.8 8.7 75.9 71.9 90.9 89.4: 9.1 10.6 Old : 100.0: 6.4 8.8 8.7 75.9 71.9 90.9 89.4: 9.1 10.6 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 : 35: 2 5 4 24 25 29 31: Old : 35: 2 5 4 24 25 29 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 38.3 53.5 56.0 27.1 29.3 44.2 42.7 Old : 31.5 38.3 53.5 56.0 27.1 29.3 44.2 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 2,710,662: 411,337 159,569 860,730 1,408,401 1,671,261 2,680,468 2,691,560: 30,194 19,102 Old : 2,710,662: 411,337 159,569 860,730 1,408,401 1,671,261 2,680,468 2,691,560: 30,194 19,102 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 7,757: -19,106 -15,003 2,691 24,986 16,888 8,571 4,576: -814 3,181 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 5.9 31.8 52.0 61.7 98.9 99.3: 1.1 0.7 Old : 100.0: 15.2 5.9 31.8 52.0 61.7 98.9 99.3: 1.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 155: 29 19 46 103 93 151 140: Old : 155: 29 19 46 103 93 151 140: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 40.5 48.0 55.2 13.7 22.5 18.5 26.3 Old : 34.5 40.5 48.0 55.2 13.7 22.5 18.5 26.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 912,191: 85,313 205,308 208,135 611,398 492,472 904,846 905,915: 7,345 6,276 Old : 912,191: 85,313 205,308 208,135 611,398 492,472 904,846 905,915: 7,345 6,276 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 10,988: 22,460 6,845 -5,827 -6,653 9,562 9,980 10,580: 1,008 408 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 22.5 22.8 67.0 54.0 99.2 99.3: 0.8 0.7 Old : 100.0: 9.4 22.5 22.8 67.0 54.0 99.2 99.3: 0.8 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 87: 16 28 34 42 41 78 83: Old : 87: 16 28 34 42 41 78 83: 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 : 42.6 31.9 60.0 51.5 33.0 25.7 39.9 35.7 Old : 42.6 31.9 60.0 51.5 33.0 25.7 39.9 35.7 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, October 16, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 98,852: 2,204 673 5,590 89,711 91,571 97,506 97,834: 1,347 1,019 Old : 98,852: 2,204 673 5,590 89,711 91,571 97,506 97,834: 1,347 1,019 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 2,249: 208 -199 641 1,372 1,805 2,221 2,247: 28 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.7 5.7 90.8 92.6 98.6 99.0: 1.4 1.0 Old : 100.0: 2.2 0.7 5.7 90.8 92.6 98.6 99.0: 1.4 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 : 44: 9 2 8 29 28 40 36: Old : 44: 9 2 8 29 28 40 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 42.9 70.3 66.3 12.4 14.6 18.6 19.9 Old : 48.6 42.9 70.3 66.3 12.4 14.6 18.6 19.9 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, October 16, 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 : 15,191: 1,280 45 512 13,271 14,570 15,063 15,127: 128 64 Old : 15,191: 1,280 45 512 13,271 14,570 15,063 15,127: 128 64 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : -213: -299 45 256 -170 -514 -213 -213: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 0.3 3.4 87.4 95.9 99.2 99.6: 0.8 0.4 Old : 100.0: 8.4 0.3 3.4 87.4 95.9 99.2 99.6: 0.8 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 : 27: 1 1 2 12 20 14 22: Old : 27: 1 1 2 12 20 14 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 : 71.2 78.8 90.6 89.2 53.8 63.5 68.1 67.6 Old : 71.2 78.8 90.6 89.2 53.8 63.5 68.1 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 32,028: 5,226 120 556 25,695 31,224 31,477 31,901: 551 127 Old : 32,028: 5,226 120 556 25,695 31,224 31,477 31,901: 551 127 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 1,402: -7 0 -92 1,475 1,451 1,377 1,359: 25 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 0.4 1.7 80.2 97.5 98.3 99.6: 1.7 0.4 Old : 100.0: 16.3 0.4 1.7 80.2 97.5 98.3 99.6: 1.7 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 : 28: 2 1 2 21 22 23 25: Old : 28: 2 1 2 21 22 23 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 : 63.3 65.6 82.0 82.6 29.0 26.2 35.8 32.4 Old : 63.3 65.6 82.0 82.6 29.0 26.2 35.8 32.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 10,998: 240 162 84 9,360 10,394 9,684 10,640: 1,314 358 Old : 10,998: 240 162 84 9,360 10,394 9,684 10,640: 1,314 358 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 240: 0 0 0 240 240 240 240: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 1.5 0.8 85.1 94.5 88.1 96.7: 11.9 3.3 Old : 100.0: 2.2 1.5 0.8 85.1 94.5 88.1 96.7: 11.9 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 : 22: 1 1 2 16 13 18 15: Old : 22: 1 1 2 16 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 : 48.0 69.2 66.9 86.8 39.9 56.7 55.5 71.4 Old : 48.0 69.2 66.9 86.8 39.9 56.7 55.5 71.4 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, October 16, 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 : 28,706: 962 944 930 25,096 25,878 26,988 27,752: 1,718 954 Old : 28,706: 962 944 930 25,096 25,878 26,988 27,752: 1,718 954 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 358: 0 20 0 334 290 334 310: 24 48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 3.3 3.2 87.4 90.1 94.0 96.7: 6.0 3.3 Old : 100.0: 3.4 3.3 3.2 87.4 90.1 94.0 96.7: 6.0 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 : 30: 1 2 3 24 21 27 24: Old : 30: 1 2 3 24 21 27 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 52.0 65.2 73.1 31.4 41.6 44.6 49.5 Old : 45.3 52.0 65.2 73.1 31.4 41.6 44.6 49.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 24,940: 532 478 1,324 22,242 22,434 24,098 24,236: 842 704 Old : 24,940: 532 478 1,324 22,242 22,434 24,098 24,236: 842 704 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 1,040: -400 160 560 860 640 1,020 1,360: 20 -320 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 1.9 5.3 89.2 90.0 96.6 97.2: 3.4 2.8 Old : 100.0: 2.1 1.9 5.3 89.2 90.0 96.6 97.2: 3.4 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 2 3 19 18 22 21: Old : 24: 1 2 3 19 18 22 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 : 54.2 64.4 73.5 82.4 31.4 39.3 42.3 46.6 Old : 54.2 64.4 73.5 82.4 31.4 39.3 42.3 46.6 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, October 16, 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 : 9,448: 1,240 520 320 7,423 8,098 8,983 8,938: 465 510 Old : 9,448: 1,240 520 320 7,423 8,098 8,983 8,938: 465 510 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 0: 60 0 -60 0 60 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 5.5 3.4 78.6 85.7 95.1 94.6: 4.9 5.4 Old : 100.0: 13.1 5.5 3.4 78.6 85.7 95.1 94.6: 4.9 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 : 20: 2 1 2 13 14 16 16: Old : 20: 2 1 2 13 14 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 54.4 79.9 79.7 38.1 39.6 50.4 50.1 Old : 58.8 54.4 79.9 79.7 38.1 39.6 50.4 50.1 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, October 16, 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 : 2,666,288: 264,921 133,840 984,244 1,319,034 1,443,135 2,568,199 2,561,220: 98,089 105,068 Old : 2,666,288: 264,921 133,840 984,244 1,319,034 1,443,135 2,568,199 2,561,220: 98,089 105,068 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 160,227: 5,103 971 64,549 86,117 83,324 155,769 148,844: 4,458 11,383 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 5.0 36.9 49.5 54.1 96.3 96.1: 3.7 3.9 Old : 100.0: 9.9 5.0 36.9 49.5 54.1 96.3 96.1: 3.7 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 385: 117 150 180 82 106 313 332: Old : 385: 117 150 180 82 106 313 332: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.1 22.6 33.5 33.5 6.4 4.3 9.1 7.1 Old : 22.1 22.6 33.5 33.5 6.4 4.3 9.1 7.1 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, October 16, 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 : 99,469: 19,575 21,055 6,127 46,777 33,231 72,479 60,413: 26,990 39,056 Old : 99,469: 19,575 21,055 6,127 46,777 33,231 72,479 60,413: 26,990 39,056 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 2,709: 382 3,804 -483 726 -705 625 2,616: 2,084 93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 21.2 6.2 47.0 33.4 72.9 60.7: 27.1 39.3 Old : 100.0: 19.7 21.2 6.2 47.0 33.4 72.9 60.7: 27.1 39.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 4 5 13 12 19 18: Old : 21: 3 4 5 13 12 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 30.3 58.7 48.3 40.0 27.6 53.0 41.3 Old : 41.7 30.3 58.7 48.3 40.0 27.6 53.0 41.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 12,447: 0 0 0 12,447 12,447 12,447 12,447: 0 0 Old : 12,447: 0 0 0 12,447 12,447 12,447 12,447: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 750: 0 0 0 750 750 750 750: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 0 0 28 30 28 30: Old : 32: 0 0 0 28 30 28 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 52.6 62.1 72.1 26.9 30.8 36.1 37.6 Old : 40.4 52.6 62.1 72.1 26.9 30.8 36.1 37.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 114,949: 12,580 27,989 29,971 66,806 51,376 109,357 109,336: 5,592 5,613 Old : 114,949: 12,580 27,989 29,971 66,806 51,376 109,357 109,336: 5,592 5,613 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 5,414: 2,762 330 186 3,030 4,310 5,978 4,826: -564 588 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 24.3 26.1 58.1 44.7 95.1 95.1: 4.9 4.9 Old : 100.0: 10.9 24.3 26.1 58.1 44.7 95.1 95.1: 4.9 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 6 18 19 23 21 44 43: Old : 47: 6 18 19 23 21 44 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.1 29.8 51.2 51.5 18.9 17.3 26.5 23.0 Old : 34.1 29.8 51.2 51.5 18.9 17.3 26.5 23.0 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, October 16, 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 : 16,260: 10,964 3,116 70 3,193 12,813 14,227 15,999: 2,033 261 Old : 16,260: 10,964 3,116 70 3,193 12,813 14,227 15,999: 2,033 261 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 151: 591 -30 43 -559 335 75 348: 76 -197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.4 19.2 0.4 19.6 78.8 87.5 98.4: 12.5 1.6 Old : 100.0: 67.4 19.2 0.4 19.6 78.8 87.5 98.4: 12.5 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 104: 54 16 5 11 25 70 42: Old : 104: 54 16 5 11 25 70 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 36.7 61.3 55.1 49.2 35.8 61.3 53.7 Old : 49.2 36.7 61.3 55.1 49.2 35.8 61.3 53.7 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, October 16, 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 : 14,968: 10,009 1,771 149 1,601 12,171 11,759 14,091: 3,209 877 Old : 14,968: 10,009 1,771 149 1,601 12,171 11,759 14,091: 3,209 877 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 74: 517 140 0 -601 -59 -84 81: 158 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 11.8 1.0 10.7 81.3 78.6 94.1: 21.4 5.9 Old : 100.0: 66.9 11.8 1.0 10.7 81.3 78.6 94.1: 21.4 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 82: 40 9 1 6 27 47 36: Old : 82: 40 9 1 6 27 47 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 : 20.2 46.2 32.3 63.9 20.2 46.2 32.3 63.1 Old : 20.2 46.2 32.3 63.9 20.2 46.2 32.3 63.1 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, October 16, 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 : 221,784: 61,391 7,824 26,789 112,990 169,033 201,169 203,646: 20,614 18,138 Old : 221,784: 61,391 7,824 26,789 112,990 169,033 201,169 203,646: 20,614 18,138 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 9,347: 2,630 -684 3,471 1,341 3,583 7,443 6,370: 1,905 2,977 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 3.5 12.1 50.9 76.2 90.7 91.8: 9.3 8.2 Old : 100.0: 27.7 3.5 12.1 50.9 76.2 90.7 91.8: 9.3 8.2 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 : 185: 74 19 37 74 86 163 128: Old : 185: 74 19 37 74 86 163 128: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.7 30.7 28.9 42.4 11.2 15.3 16.4 23.8 Old : 17.7 30.7 28.9 42.4 11.2 15.3 16.4 23.8 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, October 16, 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 : 3,600: 500 0 0 3,025 3,175 3,525 3,175: 75 425 Old : 3,600: 500 0 0 3,025 3,175 3,525 3,175: 75 425 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 925: 450 0 0 400 650 850 650: 75 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 0.0 0.0 84.0 88.2 97.9 88.2: 2.1 11.8 Old : 100.0: 13.9 0.0 0.0 84.0 88.2 97.9 88.2: 2.1 11.8 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 : 26: 2 0 0 17 16 19 16: Old : 26: 2 0 0 17 16 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.0 52.8 75.0 70.8 48.6 50.7 67.4 66.7 Old : 50.0 52.8 75.0 70.8 48.6 50.7 67.4 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008