GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,599 COMMITMENTS 1,650 0 175 5,574 8,324 7,399 8,499 1,200 100 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -300) 75 0 -75 -300 -275 -300 -350 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 0.0 2.0 64.8 96.8 86.0 98.8 14.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 2 16 16 18 18 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,856 COMMITMENTS 0 5,252 21 14,405 7,972 14,426 13,245 430 1,611 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,976) 0 -1,307 0 -1,902 -566 -1,902 -1,873 -74 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 35.4 0.1 97.0 53.7 97.1 89.2 2.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 1 29 26 30 28 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,876 COMMITMENTS 0 15 40 2,376 2,281 2,416 2,336 460 540 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -672) 0 -15 -70 -723 -723 -793 -808 121 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 1.4 82.6 79.3 84.0 81.2 16.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 23 24 24 25 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 228,012 COMMITMENTS 38,948 23,528 32,630 121,779 144,015 193,357 200,174 34,655 27,838 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 331) 5,834 -3,148 -1,441 -4,372 5,004 21 415 310 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 10.3 14.3 53.4 63.2 84.8 87.8 15.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 38 31 35 62 68 125 112 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,240,379 COMMITMENTS 76,149 147,051 487,878 609,858 572,063 1173884 1206992 66,495 33,387 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 23,845) 6,893 11,255 11,847 6,541 2,150 25,280 25,251 -1,436 -1,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 11.9 39.3 49.2 46.1 94.6 97.3 5.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 65 77 93 85 79 209 196 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 88,063 COMMITMENTS 2,431 14,174 2,793 72,802 64,599 78,026 81,566 10,037 6,497 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -6,225) -85 -13 -279 -5,686 -5,554 -6,050 -5,846 -175 -379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 16.1 3.2 82.7 73.4 88.6 92.6 11.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 4 2 21 20 23 25 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,923 COMMITMENTS 0 443 4,557 57,582 54,347 62,139 59,347 7,784 10,576 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 241) -279 374 -783 4,825 1,267 3,763 858 -3,522 -617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 6.5 82.4 77.7 88.9 84.9 11.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 24 20 26 22 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 120,139 COMMITMENTS 11,177 469 6,065 94,251 107,603 111,493 114,137 8,646 6,002 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -7,843) -1,297 -459 285 -5,383 -5,299 -6,395 -5,473 -1,448 -2,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 0.4 5.0 78.5 89.6 92.8 95.0 7.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 5 26 31 31 36 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,350 COMMITMENTS 11,313 3,117 12,530 57,274 69,640 81,117 85,287 11,233 7,063 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,046) -9,887 -804 5,831 8,830 -1,960 4,774 3,067 -2,728 -1,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 3.4 13.6 62.0 75.4 87.8 92.4 12.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 19 21 23 24 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 80,198 COMMITMENTS 7,057 97 6,272 62,513 67,764 75,842 74,133 4,356 6,065 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -6,753) -978 97 -704 -5,761 -4,697 -7,443 -5,304 690 -1,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.1 7.8 77.9 84.5 94.6 92.4 5.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 4 17 19 21 23 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,781 COMMITMENTS 9,876 0 2,220 48,141 56,438 60,237 58,658 5,544 7,123 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -6,143) 637 0 -131 -7,424 -5,734 -6,918 -5,865 775 -278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 0.0 3.4 73.2 85.8 91.6 89.2 8.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 19 22 21 23 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 89,699 COMMITMENTS 1,785 863 4,166 77,244 75,528 83,195 80,557 6,504 9,142 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -2,103) -1,244 -28 -733 1,972 -104 -5 -865 -2,098 -1,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.0 4.6 86.1 84.2 92.7 89.8 7.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 2 22 27 25 30 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 86,764 COMMITMENTS 1,216 10,022 2,587 70,792 62,761 74,595 75,370 12,169 11,394 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -4,294) 720 2,314 355 -4,737 -8,059 -3,662 -5,390 -632 1,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 11.6 3.0 81.6 72.3 86.0 86.9 14.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 4 2 20 18 23 22 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,058 COMMITMENTS 6,604 2,692 700 25,873 25,970 33,177 29,362 2,881 6,696 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -3,119) -320 124 -677 -1,794 -1,388 -2,791 -1,941 -328 -1,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 7.5 1.9 71.8 72.0 92.0 81.4 8.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 12 11 15 14 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 78,547 COMMITMENTS 9,983 513 2,791 60,759 68,911 73,533 72,215 5,014 6,332 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,321) 536 -274 -2 -2,435 -377 -1,901 -653 580 -668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 0.7 3.6 77.4 87.7 93.6 91.9 6.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 2 25 21 28 24 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 114,897 COMMITMENTS 5,658 12,419 5,048 93,877 82,148 104,583 99,615 10,314 15,282 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -7,661) -1,284 -4,284 -180 -7,488 -3,214 -8,952 -7,678 1,291 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 10.8 4.4 81.7 71.5 91.0 86.7 9.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 4 3 25 26 28 31 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,258 COMMITMENTS 0 4,962 1,474 46,703 43,495 48,177 49,931 11,081 9,327 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -3,825) 0 -1,724 37 -2,175 -1,488 -2,138 -3,175 -1,687 -650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.4 2.5 78.8 73.4 81.3 84.3 18.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 19 20 21 22 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 159,634 COMMITMENTS 2,037 18,133 18,782 127,163 116,549 147,982 153,464 11,652 6,170 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -9,696) -782 -3,120 2,515 -9,564 -9,189 -7,831 -9,794 -1,865 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 11.4 11.8 79.7 73.0 92.7 96.1 7.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 7 7 36 36 43 44 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 88,507 COMMITMENTS 12 6,437 3,712 78,520 68,740 82,244 78,889 6,263 9,618 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -6,916) -2,971 1,208 -804 -3,971 -4,372 -7,746 -3,968 830 -2,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.3 4.2 88.7 77.7 92.9 89.1 7.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 4 22 21 26 26 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,305 COMMITMENTS 6,080 8,852 0 52,142 47,245 58,222 56,097 2,083 4,208 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,065) 6,080 -1,920 0 -6,842 1,520 -762 -400 -303 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 14.7 0.0 86.5 78.3 96.5 93.0 3.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 13 16 14 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 270,703 COMMITMENTS 15,283 1,565 4,681 240,925 253,520 260,889 259,766 9,814 10,937 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -10,939) 1,399 708 -3,392 -9,668 -9,552 -11,661 -12,236 722 1,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.6 1.7 89.0 93.7 96.4 96.0 3.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 2 5 41 44 46 50 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 178,230 COMMITMENTS 6,254 7,618 14,796 141,397 147,262 162,447 169,676 15,783 8,554 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -8,544) -781 -519 -837 -8,564 -8,120 -10,182 -9,476 1,638 932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 4.3 8.3 79.3 82.6 91.1 95.2 8.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 3 4 36 31 40 36 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 173,459 COMMITMENTS 8,876 8,148 10,414 129,452 144,416 148,742 162,978 24,717 10,481 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -14,753) -845 2,629 -4,170 -11,101 -10,447 -16,116 -11,988 1,363 -2,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 4.7 6.0 74.6 83.3 85.8 94.0 14.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 4 5 33 34 39 40 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,352 COMMITMENTS 0 2,263 2,357 38,014 37,125 40,371 41,745 13,981 12,607 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -2,975) 0 -1,909 670 -6,697 -2,149 -6,027 -3,388 3,052 413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.2 4.3 69.9 68.3 74.3 76.8 25.7 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 17 16 18 17 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 239,438 COMMITMENTS 30,381 7,512 19,826 171,129 193,517 221,336 220,855 18,102 18,583 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -15,487) -1,513 1,616 -4,690 -11,899 -19,223 -18,102 -22,297 2,615 6,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 3.1 8.3 71.5 80.8 92.4 92.2 7.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 2 5 37 37 46 42 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,288 COMMITMENTS 1,700 3,681 4,660 50,068 46,694 56,428 55,035 6,860 8,253 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -3,652) 228 -750 -243 -3,214 -1,267 -3,229 -2,260 -423 -1,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 5.8 7.4 79.1 73.8 89.2 87.0 10.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 3 23 24 26 27 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,478,250 COMMITMENTS 234,587 43,640 768,663 1442801 1651805 2446051 2464108 32,199 14,142 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -92,593) 37,036 -22,420 -41,300 -84,753 -26,300 -89,017 -90,020 -3,576 -2,573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 1.8 31.0 58.2 66.7 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 34 18 43 100 89 148 137 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,058,225 COMMITMENTS 113,555 301,715 186,398 755,211 566,360 1055164 1054473 3,061 3,752 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 64,562) 10,475 22,527 19,490 34,555 22,064 64,520 64,081 42 481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 28.5 17.6 71.4 53.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 20 18 27 40 39 74 70 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 94,653 COMMITMENTS 2,255 778 4,001 87,437 89,196 93,694 93,976 960 678 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,154) -173 -439 170 -1,162 -863 -1,166 -1,133 12 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.8 4.2 92.4 94.2 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 8 4 8 37 36 48 45 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,547 COMMITMENTS 898 0 638 14,968 15,700 16,504 16,338 43 209 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,072) 88 0 -88 -1,050 -962 -1,050 -1,050 -22 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.0 3.9 90.5 94.9 99.7 98.7 0.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 14 19 15 20 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,741 COMMITMENTS 1,862 0 214 15,969 17,661 18,046 17,875 695 866 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -623) 42 0 -30 -848 -526 -836 -556 213 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 0.0 1.1 85.2 94.2 96.3 95.4 3.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 17 19 19 21 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,546 COMMITMENTS 834 370 124 10,936 11,890 11,894 12,384 652 162 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -789) -126 -14 -10 -569 -765 -705 -789 -84 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 2.9 1.0 87.2 94.8 94.8 98.7 5.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 16 14 18 17 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,656 COMMITMENTS 1,122 90 326 26,514 28,750 27,962 29,166 1,694 490 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -879) 149 -10 -177 -1,385 -660 -1,413 -847 534 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.3 1.1 89.4 96.9 94.3 98.3 5.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 20 22 23 24 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,400 COMMITMENTS 340 604 1,380 24,886 24,858 26,606 26,842 794 558 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 244) 60 -100 -140 326 340 246 100 -2 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.2 5.0 90.8 90.7 97.1 98.0 2.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 17 16 19 18 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,928 COMMITMENTS 0 748 552 8,665 8,042 9,217 9,342 711 586 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -578) 0 460 0 -507 -988 -507 -528 -71 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.5 5.6 87.3 81.0 92.8 94.1 7.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 14 14 16 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,289,919 COMMITMENTS 205,070 116,655 584,971 1410530 1495768 2200570 2197394 89,348 92,525 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 48,096) 4,981 -14,594 4,387 27,943 43,999 37,311 33,791 10,785 14,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 5.1 25.5 61.6 65.3 96.1 96.0 3.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 114 105 177 94 101 304 310 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,113 COMMITMENTS 22,271 10,865 2,501 40,811 41,895 65,583 55,261 25,530 35,852 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -6,244) -1,640 1,334 -662 -3,332 -4,663 -5,634 -3,991 -610 -2,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 11.9 2.7 44.8 46.0 72.0 60.7 28.0 39.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 4 14 13 19 18 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,819 COMMITMENTS 0 150 0 14,819 14,669 14,819 14,819 0 0 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -4,026) 0 100 0 -3,876 -4,126 -3,876 -4,026 -150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 22 19 22 21 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,901 COMMITMENTS 2,990 16,584 21,658 43,660 29,901 68,308 68,143 5,593 5,758 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 3,026) 24 606 1,267 1,337 850 2,628 2,723 398 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 22.4 29.3 59.1 40.5 92.4 92.2 7.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 9 12 17 17 30 30 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,107 COMMITMENTS 11,693 1,478 71 3,550 16,274 15,314 17,823 2,793 284 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,225) -681 -871 -483 -392 0 -1,556 -1,354 331 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.6 8.2 0.4 19.6 89.9 84.6 98.4 15.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 72 11 4 20 25 96 37 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,730 COMMITMENTS 9,635 923 535 1,927 12,434 12,097 13,892 2,633 838 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -8) 152 -100 14 39 -8 205 -94 -213 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.4 6.3 3.6 13.1 84.4 82.1 94.3 17.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 39 7 6 9 27 52 40 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 220,265 COMMITMENTS 45,586 12,978 41,785 104,937 141,496 192,308 196,259 27,958 24,006 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -4,577) 384 -3,364 3,222 -8,560 -4,043 -4,953 -4,184 376 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 5.9 19.0 47.6 64.2 87.3 89.1 12.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 75 25 46 77 89 171 143 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,010 COMMITMENTS 0 150 0 2,990 2,860 2,990 3,010 20 0 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -110) 0 150 0 -110 -160 -110 -10 0 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 0.0 99.3 95.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 13 14 13 15 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,475 COMMITMENTS 300 75 0 3,175 3,250 3,475 3,325 0 150 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -525) 0 0 0 -525 -525 -525 -525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 2.2 0.0 91.4 93.5 100.0 95.7 0.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 11 13 12 14
Updated June 8, 2007