GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,304 COMMITMENTS 290 25 25 7,039 8,154 7,354 8,204 950 100 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -930) 25 0 -25 -930 -955 -930 -980 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.3 0.3 84.8 98.2 88.6 98.8 11.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 20 22 21 24 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,724 COMMITMENTS 100 2,251 0 11,504 9,354 11,604 11,605 120 119 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -2,298) -600 -957 0 -1,677 -1,302 -2,277 -2,259 -21 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 19.2 0.0 98.1 79.8 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 27 25 28 27 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,324 COMMITMENTS 0 10 29 2,884 2,743 2,913 2,782 411 542 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -468) 0 -50 29 -410 -292 -381 -313 -87 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.9 86.8 82.5 87.6 83.7 12.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 30 34 31 35 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 256,455 COMMITMENTS 45,997 14,986 31,124 136,876 182,127 213,997 228,237 42,458 28,218 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 12,726) 7,166 962 1,847 -723 9,709 8,291 12,518 4,436 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 5.8 12.1 53.4 71.0 83.4 89.0 16.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 53 22 39 69 74 137 123 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,269,279 COMMITMENTS 87,327 154,164 527,378 580,115 547,613 1194820 1229155 74,459 40,124 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 8,219) 10,820 6,014 -7,832 11,347 12,216 14,335 10,398 -6,116 -2,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 12.1 41.5 45.7 43.1 94.1 96.8 5.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 63 90 103 84 78 210 214 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 84,675 COMMITMENTS 445 15,692 2,709 71,457 56,421 74,611 74,822 10,064 9,853 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,812) 124 -150 120 1,077 1,382 1,321 1,352 1,491 1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 18.5 3.2 84.4 66.6 88.1 88.4 11.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 2 21 22 23 27 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,196 COMMITMENTS 0 10,024 2,099 58,230 46,265 60,329 58,388 5,867 7,808 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,103) 0 1,813 -5 1,108 -705 1,103 1,103 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 15.1 3.2 88.0 69.9 91.1 88.2 8.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 2 28 22 30 24 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 139,953 COMMITMENTS 28,081 1,450 3,298 100,656 131,691 132,035 136,439 7,918 3,514 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 5,632) 649 0 240 5,111 6,064 6,000 6,304 -368 -672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 1.0 2.4 71.9 94.1 94.3 97.5 5.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 2 5 34 33 41 38 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 108,121 COMMITMENTS 13,676 15,458 3,625 82,490 80,947 99,791 100,030 8,330 8,091 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -5,004) 754 715 -2,149 -1,862 -4,103 -3,257 -5,537 -1,747 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 14.3 3.4 76.3 74.9 92.3 92.5 7.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 3 25 25 30 28 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,422 COMMITMENTS 11,402 863 3,900 37,809 47,124 53,111 51,887 4,311 5,535 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -1,755) -424 -1,148 -361 -351 -579 -1,136 -2,088 -619 333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 1.5 6.8 65.8 82.1 92.5 90.4 7.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 5 14 18 19 23 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,054 COMMITMENTS 6,238 341 3,211 42,565 44,280 52,014 47,832 6,040 10,222 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,143) 804 -744 -386 -565 2,025 -147 895 1,290 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 0.6 5.5 73.3 76.3 89.6 82.4 10.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 19 21 22 24 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,127 COMMITMENTS 5,858 4,106 3,172 71,536 72,509 80,566 79,787 9,561 10,340 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -5,695) -88 92 -629 -3,343 -3,417 -4,060 -3,954 -1,635 -1,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 4.6 3.5 79.4 80.5 89.4 88.5 10.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 4 25 28 30 32 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 97,849 COMMITMENTS 3,587 4,764 4,083 74,474 78,678 82,144 87,525 15,705 10,324 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -7,081) -1,471 160 271 -5,748 -6,836 -6,948 -6,405 -133 -676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 4.9 4.2 76.1 80.4 83.9 89.4 16.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 3 24 22 27 26 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 45,486 COMMITMENTS 9,519 0 4,912 28,013 33,559 42,444 38,471 3,042 7,015 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 3,966) 2,789 -1,880 1,452 611 4,164 4,852 3,736 -886 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 0.0 10.8 61.6 73.8 93.3 84.6 6.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 3 17 12 21 15 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,644 COMMITMENTS 5,268 2,007 5,927 46,604 43,642 57,799 51,576 5,845 12,068 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,704) 1,009 873 -783 2,906 110 3,132 200 -428 2,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 3.2 9.3 73.2 68.6 90.8 81.0 9.2 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 4 14 16 18 20 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 88,462 COMMITMENTS 19,415 1,144 3,879 59,170 80,017 82,464 85,040 5,998 3,422 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,790) 630 0 88 2,624 2,039 3,342 2,127 -1,552 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 1.3 4.4 66.9 90.5 93.2 96.1 6.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 28 28 31 30 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 110,189 COMMITMENTS 7,864 6,604 5,374 85,904 84,024 99,142 96,002 11,047 14,187 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -4,496) -2,497 -1,357 785 -2,594 -3,820 -4,306 -4,392 -190 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 6.0 4.9 78.0 76.3 90.0 87.1 10.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 3 25 27 29 31 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,799 COMMITMENTS 0 3,445 1,665 42,362 38,573 44,027 43,683 8,772 9,116 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -4,010) 0 -947 433 -3,977 -2,832 -3,544 -3,346 -466 -664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 3.2 80.2 73.1 83.4 82.7 16.6 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 19 18 20 20 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 135,517 COMMITMENTS 657 20,717 13,986 109,591 95,019 124,234 129,722 11,283 5,795 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 990) 0 50 -732 1,062 1,576 330 894 660 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 15.3 10.3 80.9 70.1 91.7 95.7 8.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 7 6 36 31 42 39 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 86,675 COMMITMENTS 567 4,332 4,047 76,122 65,894 80,736 74,273 5,939 12,402 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,194) -1,189 669 767 2,369 -340 1,947 1,096 247 1,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 5.0 4.7 87.8 76.0 93.1 85.7 6.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 3 20 23 23 27 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,086 COMMITMENTS 8,493 2,108 0 42,524 46,478 51,017 48,586 1,069 3,500 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 361) 0 0 0 300 331 300 331 61 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 4.0 0.0 81.6 89.2 97.9 93.3 2.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 15 16 17 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 257,600 COMMITMENTS 17,524 1,386 5,685 224,483 240,735 247,692 247,806 9,908 9,794 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 4,960) 1,342 0 196 1,718 4,702 3,256 4,898 1,704 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.5 2.2 87.1 93.5 96.2 96.2 3.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 2 6 48 48 54 54 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 192,699 COMMITMENTS 7,716 1,601 11,587 160,559 175,031 179,862 188,219 12,837 4,480 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 7,000) -1,298 0 611 7,539 6,194 6,852 6,805 148 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.8 6.0 83.3 90.8 93.3 97.7 6.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 2 4 40 35 45 40 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 188,875 COMMITMENTS 5,927 14,415 8,904 158,013 155,954 172,844 179,273 16,031 9,602 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 11,879) 1,126 -1,321 973 12,725 13,599 14,824 13,251 -2,945 -1,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 7.6 4.7 83.7 82.6 91.5 94.9 8.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 5 6 44 39 50 46 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,919 COMMITMENTS 0 3,263 1,304 42,817 39,763 44,121 44,330 9,798 9,589 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -362) 0 372 60 -360 -182 -300 250 -62 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.1 2.4 79.4 73.7 81.8 82.2 18.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 21 21 22 23 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 219,958 COMMITMENTS 28,176 8,176 14,201 161,188 175,285 203,565 197,662 16,393 22,296 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 6,194) 87 2,290 451 5,189 2,769 5,727 5,510 467 684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 3.7 6.5 73.3 79.7 92.5 89.9 7.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 3 6 36 36 42 43 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,146 COMMITMENTS 4,214 10,252 4,089 59,068 49,224 67,371 63,565 6,775 10,581 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 5,485) 0 -708 1,190 3,747 4,914 4,937 5,396 548 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 13.8 5.5 79.7 66.4 90.9 85.7 9.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 4 4 25 26 29 32 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,757,764 COMMITMENTS 388,344 176,398 864,455 1478011 1701980 2730810 2742833 26,954 14,931 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 19,645) 9,554 22,360 -14,696 25,960 14,155 20,818 21,819 -1,173 -2,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 6.4 31.3 53.6 61.7 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 26 20 40 103 93 147 135 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,014,184 COMMITMENTS 108,178 221,914 246,183 657,725 544,541 1012086 1012638 2,098 1,546 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 23,994) 27,866 -14,023 17,032 -17,618 20,901 27,280 23,910 -3,286 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 21.9 24.3 64.9 53.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 22 21 36 42 41 80 82 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 99,443 COMMITMENTS 2,257 827 4,865 91,383 92,789 98,505 98,481 938 963 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,271) -97 -247 500 809 877 1,212 1,130 59 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.8 4.9 91.9 93.3 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 9 4 11 31 30 44 41 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,338 COMMITMENTS 1,484 0 351 14,420 15,904 16,255 16,255 83 83 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -1,449) 46 -46 -138 -1,334 -1,242 -1,426 -1,426 -23 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 0.0 2.1 88.3 97.3 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 13 20 15 22 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,127 COMMITMENTS 5,690 160 628 21,376 27,009 27,693 27,796 1,433 1,330 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,159) 61 0 374 1,740 1,757 2,174 2,131 -15 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 0.5 2.2 73.4 92.7 95.1 95.4 4.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 19 20 22 23 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,531 COMMITMENTS 422 368 36 9,455 10,843 9,913 11,247 1,618 284 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 64) 0 0 0 -764 46 -764 46 828 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 3.2 0.3 82.0 94.0 86.0 97.5 14.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 15 12 18 14 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,567 COMMITMENTS 955 794 217 24,507 25,664 25,679 26,675 1,888 892 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -108) 0 240 0 -348 -348 -348 -108 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 2.9 0.8 88.9 93.1 93.2 96.8 6.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 22 21 24 23 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,576 COMMITMENTS 912 444 420 22,120 22,904 23,452 23,768 1,124 808 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 110) 140 0 -40 10 150 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 1.8 1.7 90.0 93.2 95.4 96.7 4.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 19 16 21 19 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,690 COMMITMENTS 1,080 400 480 7,618 8,298 9,178 9,178 512 512 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -228) -240 0 0 12 -228 -228 -228 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 4.1 5.0 78.6 85.6 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 15 15 18 17 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,577,303 COMMITMENTS 249,443 135,301 948,362 1297735 1401424 2495540 2485087 81,763 92,216 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 106,053) 7,262 16,310 53,339 37,699 36,911 98,300 106,560 7,753 -507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 5.2 36.8 50.4 54.4 96.8 96.4 3.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 121 125 171 87 107 306 321 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 92,671 COMMITMENTS 18,942 15,423 3,177 46,419 39,606 68,538 58,206 24,133 34,465 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,094) 140 1,098 -719 1,545 -270 966 109 1,128 1,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 16.6 3.4 50.1 42.7 74.0 62.8 26.0 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 3 17 16 21 20 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,361 COMMITMENTS 50 0 0 11,311 11,361 11,361 11,361 0 0 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,417) 50 -100 0 1,367 1,517 1,417 1,417 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 23 22 24 22 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,206 COMMITMENTS 10,006 21,959 25,197 57,543 44,382 92,746 91,538 5,460 6,668 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 5,469) 2,454 -929 927 3,446 4,474 6,827 4,472 -1,358 997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 22.4 25.7 58.6 45.2 94.4 93.2 5.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 14 19 21 18 43 38 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,264 COMMITMENTS 10,361 3,609 234 3,978 11,749 14,573 15,592 1,691 672 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -247) -474 281 -179 358 -299 -295 -197 48 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.7 22.2 1.4 24.5 72.2 89.6 95.9 10.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 48 27 3 16 20 67 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,352 COMMITMENTS 6,066 971 105 2,948 9,512 9,119 10,588 2,233 764 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 471) 793 -8 -434 -77 1,188 282 746 189 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.4 8.6 0.9 26.0 83.8 80.3 93.3 19.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 33 7 2 11 22 45 31 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 198,336 COMMITMENTS 49,460 11,748 21,830 110,655 150,371 181,944 183,949 16,392 14,388 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 4,981) 4,451 -1,147 -1,765 2,429 7,627 5,115 4,715 -134 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 5.9 11.0 55.8 75.8 91.7 92.7 8.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 68 25 33 80 88 159 136 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,250 COMMITMENTS 350 0 0 2,900 3,200 3,250 3,200 0 50 CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -575) 0 0 0 -425 -525 -425 -525 -150 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 0.0 0.0 89.2 98.5 100.0 98.5 0.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 11 15 13 15
Updated July 29, 2008