GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 6,426: 0 150 0 5,451 6,021 5,451 6,171: 975 255 Old : 6,426: 0 150 0 5,451 6,021 5,451 6,171: 975 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 690: 0 100 0 515 660 515 760: 175 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.0 84.8 93.7 84.8 96.0: 15.2 4.0 Old : 100.0: 0.0 2.3 0.0 84.8 93.7 84.8 96.0: 15.2 4.0 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 18 22 18 24: Old : 28: 0 2 0 18 22 18 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 : 53.7 56.8 69.8 72.3 46.5 52.0 56.6 61.0 Old : 53.7 56.8 69.8 72.3 46.5 52.0 56.6 61.0 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 8,896: 50 195 350 8,326 8,291 8,726 8,836: 170 60 Old : 8,896: 50 195 350 8,326 8,291 8,726 8,836: 170 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 420: 50 -130 -50 420 600 420 420: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 2.2 3.9 93.6 93.2 98.1 99.3: 1.9 0.7 Old : 100.0: 0.6 2.2 3.9 93.6 93.2 98.1 99.3: 1.9 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 : 37: 1 2 2 27 26 30 29: Old : 37: 1 2 2 27 26 30 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 45.7 71.0 63.2 40.7 38.3 53.2 50.3 Old : 49.0 45.7 71.0 63.2 40.7 38.3 53.2 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 2,626: 30 0 10 1,896 1,886 1,936 1,896: 690 730 Old : 2,626: 30 0 10 1,896 1,886 1,936 1,896: 690 730 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 168: 0 -25 0 200 233 200 208: -32 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.0 0.4 72.2 71.8 73.7 72.2: 26.3 27.8 Old : 100.0: 1.1 0.0 0.4 72.2 71.8 73.7 72.2: 26.3 27.8 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 : 22: 1 0 1 16 20 17 21: Old : 22: 1 0 1 16 20 17 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 : 32.9 30.7 54.4 49.7 24.1 18.4 31.6 28.5 Old : 32.9 30.7 54.4 49.7 24.1 18.4 31.6 28.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,516: 15 25 110 2,907 2,714 3,032 2,849: 484 667 Old : 3,516: 15 25 110 2,907 2,714 3,032 2,849: 484 667 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 10: 0 0 -30 60 25 30 -5: -20 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.7 3.1 82.7 77.2 86.2 81.0: 13.8 19.0 Old : 100.0: 0.4 0.7 3.1 82.7 77.2 86.2 81.0: 13.8 19.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 2 3 25 32 28 35: Old : 36: 1 2 3 25 32 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 : 34.4 23.0 53.7 37.3 27.7 19.7 41.0 29.4 Old : 34.4 23.0 53.7 37.3 27.7 19.7 41.0 29.4 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 254,395: 34,914 20,819 43,157 139,444 159,775 217,515 223,751: 36,880 30,644 Old : 254,395: 34,914 20,819 43,157 139,444 159,775 217,515 223,751: 36,880 30,644 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 31,960: 7,378 3,707 6,368 12,418 20,246 26,164 30,321: 5,797 1,640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 8.2 17.0 54.8 62.8 85.5 88.0: 14.5 12.0 Old : 100.0: 13.7 8.2 17.0 54.8 62.8 85.5 88.0: 14.5 12.0 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 : 144: 43 19 39 69 77 130 120: Old : 144: 43 19 39 69 77 130 120: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.5 19.7 30.1 31.2 13.7 12.2 19.6 18.4 Old : 19.5 19.7 30.1 31.2 13.7 12.2 19.6 18.4 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,397,119: 103,993 237,580 572,302 654,901 551,285 1,331,196 1,361,167: 65,923 35,952 Old : 1,397,119: 103,993 237,580 572,302 654,901 551,285 1,331,196 1,361,167: 65,923 35,952 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 51,405: 24,562 41,828 24,078 -1,589 -15,050 47,052 50,856: 4,353 549 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 17.0 41.0 46.9 39.5 95.3 97.4: 4.7 2.6 Old : 100.0: 7.4 17.0 41.0 46.9 39.5 95.3 97.4: 4.7 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 231: 72 68 99 80 73 214 187: Old : 231: 72 68 99 80 73 214 187: 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 : 38.4 36.2 50.9 54.0 11.5 12.0 14.0 15.0 Old : 38.4 36.2 50.9 54.0 11.5 12.0 14.0 15.0 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 99,843: 602 10,569 1,748 90,371 76,578 92,721 88,895: 7,122 10,948 Old : 99,843: 602 10,569 1,748 90,371 76,578 92,721 88,895: 7,122 10,948 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 2,092: 527 0 -407 7,645 5,321 7,765 4,914: -5,673 -2,822 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 10.6 1.8 90.5 76.7 92.9 89.0: 7.1 11.0 Old : 100.0: 0.6 10.6 1.8 90.5 76.7 92.9 89.0: 7.1 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 3 3 25 21 28 25: Old : 32: 1 3 3 25 21 28 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 : 56.6 57.8 70.6 73.5 55.3 57.3 66.2 69.2 Old : 56.6 57.8 70.6 73.5 55.3 57.3 66.2 69.2 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 87,430: 2,887 10,248 3,027 74,107 65,400 80,021 78,675: 7,409 8,755 Old : 87,430: 2,887 10,248 3,027 74,107 65,400 80,021 78,675: 7,409 8,755 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 2,338: 0 -356 -417 1,503 2,851 1,086 2,078: 1,252 260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 11.7 3.5 84.8 74.8 91.5 90.0: 8.5 10.0 Old : 100.0: 3.3 11.7 3.5 84.8 74.8 91.5 90.0: 8.5 10.0 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 : 39: 1 4 3 27 27 30 32: Old : 39: 1 4 3 27 27 30 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.4 34.6 56.5 56.8 37.0 32.1 53.7 49.6 Old : 38.4 34.6 56.5 56.8 37.0 32.1 53.7 49.6 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 133,929: 15,269 372 4,017 106,026 120,530 125,312 124,919: 8,617 9,010 Old : 133,929: 15,269 372 4,017 106,026 120,530 125,312 124,919: 8,617 9,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 4,996: 1,858 0 0 3,138 4,052 4,996 4,052: 0 944 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 0.3 3.0 79.2 90.0 93.6 93.3: 6.4 6.7 Old : 100.0: 11.4 0.3 3.0 79.2 90.0 93.6 93.3: 6.4 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 : 42: 4 1 3 30 27 34 31: Old : 42: 4 1 3 30 27 34 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 : 49.7 41.2 65.3 59.0 40.0 40.9 53.9 57.8 Old : 49.7 41.2 65.3 59.0 40.0 40.9 53.9 57.8 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 104,565: 13,423 5,103 3,036 77,203 87,963 93,662 96,102: 10,903 8,463 Old : 104,565: 13,423 5,103 3,036 77,203 87,963 93,662 96,102: 10,903 8,463 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 4,117: 0 -4,096 1,712 1,495 7,206 3,207 4,822: 910 -705 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 4.9 2.9 73.8 84.1 89.6 91.9: 10.4 8.1 Old : 100.0: 12.8 4.9 2.9 73.8 84.1 89.6 91.9: 10.4 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 : 35: 2 2 2 24 27 28 29: Old : 35: 2 2 2 24 27 28 29: 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 39.5 55.6 60.6 31.4 34.0 47.8 51.6 Old : 32.3 39.5 55.6 60.6 31.4 34.0 47.8 51.6 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 46,016: 9,940 1,067 1,155 29,991 38,332 41,086 40,554: 4,930 5,462 Old : 46,016: 9,940 1,067 1,155 29,991 38,332 41,086 40,554: 4,930 5,462 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 1,992: -676 62 -458 2,696 3,120 1,562 2,724: 430 -732 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 2.3 2.5 65.2 83.3 89.3 88.1: 10.7 11.9 Old : 100.0: 21.6 2.3 2.5 65.2 83.3 89.3 88.1: 10.7 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 1 1 15 15 17 17: Old : 23: 2 1 1 15 15 17 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 : 59.3 46.4 80.5 71.6 54.6 44.9 67.4 62.9 Old : 59.3 46.4 80.5 71.6 54.6 44.9 67.4 62.9 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 61,370: 5,938 0 3,587 46,025 49,394 55,550 52,981: 5,820 8,389 Old : 61,370: 5,938 0 3,587 46,025 49,394 55,550 52,981: 5,820 8,389 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 1,894: 889 0 521 2,035 1,040 3,445 1,561: -1,551 333 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 0.0 5.8 75.0 80.5 90.5 86.3: 9.5 13.7 Old : 100.0: 9.7 0.0 5.8 75.0 80.5 90.5 86.3: 9.5 13.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 0 2 17 21 19 23: Old : 26: 2 0 2 17 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 : 53.0 38.1 77.0 59.6 43.3 36.8 59.8 53.7 Old : 53.0 38.1 77.0 59.6 43.3 36.8 59.8 53.7 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 89,175: 3,582 96 2,284 80,752 73,652 86,618 76,032: 2,557 13,143 Old : 89,175: 3,582 96 2,284 80,752 73,652 86,618 76,032: 2,557 13,143 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 3,426: 1,942 -125 -194 1,678 3,693 3,426 3,374: 0 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.1 2.6 90.6 82.6 97.1 85.3: 2.9 14.7 Old : 100.0: 4.0 0.1 2.6 90.6 82.6 97.1 85.3: 2.9 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 : 46: 2 1 3 30 34 33 37: Old : 46: 2 1 3 30 34 33 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 26.7 68.3 41.5 38.7 25.1 54.9 37.4 Old : 43.4 26.7 68.3 41.5 38.7 25.1 54.9 37.4 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 111,401: 3,564 498 3,786 89,261 96,472 96,611 100,756: 14,790 10,645 Old : 111,401: 3,564 498 3,786 89,261 96,472 96,611 100,756: 14,790 10,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 2,958: 976 498 40 2,454 644 3,470 1,182: -512 1,776 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 0.4 3.4 80.1 86.6 86.7 90.4: 13.3 9.6 Old : 100.0: 3.2 0.4 3.4 80.1 86.6 86.7 90.4: 13.3 9.6 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 : 33: 2 1 3 22 21 25 24: Old : 33: 2 1 3 22 21 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 43.2 64.9 67.2 45.1 42.9 60.6 61.3 Old : 46.8 43.2 64.9 67.2 45.1 42.9 60.6 61.3 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 74,284: 7,390 1,558 10,849 52,089 51,804 70,328 64,211: 3,956 10,073 Old : 74,284: 7,390 1,558 10,849 52,089 51,804 70,328 64,211: 3,956 10,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : -1,206: 268 -428 -166 -1,670 -612 -1,568 -1,206: 362 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 2.1 14.6 70.1 69.7 94.7 86.4: 5.3 13.6 Old : 100.0: 9.9 2.1 14.6 70.1 69.7 94.7 86.4: 5.3 13.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 2 3 19 15 23 19: Old : 30: 3 2 3 19 15 23 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 : 50.1 40.5 69.9 61.7 38.9 29.5 51.6 41.7 Old : 50.1 40.5 69.9 61.7 38.9 29.5 51.6 41.7 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 85,766: 5,976 1,265 14,405 63,314 60,959 83,695 76,629: 2,071 9,137 Old : 85,766: 5,976 1,265 14,405 63,314 60,959 83,695 76,629: 2,071 9,137 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 108: 2,609 499 -835 -1,298 442 476 106: -368 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 1.5 16.8 73.8 71.1 97.6 89.3: 2.4 10.7 Old : 100.0: 7.0 1.5 16.8 73.8 71.1 97.6 89.3: 2.4 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 3 1 3 15 15 19 18: Old : 24: 3 1 3 15 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 : 66.8 50.2 83.4 70.8 46.7 33.9 53.6 42.2 Old : 66.8 50.2 83.4 70.8 46.7 33.9 53.6 42.2 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 73,016: 1,960 4,002 2,843 59,946 55,715 64,749 62,560: 8,267 10,456 Old : 73,016: 1,960 4,002 2,843 59,946 55,715 64,749 62,560: 8,267 10,456 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 752: 0 -1,352 913 1,306 366 2,219 -73: -1,467 825 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 5.5 3.9 82.1 76.3 88.7 85.7: 11.3 14.3 Old : 100.0: 2.7 5.5 3.9 82.1 76.3 88.7 85.7: 11.3 14.3 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 : 31: 2 2 3 24 22 28 25: Old : 31: 2 2 3 24 22 28 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 : 42.3 40.9 59.1 65.1 33.9 35.0 44.1 45.6 Old : 42.3 40.9 59.1 65.1 33.9 35.0 44.1 45.6 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 117,779: 18,087 0 5,445 86,175 103,458 109,707 108,903: 8,072 8,876 Old : 117,779: 18,087 0 5,445 86,175 103,458 109,707 108,903: 8,072 8,876 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : -1,225: -3,140 0 663 -85 -1,600 -2,562 -937: 1,337 -288 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 0.0 4.6 73.2 87.8 93.1 92.5: 6.9 7.5 Old : 100.0: 15.4 0.0 4.6 73.2 87.8 93.1 92.5: 6.9 7.5 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 : 44: 5 0 4 30 32 35 36: Old : 44: 5 0 4 30 32 35 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 : 39.3 34.2 56.6 50.7 34.8 32.2 48.8 48.6 Old : 39.3 34.2 56.6 50.7 34.8 32.2 48.8 48.6 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 33,929: 1,171 0 308 25,634 25,649 27,113 25,957: 6,816 7,972 Old : 33,929: 1,171 0 308 25,634 25,649 27,113 25,957: 6,816 7,972 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : -3,720: -100 0 80 -2,686 -3,195 -2,706 -3,115: -1,014 -605 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 0.0 0.9 75.6 75.6 79.9 76.5: 20.1 23.5 Old : 100.0: 3.5 0.0 0.9 75.6 75.6 79.9 76.5: 20.1 23.5 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 : 20: 1 0 1 12 14 13 15: Old : 20: 1 0 1 12 14 13 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 : 65.1 44.0 77.3 65.4 65.1 43.2 73.0 62.6 Old : 65.1 44.0 77.3 65.4 65.1 43.2 73.0 62.6 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 130,767: 748 18,938 17,849 103,023 86,588 121,620 123,375: 9,147 7,392 Old : 130,767: 748 18,938 17,849 103,023 86,588 121,620 123,375: 9,147 7,392 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 1,859: 0 15 284 2,645 -38 2,929 261: -1,070 1,598 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 14.5 13.6 78.8 66.2 93.0 94.3: 7.0 5.7 Old : 100.0: 0.6 14.5 13.6 78.8 66.2 93.0 94.3: 7.0 5.7 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 : 43: 1 5 6 36 31 42 37: Old : 43: 1 5 6 36 31 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 : 35.0 29.7 51.7 48.8 25.1 20.9 37.0 32.7 Old : 35.0 29.7 51.7 48.8 25.1 20.9 37.0 32.7 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 86,112: 12,693 1,278 3,421 60,483 70,860 76,597 75,559: 9,515 10,553 Old : 86,112: 12,693 1,278 3,421 60,483 70,860 76,597 75,559: 9,515 10,553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 2,266: 830 -1,498 363 948 3,763 2,141 2,628: 125 -362 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 1.5 4.0 70.2 82.3 89.0 87.7: 11.0 12.3 Old : 100.0: 14.7 1.5 4.0 70.2 82.3 89.0 87.7: 11.0 12.3 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 : 31: 4 1 5 21 22 26 27: Old : 31: 4 1 5 21 22 26 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 41.3 72.1 60.2 50.3 38.5 61.0 54.0 Old : 54.7 41.3 72.1 60.2 50.3 38.5 61.0 54.0 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 55,979: 1,240 310 0 50,858 52,589 52,098 52,899: 3,881 3,080 Old : 55,979: 1,240 310 0 50,858 52,589 52,098 52,899: 3,881 3,080 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 248: 0 0 0 248 248 248 248: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.6 0.0 90.9 93.9 93.1 94.5: 6.9 5.5 Old : 100.0: 2.2 0.6 0.0 90.9 93.9 93.1 94.5: 6.9 5.5 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 : 21: 1 1 0 12 13 13 14: Old : 21: 1 1 0 12 13 13 14: 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 : 59.5 51.1 83.4 83.2 56.1 38.6 71.6 63.9 Old : 59.5 51.1 83.4 83.2 56.1 38.6 71.6 63.9 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 244,229: 19,607 4,489 3,725 206,035 220,909 229,367 229,123: 14,862 15,106 Old : 244,229: 19,607 4,489 3,725 206,035 220,909 229,367 229,123: 14,862 15,106 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 6,165: 1,238 406 468 4,480 5,070 6,186 5,944: -21 221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 1.8 1.5 84.4 90.5 93.9 93.8: 6.1 6.2 Old : 100.0: 8.0 1.8 1.5 84.4 90.5 93.9 93.8: 6.1 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 : 57: 3 3 6 42 42 48 48: Old : 57: 3 3 6 42 42 48 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.6 55.4 54.7 66.0 28.8 53.4 50.1 61.6 Old : 31.6 55.4 54.7 66.0 28.8 53.4 50.1 61.6 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 219,511: 19,534 558 12,574 175,991 197,709 208,099 210,841: 11,412 8,670 Old : 219,511: 19,534 558 12,574 175,991 197,709 208,099 210,841: 11,412 8,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : -1,699: 482 0 -825 -1,232 527 -1,575 -298: -124 -1,401 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 0.3 5.7 80.2 90.1 94.8 96.1: 5.2 3.9 Old : 100.0: 8.9 0.3 5.7 80.2 90.1 94.8 96.1: 5.2 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 : 49: 5 2 4 38 29 44 34: Old : 49: 5 2 4 38 29 44 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 40.3 47.6 64.5 24.6 36.2 40.0 53.3 Old : 29.2 40.3 47.6 64.5 24.6 36.2 40.0 53.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 240,430: 6,081 16,144 15,291 204,010 199,447 225,382 230,882: 15,048 9,548 Old : 240,430: 6,081 16,144 15,291 204,010 199,447 225,382 230,882: 15,048 9,548 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 9,821: -5,110 -476 3,565 13,119 5,336 11,574 8,425: -1,753 1,396 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 6.7 6.4 84.9 83.0 93.7 96.0: 6.3 4.0 Old : 100.0: 2.5 6.7 6.4 84.9 83.0 93.7 96.0: 6.3 4.0 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 : 54: 4 2 4 45 40 50 45: Old : 54: 4 2 4 45 40 50 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.1 37.2 49.9 56.0 31.2 27.7 42.4 43.2 Old : 34.1 37.2 49.9 56.0 31.2 27.7 42.4 43.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 49,235: 19 0 2,282 40,385 39,528 42,686 41,810: 6,549 7,425 Old : 49,235: 19 0 2,282 40,385 39,528 42,686 41,810: 6,549 7,425 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : -453: 19 -2,578 1,333 -1,377 641 -25 -604: -428 151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 4.6 82.0 80.3 86.7 84.9: 13.3 15.1 Old : 100.0: 0.0 0.0 4.6 82.0 80.3 86.7 84.9: 13.3 15.1 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 : 27: 1 0 1 22 20 23 21: Old : 27: 1 0 1 22 20 23 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 : 33.5 32.2 55.4 57.2 27.2 29.2 45.5 43.0 Old : 33.5 32.2 55.4 57.2 27.2 29.2 45.5 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 224,521: 25,592 7,375 13,835 164,371 184,207 203,798 205,417: 20,723 19,104 Old : 224,521: 25,592 7,375 13,835 164,371 184,207 203,798 205,417: 20,723 19,104 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 4,187: -1,061 -1,292 3,436 317 -614 2,692 1,530: 1,495 2,657 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 3.3 6.2 73.2 82.0 90.8 91.5: 9.2 8.5 Old : 100.0: 11.4 3.3 6.2 73.2 82.0 90.8 91.5: 9.2 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 5 1 5 33 38 39 43: Old : 46: 5 1 5 33 38 39 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 : 30.9 31.3 50.9 47.7 21.7 28.0 32.7 37.9 Old : 30.9 31.3 50.9 47.7 21.7 28.0 32.7 37.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 80,456: 5,154 10,897 1,191 68,486 61,286 74,831 73,374: 5,625 7,082 Old : 80,456: 5,154 10,897 1,191 68,486 61,286 74,831 73,374: 5,625 7,082 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : -338: 372 -48 179 -2,198 421 -1,647 552: 1,309 -890 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 13.5 1.5 85.1 76.2 93.0 91.2: 7.0 8.8 Old : 100.0: 6.4 13.5 1.5 85.1 76.2 93.0 91.2: 7.0 8.8 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 : 34: 2 3 1 26 24 29 27: Old : 34: 2 3 1 26 24 29 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 38.1 54.8 58.9 24.1 30.6 41.2 44.3 Old : 31.7 38.1 54.8 58.9 24.1 30.6 41.2 44.3 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 3,003,422: 747,088 159,039 927,711 1,289,440 1,891,507 2,964,239 2,978,257: 39,183 25,165 Old : 3,003,422: 747,088 159,039 927,711 1,289,440 1,891,507 2,964,239 2,978,257: 39,183 25,165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 102,249: 82,097 69,438 -24,873 46,250 59,694 103,474 104,259: -1,225 -2,010 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 5.3 30.9 42.9 63.0 98.7 99.2: 1.3 0.8 Old : 100.0: 24.9 5.3 30.9 42.9 63.0 98.7 99.2: 1.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 161: 35 15 43 99 90 154 134: Old : 161: 35 15 43 99 90 154 134: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 38.6 49.3 51.9 22.0 21.5 25.7 27.7 Old : 37.8 38.6 49.3 51.9 22.0 21.5 25.7 27.7 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 947,665: 61,610 253,101 221,326 658,735 466,043 941,671 940,470: 5,994 7,195 Old : 947,665: 61,610 253,101 221,326 658,735 466,043 941,671 940,470: 5,994 7,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 52,440: -34,720 -5,496 53,261 36,513 4,971 55,054 52,736: -2,614 -296 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 26.7 23.4 69.5 49.2 99.4 99.2: 0.6 0.8 Old : 100.0: 6.5 26.7 23.4 69.5 49.2 99.4 99.2: 0.6 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 21 24 34 43 40 84 78: Old : 88: 21 24 34 43 40 84 78: 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 : 40.3 35.0 60.2 56.8 32.0 26.8 42.0 38.8 Old : 40.3 35.0 60.2 56.8 32.0 26.8 42.0 38.8 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 87,426: 1,661 792 4,007 81,142 81,752 86,810 86,551: 616 875 Old : 87,426: 1,661 792 4,007 81,142 81,752 86,810 86,551: 616 875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 1,989: -114 122 -43 2,254 2,000 2,097 2,079: -108 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.9 4.6 92.8 93.5 99.3 99.0: 0.7 1.0 Old : 100.0: 1.9 0.9 4.6 92.8 93.5 99.3 99.0: 0.7 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 : 47: 6 5 7 31 30 40 39: Old : 47: 6 5 7 31 30 40 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 44.1 71.5 66.3 17.3 15.6 23.9 21.3 Old : 50.8 44.1 71.5 66.3 17.3 15.6 23.9 21.3 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 14,816: 1,492 2,115 234 13,090 12,424 14,816 14,773: 0 43 Old : 14,816: 1,492 2,115 234 13,090 12,424 14,816 14,773: 0 43 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 128: 0 0 0 128 128 128 128: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 14.3 1.6 88.4 83.9 100.0 99.7: 0.0 0.3 Old : 100.0: 10.1 14.3 1.6 88.4 83.9 100.0 99.7: 0.0 0.3 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: 1 1 1 9 15 11 16: Old : 21: 1 1 1 9 15 11 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 : 65.7 85.3 94.7 95.4 54.4 65.6 73.7 71.7 Old : 65.7 85.3 94.7 95.4 54.4 65.6 73.7 71.7 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 29,256: 4,109 0 410 24,027 28,454 28,547 28,865: 710 392 Old : 29,256: 4,109 0 410 24,027 28,454 28,547 28,865: 710 392 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 181: 123 0 -32 85 136 176 104: 5 77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 0.0 1.4 82.1 97.3 97.6 98.7: 2.4 1.3 Old : 100.0: 14.0 0.0 1.4 82.1 97.3 97.6 98.7: 2.4 1.3 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: 3 0 2 20 22 23 24: Old : 29: 3 0 2 20 22 23 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 68.2 80.9 85.2 23.9 23.4 31.2 30.7 Old : 60.0 68.2 80.9 85.2 23.9 23.4 31.2 30.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 27,842: 978 500 1,254 22,424 24,456 24,656 26,210: 3,186 1,632 Old : 27,842: 978 500 1,254 22,424 24,456 24,656 26,210: 3,186 1,632 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 312: 0 0 0 292 352 292 352: 20 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 1.8 4.5 80.5 87.8 88.6 94.1: 11.4 5.9 Old : 100.0: 3.5 1.8 4.5 80.5 87.8 88.6 94.1: 11.4 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 : 26: 2 1 2 21 17 24 19: Old : 26: 2 1 2 21 17 24 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 : 46.5 53.7 66.3 77.0 30.3 46.2 44.7 51.7 Old : 46.5 53.7 66.3 77.0 30.3 46.2 44.7 51.7 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 19,966: 1,410 0 890 17,240 18,262 19,540 19,152: 426 814 Old : 19,966: 1,410 0 890 17,240 18,262 19,540 19,152: 426 814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 344: 0 0 0 344 344 344 344: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 0.0 4.5 86.3 91.5 97.9 95.9: 2.1 4.1 Old : 100.0: 7.1 0.0 4.5 86.3 91.5 97.9 95.9: 2.1 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 0 2 20 20 22 22: Old : 26: 1 0 2 20 20 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 68.9 64.8 83.6 40.4 57.9 57.7 67.7 Old : 42.4 68.9 64.8 83.6 40.4 57.9 57.7 67.7 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 2,713,555: 256,055 149,008 1,007,636 1,333,658 1,436,484 2,597,349 2,593,128: 116,206 120,427 Old : 2,713,555: 256,055 149,008 1,007,636 1,333,658 1,436,484 2,597,349 2,593,128: 116,206 120,427 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 35,928: 21,015 -3,083 -13,362 -4,931 16,187 2,723 -258: 33,205 36,186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 5.5 37.1 49.1 52.9 95.7 95.6: 4.3 4.4 Old : 100.0: 9.4 5.5 37.1 49.1 52.9 95.7 95.6: 4.3 4.4 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 : 373: 109 145 173 88 106 299 332: Old : 373: 109 145 173 88 106 299 332: 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 : 25.3 24.4 37.9 36.1 7.0 4.5 10.4 7.0 Old : 25.3 24.4 37.9 36.1 7.0 4.5 10.4 7.0 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 15,135: 0 550 100 15,035 14,485 15,135 15,135: 0 0 Old : 15,135: 0 550 100 15,035 14,485 15,135 15,135: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 250: 0 0 0 250 250 250 250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.6 0.7 99.3 95.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 3.6 0.7 99.3 95.7 100.0 100.0: 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 1 1 22 27 23 29: Old : 32: 0 1 1 22 27 23 29: 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 : 56.9 52.7 78.5 71.2 26.0 23.1 36.9 31.6 Old : 56.9 52.7 78.5 71.2 26.0 23.1 36.9 31.6 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 158,765: 27,844 19,331 41,026 79,179 89,375 148,049 149,732: 10,716 9,033 Old : 158,765: 27,844 19,331 41,026 79,179 89,375 148,049 149,732: 10,716 9,033 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 7,367: 618 1,123 2,958 3,962 3,483 7,538 7,564: -171 -197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 12.2 25.8 49.9 56.3 93.3 94.3: 6.7 5.7 Old : 100.0: 17.5 12.2 25.8 49.9 56.3 93.3 94.3: 6.7 5.7 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 : 51: 10 17 24 22 23 48 49: Old : 51: 10 17 24 22 23 48 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 : 38.1 35.6 52.9 51.1 22.2 17.6 25.5 23.2 Old : 38.1 35.6 52.9 51.1 22.2 17.6 25.5 23.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 6,760: 0 550 0 6,700 6,210 6,700 6,760: 60 0 Old : 6,760: 0 550 0 6,700 6,210 6,700 6,760: 60 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 300: 0 0 0 300 300 300 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.1 0.0 99.1 91.9 99.1 100.0: 0.9 0.0 Old : 100.0: 0.0 8.1 0.0 99.1 91.9 99.1 100.0: 0.9 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 : 22: 0 1 0 16 12 16 13: Old : 22: 0 1 0 16 12 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 69.3 85.1 90.8 42.2 53.6 57.3 60.7 Old : 61.4 69.3 85.1 90.8 42.2 53.6 57.3 60.7 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 20,296: 12,219 2,263 347 3,939 17,286 16,505 19,896: 3,791 400 Old : 20,296: 12,219 2,263 347 3,939 17,286 16,505 19,896: 3,791 400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : -24: -677 279 115 -97 -311 -659 83: 635 -107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.2 11.1 1.7 19.4 85.2 81.3 98.0: 18.7 2.0 Old : 100.0: 60.2 11.1 1.7 19.4 85.2 81.3 98.0: 18.7 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 123: 75 11 4 16 26 93 39: Old : 123: 75 11 4 16 26 93 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.8 40.2 39.5 65.6 27.8 40.2 39.5 65.6 Old : 27.8 40.2 39.5 65.6 27.8 40.2 39.5 65.6 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 15,135: 10,105 3,013 178 1,273 10,665 11,556 13,856: 3,579 1,279 Old : 15,135: 10,105 3,013 178 1,273 10,665 11,556 13,856: 3,579 1,279 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : -570: -543 234 46 -225 -922 -722 -642: 152 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.8 19.9 1.2 8.4 70.5 76.4 91.5: 23.6 8.5 Old : 100.0: 66.8 19.9 1.2 8.4 70.5 76.4 91.5: 23.6 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 107: 54 18 5 9 27 67 47: Old : 107: 54 18 5 9 27 67 47: 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 : 16.8 38.2 27.2 54.7 16.8 38.2 27.2 54.7 Old : 16.8 38.2 27.2 54.7 16.8 38.2 27.2 54.7 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 303,884: 49,176 19,322 59,401 162,982 203,176 271,559 281,899: 32,325 21,986 Old : 303,884: 49,176 19,322 59,401 162,982 203,176 271,559 281,899: 32,325 21,986 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 15,625: 8,352 -2,752 5,571 -1,951 10,714 11,972 13,533: 3,654 2,093 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 6.4 19.5 53.6 66.9 89.4 92.8: 10.6 7.2 Old : 100.0: 16.2 6.4 19.5 53.6 66.9 89.4 92.8: 10.6 7.2 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 : 203: 64 30 48 90 99 177 158: Old : 203: 64 30 48 90 99 177 158: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.0 19.4 30.9 33.9 8.6 10.9 13.5 16.6 Old : 19.0 19.4 30.9 33.9 8.6 10.9 13.5 16.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 2,450: 50 0 200 2,200 2,250 2,450 2,450: 0 0 Old : 2,450: 50 0 200 2,200 2,250 2,450 2,450: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.0 8.2 89.8 91.8 100.0 100.0: 0.0 0.0 Old : 100.0: 2.0 0.0 8.2 89.8 91.8 100.0 100.0: 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 : 21: 1 0 1 13 15 14 16: Old : 21: 1 0 1 13 15 14 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 : 44.9 53.1 77.6 77.6 22.4 28.6 34.7 38.8 Old : 44.9 53.1 77.6 77.6 22.4 28.6 34.7 38.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 10,606: 150 3,020 453 9,615 6,729 10,218 10,202: 388 404 Old : 10,606: 150 3,020 453 9,615 6,729 10,218 10,202: 388 404 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 1,072: -50 -1,475 -75 1,197 2,697 1,072 1,147: 0 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 28.5 4.3 90.7 63.4 96.3 96.2: 3.7 3.8 Old : 100.0: 1.4 28.5 4.3 90.7 63.4 96.3 96.2: 3.7 3.8 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 : 29: 1 2 2 21 21 23 24: Old : 29: 1 2 2 21 21 23 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 56.3 63.0 75.8 32.2 44.0 50.4 54.8 Old : 35.4 56.3 63.0 75.8 32.2 44.0 50.4 54.8 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, February 12, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 5,605: 950 0 825 3,830 4,680 5,605 5,505: 0 100 Old : 5,605: 950 0 825 3,830 4,680 5,605 5,505: 0 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 300: 0 0 0 300 300 300 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 0.0 14.7 68.3 83.5 100.0 98.2: 0.0 1.8 Old : 100.0: 16.9 0.0 14.7 68.3 83.5 100.0 98.2: 0.0 1.8 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 : 28: 1 0 1 21 15 22 16: Old : 28: 1 0 1 21 15 22 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 58.5 78.6 79.5 38.9 42.9 47.8 52.7 Old : 56.3 58.5 78.6 79.5 38.9 42.9 47.8 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008