GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 5,906: 0 0 0 4,893 5,678 4,893 5,678: 1,013 228 Old : 5,906: 0 0 0 4,893 5,678 4,893 5,678: 1,013 228 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 352: 0 -50 0 319 369 319 319: 33 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 82.8 96.1 82.8 96.1: 17.2 3.9 Old : 100.0: 0.0 0.0 0.0 82.8 96.1 82.8 96.1: 17.2 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 : 30: 0 0 0 19 22 19 22: Old : 30: 0 0 0 19 22 19 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 : 46.4 62.7 66.8 80.1 43.0 56.8 55.3 70.4 Old : 46.4 62.7 66.8 80.1 43.0 56.8 55.3 70.4 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, March 11, 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 : 7,792: 125 120 50 7,457 7,572 7,632 7,742: 160 50 Old : 7,792: 125 120 50 7,457 7,572 7,632 7,742: 160 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 25: 0 0 0 25 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 1.5 0.6 95.7 97.2 97.9 99.4: 2.1 0.6 Old : 100.0: 1.6 1.5 0.6 95.7 97.2 97.9 99.4: 2.1 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 1 1 25 27 27 29: Old : 37: 2 1 1 25 27 27 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 : 56.0 47.4 74.8 66.9 42.9 43.5 54.7 56.0 Old : 56.0 47.4 74.8 66.9 42.9 43.5 54.7 56.0 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, March 11, 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 : 2,966: 25 0 10 2,213 2,208 2,248 2,218: 718 748 Old : 2,966: 25 0 10 2,213 2,208 2,248 2,218: 718 748 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 108: 0 0 0 131 76 131 76: -23 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.3 74.6 74.4 75.8 74.8: 24.2 25.2 Old : 100.0: 0.8 0.0 0.3 74.6 74.4 75.8 74.8: 24.2 25.2 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 : 22: 1 0 1 20 19 21 20: Old : 22: 1 0 1 20 19 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.1 31.3 55.2 52.5 26.2 26.5 34.7 37.2 Old : 36.1 31.3 55.2 52.5 26.2 26.5 34.7 37.2 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, March 11, 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 : 3,389: 5 60 50 2,993 2,847 3,048 2,957: 341 432 Old : 3,389: 5 60 50 2,993 2,847 3,048 2,957: 341 432 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 161: 0 55 -25 103 88 78 118: 83 43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 1.8 1.5 88.3 84.0 89.9 87.3: 10.1 12.7 Old : 100.0: 0.1 1.8 1.5 88.3 84.0 89.9 87.3: 10.1 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 1 2 31 35 33 37: Old : 38: 1 1 2 31 35 33 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.6 22.0 47.7 37.7 22.1 16.2 34.4 25.8 Old : 27.6 22.0 47.7 37.7 22.1 16.2 34.4 25.8 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, March 11, 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 : 270,548: 48,732 21,318 47,361 135,626 172,293 231,719 240,972: 38,829 29,576 Old : 270,548: 48,732 21,318 47,361 135,626 172,293 231,719 240,972: 38,829 29,576 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : -1,991: -3,253 -824 3,933 -4,899 -6,218 -4,219 -3,110: 2,228 1,119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 7.9 17.5 50.1 63.7 85.6 89.1: 14.4 10.9 Old : 100.0: 18.0 7.9 17.5 50.1 63.7 85.6 89.1: 14.4 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 146: 48 19 32 63 73 127 111: Old : 146: 48 19 32 63 73 127 111: 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 : 16.3 21.0 28.2 34.1 11.8 12.9 18.7 19.6 Old : 16.3 21.0 28.2 34.1 11.8 12.9 18.7 19.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 6,820: 2,150 0 50 4,190 6,670 6,390 6,720: 430 100 Old : 6,820: 2,150 0 50 4,190 6,670 6,390 6,720: 430 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.5 0.0 0.7 61.4 97.8 93.7 98.5: 6.3 1.5 Old : 100.0: 31.5 0.0 0.7 61.4 97.8 93.7 98.5: 6.3 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 0 1 15 22 17 23: Old : 26: 1 0 1 15 22 17 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 : 71.8 61.6 87.0 77.0 67.4 54.3 68.9 65.2 Old : 71.8 61.6 87.0 77.0 67.4 54.3 68.9 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 7,675: 700 0 525 5,050 6,075 6,275 6,600: 1,400 1,075 Old : 7,675: 700 0 525 5,050 6,075 6,275 6,600: 1,400 1,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 0.0 6.8 65.8 79.2 81.8 86.0: 18.2 14.0 Old : 100.0: 9.1 0.0 6.8 65.8 79.2 81.8 86.0: 18.2 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 1 12 14 14 15: Old : 21: 2 0 1 12 14 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 45.6 76.2 69.4 55.7 41.0 60.9 58.6 Old : 66.4 45.6 76.2 69.4 55.7 41.0 60.9 58.6 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, March 11, 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 : 1,368,608: 142,646 340,336 488,901 650,478 500,727 1,282,025 1,329,963: 86,583 38,645 Old : 1,368,608: 142,646 340,336 488,901 650,478 500,727 1,282,025 1,329,963: 86,583 38,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 3,285: -9,868 9,508 -1,603 11,676 -7,603 205 303: 3,080 2,982 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 24.9 35.7 47.5 36.6 93.7 97.2: 6.3 2.8 Old : 100.0: 10.4 24.9 35.7 47.5 36.6 93.7 97.2: 6.3 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 241: 94 56 95 82 75 229 180: Old : 241: 94 56 95 82 75 229 180: 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 : 35.2 36.0 46.8 52.5 16.7 17.5 20.2 22.2 Old : 35.2 36.0 46.8 52.5 16.7 17.5 20.2 22.2 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, March 11, 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 : 98,827: 0 11,943 2,451 87,707 72,045 90,158 86,439: 8,669 12,388 Old : 98,827: 0 11,943 2,451 87,707 72,045 90,158 86,439: 8,669 12,388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 1,317: -946 1,282 -181 2,822 -272 1,695 829: -378 488 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.1 2.5 88.7 72.9 91.2 87.5: 8.8 12.5 Old : 100.0: 0.0 12.1 2.5 88.7 72.9 91.2 87.5: 8.8 12.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 5 4 22 19 26 24: Old : 30: 0 5 4 22 19 26 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 : 55.9 57.1 69.8 72.9 54.4 56.6 65.8 69.0 Old : 55.9 57.1 69.8 72.9 54.4 56.6 65.8 69.0 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, March 11, 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 : 94,459: 6,189 9,962 4,311 75,619 70,176 86,119 84,449: 8,340 10,010 Old : 94,459: 6,189 9,962 4,311 75,619 70,176 86,119 84,449: 8,340 10,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 901: 428 2,949 -1,171 3,451 6 2,708 1,784: -1,807 -883 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 10.5 4.6 80.1 74.3 91.2 89.4: 8.8 10.6 Old : 100.0: 6.6 10.5 4.6 80.1 74.3 91.2 89.4: 8.8 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 3 4 27 22 31 27: Old : 37: 2 3 4 27 22 31 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 : 37.0 38.5 57.0 61.9 37.0 32.5 56.1 53.0 Old : 37.0 38.5 57.0 61.9 37.0 32.5 56.1 53.0 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, March 11, 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 : 128,091: 11,464 0 4,645 103,579 116,707 119,688 121,352: 8,403 6,739 Old : 128,091: 11,464 0 4,645 103,579 116,707 119,688 121,352: 8,403 6,739 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 720: 391 0 -30 339 550 700 520: 20 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 0.0 3.6 80.9 91.1 93.4 94.7: 6.6 5.3 Old : 100.0: 8.9 0.0 3.6 80.9 91.1 93.4 94.7: 6.6 5.3 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 : 34: 2 0 1 24 24 26 25: Old : 34: 2 0 1 24 24 26 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 : 52.8 41.0 69.3 60.5 42.2 40.5 58.0 57.2 Old : 52.8 41.0 69.3 60.5 42.2 40.5 58.0 57.2 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, March 11, 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 : 107,629: 13,268 1,867 4,600 79,012 89,147 96,880 95,614: 10,749 12,015 Old : 107,629: 13,268 1,867 4,600 79,012 89,147 96,880 95,614: 10,749 12,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 3,772: 0 -2,310 1,000 2,280 4,867 3,280 3,557: 492 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 1.7 4.3 73.4 82.8 90.0 88.8: 10.0 11.2 Old : 100.0: 12.3 1.7 4.3 73.4 82.8 90.0 88.8: 10.0 11.2 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 : 34: 2 2 2 19 26 23 28: Old : 34: 2 2 2 19 26 23 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.6 41.0 54.6 59.7 30.8 35.9 48.4 52.2 Old : 31.6 41.0 54.6 59.7 30.8 35.9 48.4 52.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 71,790: 1,762 5,093 4,449 59,084 50,360 65,295 59,902: 6,495 11,888 Old : 71,790: 1,762 5,093 4,449 59,084 50,360 65,295 59,902: 6,495 11,888 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 3,413: 1,762 -2,215 1,386 1,753 3,368 4,901 2,539: -1,488 874 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 7.1 6.2 82.3 70.1 91.0 83.4: 9.0 16.6 Old : 100.0: 2.5 7.1 6.2 82.3 70.1 91.0 83.4: 9.0 16.6 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 : 25: 1 1 2 21 20 23 22: Old : 25: 1 1 2 21 20 23 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 : 53.2 45.8 73.3 64.6 48.2 39.0 58.0 52.8 Old : 53.2 45.8 73.3 64.6 48.2 39.0 58.0 52.8 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, March 11, 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 : 89,341: 2,387 0 1,604 81,458 74,699 85,449 76,303: 3,892 13,038 Old : 89,341: 2,387 0 1,604 81,458 74,699 85,449 76,303: 3,892 13,038 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 5,617: 1,238 -1,054 -367 5,956 6,170 6,827 4,749: -1,210 868 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.0 1.8 91.2 83.6 95.6 85.4: 4.4 14.6 Old : 100.0: 2.7 0.0 1.8 91.2 83.6 95.6 85.4: 4.4 14.6 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 : 39: 1 0 1 23 33 24 34: Old : 39: 1 0 1 23 33 24 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 : 41.2 28.4 65.8 42.9 36.5 23.6 51.0 36.2 Old : 41.2 28.4 65.8 42.9 36.5 23.6 51.0 36.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 108,452: 3,781 1,105 3,603 86,613 93,594 93,997 98,302: 14,455 10,150 Old : 108,452: 3,781 1,105 3,603 86,613 93,594 93,997 98,302: 14,455 10,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 1,289: 68 248 -124 1,441 217 1,385 341: -96 948 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 1.0 3.3 79.9 86.3 86.7 90.6: 13.3 9.4 Old : 100.0: 3.5 1.0 3.3 79.9 86.3 86.7 90.6: 13.3 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 1 3 18 19 21 22: Old : 28: 2 1 3 18 19 21 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 : 46.1 46.5 64.1 69.0 44.8 45.4 60.7 62.4 Old : 46.1 46.5 64.1 69.0 44.8 45.4 60.7 62.4 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, March 11, 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 : 74,181: 5,365 3,851 10,138 55,218 45,699 70,721 59,688: 3,460 14,493 Old : 74,181: 5,365 3,851 10,138 55,218 45,699 70,721 59,688: 3,460 14,493 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : -794: 855 645 -605 1,246 -1,212 1,496 -1,172: -2,290 378 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 5.2 13.7 74.4 61.6 95.3 80.5: 4.7 19.5 Old : 100.0: 7.2 5.2 13.7 74.4 61.6 95.3 80.5: 4.7 19.5 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 : 27: 2 2 3 18 12 22 15: Old : 27: 2 2 3 18 12 22 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 : 49.2 43.8 67.1 64.3 41.7 29.0 54.2 42.5 Old : 49.2 43.8 67.1 64.3 41.7 29.0 54.2 42.5 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, March 11, 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 : 90,443: 4,292 96 17,736 61,276 63,256 83,304 81,088: 7,139 9,355 Old : 90,443: 4,292 96 17,736 61,276 63,256 83,304 81,088: 7,139 9,355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 1,050: -1,228 96 216 818 -418 -194 -106: 1,244 1,156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 0.1 19.6 67.8 69.9 92.1 89.7: 7.9 10.3 Old : 100.0: 4.7 0.1 19.6 67.8 69.9 92.1 89.7: 7.9 10.3 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 : 20: 3 1 3 9 14 13 17: Old : 20: 3 1 3 9 14 13 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 : 71.0 46.2 85.7 68.1 47.5 34.1 52.4 46.4 Old : 71.0 46.2 85.7 68.1 47.5 34.1 52.4 46.4 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, March 11, 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 : 67,323: 1,712 2,685 3,549 52,430 43,671 57,691 49,905: 9,632 17,418 Old : 67,323: 1,712 2,685 3,549 52,430 43,671 57,691 49,905: 9,632 17,418 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 514: 0 327 -332 329 61 -3 56: 517 458 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 4.0 5.3 77.9 64.9 85.7 74.1: 14.3 25.9 Old : 100.0: 2.5 4.0 5.3 77.9 64.9 85.7 74.1: 14.3 25.9 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 : 24: 1 1 1 20 17 22 18: Old : 24: 1 1 1 20 17 22 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 : 32.9 41.3 53.0 63.1 22.4 34.6 33.8 39.2 Old : 32.9 41.3 53.0 63.1 22.4 34.6 33.8 39.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 123,750: 24,725 1,531 4,294 87,520 109,970 116,539 115,795: 7,211 7,955 Old : 123,750: 24,725 1,531 4,294 87,520 109,970 116,539 115,795: 7,211 7,955 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 5,415: 1,714 428 -743 3,594 6,222 4,565 5,907: 850 -492 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 1.2 3.5 70.7 88.9 94.2 93.6: 5.8 6.4 Old : 100.0: 20.0 1.2 3.5 70.7 88.9 94.2 93.6: 5.8 6.4 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 : 45: 3 2 4 28 31 33 35: Old : 45: 3 2 4 28 31 33 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 : 38.8 35.7 54.8 52.4 36.1 34.2 50.1 50.4 Old : 38.8 35.7 54.8 52.4 36.1 34.2 50.1 50.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 57,210: 0 3,064 2,310 48,622 47,075 50,932 52,449: 6,278 4,761 Old : 57,210: 0 3,064 2,310 48,622 47,075 50,932 52,449: 6,278 4,761 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.4 4.0 85.0 82.3 89.0 91.7: 11.0 8.3 Old : 100.0: 0.0 5.4 4.0 85.0 82.3 89.0 91.7: 11.0 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 1 14 12 15 14: Old : 20: 0 2 1 14 12 15 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 : 49.9 53.7 70.3 76.7 41.6 48.2 59.7 64.7 Old : 49.9 53.7 70.3 76.7 41.6 48.2 59.7 64.7 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, March 11, 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 : 127,485: 2,437 20,752 18,679 86,266 79,462 107,382 118,893: 20,103 8,592 Old : 127,485: 2,437 20,752 18,679 86,266 79,462 107,382 118,893: 20,103 8,592 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 1,628: -182 -428 2,002 -1,810 -826 10 748: 1,618 880 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 16.3 14.7 67.7 62.3 84.2 93.3: 15.8 6.7 Old : 100.0: 1.9 16.3 14.7 67.7 62.3 84.2 93.3: 15.8 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 : 35: 2 5 7 26 25 33 32: Old : 35: 2 5 7 26 25 33 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 : 34.9 29.2 52.2 47.9 25.5 24.4 36.0 37.0 Old : 34.9 29.2 52.2 47.9 25.5 24.4 36.0 37.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 88,933: 14,212 0 2,770 62,328 75,430 79,310 78,200: 9,623 10,733 Old : 88,933: 14,212 0 2,770 62,328 75,430 79,310 78,200: 9,623 10,733 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 1,713: -3,508 0 364 6,093 1,180 2,949 1,544: -1,236 169 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 0.0 3.1 70.1 84.8 89.2 87.9: 10.8 12.1 Old : 100.0: 16.0 0.0 3.1 70.1 84.8 89.2 87.9: 10.8 12.1 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: 6 0 4 15 18 21 22: Old : 27: 6 0 4 15 18 21 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 : 53.8 43.8 72.9 62.5 49.8 41.2 62.4 57.8 Old : 53.8 43.8 72.9 62.5 49.8 41.2 62.4 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 242,995: 17,504 3,929 4,605 205,010 219,256 227,119 227,790: 15,876 15,205 Old : 242,995: 17,504 3,929 4,605 205,010 219,256 227,119 227,790: 15,876 15,205 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 2,573: -494 -40 -581 3,157 3,285 2,082 2,664: 491 -91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 1.6 1.9 84.4 90.2 93.5 93.7: 6.5 6.3 Old : 100.0: 7.2 1.6 1.9 84.4 90.2 93.5 93.7: 6.5 6.3 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 : 52: 3 3 5 40 39 46 44: Old : 52: 3 3 5 40 39 46 44: 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 : 30.4 52.4 50.5 63.9 27.6 50.8 45.2 58.9 Old : 30.4 52.4 50.5 63.9 27.6 50.8 45.2 58.9 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, March 11, 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 : 228,109: 16,190 0 15,800 180,246 200,250 212,236 216,050: 15,873 12,059 Old : 228,109: 16,190 0 15,800 180,246 200,250 212,236 216,050: 15,873 12,059 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 3,294: 797 -428 48 1,316 2,543 2,161 2,163: 1,133 1,131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 0.0 6.9 79.0 87.8 93.0 94.7: 7.0 5.3 Old : 100.0: 7.1 0.0 6.9 79.0 87.8 93.0 94.7: 7.0 5.3 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 : 43: 4 0 2 35 32 39 34: Old : 43: 4 0 2 35 32 39 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 : 31.2 38.8 48.7 63.8 24.0 34.6 38.5 50.9 Old : 31.2 38.8 48.7 63.8 24.0 34.6 38.5 50.9 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, March 11, 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 : 240,551: 15,252 9,519 11,714 198,051 205,593 225,017 226,826: 15,534 13,725 Old : 240,551: 15,252 9,519 11,714 198,051 205,593 225,017 226,826: 15,534 13,725 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 5,888: 1,200 3,360 -920 5,337 3,701 5,617 6,141: 271 -253 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 4.0 4.9 82.3 85.5 93.5 94.3: 6.5 5.7 Old : 100.0: 6.3 4.0 4.9 82.3 85.5 93.5 94.3: 6.5 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 : 47: 4 1 3 39 36 44 39: Old : 47: 4 1 3 39 36 44 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 : 34.9 35.3 51.6 55.0 33.5 25.9 45.5 42.1 Old : 34.9 35.3 51.6 55.0 33.5 25.9 45.5 42.1 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, March 11, 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 : 52,999: 0 5,505 1,401 41,549 36,277 42,950 43,183: 10,049 9,816 Old : 52,999: 0 5,505 1,401 41,549 36,277 42,950 43,183: 10,049 9,816 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 390: 0 -1,634 906 186 1,392 1,092 664: -702 -274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.4 2.6 78.4 68.4 81.0 81.5: 19.0 18.5 Old : 100.0: 0.0 10.4 2.6 78.4 68.4 81.0 81.5: 19.0 18.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 1 17 15 18 16: Old : 22: 0 1 1 17 15 18 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 : 37.5 37.5 61.0 62.6 30.5 32.7 46.9 52.0 Old : 37.5 37.5 61.0 62.6 30.5 32.7 46.9 52.0 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, March 11, 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 : 215,540: 31,264 3,207 15,816 152,055 181,759 199,135 200,782: 16,405 14,758 Old : 215,540: 31,264 3,207 15,816 152,055 181,759 199,135 200,782: 16,405 14,758 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : -10,249: -4,288 -282 2,046 -4,993 -7,062 -7,235 -5,298: -3,014 -4,951 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 1.5 7.3 70.5 84.3 92.4 93.2: 7.6 6.8 Old : 100.0: 14.5 1.5 7.3 70.5 84.3 92.4 93.2: 7.6 6.8 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 : 43: 4 3 6 35 35 42 41: Old : 43: 4 3 6 35 35 42 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 29.3 53.8 45.7 23.7 22.7 35.1 33.4 Old : 32.2 29.3 53.8 45.7 23.7 22.7 35.1 33.4 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, March 11, 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 : 75,131: 4,995 6,974 1,045 59,032 55,586 65,072 63,605: 10,059 11,526 Old : 75,131: 4,995 6,974 1,045 59,032 55,586 65,072 63,605: 10,059 11,526 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 581: 151 -26 -42 140 348 249 280: 332 301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 9.3 1.4 78.6 74.0 86.6 84.7: 13.4 15.3 Old : 100.0: 6.6 9.3 1.4 78.6 74.0 86.6 84.7: 13.4 15.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 2 1 22 21 24 23: Old : 29: 1 2 1 22 21 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 34.6 58.7 58.4 26.4 31.2 44.8 45.8 Old : 32.9 34.6 58.7 58.4 26.4 31.2 44.8 45.8 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, March 11, 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 : 3,168,252: 1,017,804 203,739 878,317 1,232,970 2,073,905 3,129,091 3,155,961: 39,161 12,291 Old : 3,168,252: 1,017,804 203,739 878,317 1,232,970 2,073,905 3,129,091 3,155,961: 39,161 12,291 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 59,859: 55,670 9,603 3,120 17,444 65,070 76,234 77,793: -16,375 -17,934 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 6.4 27.7 38.9 65.5 98.8 99.6: 1.2 0.4 Old : 100.0: 32.1 6.4 27.7 38.9 65.5 98.8 99.6: 1.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 155: 35 16 43 94 90 146 136: Old : 155: 35 16 43 94 90 146 136: 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 : 37.6 37.8 50.0 51.9 24.8 25.1 30.2 33.0 Old : 37.6 37.8 50.0 51.9 24.8 25.1 30.2 33.0 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, March 11, 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 : 1,036,941: 97,486 369,516 233,706 701,388 430,977 1,032,580 1,034,199: 4,361 2,742 Old : 1,036,941: 97,486 369,516 233,706 701,388 430,977 1,032,580 1,034,199: 4,361 2,742 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 70,613: 20,658 55,330 22,680 28,445 -4,741 71,783 73,269: -1,170 -2,656 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 35.6 22.5 67.6 41.6 99.6 99.7: 0.4 0.3 Old : 100.0: 9.4 35.6 22.5 67.6 41.6 99.6 99.7: 0.4 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 : 86: 15 28 34 43 39 81 78: Old : 86: 15 28 34 43 39 81 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 : 37.8 42.1 61.9 60.5 30.8 31.7 42.3 43.2 Old : 37.8 42.1 61.9 60.5 30.8 31.7 42.3 43.2 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, March 11, 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 : 89,454: 1,278 400 4,198 83,677 84,299 89,154 88,897: 301 557 Old : 89,454: 1,278 400 4,198 83,677 84,299 89,154 88,897: 301 557 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 3,706: -42 0 657 3,391 3,350 4,007 4,007: -300 -301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.4 4.7 93.5 94.2 99.7 99.4: 0.3 0.6 Old : 100.0: 1.4 0.4 4.7 93.5 94.2 99.7 99.4: 0.3 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 6 1 6 31 31 37 38: Old : 44: 6 1 6 31 31 37 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 46.5 72.9 68.9 17.2 16.5 24.2 21.8 Old : 51.0 46.5 72.9 68.9 17.2 16.5 24.2 21.8 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, March 11, 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 : 27,511: 4,130 40 349 22,686 26,822 27,165 27,211: 346 300 Old : 27,511: 4,130 40 349 22,686 26,822 27,165 27,211: 346 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : -277: 4 0 -16 -56 -52 -68 -68: -209 -209 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 0.1 1.3 82.5 97.5 98.7 98.9: 1.3 1.1 Old : 100.0: 15.0 0.1 1.3 82.5 97.5 98.7 98.9: 1.3 1.1 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: 3 1 2 19 19 22 22: Old : 27: 3 1 2 19 19 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 : 61.5 70.5 83.0 87.2 25.0 29.4 33.9 35.0 Old : 61.5 70.5 83.0 87.2 25.0 29.4 33.9 35.0 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, March 11, 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 : 26,410: 880 480 1,192 21,330 23,352 23,402 25,024: 3,008 1,386 Old : 26,410: 880 480 1,192 21,330 23,352 23,402 25,024: 3,008 1,386 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : -206: 0 0 0 -60 -80 -60 -80: -146 -126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 1.8 4.5 80.8 88.4 88.6 94.8: 11.4 5.2 Old : 100.0: 3.3 1.8 4.5 80.8 88.4 88.6 94.8: 11.4 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 1 2 19 16 22 18: Old : 25: 2 1 2 19 16 22 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 : 48.1 53.7 68.1 77.6 31.3 46.2 45.8 53.1 Old : 48.1 53.7 68.1 77.6 31.3 46.2 45.8 53.1 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, March 11, 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 : 22,730: 960 0 800 20,356 20,682 22,116 21,482: 614 1,248 Old : 22,730: 960 0 800 20,356 20,682 22,116 21,482: 614 1,248 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : -378: -960 0 0 676 -284 -284 -284: -94 -94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.0 3.5 89.6 91.0 97.3 94.5: 2.7 5.5 Old : 100.0: 4.2 0.0 3.5 89.6 91.0 97.3 94.5: 2.7 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 : 25: 1 0 1 20 20 22 21: Old : 25: 1 0 1 20 20 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 68.6 68.2 83.0 46.9 57.3 62.5 66.9 Old : 48.1 68.6 68.2 83.0 46.9 57.3 62.5 66.9 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, March 11, 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 : 2,953,909: 293,932 141,650 1,150,707 1,423,909 1,565,379 2,868,548 2,857,736: 85,361 96,173 Old : 2,953,909: 293,932 141,650 1,150,707 1,423,909 1,565,379 2,868,548 2,857,736: 85,361 96,173 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 132,545: 1,817 -4,953 75,584 63,504 56,135 140,904 126,766: -8,360 5,779 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 4.8 39.0 48.2 53.0 97.1 96.7: 2.9 3.3 Old : 100.0: 10.0 4.8 39.0 48.2 53.0 97.1 96.7: 2.9 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 376: 112 144 168 85 108 294 334: Old : 376: 112 144 168 85 108 294 334: 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 : 24.5 23.4 36.7 34.6 6.1 4.4 9.1 6.8 Old : 24.5 23.4 36.7 34.6 6.1 4.4 9.1 6.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 119,967: 19,166 19,151 5,649 69,966 51,048 94,781 75,848: 25,186 44,119 Old : 119,967: 19,166 19,151 5,649 69,966 51,048 94,781 75,848: 25,186 44,119 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 3,738: -480 -365 -27 7,666 13,305 7,159 12,913: -3,421 -9,175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 16.0 4.7 58.3 42.6 79.0 63.2: 21.0 36.8 Old : 100.0: 16.0 16.0 4.7 58.3 42.6 79.0 63.2: 21.0 36.8 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 : 23: 2 4 4 17 15 21 21: Old : 23: 2 4 4 17 15 21 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 : 48.3 28.7 64.8 46.8 41.8 28.5 54.6 43.5 Old : 48.3 28.7 64.8 46.8 41.8 28.5 54.6 43.5 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, March 11, 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 : 16,576: 0 565 100 16,476 15,911 16,576 16,576: 0 0 Old : 16,576: 0 565 100 16,476 15,911 16,576 16,576: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 2,000: 0 0 0 2,000 2,000 2,000 2,000: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.4 0.6 99.4 96.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 3.4 0.6 99.4 96.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 0 2 1 23 26 24 29: Old : 35: 0 2 1 23 26 24 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 : 50.9 40.7 77.6 63.6 27.6 23.3 37.7 34.2 Old : 50.9 40.7 77.6 63.6 27.6 23.3 37.7 34.2 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, March 11, 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 : 175,609: 32,304 36,360 42,141 87,730 88,850 162,175 167,351: 13,434 8,258 Old : 175,609: 32,304 36,360 42,141 87,730 88,850 162,175 167,351: 13,434 8,258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 14,615: 2,736 9,929 1,359 10,638 3,369 14,733 14,657: -118 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 20.7 24.0 50.0 50.6 92.4 95.3: 7.6 4.7 Old : 100.0: 18.4 20.7 24.0 50.0 50.6 92.4 95.3: 7.6 4.7 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: 11 17 24 23 23 49 49: Old : 51: 11 17 24 23 23 49 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 : 35.5 33.6 52.0 51.8 22.6 20.0 26.9 26.4 Old : 35.5 33.6 52.0 51.8 22.6 20.0 26.9 26.4 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, March 11, 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 : 6,435: 150 500 0 6,225 5,935 6,375 6,435: 60 0 Old : 6,435: 150 500 0 6,225 5,935 6,375 6,435: 60 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 7.8 0.0 96.7 92.2 99.1 100.0: 0.9 0.0 Old : 100.0: 2.3 7.8 0.0 96.7 92.2 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 : 23: 1 1 0 14 13 15 14: Old : 23: 1 1 0 14 13 15 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 : 59.4 63.1 86.6 88.7 49.0 56.7 65.3 65.7 Old : 59.4 63.1 86.6 88.7 49.0 56.7 65.3 65.7 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, March 11, 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 : 20,606: 12,465 2,483 58 4,469 17,320 16,992 19,861: 3,614 745 Old : 20,606: 12,465 2,483 58 4,469 17,320 16,992 19,861: 3,614 745 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : -860: 195 -97 -120 141 5 216 -212: -1,076 -648 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 12.0 0.3 21.7 84.1 82.5 96.4: 17.5 3.6 Old : 100.0: 60.5 12.0 0.3 21.7 84.1 82.5 96.4: 17.5 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 118: 69 14 4 13 26 85 41: Old : 118: 69 14 4 13 26 85 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 42.3 43.5 67.6 29.2 41.5 43.5 66.7 Old : 29.2 42.3 43.5 67.6 29.2 41.5 43.5 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 13,669: 7,596 1,989 9 2,670 10,654 10,275 12,652: 3,394 1,017 Old : 13,669: 7,596 1,989 9 2,670 10,654 10,275 12,652: 3,394 1,017 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : -1,345: -943 -684 8 503 -303 -432 -979: -913 -366 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.6 14.6 0.1 19.5 77.9 75.2 92.6: 24.8 7.4 Old : 100.0: 55.6 14.6 0.1 19.5 77.9 75.2 92.6: 24.8 7.4 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 : 83: 39 12 1 14 24 53 37: Old : 83: 39 12 1 14 24 53 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 : 19.6 47.5 32.5 64.4 19.6 47.5 31.7 64.4 Old : 19.6 47.5 32.5 64.4 19.6 47.5 31.7 64.4 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, March 11, 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 : 294,773: 68,417 17,754 56,754 137,204 196,717 262,375 271,224: 32,398 23,549 Old : 294,773: 68,417 17,754 56,754 137,204 196,717 262,375 271,224: 32,398 23,549 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 17,269: 7,507 17 5,604 2,970 6,977 16,081 12,597: 1,188 4,672 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 6.0 19.3 46.5 66.7 89.0 92.0: 11.0 8.0 Old : 100.0: 23.2 6.0 19.3 46.5 66.7 89.0 92.0: 11.0 8.0 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 : 198: 74 18 45 81 97 167 151: Old : 198: 74 18 45 81 97 167 151: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.4 20.4 33.6 34.5 11.4 13.0 17.2 19.3 Old : 21.4 20.4 33.6 34.5 11.4 13.0 17.2 19.3 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, March 11, 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 : 11,604: 524 0 1,310 9,481 9,916 11,315 11,226: 289 378 Old : 11,604: 524 0 1,310 9,481 9,916 11,315 11,226: 289 378 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 977: 224 -326 -13 866 1,416 1,077 1,077: -100 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 0.0 11.3 81.7 85.5 97.5 96.7: 2.5 3.3 Old : 100.0: 4.5 0.0 11.3 81.7 85.5 97.5 96.7: 2.5 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 0 2 17 22 19 24: Old : 30: 2 0 2 17 22 19 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 : 47.2 46.9 72.9 69.9 36.9 35.0 50.3 47.7 Old : 47.2 46.9 72.9 69.9 36.9 35.0 50.3 47.7 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, March 11, 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 : 4,845: 125 0 850 3,870 3,945 4,845 4,795: 0 50 Old : 4,845: 125 0 850 3,870 3,945 4,845 4,795: 0 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : 150: 0 0 0 150 150 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.0 17.5 79.9 81.4 100.0 99.0: 0.0 1.0 Old : 100.0: 2.6 0.0 17.5 79.9 81.4 100.0 99.0: 0.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 1 19 15 20 16: Old : 27: 1 0 1 19 15 20 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 : 48.1 69.0 71.8 87.6 29.0 47.6 42.9 55.8 Old : 48.1 69.0 71.8 87.6 29.0 47.6 42.9 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 9,294: 1,839 450 0 6,004 5,829 7,843 6,279: 1,451 3,015 Old : 9,294: 1,839 450 0 6,004 5,829 7,843 6,279: 1,451 3,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 4.8 0.0 64.6 62.7 84.4 67.6: 15.6 32.4 Old : 100.0: 19.8 4.8 0.0 64.6 62.7 84.4 67.6: 15.6 32.4 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 : 25: 3 1 0 14 16 17 17: Old : 25: 3 1 0 14 16 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 : 53.1 37.9 70.0 54.1 44.6 33.3 58.6 44.0 Old : 53.1 37.9 70.0 54.1 44.6 33.3 58.6 44.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008