GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 8,394: 0 50 0 8,197 8,077 8,197 8,127: 197 267 Old : 8,394: 0 50 0 8,197 8,077 8,197 8,127: 197 267 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 1,133: 0 0 0 936 1,576 936 1,576: 197 -443 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 0.0 97.7 96.2 97.7 96.8: 2.3 3.2 Old : 100.0: 0.0 0.6 0.0 97.7 96.2 97.7 96.8: 2.3 3.2 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 : 37: 0 1 0 29 26 29 27: Old : 37: 0 1 0 29 26 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 : 37.2 39.1 60.6 66.5 32.2 30.3 44.0 49.3 Old : 37.2 39.1 60.6 66.5 32.2 30.3 44.0 49.3 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, July 1, 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 : 7,705: 0 830 0 7,505 6,680 7,505 7,510: 200 195 Old : 7,705: 0 830 0 7,505 6,680 7,505 7,510: 200 195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -5: 0 25 0 -5 20 -5 45: 0 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.8 0.0 97.4 86.7 97.4 97.5: 2.6 2.5 Old : 100.0: 0.0 10.8 0.0 97.4 86.7 97.4 97.5: 2.6 2.5 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 : 37: 0 2 0 25 25 25 27: Old : 37: 0 2 0 25 25 25 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 : 58.9 43.2 76.1 68.0 55.0 40.2 65.7 57.9 Old : 58.9 43.2 76.1 68.0 55.0 40.2 65.7 57.9 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, July 1, 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 : 3,953: 20 102 32 3,222 3,122 3,274 3,256: 679 697 Old : 3,953: 20 102 32 3,222 3,122 3,274 3,256: 679 697 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 307: -70 0 10 491 412 431 422: -124 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 2.6 0.8 81.5 79.0 82.8 82.4: 17.2 17.6 Old : 100.0: 0.5 2.6 0.8 81.5 79.0 82.8 82.4: 17.2 17.6 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: 1 1 2 27 29 29 31: Old : 33: 1 1 2 27 29 29 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.2 31.8 46.3 48.1 19.7 22.9 31.9 33.6 Old : 28.2 31.8 46.3 48.1 19.7 22.9 31.9 33.6 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, July 1, 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 : 4,054: 0 30 55 3,401 3,216 3,456 3,301: 598 753 Old : 4,054: 0 30 55 3,401 3,216 3,456 3,301: 598 753 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 108: 0 30 55 89 65 144 150: -36 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.7 1.4 83.9 79.3 85.2 81.4: 14.8 18.6 Old : 100.0: 0.0 0.7 1.4 83.9 79.3 85.2 81.4: 14.8 18.6 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: 0 2 2 33 35 35 37: Old : 39: 0 2 2 33 35 35 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 : 30.8 25.3 44.3 44.0 25.9 20.6 34.2 31.9 Old : 30.8 25.3 44.3 44.0 25.9 20.6 34.2 31.9 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, July 1, 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 : 266,517: 30,915 18,286 55,055 142,206 166,872 228,176 240,213: 38,341 26,304 Old : 266,517: 30,915 18,286 55,055 142,206 166,872 228,176 240,213: 38,341 26,304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -11,919: 3,058 754 -5,274 -9,002 -5,882 -11,218 -10,403: -701 -1,517 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 6.9 20.7 53.4 62.6 85.6 90.1: 14.4 9.9 Old : 100.0: 11.6 6.9 20.7 53.4 62.6 85.6 90.1: 14.4 9.9 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 : 130: 35 22 38 60 66 115 110: Old : 130: 35 22 38 60 66 115 110: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.3 26.9 28.6 37.7 10.1 14.7 16.0 19.5 Old : 17.3 26.9 28.6 37.7 10.1 14.7 16.0 19.5 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, July 1, 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 : 8,851: 1,033 50 650 7,168 7,096 8,851 7,796: 0 1,055 Old : 8,851: 1,033 50 650 7,168 7,096 8,851 7,796: 0 1,055 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 686: 233 50 150 503 786 886 986: -200 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 0.6 7.3 81.0 80.2 100.0 88.1: 0.0 11.9 Old : 100.0: 11.7 0.6 7.3 81.0 80.2 100.0 88.1: 0.0 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 : 44: 3 1 2 28 33 32 35: Old : 44: 3 1 2 28 33 32 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 : 56.4 27.1 72.3 47.4 45.4 25.0 56.5 36.8 Old : 56.4 27.1 72.3 47.4 45.4 25.0 56.5 36.8 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, July 1, 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 : 6,465: 1,116 516 0 5,124 5,949 6,240 6,465: 225 0 Old : 6,465: 1,116 516 0 5,124 5,949 6,240 6,465: 225 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -1,100: -675 75 -75 -350 -1,075 -1,100 -1,075: 0 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 8.0 0.0 79.3 92.0 96.5 100.0: 3.5 0.0 Old : 100.0: 17.3 8.0 0.0 79.3 92.0 96.5 100.0: 3.5 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 : 26: 2 2 0 11 16 13 18: Old : 26: 2 2 0 11 16 13 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 : 71.0 45.6 87.2 73.3 71.0 44.5 83.8 71.4 Old : 71.0 45.6 87.2 73.3 71.0 44.5 83.8 71.4 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, July 1, 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 : 1,368,367: 182,066 480,038 474,634 620,771 378,058 1,277,471 1,332,730: 90,897 35,637 Old : 1,368,367: 182,066 480,038 474,634 620,771 378,058 1,277,471 1,332,730: 90,897 35,637 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -4,040: 2,352 21,906 -14,952 1,701 -9,709 -10,900 -2,756: 6,860 -1,284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 35.1 34.7 45.4 27.6 93.4 97.4: 6.6 2.6 Old : 100.0: 13.3 35.1 34.7 45.4 27.6 93.4 97.4: 6.6 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 : 250: 114 47 92 79 72 238 173: Old : 250: 114 47 92 79 72 238 173: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 41.5 44.4 55.5 19.9 28.4 24.0 32.2 Old : 34.5 41.5 44.4 55.5 19.9 28.4 24.0 32.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 17,742: 5,210 6,684 3,843 8,527 6,901 17,580 17,428: 162 314 Old : 17,742: 5,210 6,684 3,843 8,527 6,901 17,580 17,428: 162 314 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 3,738: 560 1,649 988 2,190 1,103 3,738 3,739: -1 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 37.7 21.7 48.1 38.9 99.1 98.2: 0.9 1.8 Old : 100.0: 29.4 37.7 21.7 48.1 38.9 99.1 98.2: 0.9 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 : 25: 7 8 8 7 10 16 24: Old : 25: 7 8 8 7 10 16 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 : 81.8 60.3 93.8 80.9 51.8 43.8 53.0 49.2 Old : 81.8 60.3 93.8 80.9 51.8 43.8 53.0 49.2 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, July 1, 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 : 97,948: 1,014 8,562 1,420 87,847 79,303 90,281 89,285: 7,667 8,663 Old : 97,948: 1,014 8,562 1,420 87,847 79,303 90,281 89,285: 7,667 8,663 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -4,076: 554 6 -498 -6,612 -4,091 -6,556 -4,583: 2,480 507 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 8.7 1.4 89.7 81.0 92.2 91.2: 7.8 8.8 Old : 100.0: 1.0 8.7 1.4 89.7 81.0 92.2 91.2: 7.8 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 : 30: 1 2 2 25 23 27 26: Old : 30: 1 2 2 25 23 27 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 54.7 65.8 72.3 46.5 52.4 61.7 67.2 Old : 49.3 54.7 65.8 72.3 46.5 52.4 61.7 67.2 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, July 1, 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 : 65,667: 3,067 10,322 2,726 53,568 44,596 59,361 57,644: 6,306 8,023 Old : 65,667: 3,067 10,322 2,726 53,568 44,596 59,361 57,644: 6,306 8,023 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -6,207: -372 176 23 -4,136 -5,623 -4,485 -5,424: -1,722 -783 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 15.7 4.2 81.6 67.9 90.4 87.8: 9.6 12.2 Old : 100.0: 4.7 15.7 4.2 81.6 67.9 90.4 87.8: 9.6 12.2 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 : 38: 2 2 3 28 24 31 28: Old : 38: 2 2 3 28 24 31 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 : 34.7 34.2 54.1 54.5 34.6 25.7 51.8 42.8 Old : 34.7 34.2 54.1 54.5 34.6 25.7 51.8 42.8 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, July 1, 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 : 102,397: 3,388 503 3,006 87,264 90,227 93,658 93,736: 8,739 8,661 Old : 102,397: 3,388 503 3,006 87,264 90,227 93,658 93,736: 8,739 8,661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -9,749: -124 -2,607 540 -11,197 -6,939 -10,781 -9,006: 1,032 -743 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 0.5 2.9 85.2 88.1 91.5 91.5: 8.5 8.5 Old : 100.0: 3.3 0.5 2.9 85.2 88.1 91.5 91.5: 8.5 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 : 34: 1 1 1 29 25 31 26: Old : 34: 1 1 1 29 25 31 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 43.2 62.1 61.5 40.9 36.5 53.4 51.0 Old : 47.5 43.2 62.1 61.5 40.9 36.5 53.4 51.0 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, July 1, 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 : 103,439: 10,408 2,832 517 78,513 88,825 89,438 92,174: 14,001 11,265 Old : 103,439: 10,408 2,832 517 78,513 88,825 89,438 92,174: 14,001 11,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 2,009: 333 0 -60 1,736 1,548 2,009 1,488: 0 521 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 2.7 0.5 75.9 85.9 86.5 89.1: 13.5 10.9 Old : 100.0: 10.1 2.7 0.5 75.9 85.9 86.5 89.1: 13.5 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 : 34: 3 1 2 20 26 24 28: Old : 34: 3 1 2 20 26 24 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 : 33.0 43.0 51.4 59.4 25.0 38.0 39.6 50.6 Old : 33.0 43.0 51.4 59.4 25.0 38.0 39.6 50.6 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, July 1, 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 : 51,129: 3,020 2,018 5,909 38,611 39,431 47,540 47,358: 3,589 3,771 Old : 51,129: 3,020 2,018 5,909 38,611 39,431 47,540 47,358: 3,589 3,771 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -5,385: 0 -358 15 -2,652 -3,790 -2,637 -4,133: -2,748 -1,252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 3.9 11.6 75.5 77.1 93.0 92.6: 7.0 7.4 Old : 100.0: 5.9 3.9 11.6 75.5 77.1 93.0 92.6: 7.0 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 : 24: 1 1 1 18 18 20 19: Old : 24: 1 1 1 18 18 20 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 : 55.7 54.9 73.8 77.4 45.5 36.7 54.9 52.6 Old : 55.7 54.9 73.8 77.4 45.5 36.7 54.9 52.6 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, July 1, 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 : 71,445: 4,603 5,902 2,820 53,118 54,088 60,541 62,810: 10,904 8,635 Old : 71,445: 4,603 5,902 2,820 53,118 54,088 60,541 62,810: 10,904 8,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -5,035: -961 -782 53 -4,014 -5,580 -4,922 -6,309: -113 1,274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 8.3 3.9 74.3 75.7 84.7 87.9: 15.3 12.1 Old : 100.0: 6.4 8.3 3.9 74.3 75.7 84.7 87.9: 15.3 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 : 29: 1 1 1 21 24 23 25: Old : 29: 1 1 1 21 24 23 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 51.3 68.6 68.0 46.3 46.8 62.8 58.3 Old : 48.5 51.3 68.6 68.0 46.3 46.8 62.8 58.3 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, July 1, 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 : 106,498: 3,861 5,999 2,580 93,948 91,170 100,389 99,749: 6,109 6,749 Old : 106,498: 3,861 5,999 2,580 93,948 91,170 100,389 99,749: 6,109 6,749 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 2,602: -2,358 1,234 460 4,959 624 3,061 2,318: -459 284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 5.6 2.4 88.2 85.6 94.3 93.7: 5.7 6.3 Old : 100.0: 3.6 5.6 2.4 88.2 85.6 94.3 93.7: 5.7 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 : 48: 1 3 3 30 37 33 41: Old : 48: 1 3 3 30 37 33 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 : 38.9 24.4 59.4 41.2 36.5 22.7 53.2 36.7 Old : 38.9 24.4 59.4 41.2 36.5 22.7 53.2 36.7 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, July 1, 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 : 124,503: 480 3,456 8,058 106,419 98,412 114,957 109,926: 9,546 14,577 Old : 124,503: 480 3,456 8,058 106,419 98,412 114,957 109,926: 9,546 14,577 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 1,924: -429 626 277 2,076 870 1,924 1,773: 0 151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 2.8 6.5 85.5 79.0 92.3 88.3: 7.7 11.7 Old : 100.0: 0.4 2.8 6.5 85.5 79.0 92.3 88.3: 7.7 11.7 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 3 4 22 26 26 31: Old : 35: 2 3 4 22 26 26 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 : 46.9 37.6 65.7 55.7 45.1 36.2 59.7 49.4 Old : 46.9 37.6 65.7 55.7 45.1 36.2 59.7 49.4 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, July 1, 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 : 55,089: 1,608 2,452 5,341 43,933 37,318 50,882 45,111: 4,207 9,978 Old : 55,089: 1,608 2,452 5,341 43,933 37,318 50,882 45,111: 4,207 9,978 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -8,732: -578 -439 -530 -7,240 -6,762 -8,348 -7,731: -384 -1,001 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 4.5 9.7 79.7 67.7 92.4 81.9: 7.6 18.1 Old : 100.0: 2.9 4.5 9.7 79.7 67.7 92.4 81.9: 7.6 18.1 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 : 28: 2 2 4 18 17 22 21: Old : 28: 2 2 4 18 17 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 : 44.6 42.4 62.7 61.5 37.2 28.8 47.3 40.2 Old : 44.6 42.4 62.7 61.5 37.2 28.8 47.3 40.2 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, July 1, 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 : 105,358: 5,384 7,925 19,640 79,577 74,214 104,601 101,779: 757 3,579 Old : 105,358: 5,384 7,925 19,640 79,577 74,214 104,601 101,779: 757 3,579 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -8,000: -753 2,133 -2,226 -4,692 -7,163 -7,671 -7,256: -329 -744 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 7.5 18.6 75.5 70.4 99.3 96.6: 0.7 3.4 Old : 100.0: 5.1 7.5 18.6 75.5 70.4 99.3 96.6: 0.7 3.4 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 : 30: 4 1 3 17 20 22 23: Old : 30: 4 1 3 17 20 22 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 : 64.7 54.5 80.6 71.3 39.2 31.2 50.4 43.4 Old : 64.7 54.5 80.6 71.3 39.2 31.2 50.4 43.4 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, July 1, 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 : 59,927: 736 1,134 3,046 47,636 46,528 51,418 50,708: 8,509 9,219 Old : 59,927: 736 1,134 3,046 47,636 46,528 51,418 50,708: 8,509 9,219 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -5,290: -248 -233 111 -6,955 -4,910 -7,092 -5,032: 1,802 -258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 1.9 5.1 79.5 77.6 85.8 84.6: 14.2 15.4 Old : 100.0: 1.2 1.9 5.1 79.5 77.6 85.8 84.6: 14.2 15.4 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 : 30: 1 1 1 26 25 28 26: Old : 30: 1 1 1 26 25 28 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.3 33.5 49.5 53.4 26.4 29.1 38.5 39.8 Old : 31.3 33.5 49.5 53.4 26.4 29.1 38.5 39.8 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, July 1, 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 : 107,147: 4,469 1,056 8,149 88,410 91,391 101,028 100,596: 6,119 6,551 Old : 107,147: 4,469 1,056 8,149 88,410 91,391 101,028 100,596: 6,119 6,551 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 1,472: -1,718 1,056 1,294 4,827 -727 4,403 1,623: -2,931 -151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 1.0 7.6 82.5 85.3 94.3 93.9: 5.7 6.1 Old : 100.0: 4.2 1.0 7.6 82.5 85.3 94.3 93.9: 5.7 6.1 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 : 49: 3 2 4 32 34 37 38: Old : 49: 3 2 4 32 34 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 : 30.4 32.3 50.1 50.2 26.0 26.7 42.5 41.9 Old : 30.4 32.3 50.1 50.2 26.0 26.7 42.5 41.9 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, July 1, 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 : 52,936: 0 6,156 0 45,185 43,543 45,185 49,699: 7,751 3,237 Old : 52,936: 0 6,156 0 45,185 43,543 45,185 49,699: 7,751 3,237 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.6 0.0 85.4 82.3 85.4 93.9: 14.6 6.1 Old : 100.0: 0.0 11.6 0.0 85.4 82.3 85.4 93.9: 14.6 6.1 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 : 21: 0 2 0 16 13 16 15: Old : 21: 0 2 0 16 13 16 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 : 54.2 60.7 70.8 81.1 40.5 47.3 53.4 57.9 Old : 54.2 60.7 70.8 81.1 40.5 47.3 53.4 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 2,147,010: 327,057 26,149 870,462 943,933 1,246,722 2,141,452 2,143,333: 5,558 3,677 Old : 2,147,010: 327,057 26,149 870,462 943,933 1,246,722 2,141,452 2,143,333: 5,558 3,677 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -85,353: -17,038 -7,283 -29,374 -38,116 -47,541 -84,529 -84,198: -825 -1,155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 1.2 40.5 44.0 58.1 99.7 99.8: 0.3 0.2 Old : 100.0: 15.2 1.2 40.5 44.0 58.1 99.7 99.8: 0.3 0.2 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 : 129: 40 22 56 65 64 125 122: Old : 129: 40 22 56 65 64 125 122: 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 : 35.9 35.2 52.7 53.8 11.1 11.7 14.1 13.7 Old : 35.9 35.2 52.7 53.8 11.1 11.7 14.1 13.7 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, July 1, 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 : 117,889: 6,056 26,271 15,655 81,065 64,903 102,776 106,829: 15,113 11,060 Old : 117,889: 6,056 26,271 15,655 81,065 64,903 102,776 106,829: 15,113 11,060 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -12,277: 3,161 587 -5,343 -9,431 -8,572 -11,613 -13,328: -664 1,051 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 22.3 13.3 68.8 55.1 87.2 90.6: 12.8 9.4 Old : 100.0: 5.1 22.3 13.3 68.8 55.1 87.2 90.6: 12.8 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 : 37: 2 5 5 30 25 35 32: Old : 37: 2 5 5 30 25 35 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 : 35.0 31.3 51.8 47.9 20.5 19.9 31.0 30.1 Old : 35.0 31.3 51.8 47.9 20.5 19.9 31.0 30.1 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, July 1, 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 : 107,645: 11,744 0 7,223 81,583 85,994 100,550 93,217: 7,095 14,428 Old : 107,645: 11,744 0 7,223 81,583 85,994 100,550 93,217: 7,095 14,428 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -9,630: 3,737 -16 -6,143 -4,441 -3,523 -6,847 -9,682: -2,783 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 0.0 6.7 75.8 79.9 93.4 86.6: 6.6 13.4 Old : 100.0: 10.9 0.0 6.7 75.8 79.9 93.4 86.6: 6.6 13.4 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: 5 0 4 20 18 25 22: Old : 28: 5 0 4 20 18 25 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 : 59.9 50.7 75.9 63.2 55.9 44.8 65.0 54.5 Old : 59.9 50.7 75.9 63.2 55.9 44.8 65.0 54.5 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, July 1, 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 : 49,058: 3,680 0 0 44,398 47,494 48,078 47,494: 980 1,564 Old : 49,058: 3,680 0 0 44,398 47,494 48,078 47,494: 980 1,564 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -6,365: -1,240 -620 0 -4,877 -5,332 -6,117 -5,952: -248 -413 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 0.0 0.0 90.5 96.8 98.0 96.8: 2.0 3.2 Old : 100.0: 7.5 0.0 0.0 90.5 96.8 98.0 96.8: 2.0 3.2 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 0 14 14 15 14: Old : 22: 1 0 0 14 14 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 : 57.9 47.1 81.3 76.4 48.5 39.6 68.2 61.9 Old : 57.9 47.1 81.3 76.4 48.5 39.6 68.2 61.9 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, July 1, 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 : 226,877: 9,839 3,910 6,592 193,306 203,678 209,737 214,180: 17,140 12,697 Old : 226,877: 9,839 3,910 6,592 193,306 203,678 209,737 214,180: 17,140 12,697 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -10,571: -3,931 253 926 -7,289 -10,924 -10,294 -9,745: -277 -826 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 1.7 2.9 85.2 89.8 92.4 94.4: 7.6 5.6 Old : 100.0: 4.3 1.7 2.9 85.2 89.8 92.4 94.4: 7.6 5.6 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 : 56: 4 4 6 44 41 51 48: Old : 56: 4 4 6 44 41 51 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 : 30.7 53.9 50.7 62.4 27.8 51.7 45.1 58.8 Old : 30.7 53.9 50.7 62.4 27.8 51.7 45.1 58.8 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, July 1, 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 : 231,460: 7,543 14,223 17,039 194,600 190,807 219,182 222,069: 12,278 9,391 Old : 231,460: 7,543 14,223 17,039 194,600 190,807 219,182 222,069: 12,278 9,391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -10,270: -1,936 124 -952 -6,193 -10,780 -9,081 -11,608: -1,189 1,338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 6.1 7.4 84.1 82.4 94.7 95.9: 5.3 4.1 Old : 100.0: 3.3 6.1 7.4 84.1 82.4 94.7 95.9: 5.3 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 : 46: 3 2 3 39 34 44 37: Old : 46: 3 2 3 39 34 44 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 : 27.7 38.5 46.4 60.5 22.0 34.6 35.1 50.0 Old : 27.7 38.5 46.4 60.5 22.0 34.6 35.1 50.0 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, July 1, 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 : 231,971: 10,946 2,266 13,757 196,752 208,111 221,455 224,134: 10,516 7,837 Old : 231,971: 10,946 2,266 13,757 196,752 208,111 221,455 224,134: 10,516 7,837 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -13,871: -2,649 917 -2,590 -8,425 -12,603 -13,664 -14,276: -207 405 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 1.0 5.9 84.8 89.7 95.5 96.6: 4.5 3.4 Old : 100.0: 4.7 1.0 5.9 84.8 89.7 95.5 96.6: 4.5 3.4 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 : 62: 3 2 4 54 51 59 55: Old : 62: 3 2 4 54 51 59 55: 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 : 29.7 28.2 47.8 45.8 25.2 20.5 38.0 30.4 Old : 29.7 28.2 47.8 45.8 25.2 20.5 38.0 30.4 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, July 1, 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 : 46,645: 897 0 2,402 35,962 35,597 39,261 37,999: 7,384 8,646 Old : 46,645: 897 0 2,402 35,962 35,597 39,261 37,999: 7,384 8,646 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -4,595: -493 0 97 -4,436 -4,501 -4,832 -4,404: 237 -191 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.0 5.1 77.1 76.3 84.2 81.5: 15.8 18.5 Old : 100.0: 1.9 0.0 5.1 77.1 76.3 84.2 81.5: 15.8 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: 1 0 1 19 14 20 15: Old : 22: 1 0 1 19 14 20 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 : 42.6 44.6 64.5 64.5 35.7 38.5 50.1 54.1 Old : 42.6 44.6 64.5 64.5 35.7 38.5 50.1 54.1 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, July 1, 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 : 199,654: 18,422 7,203 14,320 160,805 168,784 193,547 190,307: 6,107 9,347 Old : 199,654: 18,422 7,203 14,320 160,805 168,784 193,547 190,307: 6,107 9,347 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -14,696: -1,509 -148 -3,033 -9,569 -10,241 -14,111 -13,422: -585 -1,274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 3.6 7.2 80.5 84.5 96.9 95.3: 3.1 4.7 Old : 100.0: 9.2 3.6 7.2 80.5 84.5 96.9 95.3: 3.1 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 : 50: 3 2 5 41 43 46 48: Old : 50: 3 2 5 41 43 46 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 : 32.4 30.3 53.8 47.4 25.6 26.0 37.1 37.7 Old : 32.4 30.3 53.8 47.4 25.6 26.0 37.1 37.7 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, July 1, 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 : 57,556: 2,117 4,484 570 46,014 40,378 48,701 45,432: 8,855 12,124 Old : 57,556: 2,117 4,484 570 46,014 40,378 48,701 45,432: 8,855 12,124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -5,371: -868 -186 0 -3,998 -4,135 -4,866 -4,321: -505 -1,050 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 7.8 1.0 79.9 70.2 84.6 78.9: 15.4 21.1 Old : 100.0: 3.7 7.8 1.0 79.9 70.2 84.6 78.9: 15.4 21.1 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 : 28: 1 2 1 22 19 24 21: Old : 28: 1 2 1 22 19 24 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 : 36.7 35.5 59.3 55.3 31.0 24.0 42.3 37.1 Old : 36.7 35.5 59.3 55.3 31.0 24.0 42.3 37.1 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, July 1, 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 : 3,509,769: 1,439,310 309,577 773,697 1,262,201 2,413,426 3,475,208 3,496,700: 34,561 13,069 Old : 3,509,769: 1,439,310 309,577 773,697 1,262,201 2,413,426 3,475,208 3,496,700: 34,561 13,069 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -126,418: 13,300 12,036 -39,557 -104,066 -97,700 -130,323 -125,221: 3,905 -1,197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.0 8.8 22.0 36.0 68.8 99.0 99.6: 1.0 0.4 Old : 100.0: 41.0 8.8 22.0 36.0 68.8 99.0 99.6: 1.0 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 : 158: 32 15 43 102 98 151 143: Old : 158: 32 15 43 102 98 151 143: 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 : 41.4 36.5 53.9 53.4 32.9 26.9 37.4 35.3 Old : 41.4 36.5 53.9 53.4 32.9 26.9 37.4 35.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 1,071,339: 141,034 299,632 266,823 660,370 502,532 1,068,227 1,068,987: 3,112 2,352 Old : 1,071,339: 141,034 299,632 266,823 660,370 502,532 1,068,227 1,068,987: 3,112 2,352 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -116,001: 11,779 -53,444 -39,031 -89,076 -23,897 -116,328 -116,372: 327 371 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 28.0 24.9 61.6 46.9 99.7 99.8: 0.3 0.2 Old : 100.0: 13.2 28.0 24.9 61.6 46.9 99.7 99.8: 0.3 0.2 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 : 89: 21 22 32 44 43 84 78: Old : 89: 21 22 32 44 43 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 : 36.6 42.9 54.9 60.9 25.4 28.8 34.3 37.8 Old : 36.6 42.9 54.9 60.9 25.4 28.8 34.3 37.8 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, July 1, 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 : 97,874: 1,063 1,119 4,981 91,030 91,081 97,074 97,181: 800 693 Old : 97,874: 1,063 1,119 4,981 91,030 91,081 97,074 97,181: 800 693 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -6,794: 583 -224 -965 -6,090 -5,038 -6,472 -6,227: -323 -568 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 1.1 5.1 93.0 93.1 99.2 99.3: 0.8 0.7 Old : 100.0: 1.1 1.1 5.1 93.0 93.1 99.2 99.3: 0.8 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 5 5 7 32 32 41 40: Old : 44: 5 5 7 32 32 41 40: 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 : 48.2 42.8 72.6 66.5 15.7 12.1 19.7 16.7 Old : 48.2 42.8 72.6 66.5 15.7 12.1 19.7 16.7 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, July 1, 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 : 11,921: 1,322 0 0 10,279 11,665 11,601 11,665: 320 256 Old : 11,921: 1,322 0 0 10,279 11,665 11,601 11,665: 320 256 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 82: 0 0 0 82 82 82 82: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 0.0 0.0 86.2 97.9 97.3 97.9: 2.7 2.1 Old : 100.0: 11.1 0.0 0.0 86.2 97.9 97.3 97.9: 2.7 2.1 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 : 20: 1 0 0 10 14 11 14: Old : 20: 1 0 0 10 14 11 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 : 56.4 75.4 89.5 92.5 51.4 57.4 66.2 66.0 Old : 56.4 75.4 89.5 92.5 51.4 57.4 66.2 66.0 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, July 1, 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 : 27,030: 3,290 8 418 22,459 26,015 26,167 26,441: 864 590 Old : 27,030: 3,290 8 418 22,459 26,015 26,167 26,441: 864 590 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -1,603: -38 -1 3 -1,610 -1,512 -1,645 -1,511: 42 -92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 0.0 1.5 83.1 96.2 96.8 97.8: 3.2 2.2 Old : 100.0: 12.2 0.0 1.5 83.1 96.2 96.8 97.8: 3.2 2.2 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 : 29: 3 1 3 21 22 25 25: Old : 29: 3 1 3 21 22 25 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 : 58.4 72.9 82.5 86.5 26.1 37.2 35.7 41.3 Old : 58.4 72.9 82.5 86.5 26.1 37.2 35.7 41.3 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, July 1, 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 : 24,228: 280 480 480 21,040 21,522 21,800 22,482: 2,428 1,746 Old : 24,228: 280 480 480 21,040 21,522 21,800 22,482: 2,428 1,746 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -316: -100 -52 -28 -520 -526 -648 -606: 332 290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 2.0 2.0 86.8 88.8 90.0 92.8: 10.0 7.2 Old : 100.0: 1.2 2.0 2.0 86.8 88.8 90.0 92.8: 10.0 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 : 24: 1 1 1 19 18 21 19: Old : 24: 1 1 1 19 18 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 52.3 69.3 75.8 27.7 40.4 43.0 47.4 Old : 47.0 52.3 69.3 75.8 27.7 40.4 43.0 47.4 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, July 1, 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 : 30,162: 0 240 480 29,646 28,328 30,126 29,048: 36 1,114 Old : 30,162: 0 240 480 29,646 28,328 30,126 29,048: 36 1,114 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -738: 0 -70 -90 -646 -546 -736 -706: -2 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 1.6 98.3 93.9 99.9 96.3: 0.1 3.7 Old : 100.0: 0.0 0.8 1.6 98.3 93.9 99.9 96.3: 0.1 3.7 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 : 27: 0 1 1 23 20 24 21: Old : 27: 0 1 1 23 20 24 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 : 60.8 68.7 79.8 81.2 60.0 62.4 73.1 70.8 Old : 60.8 68.7 79.8 81.2 60.0 62.4 73.1 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MWH X OFF PEAK HOURS PER MONTH) : : : : All : 9,606: 120 0 0 8,090 8,458 8,210 8,458: 1,396 1,148 Old : 9,606: 120 0 0 8,090 8,458 8,210 8,458: 1,396 1,148 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 18: -50 0 0 -1,228 -40 -1,278 -40: 1,296 58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.0 84.2 88.0 85.5 88.0: 14.5 12.0 Old : 100.0: 1.2 0.0 0.0 84.2 88.0 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 : 21: 1 0 0 14 14 15 14: Old : 21: 1 0 0 14 14 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 : 41.2 51.2 67.7 76.1 38.1 36.0 48.2 52.1 Old : 41.2 51.2 67.7 76.1 38.1 36.0 48.2 52.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 2,873,708: 245,972 146,190 1,231,126 1,304,983 1,402,999 2,782,081 2,780,315: 91,627 93,393 Old : 2,873,708: 245,972 146,190 1,231,126 1,304,983 1,402,999 2,782,081 2,780,315: 91,627 93,393 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 70,955: -3,751 5,246 49,170 17,284 27,825 62,703 82,242: 8,252 -11,287 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 5.1 42.8 45.4 48.8 96.8 96.8: 3.2 3.2 Old : 100.0: 8.6 5.1 42.8 45.4 48.8 96.8 96.8: 3.2 3.2 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 : 369: 113 145 168 83 101 291 323: Old : 369: 113 145 168 83 101 291 323: 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 : 24.7 23.4 37.9 36.4 4.8 3.7 8.0 5.6 Old : 24.7 23.4 37.9 36.4 4.8 3.7 8.0 5.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 121,096: 29,809 30,398 27,935 61,397 62,422 119,141 120,755: 1,955 341 Old : 121,096: 29,809 30,398 27,935 61,397 62,422 119,141 120,755: 1,955 341 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 5,635: 1,357 1,180 995 3,162 3,772 5,514 5,946: 121 -311 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 25.1 23.1 50.7 51.5 98.4 99.7: 1.6 0.3 Old : 100.0: 24.6 25.1 23.1 50.7 51.5 98.4 99.7: 1.6 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 : 35: 2 15 14 15 14 29 31: Old : 35: 2 15 14 15 14 29 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.7 43.5 85.2 70.4 55.4 33.7 59.0 49.6 Old : 76.7 43.5 85.2 70.4 55.4 33.7 59.0 49.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 379,411: 25,383 24,654 157,149 192,348 194,006 374,880 375,809: 4,530 3,601 Old : 379,411: 25,383 24,654 157,149 192,348 194,006 374,880 375,809: 4,530 3,601 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 10,874: -7,302 1,140 7,724 9,752 1,658 10,174 10,522: 700 352 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 6.5 41.4 50.7 51.1 98.8 99.1: 1.2 0.9 Old : 100.0: 6.7 6.5 41.4 50.7 51.1 98.8 99.1: 1.2 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 82: 18 29 41 34 35 77 80: Old : 82: 18 29 41 34 35 77 80: 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 : 28.8 30.1 46.9 49.5 6.9 7.9 11.3 11.0 Old : 28.8 30.1 46.9 49.5 6.9 7.9 11.3 11.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 323,364: 19,552 9,067 95,530 195,238 207,886 310,319 312,483: 13,045 10,881 Old : 323,364: 19,552 9,067 95,530 195,238 207,886 310,319 312,483: 13,045 10,881 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -12,284: -1,686 -1,439 -3,411 -7,123 -7,419 -12,219 -12,268: -65 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 2.8 29.5 60.4 64.3 96.0 96.6: 4.0 3.4 Old : 100.0: 6.0 2.8 29.5 60.4 64.3 96.0 96.6: 4.0 3.4 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 : 36: 3 4 7 29 28 36 35: Old : 36: 3 4 7 29 28 36 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 : 36.8 31.6 52.8 47.5 8.7 7.4 11.4 11.4 Old : 36.8 31.6 52.8 47.5 8.7 7.4 11.4 11.4 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, July 1, 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 : 18,246: 900 600 25 17,321 17,621 18,246 18,246: 0 0 Old : 18,246: 900 600 25 17,321 17,621 18,246 18,246: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -1,046: 0 -50 0 -1,046 -996 -1,046 -1,046: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 3.3 0.1 94.9 96.6 100.0 100.0: 0.0 0.0 Old : 100.0: 4.9 3.3 0.1 94.9 96.6 100.0 100.0: 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 : 41: 1 2 1 29 27 31 30: Old : 41: 1 2 1 29 27 31 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 53.5 63.4 76.3 26.9 35.4 37.3 41.9 Old : 43.5 53.5 63.4 76.3 26.9 35.4 37.3 41.9 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, July 1, 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 : 186,308: 16,476 26,938 41,649 117,405 108,546 175,530 177,133: 10,778 9,175 Old : 186,308: 16,476 26,938 41,649 117,405 108,546 175,530 177,133: 10,778 9,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 171: 580 -61 -499 320 679 401 119: -230 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 14.5 22.4 63.0 58.3 94.2 95.1: 5.8 4.9 Old : 100.0: 8.8 14.5 22.4 63.0 58.3 94.2 95.1: 5.8 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 13 11 23 24 24 48 47: Old : 49: 13 11 23 24 24 48 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 : 36.8 32.4 52.3 49.5 20.1 17.8 25.8 25.0 Old : 36.8 32.4 52.3 49.5 20.1 17.8 25.8 25.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 26,074: 1,710 1,986 3,000 18,486 18,793 23,196 23,779: 2,878 2,295 Old : 26,074: 1,710 1,986 3,000 18,486 18,793 23,196 23,779: 2,878 2,295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 297: 0 0 0 230 287 230 287: 67 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 7.6 11.5 70.9 72.1 89.0 91.2: 11.0 8.8 Old : 100.0: 6.6 7.6 11.5 70.9 72.1 89.0 91.2: 11.0 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 : 21: 1 2 2 15 16 18 19: Old : 21: 1 2 2 15 16 18 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 : 40.2 35.2 65.7 60.3 20.3 18.3 23.5 25.0 Old : 40.2 35.2 65.7 60.3 20.3 18.3 23.5 25.0 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, July 1, 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 : 5,792: 0 600 0 5,792 5,192 5,792 5,792: 0 0 Old : 5,792: 0 600 0 5,792 5,192 5,792 5,792: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -453: -50 -50 0 -403 -403 -453 -453: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.4 0.0 100.0 89.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 10.4 0.0 100.0 89.6 100.0 100.0: 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 : 25: 0 2 0 16 15 16 17: Old : 25: 0 2 0 16 15 16 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 : 50.8 52.6 74.7 75.4 40.2 46.0 60.9 65.9 Old : 50.8 52.6 74.7 75.4 40.2 46.0 60.9 65.9 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, July 1, 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 : 17,252: 11,125 3,303 97 3,477 13,539 14,699 16,939: 2,553 313 Old : 17,252: 11,125 3,303 97 3,477 13,539 14,699 16,939: 2,553 313 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 174: 409 -12 -18 -477 125 -86 95: 260 79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.5 19.1 0.6 20.2 78.5 85.2 98.2: 14.8 1.8 Old : 100.0: 64.5 19.1 0.6 20.2 78.5 85.2 98.2: 14.8 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 : 106: 53 12 5 15 27 70 42: Old : 106: 53 12 5 15 27 70 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.4 40.6 45.6 58.4 29.4 40.6 45.6 58.4 Old : 29.4 40.6 45.6 58.4 29.4 40.6 45.6 58.4 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, July 1, 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 : 15,141: 9,846 2,107 122 1,783 12,001 11,751 14,230: 3,390 911 Old : 15,141: 9,846 2,107 122 1,783 12,001 11,751 14,230: 3,390 911 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 90: -333 207 -168 143 -159 -358 -120: 448 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 13.9 0.8 11.8 79.3 77.6 94.0: 22.4 6.0 Old : 100.0: 65.0 13.9 0.8 11.8 79.3 77.6 94.0: 22.4 6.0 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 : 77: 40 8 3 10 21 52 30: Old : 77: 40 8 3 10 21 52 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.6 43.5 33.3 64.6 20.6 43.5 33.3 64.6 Old : 20.6 43.5 33.3 64.6 20.6 43.5 33.3 64.6 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, July 1, 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 : 306,602: 73,227 9,511 59,707 143,298 217,949 276,232 287,166: 30,370 19,436 Old : 306,602: 73,227 9,511 59,707 143,298 217,949 276,232 287,166: 30,370 19,436 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -34,087: 3,316 -873 -17,271 -17,190 -13,775 -31,144 -31,919: -2,943 -2,168 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 3.1 19.5 46.7 71.1 90.1 93.7: 9.9 6.3 Old : 100.0: 23.9 3.1 19.5 46.7 71.1 90.1 93.7: 9.9 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 : 183: 73 15 39 72 87 156 132: Old : 183: 73 15 39 72 87 156 132: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.5 25.4 31.6 38.0 9.5 9.0 14.7 15.5 Old : 20.5 25.4 31.6 38.0 9.5 9.0 14.7 15.5 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, July 1, 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 : 4,602: 100 50 200 4,260 4,242 4,560 4,492: 42 110 Old : 4,602: 100 50 200 4,260 4,242 4,560 4,492: 42 110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 842: 100 0 0 1,057 882 1,157 882: -315 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 1.1 4.3 92.6 92.2 99.1 97.6: 0.9 2.4 Old : 100.0: 2.2 1.1 4.3 92.6 92.2 99.1 97.6: 0.9 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 1 2 23 21 25 23: Old : 29: 1 1 2 23 21 25 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 : 39.1 46.7 63.0 69.5 25.1 33.7 35.6 41.3 Old : 39.1 46.7 63.0 69.5 25.1 33.7 35.6 41.3 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, July 1, 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 : 17,161: 1,220 810 514 15,344 15,776 17,078 17,100: 83 61 Old : 17,161: 1,220 810 514 15,344 15,776 17,078 17,100: 83 61 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 769: 0 -275 71 732 993 803 789: -34 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 4.7 3.0 89.4 91.9 99.5 99.6: 0.5 0.4 Old : 100.0: 7.1 4.7 3.0 89.4 91.9 99.5 99.6: 0.5 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 : 40: 1 1 2 31 25 33 27: Old : 40: 1 1 2 31 25 33 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 : 50.1 44.6 70.7 70.3 46.9 39.9 59.2 56.2 Old : 50.1 44.6 70.7 70.3 46.9 39.9 59.2 56.2 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, July 1, 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 : 5,280: 0 250 75 5,205 4,855 5,280 5,180: 0 100 Old : 5,280: 0 250 75 5,205 4,855 5,280 5,180: 0 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 250: 0 0 0 300 350 300 350: -50 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.7 1.4 98.6 92.0 100.0 98.1: 0.0 1.9 Old : 100.0: 0.0 4.7 1.4 98.6 92.0 100.0 98.1: 0.0 1.9 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 : 32: 0 1 1 22 19 23 20: Old : 32: 0 1 1 22 19 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 46.6 69.0 69.3 40.8 41.9 52.7 59.4 Old : 45.8 46.6 69.0 69.3 40.8 41.9 52.7 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 2,259: 192 0 0 1,779 2,067 1,971 2,067: 288 192 Old : 2,259: 192 0 0 1,779 2,067 1,971 2,067: 288 192 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -319: -32 0 0 -287 -319 -319 -319: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 0.0 0.0 78.8 91.5 87.3 91.5: 12.7 8.5 Old : 100.0: 8.5 0.0 0.0 78.8 91.5 87.3 91.5: 12.7 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 : 20: 2 0 0 10 11 12 11: Old : 20: 2 0 0 10 11 12 11: 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 58.4 73.6 79.7 44.9 41.6 61.9 58.6 Old : 49.9 58.4 73.6 79.7 44.9 41.6 61.9 58.6 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, July 1, 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 : 13,430: 1,432 2,094 401 8,378 8,325 10,211 10,820: 3,219 2,610 Old : 13,430: 1,432 2,094 401 8,378 8,325 10,211 10,820: 3,219 2,610 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -543: -132 119 -176 -669 -423 -977 -480: 434 -63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 15.6 3.0 62.4 62.0 76.0 80.6: 24.0 19.4 Old : 100.0: 10.7 15.6 3.0 62.4 62.0 76.0 80.6: 24.0 19.4 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 : 31: 4 3 3 16 22 21 27: Old : 31: 4 3 3 16 22 21 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 : 37.2 39.3 56.2 54.5 32.9 38.0 46.5 51.8 Old : 37.2 39.3 56.2 54.5 32.9 38.0 46.5 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008