GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,778:     1,675          0        175      5,953      8,153      7,803      8,328:       975        450
Old  :     8,778:     1,675          0        175      5,953      8,153      7,803      8,328:       975        450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       250:         0          0          0        175       -150        175       -150:        75        400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        0.0        2.0       67.8       92.9       88.9       94.9:      11.1        5.1
Old  :     100.0:      19.1        0.0        2.0       67.8       92.9       88.9       94.9:      11.1        5.1
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  :        25:         2          0          2         15         18         17         20:
Old  :        25:         2          0          2         15         18         17         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  :                 63.6       61.7       78.4       81.7       50.5       54.9       61.4       66.8
Old  :                 63.6       61.7       78.4       81.7       50.5       54.9       61.4       66.8
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    16,794:         0      6,487          0     16,339      8,771     16,339     15,258:       455      1,536
Old  :    16,794:         0      6,487          0     16,339      8,771     16,339     15,258:       455      1,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       417:         0        120          0        392        307        392        427:        25        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       38.6        0.0       97.3       52.2       97.3       90.9:       2.7        9.1
Old  :     100.0:       0.0       38.6        0.0       97.3       52.2       97.3       90.9:       2.7        9.1
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  :        36:         0          2          0         28         28         28         30:
Old  :        36:         0          2          0         28         28         28         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  :                 55.3       50.8       74.4       65.9       45.5       44.0       55.8       51.0
Old  :                 55.3       50.8       74.4       65.9       45.5       44.0       55.8       51.0
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :     3,790:         0          0          0      3,351      3,142      3,351      3,142:       439        648
Old  :     3,790:         0          0          0      3,351      3,142      3,351      3,142:       439        648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       365:         0          0          0        390        326        390        326:       -25         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       88.4       82.9       88.4       82.9:      11.6       17.1
Old  :     100.0:       0.0        0.0        0.0       88.4       82.9       88.4       82.9:      11.6       17.1
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  :        32:         0          0          0         30         30         30         30:
Old  :        32:         0          0          0         30         30         30         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  :                 35.0       33.4       55.9       52.7       31.5       27.3       43.6       41.4
Old  :                 35.0       33.4       55.9       52.7       31.5       27.3       43.6       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   250,339:    36,122     20,487     38,065    136,013    164,004    210,200    222,557:    40,139     27,782
Old  :   250,339:    36,122     20,487     38,065    136,013    164,004    210,200    222,557:    40,139     27,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    -4,332:    -3,042     -1,438     -2,139     -1,274       -954     -6,455     -4,530:     2,122        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        8.2       15.2       54.3       65.5       84.0       88.9:      16.0       11.1
Old  :     100.0:      14.4        8.2       15.2       54.3       65.5       84.0       88.9:      16.0       11.1
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  :       139:        40         24         34         64         69        122        112:
Old  :       139:        40         24         34         64         69        122        112:
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       21.0       32.6       32.4       15.1       13.5       22.1       20.1
Old  :                 20.6       21.0       32.6       32.4       15.1       13.5       22.1       20.1
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,268,462:    71,452    152,340    497,498    630,472    579,844  1,199,421  1,229,682:    69,041     38,780
Old  : 1,268,462:    71,452    152,340    497,498    630,472    579,844  1,199,421  1,229,682:    69,041     38,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     1,494:    -3,294    -10,191     12,028     -4,666       -952      4,068        884:    -2,574        610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       12.0       39.2       49.7       45.7       94.6       96.9:       5.4        3.1
Old  :     100.0:       5.6       12.0       39.2       49.7       45.7       94.6       96.9:       5.4        3.1
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  :       238:        66         80         88         87         79        205        197:
Old  :       238:        66         80         88         87         79        205        197:
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  :                 34.8       33.7       47.6       50.5        6.9        7.1        9.8       11.0
Old  :                 34.8       33.7       47.6       50.5        6.9        7.1        9.8       11.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    88,174:     2,024     15,102      2,602     76,388     64,308     81,014     82,012:     7,160      6,162
Old  :    88,174:     2,024     15,102      2,602     76,388     64,308     81,014     82,012:     7,160      6,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       779:       177       -118        301        503        350        981        533:      -202        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       17.1        3.0       86.6       72.9       91.9       93.0:       8.1        7.0
Old  :     100.0:       2.3       17.1        3.0       86.6       72.9       91.9       93.0:       8.1        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          4          2         24         23         26         28:
Old  :        32:         1          4          2         24         23         26         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  :                 48.0       38.6       67.8       58.6       41.9       37.3       53.2       52.6
Old  :                 48.0       38.6       67.8       58.6       41.9       37.3       53.2       52.6
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    79,577:         0      5,952      2,993     69,402     60,794     72,395     69,739:     7,182      9,838
Old  :    79,577:         0      5,952      2,993     69,402     60,794     72,395     69,739:     7,182      9,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     2,504:         0      1,994       -553      3,179      1,830      2,626      3,271:      -122       -767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.5        3.8       87.2       76.4       91.0       87.6:       9.0       12.4
Old  :     100.0:       0.0        7.5        3.8       87.2       76.4       91.0       87.6:       9.0       12.4
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  :        35:         0          2          2         26         21         28         23:
Old  :        35:         0          2          2         26         21         28         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  :                 34.0       47.6       57.3       65.6       34.0       43.6       55.5       59.0
Old  :                 34.0       47.6       57.3       65.6       34.0       43.6       55.5       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   126,512:     9,204        345      5,898    102,633    112,878    117,735    119,121:     8,777      7,391
Old  :   126,512:     9,204        345      5,898    102,633    112,878    117,735    119,121:     8,777      7,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       332:      -420          0     -1,416      3,561      1,089      1,725       -327:    -1,393        659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        0.3        4.7       81.1       89.2       93.1       94.2:       6.9        5.8
Old  :     100.0:       7.3        0.3        4.7       81.1       89.2       93.1       94.2:       6.9        5.8
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  :        41:         3          2          5         30         31         35         36:
Old  :        41:         3          2          5         30         31         35         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       44.6       59.5       62.7       41.5       42.3       52.6       53.6
Old  :                 45.3       44.6       59.5       62.7       41.5       42.3       52.6       53.6
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   103,679:    10,817      4,705     11,196     72,295     79,185     94,308     95,086:     9,371      8,593
Old  :   103,679:    10,817      4,705     11,196     72,295     79,185     94,308     95,086:     9,371      8,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     2,776:         0     -1,452        422      2,447      3,806      2,869      2,776:       -93          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        4.5       10.8       69.7       76.4       91.0       91.7:       9.0        8.3
Old  :     100.0:      10.4        4.5       10.8       69.7       76.4       91.0       91.7:       9.0        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          3          3         23         22         27         25:
Old  :        32:         1          3          3         23         22         27         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       49.5       63.1       68.2       45.2       47.8       55.9       56.7
Old  :                 48.5       49.5       63.1       68.2       45.2       47.8       55.9       56.7
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    83,244:     5,530      1,057      7,746     65,926     67,517     79,202     76,320:     4,042      6,924
Old  :    83,244:     5,530      1,057      7,746     65,926     67,517     79,202     76,320:     4,042      6,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     1,758:       304       -278        549      1,287        749      2,140      1,020:      -382        738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        1.3        9.3       79.2       81.1       95.1       91.7:       4.9        8.3
Old  :     100.0:       6.6        1.3        9.3       79.2       81.1       95.1       91.7:       4.9        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          2          4         19         19         23         23:
Old  :        30:         2          2          4         19         19         23         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  :                 54.1       47.5       71.2       65.1       46.7       41.7       58.9       55.1
Old  :                 54.1       47.5       71.2       65.1       46.7       41.7       58.9       55.1
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    68,935:     9,633          0      1,991     51,200     57,455     62,824     59,446:     6,111      9,489
Old  :    68,935:     9,633          0      1,991     51,200     57,455     62,824     59,446:     6,111      9,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :      -246:    -1,531          0        516        547       -887       -468       -371:       222        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        0.0        2.9       74.3       83.3       91.1       86.2:       8.9       13.8
Old  :     100.0:      14.0        0.0        2.9       74.3       83.3       91.1       86.2:       8.9       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          0          2         20         21         22         23:
Old  :        29:         2          0          2         20         21         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  :                 61.5       37.7       78.2       56.6       54.5       37.4       65.0       53.4
Old  :                 61.5       37.7       78.2       56.6       54.5       37.4       65.0       53.4
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    92,002:     4,686      1,889      2,637     77,319     79,094     84,642     83,620:     7,360      8,382
Old  :    92,002:     4,686      1,889      2,637     77,319     79,094     84,642     83,620:     7,360      8,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :      -290:      -573         93         25        932       -194        384        -76:      -674       -214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        2.1        2.9       84.0       86.0       92.0       90.9:       8.0        9.1
Old  :     100.0:       5.1        2.1        2.9       84.0       86.0       92.0       90.9:       8.0        9.1
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  :        42:         2          2          2         29         30         32         33:
Old  :        42:         2          2          2         29         30         32         33:
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       28.0       66.4       45.5       35.4       22.0       48.9       38.2
Old  :                 48.2       28.0       66.4       45.5       35.4       22.0       48.9       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                  Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    94,800:     1,216      5,148      4,127     78,393     74,693     83,736     83,968:    11,064     10,832
Old  :    94,800:     1,216      5,148      4,127     78,393     74,693     83,736     83,968:    11,064     10,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     5,907:         0     -3,829      1,779      5,895      9,129      7,674      7,079:    -1,767     -1,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        5.4        4.4       82.7       78.8       88.3       88.6:      11.7       11.4
Old  :     100.0:       1.3        5.4        4.4       82.7       78.8       88.3       88.6:      11.7       11.4
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:         1          3          3         23         22         27         25:
Old  :        36:         1          3          3         23         22         27         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  :                 38.1       33.9       58.4       57.5       35.8       30.6       52.0       50.5
Old  :                 38.1       33.9       58.4       57.5       35.8       30.6       52.0       50.5
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    39,034:     7,369      2,630        929     26,859     26,883     35,157     30,442:     3,877      8,592
Old  :    39,034:     7,369      2,630        929     26,859     26,883     35,157     30,442:     3,877      8,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     1,884:       493         62       -191        862        124      1,164         -5:       720      1,889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        6.7        2.4       68.8       68.9       90.1       78.0:       9.9       22.0
Old  :     100.0:      18.9        6.7        2.4       68.8       68.9       90.1       78.0:       9.9       22.0
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:         3          1          3         12         11         16         14:
Old  :        21:         3          1          3         12         11         16         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  :                 46.8       42.6       70.5       65.8       36.3       42.6       56.4       58.8
Old  :                 46.8       42.6       70.5       65.8       36.3       42.6       56.4       58.8
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    83,967:    11,871        496      2,934     64,771     75,868     79,576     79,298:     4,391      4,669
Old  :    83,967:    11,871        496      2,934     64,771     75,868     79,576     79,298:     4,391      4,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     2,721:      -198          0        794      2,526      1,540      3,122      2,334:      -401        387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        0.6        3.5       77.1       90.4       94.8       94.4:       5.2        5.6
Old  :     100.0:      14.1        0.6        3.5       77.1       90.4       94.8       94.4:       5.2        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  :        35:         3          1          2         27         23         30         26:
Old  :        35:         3          1          2         27         23         30         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  :                 38.7       45.7       60.7       62.1       28.1       32.9       41.1       44.8
Old  :                 38.7       45.7       60.7       62.1       28.1       32.9       41.1       44.8
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   120,338:     4,452      8,202      7,390    100,817     94,730    112,659    110,322:     7,679     10,016
Old  :   120,338:     4,452      8,202      7,390    100,817     94,730    112,659    110,322:     7,679     10,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     1,762:     1,885     -2,032        300         70      5,348      2,255      3,616:      -493     -1,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        6.8        6.1       83.8       78.7       93.6       91.7:       6.4        8.3
Old  :     100.0:       3.7        6.8        6.1       83.8       78.7       93.6       91.7:       6.4        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3          2          3         33         30         37         34:
Old  :        45:         3          2          3         33         30         37         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       29.4       55.2       49.4       33.4       27.8       47.2       46.8
Old  :                 36.7       29.4       55.2       49.4       33.4       27.8       47.2       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    60,966:         0      4,069      1,182     48,428     45,155     49,610     50,406:    11,356     10,560
Old  :    60,966:         0      4,069      1,182     48,428     45,155     49,610     50,406:    11,356     10,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       362:         0       -889        -39        386        616        347       -312:        15        674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.7        1.9       79.4       74.1       81.4       82.7:      18.6       17.3
Old  :     100.0:       0.0        6.7        1.9       79.4       74.1       81.4       82.7:      18.6       17.3
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  :        28:         0          2          2         19         21         21         23:
Old  :        28:         0          2          2         19         21         21         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  :                 42.6       37.6       61.2       62.3       41.6       37.2       58.3       57.5
Old  :                 42.6       37.6       61.2       62.3       41.6       37.2       58.3       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    36,251:     7,072      8,364          0     27,855     27,608     34,927     35,972:     1,324        279
Old  :    36,251:     7,072      8,364          0     27,855     27,608     34,927     35,972:     1,324        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       23.1        0.0       76.8       76.2       96.3       99.2:       3.7        0.8
Old  :     100.0:      19.5       23.1        0.0       76.8       76.2       96.3       99.2:       3.7        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          1          0         12         13         15         14:
Old  :        26:         3          1          0         12         13         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       66.4       87.9       89.4       53.3       52.1       64.2       67.4
Old  :                 69.8       66.4       87.9       89.4       53.3       52.1       64.2       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-023A10
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    27,322:     1,906          0          0     25,354     24,737     27,260     24,737:        62      2,585
Old  :    27,322:     1,906          0          0     25,354     24,737     27,260     24,737:        62      2,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        0.0        0.0       92.8       90.5       99.8       90.5:       0.2        9.5
Old  :     100.0:       7.0        0.0        0.0       92.8       90.5       99.8       90.5:       0.2        9.5
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         11         11         13         11:
Old  :        20:         2          0          0         11         11         13         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  :                 70.1       71.6       92.6       88.0       69.6       68.7       92.1       84.9
Old  :                 70.1       71.6       92.6       88.0       69.6       68.7       92.1       84.9
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   164,787:     3,101     19,173     19,500    131,996    120,607    154,597    159,280:    10,190      5,507
Old  :   164,787:     3,101     19,173     19,500    131,996    120,607    154,597    159,280:    10,190      5,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     1,480:       367      1,462       -715      1,176      1,060        828      1,807:       652       -327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       11.6       11.8       80.1       73.2       93.8       96.7:       6.2        3.3
Old  :     100.0:       1.9       11.6       11.8       80.1       73.2       93.8       96.7:       6.2        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         2          6          7         37         38         44         46:
Old  :        50:         2          6          7         37         38         44         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       31.9       49.8       52.8       29.7       26.2       38.3       39.6
Old  :                 33.5       31.9       49.8       52.8       29.7       26.2       38.3       39.6
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    93,916:     4,251      4,943      4,329     78,733     74,263     87,313     83,535:     6,603     10,381
Old  :    93,916:     4,251      4,943      4,329     78,733     74,263     87,313     83,535:     6,603     10,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       119:      -958       -227       -150       -233       -174     -1,341       -551:     1,460        670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        5.3        4.6       83.8       79.1       93.0       88.9:       7.0       11.1
Old  :     100.0:       4.5        5.3        4.6       83.8       79.1       93.0       88.9:       7.0       11.1
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  :        33:         3          2          4         21         22         25         27:
Old  :        33:         3          2          4         21         22         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  :                 55.4       36.0       70.3       56.9       52.3       31.4       63.4       50.9
Old  :                 55.4       36.0       70.3       56.9       52.3       31.4       63.4       50.9
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    72,705:     7,072      8,364          0     63,518     59,811     70,590     68,175:     2,115      4,530
Old  :    72,705:     7,072      8,364          0     63,518     59,811     70,590     68,175:     2,115      4,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     6,926:       372       -868       -300      7,036      7,772      7,108      6,604:      -182        322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       11.5        0.0       87.4       82.3       97.1       93.8:       2.9        6.2
Old  :     100.0:       9.7       11.5        0.0       87.4       82.3       97.1       93.8:       2.9        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          1          0         16         19         19         20:
Old  :        30:         3          1          0         16         19         19         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  :                 64.0       49.6       85.9       77.1       55.5       48.9       72.2       67.2
Old  :                 64.0       49.6       85.9       77.1       55.5       48.9       72.2       67.2
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   286,811:    20,584      1,493      4,600    250,204    268,674    275,388    274,767:    11,423     12,044
Old  :   286,811:    20,584      1,493      4,600    250,204    268,674    275,388    274,767:    11,423     12,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     6,615:      -134       -167        612      3,688      4,226      4,166      4,671:     2,449      1,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        0.5        1.6       87.2       93.7       96.0       95.8:       4.0        4.2
Old  :     100.0:       7.2        0.5        1.6       87.2       93.7       96.0       95.8:       4.0        4.2
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  :        62:         4          2          5         46         51         51         57:
Old  :        62:         4          2          5         46         51         51         57:
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  :                 33.3       51.9       53.8       63.7       30.3       44.4       47.5       54.5
Old  :                 33.3       51.9       53.8       63.7       30.3       44.4       47.5       54.5
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   178,485:     6,044      7,542     12,358    146,227    151,364    164,629    171,264:    13,856      7,221
Old  :   178,485:     6,044      7,542     12,358    146,227    151,364    164,629    171,264:    13,856      7,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    -2,110:         0     -1,401     -1,117        479      2,930       -638        412:    -1,472     -2,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        4.2        6.9       81.9       84.8       92.2       96.0:       7.8        4.0
Old  :     100.0:       3.4        4.2        6.9       81.9       84.8       92.2       96.0:       7.8        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         1          4          4         39         34         43         39:
Old  :        46:         1          4          4         39         34         43         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       40.1       48.8       61.3       28.2       35.6       41.6       48.4
Old  :                 33.5       40.1       48.8       61.3       28.2       35.6       41.6       48.4
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   175,183:     3,085      5,377     11,983    139,100    147,288    154,168    164,648:    21,015     10,535
Old  :   175,183:     3,085      5,377     11,983    139,100    147,288    154,168    164,648:    21,015     10,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    -1,217:    -4,839       -788        521      6,097        604      1,779        337:    -2,996     -1,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        3.1        6.8       79.4       84.1       88.0       94.0:      12.0        6.0
Old  :     100.0:       1.8        3.1        6.8       79.4       84.1       88.0       94.0:      12.0        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  :        48:         3          2          5         39         36         44         41:
Old  :        48:         3          2          5         39         36         44         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  :                 30.2       41.1       50.2       57.8       27.4       38.6       43.2       49.8
Old  :                 30.2       41.1       50.2       57.8       27.4       38.6       43.2       49.8
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    60,502:         0      2,185      2,472     42,241     42,932     44,713     47,589:    15,789     12,913
Old  :    60,502:         0      2,185      2,472     42,241     42,932     44,713     47,589:    15,789     12,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     2,597:         0         28        200      1,452      1,685      1,652      1,913:       945        684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.6        4.1       69.8       71.0       73.9       78.7:      26.1       21.3
Old  :     100.0:       0.0        3.6        4.1       69.8       71.0       73.9       78.7:      26.1       21.3
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  :        22:         0          1          1         19         16         20         17:
Old  :        22:         0          1          1         19         16         20         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  :                 35.9       39.9       52.4       61.4       30.6       32.5       43.0       46.6
Old  :                 35.9       39.9       52.4       61.4       30.6       32.5       43.0       46.6
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   249,733:    29,117      5,773     23,656    179,955    201,773    232,728    231,202:    17,005     18,531
Old  :   249,733:    29,117      5,773     23,656    179,955    201,773    232,728    231,202:    17,005     18,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     2,854:      -863      1,954         87      3,629        336      2,853      2,377:         1        477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        2.3        9.5       72.1       80.8       93.2       92.6:       6.8        7.4
Old  :     100.0:      11.7        2.3        9.5       72.1       80.8       93.2       92.6:       6.8        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         5          5          8         40         40         50         48:
Old  :        56:         5          5          8         40         40         50         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  :                 30.0       35.7       44.6       52.2       22.5       31.9       35.3       41.4
Old  :                 30.0       35.7       44.6       52.2       22.5       31.9       35.3       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    71,123:     1,105      4,570      3,614     60,120     57,935     64,839     66,119:     6,284      5,004
Old  :    71,123:     1,105      4,570      3,614     60,120     57,935     64,839     66,119:     6,284      5,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     1,387:    -1,201        889     -1,228      4,138      1,973      1,709      1,634:      -322       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        6.4        5.1       84.5       81.5       91.2       93.0:       8.8        7.0
Old  :     100.0:       1.6        6.4        5.1       84.5       81.5       91.2       93.0:       8.8        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1          4          3         25         29         28         34:
Old  :        36:         1          4          3         25         29         28         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       26.4       58.9       43.6       32.7       19.9       45.5       32.7
Old  :                 34.9       26.4       58.9       43.6       32.7       19.9       45.5       32.7
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,660,841:   346,498    162,599    797,361  1,493,111  1,689,463  2,636,970  2,649,423:    23,871     11,418
Old  : 2,660,841:   346,498    162,599    797,361  1,493,111  1,689,463  2,636,970  2,649,423:    23,871     11,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :   110,921:   112,351    108,740    -14,843     19,979     19,640    117,487    113,537:    -6,566     -2,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        6.1       30.0       56.1       63.5       99.1       99.6:       0.9        0.4
Old  :     100.0:      13.0        6.1       30.0       56.1       63.5       99.1       99.6:       0.9        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  :       169:        35         22         47        108         94        161        146:
Old  :       169:        35         22         47        108         94        161        146:
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       39.1       43.6       53.6        9.5       20.2       15.3       24.1
Old  :                 29.4       39.1       43.6       53.6        9.5       20.2       15.3       24.1
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,116,344:   107,407    294,652    216,799    780,233    600,757  1,104,439  1,112,208:    11,905      4,136
Old  : 1,116,344:   107,407    294,652    216,799    780,233    600,757  1,104,439  1,112,208:    11,905      4,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    23,606:    -6,764       -921     12,355      8,521     10,046     14,112     21,480:     9,494      2,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       26.4       19.4       69.9       53.8       98.9       99.6:       1.1        0.4
Old  :     100.0:       9.6       26.4       19.4       69.9       53.8       98.9       99.6:       1.1        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  :        92:        28         21         31         41         41         83         79:
Old  :        92:        28         21         31         41         41         83         79:
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  :                 46.0       36.9       63.6       57.4       33.2       23.2       41.9       36.0
Old  :                 46.0       36.9       63.6       57.4       33.2       23.2       41.9       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE                                                 Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,550 TONS)                                                  :
     :          :                                                                            :
All  :     9,975:     1,340          0         30      8,100      9,660      9,470      9,690:       505        285
Old  :     9,975:     1,340          0         30      8,100      9,660      9,470      9,690:       505        285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    -1,055:      -165          0         30     -1,010     -1,070     -1,145     -1,040:        90        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        0.0        0.3       81.2       96.8       94.9       97.1:       5.1        2.9
Old  :     100.0:      13.4        0.0        0.3       81.2       96.8       94.9       97.1:       5.1        2.9
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  :        20:         2          0          1         14         14         16         15:
Old  :        20:         2          0          1         14         14         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  :                 57.4       73.0       78.7       88.9       55.7       64.4       71.9       77.5
Old  :                 57.4       73.0       78.7       88.9       55.7       64.4       71.9       77.5
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   104,424:     3,596        836      4,336     95,451     98,518    103,383    103,690:     1,041        733
Old  :   104,424:     3,596        836      4,336     95,451     98,518    103,383    103,690:     1,041        733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     5,922:     1,371        129       -104      4,658      5,874      5,925      5,899:        -2         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        0.8        4.2       91.4       94.3       99.0       99.3:       1.0        0.7
Old  :     100.0:       3.4        0.8        4.2       91.4       94.3       99.0       99.3:       1.0        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  :        56:         8          5          9         38         37         51         46:
Old  :        56:         8          5          9         38         37         51         46:
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  :                 48.4       44.0       70.9       67.6       13.7       14.5       19.1       20.3
Old  :                 48.4       44.0       70.9       67.6       13.7       14.5       19.1       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    19,796:     1,333         88        678     17,785     18,861     19,796     19,627:         0        169
Old  :    19,796:     1,333         88        678     17,785     18,861     19,796     19,627:         0        169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       241:       176         88          0         65        153        241        241:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        0.4        3.4       89.8       95.3      100.0       99.1:       0.0        0.9
Old  :     100.0:       6.7        0.4        3.4       89.8       95.3      100.0       99.1:       0.0        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  :        29:         2          1          2         15         21         17         24:
Old  :        29:         2          1          2         15         21         17         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  :                 66.1       72.9       87.1       89.6       43.4       56.8       58.2       61.1
Old  :                 66.1       72.9       87.1       89.6       43.4       56.8       58.2       61.1
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    23,653:     5,644        459        284     16,758     22,125     22,686     22,868:       967        785
Old  :    23,653:     5,644        459        284     16,758     22,125     22,686     22,868:       967        785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     4,100:     3,925        459        -22        229      3,978      4,133      4,415:       -32       -315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        1.9        1.2       70.8       93.5       95.9       96.7:       4.1        3.3
Old  :     100.0:      23.9        1.9        1.2       70.8       93.5       95.9       96.7:       4.1        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          2          3         18         20         21         24:
Old  :        28:         2          2          3         18         20         21         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  :                 57.6       60.7       78.8       77.3       46.0       42.7       57.2       53.0
Old  :                 57.6       60.7       78.8       77.3       46.0       42.7       57.2       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,060:       834        398        136     11,434     12,360     12,404     12,894:       656        166
Old  :    13,060:       834        398        136     11,434     12,360     12,404     12,894:       656        166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       310:         0         28         12        294        566        306        606:         4       -296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        3.0        1.0       87.5       94.6       95.0       98.7:       5.0        1.3
Old  :     100.0:       6.4        3.0        1.0       87.5       94.6       95.0       98.7:       5.0        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          3         16         14         19         17:
Old  :        24:         1          2          3         16         14         19         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  :                 47.2       74.1       70.7       87.2       44.3       64.1       61.2       73.7
Old  :                 47.2       74.1       70.7       87.2       44.3       64.1       61.2       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    31,292:     1,122        470        326     28,120     30,006     29,568     30,802:     1,724        490
Old  :    31,292:     1,122        470        326     28,120     30,006     29,568     30,802:     1,724        490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       240:         0         80          0        710        400        710        480:      -470       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        1.5        1.0       89.9       95.9       94.5       98.4:       5.5        1.6
Old  :     100.0:       3.6        1.5        1.0       89.9       95.9       94.5       98.4:       5.5        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          1          2         21         21         24         23:
Old  :        30:         2          1          2         21         21         24         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       45.7       70.9       71.7       39.0       37.2       49.6       50.5
Old  :                 53.0       45.7       70.9       71.7       39.0       37.2       49.6       50.5
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    27,118:       112        564      1,620     24,944     24,394     26,676     26,578:       442        540
Old  :    27,118:       112        564      1,620     24,944     24,394     26,676     26,578:       442        540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :        44:      -228          0        240        364        322        376        562:      -332       -518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        2.1        6.0       92.0       90.0       98.4       98.0:       1.6        2.0
Old  :     100.0:       0.4        2.1        6.0       92.0       90.0       98.4       98.0:       1.6        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          1          2         20         18         22         21:
Old  :        25:         2          1          2         20         18         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  :                 53.9       61.7       74.6       82.5       33.4       38.3       43.8       48.5
Old  :                 53.9       61.7       74.6       82.5       33.4       38.3       43.8       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,844:         0        668        552      8,577      8,038      9,129      9,258:       715        586
Old  :     9,844:         0        668        552      8,577      8,038      9,129      9,258:       715        586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       -16:         0        -20          0        -20          4        -20        -16:         4          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.8        5.6       87.1       81.7       92.7       94.0:       7.3        6.0
Old  :     100.0:       0.0        6.8        5.6       87.1       81.7       92.7       94.0:       7.3        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  :        21:         0          2          2         15         14         17         16:
Old  :        21:         0          2          2         15         14         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       55.9       81.9       77.1       51.7       43.5       58.5       54.1
Old  :                 60.2       55.9       81.9       77.1       51.7       43.5       58.5       54.1
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,316,574:   217,169    113,409    600,476  1,404,438  1,513,828  2,222,083  2,227,713:    94,491     88,861
Old  : 2,316,574:   217,169    113,409    600,476  1,404,438  1,513,828  2,222,083  2,227,713:    94,491     88,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    48,230:    -7,745     -5,144     37,938     11,317     15,528     41,510     48,323:     6,720        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        4.9       25.9       60.6       65.3       95.9       96.2:       4.1        3.8
Old  :     100.0:       9.4        4.9       25.9       60.6       65.3       95.9       96.2:       4.1        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       134         93        172         93         99        301        310:
Old  :       355:       134         93        172         93         99        301        310:
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  :                 22.7       22.4       32.9       32.6        7.4        4.5        9.7        7.6
Old  :                 22.7       22.4       32.9       32.6        7.4        4.5        9.7        7.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    96,223:    22,843     11,912      3,293     47,972     43,383     74,108     58,588:    22,115     37,635
Old  :    96,223:    22,843     11,912      3,293     47,972     43,383     74,108     58,588:    22,115     37,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     1,715:      -252      1,266        467      1,254     -1,237      1,469        496:       246      1,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       12.4        3.4       49.9       45.1       77.0       60.9:      23.0       39.1
Old  :     100.0:      23.7       12.4        3.4       49.9       45.1       77.0       60.9:      23.0       39.1
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:         3          3          4         15         14         20         19:
Old  :        21:         3          3          4         15         14         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  :                 44.2       33.0       62.3       50.0       42.9       31.2       58.9       46.7
Old  :                 44.2       33.0       62.3       50.0       42.9       31.2       58.9       46.7
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    15,987:         0        300          0     15,737     15,687     15,737     15,987:       250          0
Old  :    15,987:         0        300          0     15,737     15,687     15,737     15,987:       250          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       718:         0         50          0        468        718        468        768:       250        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.9        0.0       98.4       98.1       98.4      100.0:       1.6        0.0
Old  :     100.0:       0.0        1.9        0.0       98.4       98.1       98.4      100.0:       1.6        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  :        30:         0          2          0         24         21         24         23:
Old  :        30:         0          2          0         24         21         24         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       63.4       77.8       81.0       28.6       39.2       36.9       44.5
Old  :                 53.9       63.4       77.8       81.0       28.6       39.2       36.9       44.5
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    77,748:     3,365     15,901     24,120     44,994     30,447     72,479     70,468:     5,269      7,280
Old  :    77,748:     3,365     15,901     24,120     44,994     30,447     72,479     70,468:     5,269      7,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     2,583:       450       -903      1,419        368        739      2,237      1,255:       346      1,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       20.5       31.0       57.9       39.2       93.2       90.6:       6.8        9.4
Old  :     100.0:       4.3       20.5       31.0       57.9       39.2       93.2       90.6:       6.8        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  :        33:         5         10         12         18         16         32         29:
Old  :        33:         5         10         12         18         16         32         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       39.0       54.4       60.4       13.6       16.8       20.2       20.8
Old  :                 35.9       39.0       54.4       60.4       13.6       16.8       20.2       20.8
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    18,165:    12,954      1,344         12      2,703     16,470     15,669     17,826:     2,496        339
Old  :    18,165:    12,954      1,344         12      2,703     16,470     15,669     17,826:     2,496        339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :      -469:       442       -929          4       -716        375       -270       -550:      -199         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.3        7.4        0.1       14.9       90.7       86.3       98.1:      13.7        1.9
Old  :     100.0:      71.3        7.4        0.1       14.9       90.7       86.3       98.1:      13.7        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  :       122:        75          8          2         15         25         91         34:
Old  :       122:        75          8          2         15         25         91         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       38.5       52.0       62.4       37.6       38.4       52.0       62.4
Old  :                 37.6       38.5       52.0       62.4       37.6       38.4       52.0       62.4
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,288:     9,289      1,186        545      2,457     12,682     12,291     14,413:     2,997        875
Old  :    15,288:     9,289      1,186        545      2,457     12,682     12,291     14,413:     2,997        875
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :        57:      -862        259        224        496       -359       -142        124:       199        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8        7.8        3.6       16.1       83.0       80.4       94.3:      19.6        5.7
Old  :     100.0:      60.8        7.8        3.6       16.1       83.0       80.4       94.3:      19.6        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        35          6          3         13         28         48         37:
Old  :        74:        35          6          3         13         28         48         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  :                 34.4       42.2       46.6       56.9       31.1       42.2       42.9       56.3
Old  :                 34.4       42.2       46.6       56.9       31.1       42.2       42.9       56.3
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   225,997:    49,550      8,396     33,671    114,543    160,755    197,763    202,821:    28,234     23,177
Old  :   225,997:    49,550      8,396     33,671    114,543    160,755    197,763    202,821:    28,234     23,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :   -19,006:     1,350        993    -13,427     -9,525     -8,137    -21,603    -20,571:     2,597      1,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        3.7       14.9       50.7       71.1       87.5       89.7:      12.5       10.3
Old  :     100.0:      21.9        3.7       14.9       50.7       71.1       87.5       89.7:      12.5       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        64         20         36         78         88        158        131:
Old  :       180:        64         20         36         78         88        158        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       21.7       30.2       33.4       10.8       11.2       15.8       17.6
Old  :                 19.1       21.7       30.2       33.4       10.8       11.2       15.8       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :     3,560:         0        150          0      3,540      3,260      3,540      3,410:        20        150
Old  :     3,560:         0        150          0      3,540      3,260      3,540      3,410:        20        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :         0:         0          0          0          0       -150          0       -150:         0        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.2        0.0       99.4       91.6       99.4       95.8:       0.6        4.2
Old  :     100.0:       0.0        4.2        0.0       99.4       91.6       99.4       95.8:       0.6        4.2
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  :        21:         0          1          0         14         14         14         15:
Old  :        21:         0          1          0         14         14         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       50.6       86.8       78.4       47.8       39.3       53.4       52.0
Old  :                 63.2       50.6       86.8       78.4       47.8       39.3       53.4       52.0
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, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :     3,900:       300         50          0      3,600      3,850      3,900      3,900:         0          0
Old  :     3,900:       300         50          0      3,600      3,850      3,900      3,900:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       150:         0          0          0        150        150        150        150:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        1.3        0.0       92.3       98.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.7        1.3        0.0       92.3       98.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          0         11         16         12         17:
Old  :        23:         1          1          0         11         16         12         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  :                 65.4       62.8       93.6       82.1       58.3       52.6       76.9       70.5
Old  :                 65.4       62.8       93.6       82.1       58.3       52.6       76.9       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 29, 2007