GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :     8,863:     1,775          0         75      6,113      8,638      7,963      8,713:       900        150
Old  :     8,863:     1,775          0         75      6,113      8,638      7,963      8,713:       900        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,000:         0          0          0      1,000      1,000      1,000      1,000:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        0.0        0.8       69.0       97.5       89.8       98.3:      10.2        1.7
Old  :     100.0:      20.0        0.0        0.8       69.0       97.5       89.8       98.3:      10.2        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          0          1         17         17         19         18:
Old  :        26:         2          0          1         17         17         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       61.8       76.3       80.4       45.0       53.0       54.8       63.0
Old  :                 63.0       61.8       76.3       80.4       45.0       53.0       54.8       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    14,677:         0      4,571        300     13,702      8,293     14,002     13,164:       675      1,513
Old  :    14,677:         0      4,571        300     13,702      8,293     14,002     13,164:       675      1,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       790:         0       -775        300        730      1,445      1,030        970:      -240       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       31.1        2.0       93.4       56.5       95.4       89.7:       4.6       10.3
Old  :     100.0:       0.0       31.1        2.0       93.4       56.5       95.4       89.7:       4.6       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  :        35:         0          3          1         24         27         25         30:
Old  :        35:         0          3          1         24         27         25         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  :                 59.0       46.1       74.7       62.9       56.1       37.3       64.1       48.4
Old  :                 59.0       46.1       74.7       62.9       56.1       37.3       64.1       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :     2,375:        45          0         15      1,502      1,640      1,562      1,655:       813        720
Old  :     2,375:        45          0         15      1,502      1,640      1,562      1,655:       813        720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        0.0        0.6       63.2       69.1       65.8       69.7:      34.2       30.3
Old  :     100.0:       1.9        0.0        0.6       63.2       69.1       65.8       69.7:      34.2       30.3
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  :        23:         1          0          1         18         21         19         22:
Old  :        23:         1          0          1         18         21         19         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       32.9       49.9       47.2       25.9       23.2       31.7       31.4
Old  :                 37.0       32.9       49.9       47.2       25.9       23.2       31.7       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :     3,922:         0         45         40      3,533      3,363      3,573      3,448:       349        474
Old  :     3,922:         0         45         40      3,533      3,363      3,573      3,448:       349        474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       126:         0        -10          0        136        155        136        145:       -10        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.1        1.0       90.1       85.7       91.1       87.9:       8.9       12.1
Old  :     100.0:       0.0        1.1        1.0       90.1       85.7       91.1       87.9:       8.9       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         0          1          1         28         34         29         35:
Old  :        36:         0          1          1         28         34         29         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       30.7       52.0       48.9       26.4       26.5       38.5       37.8
Old  :                 31.5       30.7       52.0       48.9       26.4       26.5       38.5       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   261,052:    35,951     22,810     39,271    143,144    171,161    218,366    233,242:    42,687     27,810
Old  :   261,052:    35,951     22,810     39,271    143,144    171,161    218,366    233,242:    42,687     27,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,204:    -5,732      2,214       -785      4,158     -1,677     -2,359       -248:     3,563      1,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        8.7       15.0       54.8       65.6       83.6       89.3:      16.4       10.7
Old  :     100.0:      13.8        8.7       15.0       54.8       65.6       83.6       89.3:      16.4       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        47         24         32         62         73        125        116:
Old  :       150:        47         24         32         62         73        125        116:
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  :                 19.4       17.9       31.1       29.5       13.3       10.5       20.4       17.6
Old  :                 19.4       17.9       31.1       29.5       13.3       10.5       20.4       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  : 1,346,945:    75,150    189,080    570,943    621,628    546,226  1,267,721  1,306,249:    79,224     40,696
Old  : 1,346,945:    75,150    189,080    570,943    621,628    546,226  1,267,721  1,306,249:    79,224     40,696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    22,934:    -5,431     14,899     12,476     12,179     -7,135     19,224     20,240:     3,710      2,694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       14.0       42.4       46.2       40.6       94.1       97.0:       5.9        3.0
Old  :     100.0:       5.6       14.0       42.4       46.2       40.6       94.1       97.0:       5.9        3.0
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  :       263:        67         95        103         88         81        220        222:
Old  :       263:        67         95        103         88         81        220        222:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       32.2       44.9       47.9        5.7        8.1        8.7       11.4
Old  :                 32.7       32.2       44.9       47.9        5.7        8.1        8.7       11.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    84,414:     1,124     15,439      2,776     73,826     59,363     77,726     77,578:     6,688      6,836
Old  :    84,414:     1,124     15,439      2,776     73,826     59,363     77,726     77,578:     6,688      6,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       885:       -16        284        -34      1,281        568      1,231        818:      -346         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       18.3        3.3       87.5       70.3       92.1       91.9:       7.9        8.1
Old  :     100.0:       1.3       18.3        3.3       87.5       70.3       92.1       91.9:       7.9        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          4          2         25         23         27         28:
Old  :        33:         1          4          2         25         23         27         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  :                 48.5       40.3       68.1       59.2       43.7       39.3       55.8       55.6
Old  :                 48.5       40.3       68.1       59.2       43.7       39.3       55.8       55.6
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, July 24, 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  :    75,953:         0      7,101      2,579     66,253     57,091     68,832     66,771:     7,121      9,182
Old  :    75,953:         0      7,101      2,579     66,253     57,091     68,832     66,771:     7,121      9,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     2,051:         0      1,979       -541      2,380        466      1,839      1,904:       212        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.3        3.4       87.2       75.2       90.6       87.9:       9.4       12.1
Old  :     100.0:       0.0        9.3        3.4       87.2       75.2       90.6       87.9:       9.4       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         0          2          2         29         22         31         24:
Old  :        36:         0          2          2         29         22         31         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  :                 41.0       44.0       60.7       62.5       41.0       39.8       59.9       56.5
Old  :                 41.0       44.0       60.7       62.5       41.0       39.8       59.9       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   126,642:    14,087      1,824      6,854     96,797    113,024    117,738    121,702:     8,904      4,940
Old  :   126,642:    14,087      1,824      6,854     96,797    113,024    117,738    121,702:     8,904      4,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     5,057:    -2,300      1,824        362      4,986      4,023      3,048      6,209:     2,009     -1,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        1.4        5.4       76.4       89.2       93.0       96.1:       7.0        3.9
Old  :     100.0:      11.1        1.4        5.4       76.4       89.2       93.0       96.1:       7.0        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         6          1          5         30         30         36         36:
Old  :        42:         6          1          5         30         30         36         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  :                 43.5       46.6       57.3       62.1       39.5       45.2       49.2       55.8
Old  :                 43.5       46.6       57.3       62.1       39.5       45.2       49.2       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   100,061:    12,391      9,487      5,576     69,413     76,293     87,380     91,356:    12,681      8,705
Old  :   100,061:    12,391      9,487      5,576     69,413     76,293     87,380     91,356:    12,681      8,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,804:         0      2,052     -1,014      3,483      2,353      2,469      3,391:      -665     -1,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        9.5        5.6       69.4       76.2       87.3       91.3:      12.7        8.7
Old  :     100.0:      12.4        9.5        5.6       69.4       76.2       87.3       91.3:      12.7        8.7
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  :        30:         3          2          3         20         21         25         24:
Old  :        30:         3          2          3         20         21         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       53.2       64.6       70.5       47.2       50.8       59.1       64.3
Old  :                 49.2       53.2       64.6       70.5       47.2       50.8       59.1       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    71,332:     8,982        130      5,933     52,308     58,724     67,223     64,787:     4,109      6,545
Old  :    71,332:     8,982        130      5,933     52,308     58,724     67,223     64,787:     4,109      6,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :      -438:        99         93       -638        194        107       -345       -438:       -93          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        0.2        8.3       73.3       82.3       94.2       90.8:       5.8        9.2
Old  :     100.0:      12.6        0.2        8.3       73.3       82.3       94.2       90.8:       5.8        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          1          4         17         19         21         23:
Old  :        29:         3          1          4         17         19         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  :                 53.8       53.9       74.5       67.9       50.5       46.8       63.1       58.5
Old  :                 53.8       53.9       74.5       67.9       50.5       46.8       63.1       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    67,466:     8,685          0      1,849     51,141     57,416     61,675     59,265:     5,791      8,201
Old  :    67,466:     8,685          0      1,849     51,141     57,416     61,675     59,265:     5,791      8,201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     3,301:       -64          0        277      2,656      3,845      2,869      4,122:       432       -821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        0.0        2.7       75.8       85.1       91.4       87.8:       8.6       12.2
Old  :     100.0:      12.9        0.0        2.7       75.8       85.1       91.4       87.8:       8.6       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          0          2         22         22         24         24:
Old  :        30:         2          0          2         22         22         24         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  :                 59.4       37.8       76.0       55.8       51.0       35.5       62.9       50.5
Old  :                 59.4       37.8       76.0       55.8       51.0       35.5       62.9       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    92,053:     6,364      3,387      3,508     75,387     79,070     85,259     85,965:     6,794      6,088
Old  :    92,053:     6,364      3,387      3,508     75,387     79,070     85,259     85,965:     6,794      6,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,891:       574       -493        665        960      3,455      2,199      3,627:      -308     -1,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        3.7        3.8       81.9       85.9       92.6       93.4:       7.4        6.6
Old  :     100.0:       6.9        3.7        3.8       81.9       85.9       92.6       93.4:       7.4        6.6
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  :        47:         5          2          5         28         33         35         38:
Old  :        47:         5          2          5         28         33         35         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       25.2       64.5       42.0       35.6       18.6       48.4       33.0
Old  :                 47.4       25.2       64.5       42.0       35.6       18.6       48.4       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    98,840:     2,850      1,864      4,717     76,493     82,242     84,060     88,823:    14,780     10,017
Old  :    98,840:     2,850      1,864      4,717     76,493     82,242     84,060     88,823:    14,780     10,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     6,179:     2,850     -1,381         -4      4,373      8,214      7,219      6,829:    -1,040       -650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        1.9        4.8       77.4       83.2       85.0       89.9:      15.0       10.1
Old  :     100.0:       2.9        1.9        4.8       77.4       83.2       85.0       89.9:      15.0       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          2          2         24         22         26         25:
Old  :        35:         1          2          2         24         22         26         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       42.4       58.2       62.3       34.3       39.4       49.2       56.4
Old  :                 35.6       42.4       58.2       62.3       34.3       39.4       49.2       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    38,947:     9,120      2,506      1,135     24,622     26,653     34,877     30,294:     4,070      8,653
Old  :    38,947:     9,120      2,506      1,135     24,622     26,653     34,877     30,294:     4,070      8,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,349:      -836       -372        876      2,036        578      2,076      1,082:      -727        267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        6.4        2.9       63.2       68.4       89.5       77.8:      10.5       22.2
Old  :     100.0:      23.4        6.4        2.9       63.2       68.4       89.5       77.8:      10.5       22.2
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  :        23:         3          1          3         15         12         19         15:
Old  :        23:         3          1          3         15         12         19         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  :                 46.9       41.2       69.3       65.0       39.2       38.8       57.3       56.2
Old  :                 46.9       41.2       69.3       65.0       39.2       38.8       57.3       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    64,128:     8,319      4,449      4,720     47,194     42,996     60,233     52,165:     3,895     11,963
Old  :    64,128:     8,319      4,449      4,720     47,194     42,996     60,233     52,165:     3,895     11,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        6.9        7.4       73.6       67.0       93.9       81.3:       6.1       18.7
Old  :     100.0:      13.0        6.9        7.4       73.6       67.0       93.9       81.3:       6.1       18.7
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  :        20:         2          2          4         14         13         18         17:
Old  :        20:         2          2          4         14         13         18         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  :                 58.7       40.6       77.1       66.1       49.0       32.9       65.4       51.6
Old  :                 58.7       40.6       77.1       66.1       49.0       32.9       65.4       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    83,925:    16,262          0      1,654     59,802     75,919     77,718     77,573:     6,207      6,352
Old  :    83,925:    16,262          0      1,654     59,802     75,919     77,718     77,573:     6,207      6,352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,211:       -26          0          0      1,117        967      1,091        967:       120        244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        0.0        2.0       71.3       90.5       92.6       92.4:       7.4        7.6
Old  :     100.0:      19.4        0.0        2.0       71.3       90.5       92.6       92.4:       7.4        7.6
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  :        32:         3          0          2         27         22         30         24:
Old  :        32:         3          0          2         27         22         30         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  :                 40.1       47.5       62.6       62.7       29.4       32.8       42.7       44.9
Old  :                 40.1       47.5       62.6       62.7       29.4       32.8       42.7       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   116,094:     5,635      8,506      6,253     95,878     88,430    107,766    103,189:     8,328     12,905
Old  :   116,094:     5,635      8,506      6,253     95,878     88,430    107,766    103,189:     8,328     12,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     2,800:     2,125       -372       -845       -133      1,618      1,147        401:     1,653      2,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        7.3        5.4       82.6       76.2       92.8       88.9:       7.2       11.1
Old  :     100.0:       4.9        7.3        5.4       82.6       76.2       92.8       88.9:       7.2       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  :        45:         3          2          3         31         30         35         34:
Old  :        45:         3          2          3         31         30         35         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  :                 35.3       30.4       55.0       49.7       31.4       28.8       46.1       46.5
Old  :                 35.3       30.4       55.0       49.7       31.4       28.8       46.1       46.5
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, July 24, 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  :    57,134:         0      2,664      1,679     45,446     42,406     47,125     46,749:    10,009     10,385
Old  :    57,134:         0      2,664      1,679     45,446     42,406     47,125     46,749:    10,009     10,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       188:         0       -428        188          0        428        188        188:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.7        2.9       79.5       74.2       82.5       81.8:      17.5       18.2
Old  :     100.0:       0.0        4.7        2.9       79.5       74.2       82.5       81.8:      17.5       18.2
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  :        27:         0          2          2         18         19         20         21:
Old  :        27:         0          2          2         18         19         20         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  :                 46.1       38.6       63.7       63.1       45.4       38.2       61.4       57.6
Old  :                 46.1       38.6       63.7       63.1       45.4       38.2       61.4       57.6
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, July 24, 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  :    31,074:     6,948      7,744          0     23,418     23,206     30,366     30,950:       708        124
Old  :    31,074:     6,948      7,744          0     23,418     23,206     30,366     30,950:       708        124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :         0:         0       -496          0       -124        496       -124          0:       124          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       24.9        0.0       75.4       74.7       97.7       99.6:       2.3        0.4
Old  :     100.0:      22.4       24.9        0.0       75.4       74.7       97.7       99.6:       2.3        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  :        22:         3          2          0         10         10         13         12:
Old  :        22:         3          2          0         10         10         13         12:
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  :                 65.2       64.8       87.4       88.1       49.0       47.4       62.5       66.3
Old  :                 65.2       64.8       87.4       88.1       49.0       47.4       62.5       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   150,411:     3,894     17,613     19,083    116,169    106,376    139,146    143,072:    11,265      7,339
Old  :   150,411:     3,894     17,613     19,083    116,169    106,376    139,146    143,072:    11,265      7,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     6,334:       350     -1,151      2,247      3,924      4,937      6,521      6,033:      -187        301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       11.7       12.7       77.2       70.7       92.5       95.1:       7.5        4.9
Old  :     100.0:       2.6       11.7       12.7       77.2       70.7       92.5       95.1:       7.5        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3          6          8         35         32         43         41:
Old  :        47:         3          6          8         35         32         43         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       31.5       47.7       56.0       27.0       28.7       36.6       42.0
Old  :                 32.2       31.5       47.7       56.0       27.0       28.7       36.6       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    92,792:     3,918      3,849      3,454     79,359     76,979     86,731     84,282:     6,061      8,510
Old  :    92,792:     3,918      3,849      3,454     79,359     76,979     86,731     84,282:     6,061      8,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       -55:       785       -454        125       -297        330        613          1:      -668        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        4.1        3.7       85.5       83.0       93.5       90.8:       6.5        9.2
Old  :     100.0:       4.2        4.1        3.7       85.5       83.0       93.5       90.8:       6.5        9.2
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  :        36:         4          1          4         23         25         27         30:
Old  :        36:         4          1          4         23         25         27         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  :                 54.1       36.0       69.7       57.2       51.7       31.8       60.8       50.5
Old  :                 54.1       36.0       69.7       57.2       51.7       31.8       60.8       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    65,388:     6,948      7,744          0     54,971     53,288     61,919     61,032:     3,469      4,356
Old  :    65,388:     6,948      7,744          0     54,971     53,288     61,919     61,032:     3,469      4,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       364:         0       -496          0       -364        988       -364        492:       728       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       11.8        0.0       84.1       81.5       94.7       93.3:       5.3        6.7
Old  :     100.0:      10.6       11.8        0.0       84.1       81.5       94.7       93.3:       5.3        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          2          0         17         18         20         20:
Old  :        30:         3          2          0         17         18         20         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  :                 56.4       44.5       79.3       73.0       47.2       42.5       61.3       59.9
Old  :                 56.4       44.5       79.3       73.0       47.2       42.5       61.3       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   271,441:    18,044        978      3,977    243,091    256,249    265,112    261,204:     6,329     10,237
Old  :   271,441:    18,044        978      3,977    243,091    256,249    265,112    261,204:     6,329     10,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     2,673:    -1,612       -522        315      4,057      4,348      2,760      4,141:       -87     -1,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        0.4        1.5       89.6       94.4       97.7       96.2:       2.3        3.8
Old  :     100.0:       6.6        0.4        1.5       89.6       94.4       97.7       96.2:       2.3        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  :        63:         4          2          5         49         51         54         57:
Old  :        63:         4          2          5         49         51         54         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  :                 33.7       53.4       52.8       64.5       30.0       47.0       45.1       55.7
Old  :                 33.7       53.4       52.8       64.5       30.0       47.0       45.1       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   184,490:     6,463      4,419     14,167    151,235    159,330    171,865    177,916:    12,625      6,574
Old  :   184,490:     6,463      4,419     14,167    151,235    159,330    171,865    177,916:    12,625      6,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     3,949:      -631        439        212      5,556      3,204      5,137      3,855:    -1,188         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        2.4        7.7       82.0       86.4       93.2       96.4:       6.8        3.6
Old  :     100.0:       3.5        2.4        7.7       82.0       86.4       93.2       96.4:       6.8        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         3          3          5         41         36         47         42:
Old  :        50:         3          3          5         41         36         47         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       38.3       47.5       60.7       28.0       34.9       40.2       49.8
Old  :                 32.1       38.3       47.5       60.7       28.0       34.9       40.2       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   183,037:     1,186     11,834     10,783    156,046    148,974    168,015    171,591:    15,022     11,446
Old  :   183,037:     1,186     11,834     10,783    156,046    148,974    168,015    171,591:    15,022     11,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     5,357:       403      3,831       -682      7,598      2,995      7,319      6,144:    -1,962       -787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        6.5        5.9       85.3       81.4       91.8       93.7:       8.2        6.3
Old  :     100.0:       0.6        6.5        5.9       85.3       81.4       91.8       93.7:       8.2        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         2          4          5         43         36         48         42:
Old  :        53:         2          4          5         43         36         48         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       38.9       53.0       57.4       31.2       35.9       47.5       47.8
Old  :                 33.8       38.9       53.0       57.4       31.2       35.9       47.5       47.8
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, July 24, 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  :    58,613:         0        612      2,075     44,531     43,758     46,606     46,445:    12,007     12,168
Old  :    58,613:         0        612      2,075     44,531     43,758     46,606     46,445:    12,007     12,168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,538:         0     -1,160        170      1,277      1,771      1,447        781:        91        757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.0        3.5       76.0       74.7       79.5       79.2:      20.5       20.8
Old  :     100.0:       0.0        1.0        3.5       76.0       74.7       79.5       79.2:      20.5       20.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          1          1         20         16         21         17:
Old  :        23:         0          1          1         20         16         21         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  :                 38.6       42.0       56.2       62.7       34.3       37.1       48.1       49.6
Old  :                 38.6       42.0       56.2       62.7       34.3       37.1       48.1       49.6
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, July 24, 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  :   241,138:    27,377      5,738     20,649    177,192    199,740    225,218    226,127:    15,920     15,011
Old  :   241,138:    27,377      5,738     20,649    177,192    199,740    225,218    226,127:    15,920     15,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :      -717:    -1,998     -1,383       -722        869       -259     -1,851     -2,364:     1,134      1,647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        2.4        8.6       73.5       82.8       93.4       93.8:       6.6        6.2
Old  :     100.0:      11.4        2.4        8.6       73.5       82.8       93.4       93.8:       6.6        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         9          2          9         43         43         54         52:
Old  :        57:         9          2          9         43         43         54         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       34.2       46.3       49.0       24.8       29.7       37.2       39.0
Old  :                 31.1       34.2       46.3       49.0       24.8       29.7       37.2       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    67,883:     2,596      6,026      5,843     52,215     48,611     60,654     60,480:     7,229      7,403
Old  :    67,883:     2,596      6,026      5,843     52,215     48,611     60,654     60,480:     7,229      7,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,865:     1,584     -1,128        234     -1,018      2,213        800      1,319:     1,065        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        8.9        8.6       76.9       71.6       89.4       89.1:      10.6       10.9
Old  :     100.0:       3.8        8.9        8.6       76.9       71.6       89.4       89.1:      10.6       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         3          5          5         20         25         26         32:
Old  :        37:         3          5          5         20         25         26         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       22.4       57.2       39.3       33.6       17.7       42.8       30.6
Old  :                 36.1       22.4       57.2       39.3       33.6       17.7       42.8       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  : 2,756,008:   363,738    140,844    864,070  1,502,113  1,736,905  2,729,921  2,741,819:    26,087     14,189
Old  : 2,756,008:   363,738    140,844    864,070  1,502,113  1,736,905  2,729,921  2,741,819:    26,087     14,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    88,137:    36,620    -12,575     38,915     18,168     65,098     93,703     91,438:    -5,566     -3,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        5.1       31.4       54.5       63.0       99.1       99.5:       0.9        0.5
Old  :     100.0:      13.2        5.1       31.4       54.5       63.0       99.1       99.5:       0.9        0.5
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  :       160:        30         18         44        109         95        156        142:
Old  :       160:        30         18         44        109         95        156        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       38.7       44.1       52.8        9.7       20.3       15.5       23.6
Old  :                 29.2       38.7       44.1       52.8        9.7       20.3       15.5       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  : 1,119,640:   102,231    295,275    240,706    774,603    581,449  1,117,540  1,117,430:     2,100      2,210
Old  : 1,119,640:   102,231    295,275    240,706    774,603    581,449  1,117,540  1,117,430:     2,100      2,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    30,155:       392     10,235     11,006     20,511     12,150     31,909     33,391:    -1,754     -3,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       26.4       21.5       69.2       51.9       99.8       99.8:       0.2        0.2
Old  :     100.0:       9.1       26.4       21.5       69.2       51.9       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        22         21         33         43         43         78         84:
Old  :        88:        22         21         33         43         43         78         84:
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       37.6       65.1       58.3       31.5       23.2       42.4       37.3
Old  :                 44.2       37.6       65.1       58.3       31.5       23.2       42.4       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   100,560:     4,186      1,295      4,779     90,366     93,811     99,331     99,885:     1,229        675
Old  :   100,560:     4,186      1,295      4,779     90,366     93,811     99,331     99,885:     1,229        675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     3,626:       102        481        757      2,697      2,320      3,555      3,557:        71         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        1.3        4.8       89.9       93.3       98.8       99.3:       1.2        0.7
Old  :     100.0:       4.2        1.3        4.8       89.9       93.3       98.8       99.3:       1.2        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  :        53:         6          6          8         37         35         48         44:
Old  :        53:         6          6          8         37         35         48         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       44.6       71.1       67.6       13.4       14.6       20.0       20.6
Old  :                 48.2       44.6       71.1       67.6       13.4       14.6       20.0       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    18,828:     1,417         88        615     16,688     17,979     18,720     18,682:       108        146
Old  :    18,828:     1,417         88        615     16,688     17,979     18,720     18,682:       108        146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        0.5        3.3       88.6       95.5       99.4       99.2:       0.6        0.8
Old  :     100.0:       7.5        0.5        3.3       88.6       95.5       99.4       99.2:       0.6        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          1          2         14         20         16         23:
Old  :        27:         2          1          2         14         20         16         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  :                 65.3       73.2       87.7       89.9       45.7       58.8       60.2       62.9
Old  :                 65.3       73.2       87.7       89.9       45.7       58.8       60.2       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    23,300:     6,062        377        297     16,029     21,806     22,388     22,479:       912        821
Old  :    23,300:     6,062        377        297     16,029     21,806     22,388     22,479:       912        821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       179:         0        -56         58        132        197        190        198:       -11        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        1.6        1.3       68.8       93.6       96.1       96.5:       3.9        3.5
Old  :     100.0:      26.0        1.6        1.3       68.8       93.6       96.1       96.5:       3.9        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          2          3         18         19         21         23:
Old  :        27:         2          2          3         18         19         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  :                 60.2       59.5       81.1       77.0       49.8       43.1       59.9       54.2
Old  :                 60.2       59.5       81.1       77.0       49.8       43.1       59.9       54.2
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, July 24, 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  :    12,528:       709        416        126     11,103     11,752     11,938     12,294:       590        234
Old  :    12,528:       709        416        126     11,103     11,752     11,938     12,294:       590        234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :        92:         0         40          0         98         48         98         88:        -6          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        3.3        1.0       88.6       93.8       95.3       98.1:       4.7        1.9
Old  :     100.0:       5.7        3.3        1.0       88.6       93.8       95.3       98.1:       4.7        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  :        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  :                 45.8       72.7       68.6       85.8       42.4       63.2       59.2       73.3
Old  :                 45.8       72.7       68.6       85.8       42.4       63.2       59.2       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    29,941:       961      1,070        259     26,901     28,372     28,121     29,701:     1,820        240
Old  :    29,941:       961      1,070        259     26,901     28,372     28,121     29,701:     1,820        240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :      -368:         0        600          0       -368       -728       -368       -128:         0       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        3.6        0.9       89.8       94.8       93.9       99.2:       6.1        0.8
Old  :     100.0:       3.2        3.6        0.9       89.8       94.8       93.9       99.2:       6.1        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  :        31:         1          2          2         21         22         23         25:
Old  :        31:         1          2          2         21         22         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       46.6       70.7       73.3       38.4       37.7       49.5       51.6
Old  :                 53.2       46.6       70.7       73.3       38.4       37.7       49.5       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    27,602:       240        656      1,392     25,136     25,006     26,768     27,054:       834        548
Old  :    27,602:       240        656      1,392     25,136     25,006     26,768     27,054:       834        548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       412:         0        140          0        324        474        324        614:        88       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        2.4        5.0       91.1       90.6       97.0       98.0:       3.0        2.0
Old  :     100.0:       0.9        2.4        5.0       91.1       90.6       97.0       98.0:       3.0        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  :        23:         1          2          2         19         18         21         21:
Old  :        23:         1          2          2         19         18         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       63.6       77.0       83.3       34.7       40.9       44.2       48.8
Old  :                 54.9       63.6       77.0       83.3       34.7       40.9       44.2       48.8
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, July 24, 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  :    10,194:     1,200        500        580      7,772      8,078      9,552      9,158:       642      1,036
Old  :    10,194:     1,200        500        580      7,772      8,078      9,552      9,158:       642      1,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       480:       480        -60         60        -60          0        480          0:         0        480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        4.9        5.7       76.2       79.2       93.7       89.8:       6.3       10.2
Old  :     100.0:      11.8        4.9        5.7       76.2       79.2       93.7       89.8:       6.3       10.2
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:         1          2          2         14         13         17         15:
Old  :        21:         1          2          2         14         13         17         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  :                 56.3       55.4       79.0       75.1       41.5       34.3       51.8       44.5
Old  :                 56.3       55.4       79.0       75.1       41.5       34.3       51.8       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  : 2,440,171:   268,531    117,436    652,140  1,437,934  1,592,458  2,358,606  2,362,034:    81,565     78,137
Old  : 2,440,171:   268,531    117,436    652,140  1,437,934  1,592,458  2,358,606  2,362,034:    81,565     78,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :   -13,496:     2,067      5,908     -3,117     -4,623        493     -5,673      3,284:    -7,823    -16,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        4.8       26.7       58.9       65.3       96.7       96.8:       3.3        3.2
Old  :     100.0:      11.0        4.8       26.7       58.9       65.3       96.7       96.8:       3.3        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       117        115        164         88        104        303        301:
Old  :       357:       117        115        164         88        104        303        301:
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  :                 22.6       23.4       32.6       34.0        6.8        4.9        9.9        8.3
Old  :                 22.6       23.4       32.6       34.0        6.8        4.9        9.9        8.3
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, July 24, 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  :    98,552:    20,879     15,189      3,284     50,325     44,916     74,488     63,389:    24,064     35,163
Old  :    98,552:    20,879     15,189      3,284     50,325     44,916     74,488     63,389:    24,064     35,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     2,940:      -977        164        367      3,528      4,296      2,918      4,827:        22     -1,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       15.4        3.3       51.1       45.6       75.6       64.3:      24.4       35.7
Old  :     100.0:      21.2       15.4        3.3       51.1       45.6       75.6       64.3:      24.4       35.7
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  :        22:         3          3          4         16         14         21         19:
Old  :        22:         3          3          4         16         14         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       30.1       60.6       48.4       39.9       28.6       55.4       44.5
Old  :                 41.3       30.1       60.6       48.4       39.9       28.6       55.4       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    10,894:         0        325        225     10,344     10,019     10,569     10,569:       325        325
Old  :    10,894:         0        325        225     10,344     10,019     10,569     10,569:       325        325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,296:         0         75         75      1,046        971      1,121      1,121:       175        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.0        2.1       95.0       92.0       97.0       97.0:       3.0        3.0
Old  :     100.0:       0.0        3.0        2.1       95.0       92.0       97.0       97.0:       3.0        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          2          1         22         20         23         22:
Old  :        28:         0          2          1         22         20         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       45.1       68.8       71.8       30.8       24.2       38.5       35.5
Old  :                 47.3       45.1       68.8       71.8       30.8       24.2       38.5       35.5
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, July 24, 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  :    84,787:     7,106     20,871     20,794     51,713     36,536     79,613     78,201:     5,174      6,586
Old  :    84,787:     7,106     20,871     20,794     51,713     36,536     79,613     78,201:     5,174      6,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       956:    -1,019      1,459       -753      1,889        303        117      1,009:       839        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       24.6       24.5       61.0       43.1       93.9       92.2:       6.1        7.8
Old  :     100.0:       8.4       24.6       24.5       61.0       43.1       93.9       92.2:       6.1        7.8
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  :        36:         6         12         15         18         17         34         34:
Old  :        36:         6         12         15         18         17         34         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  :                 32.9       37.2       52.8       59.0       16.4       16.4       24.3       21.7
Old  :                 32.9       37.2       52.8       59.0       16.4       16.4       24.3       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    18,966:    13,161      1,283        180      3,123     17,322     16,464     18,785:     2,502        181
Old  :    18,966:    13,161      1,283        180      3,123     17,322     16,464     18,785:     2,502        181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,242:       333        -43         91        865      1,317      1,289      1,365:       -47       -123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.4        6.8        0.9       16.5       91.3       86.8       99.0:      13.2        1.0
Old  :     100.0:      69.4        6.8        0.9       16.5       91.3       86.8       99.0:      13.2        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        72         11          6         13         25         89         39:
Old  :       120:        72         11          6         13         25         89         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  :                 39.9       41.4       54.2       62.6       39.9       41.4       54.2       62.6
Old  :                 39.9       41.4       54.2       62.6       39.9       41.4       54.2       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    18,768:    13,685      1,409          0      1,745     16,470     15,430     17,879:     3,338        889
Old  :    18,768:    13,685      1,409          0      1,745     16,470     15,430     17,879:     3,338        889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,767:     1,553         86          0         24      1,707      1,577      1,793:       190        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.9        7.5        0.0        9.3       87.8       82.2       95.3:      17.8        4.7
Old  :     100.0:      72.9        7.5        0.0        9.3       87.8       82.2       95.3:      17.8        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        44          9          0          8         29         52         38:
Old  :        88:        44          9          0          8         29         52         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       43.3       45.3       62.3       33.3       43.3       45.3       62.3
Old  :                 33.3       43.3       45.3       62.3       33.3       43.3       45.3       62.3
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, July 24, 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  :   229,044:    46,738     10,361     33,570    127,660    169,141    207,968    213,071:    21,076     15,972
Old  :   229,044:    46,738     10,361     33,570    127,660    169,141    207,968    213,071:    21,076     15,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     8,404:      -822        -89       -291     10,078      9,333      8,965      8,953:      -561       -550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        4.5       14.7       55.7       73.8       90.8       93.0:       9.2        7.0
Old  :     100.0:      20.4        4.5       14.7       55.7       73.8       90.8       93.0:       9.2        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  :       186:        63         26         42         85         91        167        141:
Old  :       186:        63         26         42         85         91        167        141:
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  :                 19.9       25.2       31.6       38.1        8.3       11.1       13.0       18.6
Old  :                 19.9       25.2       31.6       38.1        8.3       11.1       13.0       18.6
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, July 24, 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  :     3,040:        50          0         50      2,940      2,990      3,040      3,040:         0          0
Old  :     3,040:        50          0         50      2,940      2,990      3,040      3,040:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        0.0        1.6       96.7       98.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.6        0.0        1.6       96.7       98.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          1         12         13         13         14:
Old  :        21:         1          0          1         12         13         13         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       57.6       86.8       85.2       46.1       41.1       55.9       55.9
Old  :                 60.9       57.6       86.8       85.2       46.1       41.1       55.9       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :     3,925:       350         50          0      3,575      3,775      3,925      3,825:         0        100
Old  :     3,925:       350         50          0      3,575      3,775      3,925      3,825:         0        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       125:         0          0          0        125        125        125        125:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        1.3        0.0       91.1       96.2      100.0       97.5:       0.0        2.5
Old  :     100.0:       8.9        1.3        0.0       91.1       96.2      100.0       97.5:       0.0        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          0         11         17         13         18:
Old  :        23:         2          1          0         11         17         13         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       53.5       92.4       72.6       58.6       42.0       73.9       59.9
Old  :                 65.6       53.5       92.4       72.6       58.6       42.0       73.9       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 12, 2008