GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 8,778: 1,675 0 175 5,953 8,153 7,803 8,328: 975 450 Old : 8,778: 1,675 0 175 5,953 8,153 7,803 8,328: 975 450 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 250: 0 0 0 175 -150 175 -150: 75 400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 0.0 2.0 67.8 92.9 88.9 94.9: 11.1 5.1 Old : 100.0: 19.1 0.0 2.0 67.8 92.9 88.9 94.9: 11.1 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 0 2 15 18 17 20: Old : 25: 2 0 2 15 18 17 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 61.7 78.4 81.7 50.5 54.9 61.4 66.8 Old : 63.6 61.7 78.4 81.7 50.5 54.9 61.4 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 16,794: 0 6,487 0 16,339 8,771 16,339 15,258: 455 1,536 Old : 16,794: 0 6,487 0 16,339 8,771 16,339 15,258: 455 1,536 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 417: 0 120 0 392 307 392 427: 25 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 38.6 0.0 97.3 52.2 97.3 90.9: 2.7 9.1 Old : 100.0: 0.0 38.6 0.0 97.3 52.2 97.3 90.9: 2.7 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 2 0 28 28 28 30: Old : 36: 0 2 0 28 28 28 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 50.8 74.4 65.9 45.5 44.0 55.8 51.0 Old : 55.3 50.8 74.4 65.9 45.5 44.0 55.8 51.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,790: 0 0 0 3,351 3,142 3,351 3,142: 439 648 Old : 3,790: 0 0 0 3,351 3,142 3,351 3,142: 439 648 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 365: 0 0 0 390 326 390 326: -25 39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 88.4 82.9 88.4 82.9: 11.6 17.1 Old : 100.0: 0.0 0.0 0.0 88.4 82.9 88.4 82.9: 11.6 17.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 0 0 30 30 30 30: Old : 32: 0 0 0 30 30 30 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 33.4 55.9 52.7 31.5 27.3 43.6 41.4 Old : 35.0 33.4 55.9 52.7 31.5 27.3 43.6 41.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 232,980: 37,012 20,391 30,429 129,734 156,986 197,175 207,806: 35,805 25,174 Old : 232,980: 37,012 20,391 30,429 129,734 156,986 197,175 207,806: 35,805 25,174 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : -1,121: -3,954 -939 -1,048 1,155 258 -3,847 -1,729: 2,726 608 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 8.8 13.1 55.7 67.4 84.6 89.2: 15.4 10.8 Old : 100.0: 15.9 8.8 13.1 55.7 67.4 84.6 89.2: 15.4 10.8 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 : 136: 38 23 31 64 69 119 109: Old : 136: 38 23 31 64 69 119 109: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.7 21.8 34.7 33.7 16.2 14.4 23.5 21.8 Old : 21.7 21.8 34.7 33.7 16.2 14.4 23.5 21.8 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 - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10,000 MMBTU'S) : : : : All : 802,306: 86,249 124,202 268,613 384,252 373,596 739,114 766,411: 63,192 35,895 Old : 802,306: 86,249 124,202 268,613 384,252 373,596 739,114 766,411: 63,192 35,895 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 7,426: 10,218 18,938 -3,960 2,786 -8,822 9,044 6,156: -1,618 1,270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 15.5 33.5 47.9 46.6 92.1 95.5: 7.9 4.5 Old : 100.0: 10.8 15.5 33.5 47.9 46.6 92.1 95.5: 7.9 4.5 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 : 221: 65 64 70 84 69 189 167: Old : 221: 65 64 70 84 69 189 167: 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 30.4 45.7 44.6 11.5 12.5 17.4 18.5 Old : 31.1 30.4 45.7 44.6 11.5 12.5 17.4 18.5 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 - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 88,174: 2,024 15,102 2,602 76,388 64,308 81,014 82,012: 7,160 6,162 Old : 88,174: 2,024 15,102 2,602 76,388 64,308 81,014 82,012: 7,160 6,162 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 779: 177 -118 301 503 350 981 533: -202 246 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 17.1 3.0 86.6 72.9 91.9 93.0: 8.1 7.0 Old : 100.0: 2.3 17.1 3.0 86.6 72.9 91.9 93.0: 8.1 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 4 2 24 23 26 28: Old : 32: 1 4 2 24 23 26 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 38.6 67.8 58.6 41.9 37.3 53.2 52.6 Old : 48.0 38.6 67.8 58.6 41.9 37.3 53.2 52.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 79,577: 0 5,952 2,993 69,402 60,794 72,395 69,739: 7,182 9,838 Old : 79,577: 0 5,952 2,993 69,402 60,794 72,395 69,739: 7,182 9,838 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 2,504: 0 1,994 -553 3,179 1,830 2,626 3,271: -122 -767 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.5 3.8 87.2 76.4 91.0 87.6: 9.0 12.4 Old : 100.0: 0.0 7.5 3.8 87.2 76.4 91.0 87.6: 9.0 12.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 0 2 2 26 21 28 23: Old : 35: 0 2 2 26 21 28 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.0 47.6 57.3 65.6 34.0 43.6 55.5 59.0 Old : 34.0 47.6 57.3 65.6 34.0 43.6 55.5 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 126,512: 9,204 345 5,898 102,633 112,878 117,735 119,121: 8,777 7,391 Old : 126,512: 9,204 345 5,898 102,633 112,878 117,735 119,121: 8,777 7,391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 332: -420 0 -1,416 3,561 1,089 1,725 -327: -1,393 659 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 0.3 4.7 81.1 89.2 93.1 94.2: 6.9 5.8 Old : 100.0: 7.3 0.3 4.7 81.1 89.2 93.1 94.2: 6.9 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 3 2 5 30 31 35 36: Old : 41: 3 2 5 30 31 35 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 44.6 59.5 62.7 41.5 42.3 52.6 53.6 Old : 45.3 44.6 59.5 62.7 41.5 42.3 52.6 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 103,679: 10,817 4,705 11,196 72,295 79,185 94,308 95,086: 9,371 8,593 Old : 103,679: 10,817 4,705 11,196 72,295 79,185 94,308 95,086: 9,371 8,593 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 2,776: 0 -1,452 422 2,447 3,806 2,869 2,776: -93 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 4.5 10.8 69.7 76.4 91.0 91.7: 9.0 8.3 Old : 100.0: 10.4 4.5 10.8 69.7 76.4 91.0 91.7: 9.0 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 3 3 23 22 27 25: Old : 32: 1 3 3 23 22 27 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 49.5 63.1 68.2 45.2 47.8 55.9 56.7 Old : 48.5 49.5 63.1 68.2 45.2 47.8 55.9 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 83,244: 5,530 1,057 7,746 65,926 67,517 79,202 76,320: 4,042 6,924 Old : 83,244: 5,530 1,057 7,746 65,926 67,517 79,202 76,320: 4,042 6,924 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 1,758: 304 -278 549 1,287 749 2,140 1,020: -382 738 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 1.3 9.3 79.2 81.1 95.1 91.7: 4.9 8.3 Old : 100.0: 6.6 1.3 9.3 79.2 81.1 95.1 91.7: 4.9 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 2 4 19 19 23 23: Old : 30: 2 2 4 19 19 23 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 47.5 71.2 65.1 46.7 41.7 58.9 55.1 Old : 54.1 47.5 71.2 65.1 46.7 41.7 58.9 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 68,935: 9,633 0 1,991 51,200 57,455 62,824 59,446: 6,111 9,489 Old : 68,935: 9,633 0 1,991 51,200 57,455 62,824 59,446: 6,111 9,489 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : -246: -1,531 0 516 547 -887 -468 -371: 222 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 0.0 2.9 74.3 83.3 91.1 86.2: 8.9 13.8 Old : 100.0: 14.0 0.0 2.9 74.3 83.3 91.1 86.2: 8.9 13.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 0 2 20 21 22 23: Old : 29: 2 0 2 20 21 22 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 37.7 78.2 56.6 54.5 37.4 65.0 53.4 Old : 61.5 37.7 78.2 56.6 54.5 37.4 65.0 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 92,002: 4,686 1,889 2,637 77,319 79,094 84,642 83,620: 7,360 8,382 Old : 92,002: 4,686 1,889 2,637 77,319 79,094 84,642 83,620: 7,360 8,382 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : -290: -573 93 25 932 -194 384 -76: -674 -214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 2.1 2.9 84.0 86.0 92.0 90.9: 8.0 9.1 Old : 100.0: 5.1 2.1 2.9 84.0 86.0 92.0 90.9: 8.0 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 2 2 2 29 30 32 33: Old : 42: 2 2 2 29 30 32 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 28.0 66.4 45.5 35.4 22.0 48.9 38.2 Old : 48.2 28.0 66.4 45.5 35.4 22.0 48.9 38.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 94,800: 1,216 5,148 4,127 78,393 74,693 83,736 83,968: 11,064 10,832 Old : 94,800: 1,216 5,148 4,127 78,393 74,693 83,736 83,968: 11,064 10,832 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 5,907: 0 -3,829 1,779 5,895 9,129 7,674 7,079: -1,767 -1,172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 5.4 4.4 82.7 78.8 88.3 88.6: 11.7 11.4 Old : 100.0: 1.3 5.4 4.4 82.7 78.8 88.3 88.6: 11.7 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 3 3 23 22 27 25: Old : 36: 1 3 3 23 22 27 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.1 33.9 58.4 57.5 35.8 30.6 52.0 50.5 Old : 38.1 33.9 58.4 57.5 35.8 30.6 52.0 50.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 39,034: 7,369 2,630 929 26,859 26,883 35,157 30,442: 3,877 8,592 Old : 39,034: 7,369 2,630 929 26,859 26,883 35,157 30,442: 3,877 8,592 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 1,884: 493 62 -191 862 124 1,164 -5: 720 1,889 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 6.7 2.4 68.8 68.9 90.1 78.0: 9.9 22.0 Old : 100.0: 18.9 6.7 2.4 68.8 68.9 90.1 78.0: 9.9 22.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 1 3 12 11 16 14: Old : 21: 3 1 3 12 11 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 42.6 70.5 65.8 36.3 42.6 56.4 58.8 Old : 46.8 42.6 70.5 65.8 36.3 42.6 56.4 58.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 83,967: 11,871 496 2,934 64,771 75,868 79,576 79,298: 4,391 4,669 Old : 83,967: 11,871 496 2,934 64,771 75,868 79,576 79,298: 4,391 4,669 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 2,721: -198 0 794 2,526 1,540 3,122 2,334: -401 387 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 0.6 3.5 77.1 90.4 94.8 94.4: 5.2 5.6 Old : 100.0: 14.1 0.6 3.5 77.1 90.4 94.8 94.4: 5.2 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 3 1 2 27 23 30 26: Old : 35: 3 1 2 27 23 30 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 45.7 60.7 62.1 28.1 32.9 41.1 44.8 Old : 38.7 45.7 60.7 62.1 28.1 32.9 41.1 44.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 120,338: 4,452 8,202 7,390 100,817 94,730 112,659 110,322: 7,679 10,016 Old : 120,338: 4,452 8,202 7,390 100,817 94,730 112,659 110,322: 7,679 10,016 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 1,762: 1,885 -2,032 300 70 5,348 2,255 3,616: -493 -1,854 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 6.8 6.1 83.8 78.7 93.6 91.7: 6.4 8.3 Old : 100.0: 3.7 6.8 6.1 83.8 78.7 93.6 91.7: 6.4 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 3 2 3 33 30 37 34: Old : 45: 3 2 3 33 30 37 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.7 29.4 55.2 49.4 33.4 27.8 47.2 46.8 Old : 36.7 29.4 55.2 49.4 33.4 27.8 47.2 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 60,966: 0 4,069 1,182 48,428 45,155 49,610 50,406: 11,356 10,560 Old : 60,966: 0 4,069 1,182 48,428 45,155 49,610 50,406: 11,356 10,560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 362: 0 -889 -39 386 616 347 -312: 15 674 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.7 1.9 79.4 74.1 81.4 82.7: 18.6 17.3 Old : 100.0: 0.0 6.7 1.9 79.4 74.1 81.4 82.7: 18.6 17.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 2 2 19 21 21 23: Old : 28: 0 2 2 19 21 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 37.6 61.2 62.3 41.6 37.2 58.3 57.5 Old : 42.6 37.6 61.2 62.3 41.6 37.2 58.3 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 36,251: 7,072 8,364 0 27,855 27,608 34,927 35,972: 1,324 279 Old : 36,251: 7,072 8,364 0 27,855 27,608 34,927 35,972: 1,324 279 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 23.1 0.0 76.8 76.2 96.3 99.2: 3.7 0.8 Old : 100.0: 19.5 23.1 0.0 76.8 76.2 96.3 99.2: 3.7 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 3 1 0 12 13 15 14: Old : 26: 3 1 0 12 13 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.8 66.4 87.9 89.4 53.3 52.1 64.2 67.4 Old : 69.8 66.4 87.9 89.4 53.3 52.1 64.2 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 27,322: 1,906 0 0 25,354 24,737 27,260 24,737: 62 2,585 Old : 27,322: 1,906 0 0 25,354 24,737 27,260 24,737: 62 2,585 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 0.0 0.0 92.8 90.5 99.8 90.5: 0.2 9.5 Old : 100.0: 7.0 0.0 0.0 92.8 90.5 99.8 90.5: 0.2 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 0 11 11 13 11: Old : 20: 2 0 0 11 11 13 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.1 71.6 92.6 88.0 69.6 68.7 92.1 84.9 Old : 70.1 71.6 92.6 88.0 69.6 68.7 92.1 84.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 164,787: 3,101 19,173 19,500 131,996 120,607 154,597 159,280: 10,190 5,507 Old : 164,787: 3,101 19,173 19,500 131,996 120,607 154,597 159,280: 10,190 5,507 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 1,480: 367 1,462 -715 1,176 1,060 828 1,807: 652 -327 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 11.6 11.8 80.1 73.2 93.8 96.7: 6.2 3.3 Old : 100.0: 1.9 11.6 11.8 80.1 73.2 93.8 96.7: 6.2 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 2 6 7 37 38 44 46: Old : 50: 2 6 7 37 38 44 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 31.9 49.8 52.8 29.7 26.2 38.3 39.6 Old : 33.5 31.9 49.8 52.8 29.7 26.2 38.3 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 93,916: 4,251 4,943 4,329 78,733 74,263 87,313 83,535: 6,603 10,381 Old : 93,916: 4,251 4,943 4,329 78,733 74,263 87,313 83,535: 6,603 10,381 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 119: -958 -227 -150 -233 -174 -1,341 -551: 1,460 670 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 5.3 4.6 83.8 79.1 93.0 88.9: 7.0 11.1 Old : 100.0: 4.5 5.3 4.6 83.8 79.1 93.0 88.9: 7.0 11.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 2 4 21 22 25 27: Old : 33: 3 2 4 21 22 25 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 36.0 70.3 56.9 52.3 31.4 63.4 50.9 Old : 55.4 36.0 70.3 56.9 52.3 31.4 63.4 50.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 72,705: 7,072 8,364 0 63,518 59,811 70,590 68,175: 2,115 4,530 Old : 72,705: 7,072 8,364 0 63,518 59,811 70,590 68,175: 2,115 4,530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 6,926: 372 -868 -300 7,036 7,772 7,108 6,604: -182 322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 11.5 0.0 87.4 82.3 97.1 93.8: 2.9 6.2 Old : 100.0: 9.7 11.5 0.0 87.4 82.3 97.1 93.8: 2.9 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 1 0 16 19 19 20: Old : 30: 3 1 0 16 19 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 49.6 85.9 77.1 55.5 48.9 72.2 67.2 Old : 64.0 49.6 85.9 77.1 55.5 48.9 72.2 67.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 286,811: 20,584 1,493 4,600 250,204 268,674 275,388 274,767: 11,423 12,044 Old : 286,811: 20,584 1,493 4,600 250,204 268,674 275,388 274,767: 11,423 12,044 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 6,615: -134 -167 612 3,688 4,226 4,166 4,671: 2,449 1,944 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 0.5 1.6 87.2 93.7 96.0 95.8: 4.0 4.2 Old : 100.0: 7.2 0.5 1.6 87.2 93.7 96.0 95.8: 4.0 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 62: 4 2 5 46 51 51 57: Old : 62: 4 2 5 46 51 51 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 51.9 53.8 63.7 30.3 44.4 47.5 54.5 Old : 33.3 51.9 53.8 63.7 30.3 44.4 47.5 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 178,485: 6,044 7,542 12,358 146,227 151,364 164,629 171,264: 13,856 7,221 Old : 178,485: 6,044 7,542 12,358 146,227 151,364 164,629 171,264: 13,856 7,221 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : -2,110: 0 -1,401 -1,117 479 2,930 -638 412: -1,472 -2,522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 4.2 6.9 81.9 84.8 92.2 96.0: 7.8 4.0 Old : 100.0: 3.4 4.2 6.9 81.9 84.8 92.2 96.0: 7.8 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 1 4 4 39 34 43 39: Old : 46: 1 4 4 39 34 43 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 40.1 48.8 61.3 28.2 35.6 41.6 48.4 Old : 33.5 40.1 48.8 61.3 28.2 35.6 41.6 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 175,183: 3,085 5,377 11,983 139,100 147,288 154,168 164,648: 21,015 10,535 Old : 175,183: 3,085 5,377 11,983 139,100 147,288 154,168 164,648: 21,015 10,535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : -1,217: -4,839 -788 521 6,097 604 1,779 337: -2,996 -1,554 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 3.1 6.8 79.4 84.1 88.0 94.0: 12.0 6.0 Old : 100.0: 1.8 3.1 6.8 79.4 84.1 88.0 94.0: 12.0 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 3 2 5 39 36 44 41: Old : 48: 3 2 5 39 36 44 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.2 41.1 50.2 57.8 27.4 38.6 43.2 49.8 Old : 30.2 41.1 50.2 57.8 27.4 38.6 43.2 49.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 60,502: 0 2,185 2,472 42,241 42,932 44,713 47,589: 15,789 12,913 Old : 60,502: 0 2,185 2,472 42,241 42,932 44,713 47,589: 15,789 12,913 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 2,597: 0 28 200 1,452 1,685 1,652 1,913: 945 684 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.6 4.1 69.8 71.0 73.9 78.7: 26.1 21.3 Old : 100.0: 0.0 3.6 4.1 69.8 71.0 73.9 78.7: 26.1 21.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 1 19 16 20 17: Old : 22: 0 1 1 19 16 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.9 39.9 52.4 61.4 30.6 32.5 43.0 46.6 Old : 35.9 39.9 52.4 61.4 30.6 32.5 43.0 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 249,733: 29,117 5,773 23,656 179,955 201,773 232,728 231,202: 17,005 18,531 Old : 249,733: 29,117 5,773 23,656 179,955 201,773 232,728 231,202: 17,005 18,531 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 2,854: -863 1,954 87 3,629 336 2,853 2,377: 1 477 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 2.3 9.5 72.1 80.8 93.2 92.6: 6.8 7.4 Old : 100.0: 11.7 2.3 9.5 72.1 80.8 93.2 92.6: 6.8 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 5 5 8 40 40 50 48: Old : 56: 5 5 8 40 40 50 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.0 35.7 44.6 52.2 22.5 31.9 35.3 41.4 Old : 30.0 35.7 44.6 52.2 22.5 31.9 35.3 41.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 71,123: 1,105 4,570 3,614 60,120 57,935 64,839 66,119: 6,284 5,004 Old : 71,123: 1,105 4,570 3,614 60,120 57,935 64,839 66,119: 6,284 5,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 1,387: -1,201 889 -1,228 4,138 1,973 1,709 1,634: -322 -247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 6.4 5.1 84.5 81.5 91.2 93.0: 8.8 7.0 Old : 100.0: 1.6 6.4 5.1 84.5 81.5 91.2 93.0: 8.8 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 4 3 25 29 28 34: Old : 36: 1 4 3 25 29 28 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 26.4 58.9 43.6 32.7 19.9 45.5 32.7 Old : 34.9 26.4 58.9 43.6 32.7 19.9 45.5 32.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 2,660,841: 346,498 162,599 797,361 1,493,111 1,689,463 2,636,970 2,649,423: 23,871 11,418 Old : 2,660,841: 346,498 162,599 797,361 1,493,111 1,689,463 2,636,970 2,649,423: 23,871 11,418 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 110,921: 112,351 108,740 -14,843 19,979 19,640 117,487 113,537: -6,566 -2,616 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 6.1 30.0 56.1 63.5 99.1 99.6: 0.9 0.4 Old : 100.0: 13.0 6.1 30.0 56.1 63.5 99.1 99.6: 0.9 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 169: 35 22 47 108 94 161 146: Old : 169: 35 22 47 108 94 161 146: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.4 39.1 43.6 53.6 9.5 20.2 15.3 24.1 Old : 29.4 39.1 43.6 53.6 9.5 20.2 15.3 24.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 1,116,344: 107,407 294,652 216,799 780,233 600,757 1,104,439 1,112,208: 11,905 4,136 Old : 1,116,344: 107,407 294,652 216,799 780,233 600,757 1,104,439 1,112,208: 11,905 4,136 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 23,606: -6,764 -921 12,355 8,521 10,046 14,112 21,480: 9,494 2,126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 26.4 19.4 69.9 53.8 98.9 99.6: 1.1 0.4 Old : 100.0: 9.6 26.4 19.4 69.9 53.8 98.9 99.6: 1.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 92: 28 21 31 41 41 83 79: Old : 92: 28 21 31 41 41 83 79: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 36.9 63.6 57.4 33.2 23.2 41.9 36.0 Old : 46.0 36.9 63.6 57.4 33.2 23.2 41.9 36.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,550 TONS) : : : : All : 9,975: 1,340 0 30 8,100 9,660 9,470 9,690: 505 285 Old : 9,975: 1,340 0 30 8,100 9,660 9,470 9,690: 505 285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : -1,055: -165 0 30 -1,010 -1,070 -1,145 -1,040: 90 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 0.0 0.3 81.2 96.8 94.9 97.1: 5.1 2.9 Old : 100.0: 13.4 0.0 0.3 81.2 96.8 94.9 97.1: 5.1 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 1 14 14 16 15: Old : 20: 2 0 1 14 14 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 73.0 78.7 88.9 55.7 64.4 71.9 77.5 Old : 57.4 73.0 78.7 88.9 55.7 64.4 71.9 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 41,795: 2,975 552 1,326 36,570 39,295 40,871 41,173: 924 622 Old : 41,795: 2,975 552 1,326 36,570 39,295 40,871 41,173: 924 622 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 2,044: 1,220 -11 -140 984 2,195 2,064 2,044: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 1.3 3.2 87.5 94.0 97.8 98.5: 2.2 1.5 Old : 100.0: 7.1 1.3 3.2 87.5 94.0 97.8 98.5: 2.2 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 9 2 5 32 34 43 39: Old : 52: 9 2 5 32 34 43 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 43.2 68.2 64.7 40.4 40.2 49.8 50.9 Old : 50.4 43.2 68.2 64.7 40.4 40.2 49.8 50.9 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 - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS 0F 400 MEGAWATT HOURS) : : : : All : 19,796: 1,333 88 678 17,785 18,861 19,796 19,627: 0 169 Old : 19,796: 1,333 88 678 17,785 18,861 19,796 19,627: 0 169 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 241: 176 88 0 65 153 241 241: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 0.4 3.4 89.8 95.3 100.0 99.1: 0.0 0.9 Old : 100.0: 6.7 0.4 3.4 89.8 95.3 100.0 99.1: 0.0 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 1 2 15 21 17 24: Old : 29: 2 1 2 15 21 17 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 72.9 87.1 89.6 43.4 56.8 58.2 61.1 Old : 66.1 72.9 87.1 89.6 43.4 56.8 58.2 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 20,205: 5,644 320 234 13,769 19,269 19,647 19,823: 558 382 Old : 20,205: 5,644 320 234 13,769 19,269 19,647 19,823: 558 382 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 4,018: 3,940 280 60 0 4,000 4,000 4,340: 18 -322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 1.6 1.2 68.1 95.4 97.2 98.1: 2.8 1.9 Old : 100.0: 27.9 1.6 1.2 68.1 95.4 97.2 98.1: 2.8 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 : 27: 2 2 2 15 19 17 23: Old : 27: 2 2 2 15 19 17 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 62.3 81.9 80.0 53.4 50.4 66.4 62.2 Old : 61.7 62.3 81.9 80.0 53.4 50.4 66.4 62.2 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 - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 13,059: 834 398 136 11,433 12,359 12,403 12,893: 656 166 Old : 13,059: 834 398 136 11,433 12,359 12,403 12,893: 656 166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 312: 0 28 12 296 568 308 608: 4 -296 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 3.0 1.0 87.5 94.6 95.0 98.7: 5.0 1.3 Old : 100.0: 6.4 3.0 1.0 87.5 94.6 95.0 98.7: 5.0 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 2 3 16 14 19 17: Old : 24: 1 2 3 16 14 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 74.1 70.7 87.2 44.3 64.1 61.2 73.7 Old : 47.1 74.1 70.7 87.2 44.3 64.1 61.2 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 31,292: 1,122 470 326 28,120 30,006 29,568 30,802: 1,724 490 Old : 31,292: 1,122 470 326 28,120 30,006 29,568 30,802: 1,724 490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 240: 0 80 0 710 400 710 480: -470 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 1.5 1.0 89.9 95.9 94.5 98.4: 5.5 1.6 Old : 100.0: 3.6 1.5 1.0 89.9 95.9 94.5 98.4: 5.5 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 2 21 21 24 23: Old : 30: 2 1 2 21 21 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 45.7 70.9 71.7 39.0 37.2 49.6 50.5 Old : 53.0 45.7 70.9 71.7 39.0 37.2 49.6 50.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 27,118: 112 564 1,620 24,944 24,394 26,676 26,578: 442 540 Old : 27,118: 112 564 1,620 24,944 24,394 26,676 26,578: 442 540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 44: -228 0 240 364 322 376 562: -332 -518 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 2.1 6.0 92.0 90.0 98.4 98.0: 1.6 2.0 Old : 100.0: 0.4 2.1 6.0 92.0 90.0 98.4 98.0: 1.6 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 1 2 20 18 22 21: Old : 25: 2 1 2 20 18 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 61.7 74.6 82.5 33.4 38.3 43.8 48.5 Old : 53.9 61.7 74.6 82.5 33.4 38.3 43.8 48.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 9,844: 0 668 552 8,577 8,038 9,129 9,258: 715 586 Old : 9,844: 0 668 552 8,577 8,038 9,129 9,258: 715 586 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : -16: 0 -20 0 -20 4 -20 -16: 4 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.8 5.6 87.1 81.7 92.7 94.0: 7.3 6.0 Old : 100.0: 0.0 6.8 5.6 87.1 81.7 92.7 94.0: 7.3 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 2 2 15 14 17 16: Old : 21: 0 2 2 15 14 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 55.9 81.9 77.1 51.7 43.5 58.5 54.1 Old : 60.2 55.9 81.9 77.1 51.7 43.5 58.5 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 1,436,152: 197,493 130,329 274,980 876,792 949,216 1,349,265 1,354,525: 86,887 81,627 Old : 1,436,152: 197,493 130,329 274,980 876,792 949,216 1,349,265 1,354,525: 86,887 81,627 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 13,335: -3,279 -3,022 18,120 -8,253 -2,033 6,588 13,065: 6,747 270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.8 9.1 19.1 61.1 66.1 94.0 94.3: 6.0 5.7 Old : 100.0: 13.8 9.1 19.1 61.1 66.1 94.0 94.3: 6.0 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 327: 101 96 134 91 97 262 280: Old : 327: 101 96 134 91 97 262 280: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.7 24.6 36.6 32.7 10.4 7.1 15.0 11.7 Old : 25.7 24.6 36.6 32.7 10.4 7.1 15.0 11.7 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 - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 96,223: 22,843 11,912 3,293 47,972 43,383 74,108 58,588: 22,115 37,635 Old : 96,223: 22,843 11,912 3,293 47,972 43,383 74,108 58,588: 22,115 37,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 1,715: -252 1,266 467 1,254 -1,237 1,469 496: 246 1,219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 12.4 3.4 49.9 45.1 77.0 60.9: 23.0 39.1 Old : 100.0: 23.7 12.4 3.4 49.9 45.1 77.0 60.9: 23.0 39.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 3 4 15 14 20 19: Old : 21: 3 3 4 15 14 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 33.0 62.3 50.0 42.9 31.2 58.9 46.7 Old : 44.2 33.0 62.3 50.0 42.9 31.2 58.9 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,987: 0 300 0 15,737 15,687 15,737 15,987: 250 0 Old : 15,987: 0 300 0 15,737 15,687 15,737 15,987: 250 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 718: 0 50 0 468 718 468 768: 250 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.9 0.0 98.4 98.1 98.4 100.0: 1.6 0.0 Old : 100.0: 0.0 1.9 0.0 98.4 98.1 98.4 100.0: 1.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 2 0 24 21 24 23: Old : 30: 0 2 0 24 21 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 63.4 77.8 81.0 28.6 39.2 36.9 44.5 Old : 53.9 63.4 77.8 81.0 28.6 39.2 36.9 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 77,748: 3,365 15,901 24,120 44,994 30,447 72,479 70,468: 5,269 7,280 Old : 77,748: 3,365 15,901 24,120 44,994 30,447 72,479 70,468: 5,269 7,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 2,583: 450 -903 1,419 368 739 2,237 1,255: 346 1,328 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 20.5 31.0 57.9 39.2 93.2 90.6: 6.8 9.4 Old : 100.0: 4.3 20.5 31.0 57.9 39.2 93.2 90.6: 6.8 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 5 10 12 18 16 32 29: Old : 33: 5 10 12 18 16 32 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.9 39.0 54.4 60.4 13.6 16.8 20.2 20.8 Old : 35.9 39.0 54.4 60.4 13.6 16.8 20.2 20.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 18,165: 12,954 1,344 12 2,703 16,470 15,669 17,826: 2,496 339 Old : 18,165: 12,954 1,344 12 2,703 16,470 15,669 17,826: 2,496 339 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : -469: 442 -929 4 -716 375 -270 -550: -199 81 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 7.4 0.1 14.9 90.7 86.3 98.1: 13.7 1.9 Old : 100.0: 71.3 7.4 0.1 14.9 90.7 86.3 98.1: 13.7 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 122: 75 8 2 15 25 91 34: Old : 122: 75 8 2 15 25 91 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 38.5 52.0 62.4 37.6 38.4 52.0 62.4 Old : 37.6 38.5 52.0 62.4 37.6 38.4 52.0 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 15,288: 9,289 1,186 545 2,457 12,682 12,291 14,413: 2,997 875 Old : 15,288: 9,289 1,186 545 2,457 12,682 12,291 14,413: 2,997 875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 57: -862 259 224 496 -359 -142 124: 199 -67 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 7.8 3.6 16.1 83.0 80.4 94.3: 19.6 5.7 Old : 100.0: 60.8 7.8 3.6 16.1 83.0 80.4 94.3: 19.6 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 74: 35 6 3 13 28 48 37: Old : 74: 35 6 3 13 28 48 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 42.2 46.6 56.9 31.1 42.2 42.9 56.3 Old : 34.4 42.2 46.6 56.9 31.1 42.2 42.9 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 190,670: 49,586 9,557 14,066 106,272 150,071 169,924 173,694: 20,746 16,976 Old : 190,670: 49,586 9,557 14,066 106,272 150,071 169,924 173,694: 20,746 16,976 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 1,177: 151 1,323 -1,700 -1,994 -1,777 -3,543 -2,154: 4,720 3,331 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 5.0 7.4 55.7 78.7 89.1 91.1: 10.9 8.9 Old : 100.0: 26.0 5.0 7.4 55.7 78.7 89.1 91.1: 10.9 8.9 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 : 174: 60 18 29 76 88 149 125: Old : 174: 60 18 29 76 88 149 125: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.9 25.2 33.9 37.9 12.8 13.1 18.6 20.8 Old : 21.9 25.2 33.9 37.9 12.8 13.1 18.6 20.8 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 - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 3,560: 0 150 0 3,540 3,260 3,540 3,410: 20 150 Old : 3,560: 0 150 0 3,540 3,260 3,540 3,410: 20 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 0: 0 0 0 0 -150 0 -150: 0 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.2 0.0 99.4 91.6 99.4 95.8: 0.6 4.2 Old : 100.0: 0.0 4.2 0.0 99.4 91.6 99.4 95.8: 0.6 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 14 14 14 15: Old : 21: 0 1 0 14 14 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 50.6 86.8 78.4 47.8 39.3 53.4 52.0 Old : 63.2 50.6 86.8 78.4 47.8 39.3 53.4 52.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 3,900: 300 50 0 3,600 3,850 3,900 3,900: 0 0 Old : 3,900: 300 50 0 3,600 3,850 3,900 3,900: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 150: 0 0 0 150 150 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 1.3 0.0 92.3 98.7 100.0 100.0: 0.0 0.0 Old : 100.0: 7.7 1.3 0.0 92.3 98.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 0 11 16 12 17: Old : 23: 1 1 0 11 16 12 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.4 62.8 93.6 82.1 58.3 52.6 76.9 70.5 Old : 65.4 62.8 93.6 82.1 58.3 52.6 76.9 70.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007