GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,778 COMMITMENTS 1,675 0 175 5,953 8,153 7,803 8,328 975 450 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 250) 0 0 0 175 -150 175 -150 75 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 0.0 2.0 67.8 92.9 88.9 94.9 11.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 15 18 17 20 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,794 COMMITMENTS 0 6,487 0 16,339 8,771 16,339 15,258 455 1,536 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 417) 0 120 0 392 307 392 427 25 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 38.6 0.0 97.3 52.2 97.3 90.9 2.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 0 28 28 28 30 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,790 COMMITMENTS 0 0 0 3,351 3,142 3,351 3,142 439 648 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 365) 0 0 0 390 326 390 326 -25 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.4 82.9 88.4 82.9 11.6 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 30 30 30 30 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 232,980 COMMITMENTS 37,012 20,391 30,429 129,734 156,986 197,175 207,806 35,805 25,174 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -1,121) -3,954 -939 -1,048 1,155 258 -3,847 -1,729 2,726 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 8.8 13.1 55.7 67.4 84.6 89.2 15.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 38 23 31 64 69 119 109 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 802,306 COMMITMENTS 86,249 124,202 268,613 384,252 373,596 739,114 766,411 63,192 35,895 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 7,426) 10,218 18,938 -3,960 2,786 -8,822 9,044 6,156 -1,618 1,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 15.5 33.5 47.9 46.6 92.1 95.5 7.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 65 64 70 84 69 189 167 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 88,174 COMMITMENTS 2,024 15,102 2,602 76,388 64,308 81,014 82,012 7,160 6,162 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 779) 177 -118 301 503 350 981 533 -202 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 17.1 3.0 86.6 72.9 91.9 93.0 8.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 4 2 24 23 26 28 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 79,577 COMMITMENTS 0 5,952 2,993 69,402 60,794 72,395 69,739 7,182 9,838 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,504) 0 1,994 -553 3,179 1,830 2,626 3,271 -122 -767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 3.8 87.2 76.4 91.0 87.6 9.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 2 26 21 28 23 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 126,512 COMMITMENTS 9,204 345 5,898 102,633 112,878 117,735 119,121 8,777 7,391 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 332) -420 0 -1,416 3,561 1,089 1,725 -327 -1,393 659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.3 4.7 81.1 89.2 93.1 94.2 6.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 5 30 31 35 36 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 103,679 COMMITMENTS 10,817 4,705 11,196 72,295 79,185 94,308 95,086 9,371 8,593 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,776) 0 -1,452 422 2,447 3,806 2,869 2,776 -93 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 4.5 10.8 69.7 76.4 91.0 91.7 9.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 3 23 22 27 25 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,244 COMMITMENTS 5,530 1,057 7,746 65,926 67,517 79,202 76,320 4,042 6,924 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,758) 304 -278 549 1,287 749 2,140 1,020 -382 738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.3 9.3 79.2 81.1 95.1 91.7 4.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 4 19 19 23 23 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 68,935 COMMITMENTS 9,633 0 1,991 51,200 57,455 62,824 59,446 6,111 9,489 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -246) -1,531 0 516 547 -887 -468 -371 222 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 0.0 2.9 74.3 83.3 91.1 86.2 8.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 2 20 21 22 23 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,002 COMMITMENTS 4,686 1,889 2,637 77,319 79,094 84,642 83,620 7,360 8,382 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -290) -573 93 25 932 -194 384 -76 -674 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 2.1 2.9 84.0 86.0 92.0 90.9 8.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 2 2 29 30 32 33 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,800 COMMITMENTS 1,216 5,148 4,127 78,393 74,693 83,736 83,968 11,064 10,832 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 5,907) 0 -3,829 1,779 5,895 9,129 7,674 7,079 -1,767 -1,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 5.4 4.4 82.7 78.8 88.3 88.6 11.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 3 23 22 27 25 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 39,034 COMMITMENTS 7,369 2,630 929 26,859 26,883 35,157 30,442 3,877 8,592 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,884) 493 62 -191 862 124 1,164 -5 720 1,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 6.7 2.4 68.8 68.9 90.1 78.0 9.9 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 3 12 11 16 14 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,967 COMMITMENTS 11,871 496 2,934 64,771 75,868 79,576 79,298 4,391 4,669 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,721) -198 0 794 2,526 1,540 3,122 2,334 -401 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 0.6 3.5 77.1 90.4 94.8 94.4 5.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 2 27 23 30 26 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 120,338 COMMITMENTS 4,452 8,202 7,390 100,817 94,730 112,659 110,322 7,679 10,016 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,762) 1,885 -2,032 300 70 5,348 2,255 3,616 -493 -1,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 6.8 6.1 83.8 78.7 93.6 91.7 6.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 2 3 33 30 37 34 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,966 COMMITMENTS 0 4,069 1,182 48,428 45,155 49,610 50,406 11,356 10,560 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 362) 0 -889 -39 386 616 347 -312 15 674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 1.9 79.4 74.1 81.4 82.7 18.6 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 19 21 21 23 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,251 COMMITMENTS 7,072 8,364 0 27,855 27,608 34,927 35,972 1,324 279 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 23.1 0.0 76.8 76.2 96.3 99.2 3.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 12 13 15 14 HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 27,322 COMMITMENTS 1,906 0 0 25,354 24,737 27,260 24,737 62 2,585 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.0 92.8 90.5 99.8 90.5 0.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 11 11 13 11 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 164,787 COMMITMENTS 3,101 19,173 19,500 131,996 120,607 154,597 159,280 10,190 5,507 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,480) 367 1,462 -715 1,176 1,060 828 1,807 652 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 11.6 11.8 80.1 73.2 93.8 96.7 6.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 6 7 37 38 44 46 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,916 COMMITMENTS 4,251 4,943 4,329 78,733 74,263 87,313 83,535 6,603 10,381 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 119) -958 -227 -150 -233 -174 -1,341 -551 1,460 670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 5.3 4.6 83.8 79.1 93.0 88.9 7.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 4 21 22 25 27 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 72,705 COMMITMENTS 7,072 8,364 0 63,518 59,811 70,590 68,175 2,115 4,530 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 6,926) 372 -868 -300 7,036 7,772 7,108 6,604 -182 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 11.5 0.0 87.4 82.3 97.1 93.8 2.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 0 16 19 19 20 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 286,811 COMMITMENTS 20,584 1,493 4,600 250,204 268,674 275,388 274,767 11,423 12,044 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 6,615) -134 -167 612 3,688 4,226 4,166 4,671 2,449 1,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.5 1.6 87.2 93.7 96.0 95.8 4.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 2 5 46 51 51 57 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 178,485 COMMITMENTS 6,044 7,542 12,358 146,227 151,364 164,629 171,264 13,856 7,221 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -2,110) 0 -1,401 -1,117 479 2,930 -638 412 -1,472 -2,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 4.2 6.9 81.9 84.8 92.2 96.0 7.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 4 4 39 34 43 39 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 175,183 COMMITMENTS 3,085 5,377 11,983 139,100 147,288 154,168 164,648 21,015 10,535 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -1,217) -4,839 -788 521 6,097 604 1,779 337 -2,996 -1,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.1 6.8 79.4 84.1 88.0 94.0 12.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 2 5 39 36 44 41 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,502 COMMITMENTS 0 2,185 2,472 42,241 42,932 44,713 47,589 15,789 12,913 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,597) 0 28 200 1,452 1,685 1,652 1,913 945 684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 4.1 69.8 71.0 73.9 78.7 26.1 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 19 16 20 17 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 249,733 COMMITMENTS 29,117 5,773 23,656 179,955 201,773 232,728 231,202 17,005 18,531 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,854) -863 1,954 87 3,629 336 2,853 2,377 1 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 2.3 9.5 72.1 80.8 93.2 92.6 6.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 5 8 40 40 50 48 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,123 COMMITMENTS 1,105 4,570 3,614 60,120 57,935 64,839 66,119 6,284 5,004 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,387) -1,201 889 -1,228 4,138 1,973 1,709 1,634 -322 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 6.4 5.1 84.5 81.5 91.2 93.0 8.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 4 3 25 29 28 34 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,660,841 COMMITMENTS 346,498 162,599 797,361 1493111 1689463 2636970 2649423 23,871 11,418 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 110,921) 112,351 108,740 -14,843 19,979 19,640 117,487 113,537 -6,566 -2,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 6.1 30.0 56.1 63.5 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 35 22 47 108 94 161 146 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,116,344 COMMITMENTS 107,407 294,652 216,799 780,233 600,757 1104439 1112208 11,905 4,136 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 23,606) -6,764 -921 12,355 8,521 10,046 14,112 21,480 9,494 2,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 26.4 19.4 69.9 53.8 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 28 21 31 41 41 83 79 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 9,975 COMMITMENTS 1,340 0 30 8,100 9,660 9,470 9,690 505 285 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -1,055) -165 0 30 -1,010 -1,070 -1,145 -1,040 90 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 0.0 0.3 81.2 96.8 94.9 97.1 5.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 14 14 16 15 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,795 COMMITMENTS 2,975 552 1,326 36,570 39,295 40,871 41,173 924 622 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,044) 1,220 -11 -140 984 2,195 2,064 2,044 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 1.3 3.2 87.5 94.0 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 9 2 5 32 34 43 39 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,796 COMMITMENTS 1,333 88 678 17,785 18,861 19,796 19,627 0 169 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 241) 176 88 0 65 153 241 241 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.4 3.4 89.8 95.3 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 15 21 17 24 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,205 COMMITMENTS 5,644 320 234 13,769 19,269 19,647 19,823 558 382 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 4,018) 3,940 280 60 0 4,000 4,000 4,340 18 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 1.6 1.2 68.1 95.4 97.2 98.1 2.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 15 19 17 23 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,059 COMMITMENTS 834 398 136 11,433 12,359 12,403 12,893 656 166 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 312) 0 28 12 296 568 308 608 4 -296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 3.0 1.0 87.5 94.6 95.0 98.7 5.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 14 19 17 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,292 COMMITMENTS 1,122 470 326 28,120 30,006 29,568 30,802 1,724 490 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 240) 0 80 0 710 400 710 480 -470 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.5 1.0 89.9 95.9 94.5 98.4 5.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 21 21 24 23 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,118 COMMITMENTS 112 564 1,620 24,944 24,394 26,676 26,578 442 540 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 44) -228 0 240 364 322 376 562 -332 -518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.1 6.0 92.0 90.0 98.4 98.0 1.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 20 18 22 21 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,844 COMMITMENTS 0 668 552 8,577 8,038 9,129 9,258 715 586 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -16) 0 -20 0 -20 4 -20 -16 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 5.6 87.1 81.7 92.7 94.0 7.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 15 14 17 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,436,152 COMMITMENTS 197,493 130,329 274,980 876,792 949,216 1349265 1354525 86,887 81,627 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 13,335) -3,279 -3,022 18,120 -8,253 -2,033 6,588 13,065 6,747 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 9.1 19.1 61.1 66.1 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 101 96 134 91 97 262 280 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 96,223 COMMITMENTS 22,843 11,912 3,293 47,972 43,383 74,108 58,588 22,115 37,635 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,715) -252 1,266 467 1,254 -1,237 1,469 496 246 1,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 12.4 3.4 49.9 45.1 77.0 60.9 23.0 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 4 15 14 20 19 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,987 COMMITMENTS 0 300 0 15,737 15,687 15,737 15,987 250 0 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 718) 0 50 0 468 718 468 768 250 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 98.4 98.1 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 0 24 21 24 23 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,748 COMMITMENTS 3,365 15,901 24,120 44,994 30,447 72,479 70,468 5,269 7,280 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,583) 450 -903 1,419 368 739 2,237 1,255 346 1,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 20.5 31.0 57.9 39.2 93.2 90.6 6.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 10 12 18 16 32 29 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,165 COMMITMENTS 12,954 1,344 12 2,703 16,470 15,669 17,826 2,496 339 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -469) 442 -929 4 -716 375 -270 -550 -199 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.3 7.4 0.1 14.9 90.7 86.3 98.1 13.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 75 8 2 15 25 91 34 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,288 COMMITMENTS 9,289 1,186 545 2,457 12,682 12,291 14,413 2,997 875 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 57) -862 259 224 496 -359 -142 124 199 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.8 7.8 3.6 16.1 83.0 80.4 94.3 19.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 35 6 3 13 28 48 37 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 190,670 COMMITMENTS 49,586 9,557 14,066 106,272 150,071 169,924 173,694 20,746 16,976 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,177) 151 1,323 -1,700 -1,994 -1,777 -3,543 -2,154 4,720 3,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 5.0 7.4 55.7 78.7 89.1 91.1 10.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 60 18 29 76 88 149 125 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,560 COMMITMENTS 0 150 0 3,540 3,260 3,540 3,410 20 150 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -150 0 -150 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.0 99.4 91.6 99.4 95.8 0.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 14 14 15 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,900 COMMITMENTS 300 50 0 3,600 3,850 3,900 3,900 0 0 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.3 0.0 92.3 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 11 16 12 17
Updated June 29, 2007