GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,799 COMMITMENTS 1,575 0 225 5,799 8,524 7,599 8,749 1,200 50 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -25) 0 -1,025 0 -25 1,000 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 0.0 2.6 65.9 96.9 86.4 99.4 13.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 16 19 17 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,215 COMMITMENTS 0 6,349 21 15,754 8,270 15,775 14,640 440 1,575 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 194) -75 120 -100 901 299 726 319 -532 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.2 0.1 97.2 51.0 97.3 90.3 2.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 1 29 26 30 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,909 COMMITMENTS 0 35 14 1,470 1,317 1,484 1,366 425 543 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 27) 0 -123 0 8 147 8 24 19 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.7 77.0 69.0 77.7 71.6 22.3 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 17 17 18 18 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,253 COMMITMENTS 0 35 95 2,774 2,594 2,869 2,724 384 529 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 356) 0 -70 -155 491 601 336 376 20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 2.9 85.3 79.7 88.2 83.7 11.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 2 27 28 29 30 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 242,978 COMMITMENTS 37,803 26,796 39,393 132,590 150,607 209,787 216,796 33,191 26,182 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 14,482) 4,381 1,631 2,864 6,265 11,931 13,510 16,426 972 -1,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 11.0 16.2 54.6 62.0 86.3 89.2 13.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 33 32 35 64 71 121 118 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,239,333 COMMITMENTS 75,789 135,524 480,524 607,978 585,681 1164291 1201729 75,041 37,604 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 7,080) 132 -456 3,872 2,786 6,264 6,790 9,680 290 -2,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 10.9 38.8 49.1 47.3 93.9 97.0 6.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 67 69 91 85 82 207 191 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,475 COMMITMENTS 2,062 14,491 2,859 78,548 68,971 83,469 86,321 10,006 7,154 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 600) -244 304 -182 1,148 538 722 660 -122 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 15.5 3.1 84.0 73.8 89.3 92.3 10.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 2 21 21 23 25 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,182 COMMITMENTS 476 0 4,933 50,202 51,542 55,611 56,475 10,571 9,707 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 5,277) -1,769 -754 1,684 4,161 5,641 4,076 6,571 1,201 -1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 7.5 75.9 77.9 84.0 85.3 16.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 2 25 20 27 22 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 126,546 COMMITMENTS 14,337 1,292 4,441 98,072 112,197 116,850 117,930 9,696 8,616 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,882) 2,440 348 -3,112 3,046 4,830 2,374 2,066 -492 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 1.0 3.5 77.5 88.7 92.3 93.2 7.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 4 25 29 29 33 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,198 COMMITMENTS 16,920 4,021 7,213 48,556 64,094 72,689 75,328 12,509 9,870 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -49) 0 -1,288 1,288 -2,315 566 -1,027 566 978 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 4.7 8.5 57.0 75.2 85.3 88.4 14.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 2 17 19 21 22 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,689 COMMITMENTS 8,100 0 6,803 67,300 72,590 82,203 79,393 3,486 6,296 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,173) 3,489 -407 -504 188 3,288 3,173 2,377 0 796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.0 7.9 78.5 84.7 95.9 92.7 4.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 0 4 20 22 24 26 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,890 COMMITMENTS 8,828 0 1,989 54,830 60,204 65,647 62,193 5,243 8,697 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 5,073) 1,422 0 -212 4,117 3,021 5,327 2,809 -254 2,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 0.0 2.8 77.3 84.9 92.6 87.7 7.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 2 19 23 21 25 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,946 COMMITMENTS 2,601 1,424 5,020 77,187 74,857 84,808 81,301 8,138 11,645 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,577) -364 -537 335 3,308 647 3,279 445 -702 2,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 1.5 5.4 83.0 80.5 91.2 87.5 8.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 2 25 31 28 34 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,552 COMMITMENTS 186 7,648 3,610 75,109 69,176 78,905 80,434 11,647 10,118 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 4,529) 186 742 540 3,469 4,560 4,195 5,842 334 -1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 8.4 4.0 82.9 76.4 87.1 88.8 12.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 3 22 19 25 22 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 37,915 COMMITMENTS 6,430 2,568 1,467 26,685 27,110 34,582 31,145 3,333 6,770 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 480) -520 0 270 300 30 50 300 430 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 6.8 3.9 70.4 71.5 91.2 82.1 8.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 11 11 14 14 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 78,619 COMMITMENTS 9,321 787 2,943 61,881 67,933 74,145 71,663 4,474 6,956 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -307) -69 -92 -1,088 1,156 1,147 -1 -33 -306 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 1.0 3.7 78.7 86.4 94.3 91.2 5.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 3 27 24 31 27 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 117,392 COMMITMENTS 928 16,703 7,160 99,971 79,415 108,059 103,278 9,333 14,114 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -1,113) -1,244 818 91 -390 -849 -1,543 60 430 -1,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 14.2 6.1 85.2 67.6 92.0 88.0 8.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 5 3 27 26 30 32 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,996 COMMITMENTS 0 6,907 1,289 47,894 44,023 49,183 52,219 12,813 9,777 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,221) 0 127 -32 1,302 1,620 1,270 1,715 -49 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.1 2.1 77.3 71.0 79.3 84.2 20.7 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 19 19 21 21 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 167,827 COMMITMENTS 3,611 21,101 14,353 137,337 126,501 155,301 161,955 12,526 5,872 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -103) 613 -3,398 1,510 -3,644 2,142 -1,521 254 1,418 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 12.6 8.6 81.8 75.4 92.5 96.5 7.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 6 8 36 36 44 45 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,970 COMMITMENTS 12 6,776 4,142 82,773 71,676 86,927 82,594 6,043 10,376 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -2,982) -1,003 -1,084 -75 -1,475 363 -2,553 -796 -429 -2,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.3 4.5 89.0 77.1 93.5 88.8 6.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 4 22 21 26 26 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,323 COMMITMENTS 0 8,324 0 53,298 42,701 53,298 51,025 3,025 5,298 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.8 0.0 94.6 75.8 94.6 90.6 5.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 13 15 13 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 280,981 COMMITMENTS 16,928 480 8,505 245,374 262,472 270,807 271,457 10,174 9,524 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,353) -2,475 0 2,189 3,719 990 3,433 3,179 -1,080 -826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.2 3.0 87.3 93.4 96.4 96.6 3.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 1 7 42 46 49 54 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 186,964 COMMITMENTS 6,893 7,831 16,005 149,391 155,180 172,289 179,016 14,675 7,948 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,693) -481 42 -19 4,515 2,543 4,015 2,566 -322 1,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 4.2 8.6 79.9 83.0 92.2 95.7 7.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 3 4 38 34 42 39 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 183,221 COMMITMENTS 10,265 6,982 13,770 136,351 148,808 160,386 169,560 22,835 13,661 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,007) -3,117 -284 1,703 1,020 -268 -394 1,151 2,401 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 3.8 7.5 74.4 81.2 87.5 92.5 12.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 3 6 32 34 39 40 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,641 COMMITMENTS 0 3,206 2,158 40,906 37,899 43,064 43,263 12,577 12,378 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,693) 0 11 77 3,460 3,881 3,537 3,969 156 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.8 3.9 73.5 68.1 77.4 77.8 22.6 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 19 18 20 19 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 257,183 COMMITMENTS 30,315 5,663 24,305 183,992 214,124 238,612 244,092 18,571 13,091 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 9,234) 538 1,607 54 4,916 5,706 5,508 7,367 3,726 1,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 2.2 9.5 71.5 83.3 92.8 94.9 7.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 7 4 7 39 39 50 46 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,582 COMMITMENTS 831 6,378 3,346 56,002 48,213 60,179 57,937 7,403 9,645 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 728) -541 255 -205 1,722 2,820 976 2,870 -248 -2,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 9.4 5.0 82.9 71.3 89.0 85.7 11.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 22 21 25 24 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,549,885 COMMITMENTS 210,586 64,282 796,440 1510851 1674226 2517877 2534948 32,008 14,937 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 27,239) 12,076 -1,597 1,661 13,808 26,894 27,545 26,958 -306 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 2.5 31.2 59.3 65.7 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 37 16 43 104 90 156 135 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,066,533 COMMITMENTS 120,244 316,910 187,527 755,369 558,758 1063140 1063195 3,393 3,338 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,774) 5,393 8,914 -569 -1,499 -4,563 3,325 3,782 -551 -1,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 29.7 17.6 70.8 52.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 18 22 32 39 38 73 76 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 94,554 COMMITMENTS 2,308 1,144 3,894 87,710 89,145 93,912 94,183 642 371 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,276) 315 24 141 2,048 2,372 2,504 2,536 -228 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.2 4.1 92.8 94.3 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 5 9 40 36 51 46 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,491 COMMITMENTS 810 0 726 15,890 16,534 17,426 17,260 65 231 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 134) 0 0 0 134 134 134 134 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.0 4.2 90.8 94.5 99.6 98.7 0.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 14 18 15 19 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,367 COMMITMENTS 1,840 0 234 16,822 18,213 18,896 18,446 471 921 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 80) 9 0 -5 73 87 78 83 1 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.0 1.2 86.9 94.0 97.6 95.2 2.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 18 19 20 21 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,923 COMMITMENTS 960 60 110 12,083 13,263 13,153 13,433 770 490 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 112) 0 0 0 112 116 112 116 -0 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.4 0.8 86.8 95.3 94.5 96.5 5.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 16 13 17 15 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,463 COMMITMENTS 973 100 503 28,077 29,578 29,553 30,181 910 282 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -78) 10 100 -10 162 72 162 162 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.3 1.7 92.2 97.1 97.0 99.1 3.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 23 22 26 24 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,496 COMMITMENTS 340 664 1,540 24,840 24,908 26,720 27,112 776 384 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 180) 0 0 0 180 180 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.4 5.6 90.3 90.6 97.2 98.6 2.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 18 14 20 16 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,496 COMMITMENTS 0 288 552 9,162 9,020 9,714 9,860 782 636 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 32) 0 0 0 32 32 32 32 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 5.3 87.3 85.9 92.5 93.9 7.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 14 14 16 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,183,553 COMMITMENTS 202,797 111,101 557,206 1345986 1429997 2105989 2098304 77,564 85,249 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -262,136) -4,583 -21,752 -69,289 -178,339 -139,924 -252,211 -230,965 -9,925 -31,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 5.1 25.5 61.6 65.5 96.4 96.1 3.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 109 102 159 91 97 286 296 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,429 COMMITMENTS 23,127 8,614 3,179 44,177 46,369 70,483 58,162 24,946 37,267 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,144) 438 554 -429 721 18 730 143 414 1,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 9.0 3.3 46.3 48.6 73.9 60.9 26.1 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 4 14 13 19 18 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,445 COMMITMENTS 0 0 0 18,295 18,445 18,295 18,445 150 0 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 600) 0 0 0 450 600 450 600 150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 19 19 19 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 65,021 COMMITMENTS 2,651 15,850 17,737 39,645 26,443 60,033 60,030 4,988 4,991 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -6,286) -681 5,529 -5,369 436 -5,024 -5,614 -4,864 -672 -1,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 24.4 27.3 61.0 40.7 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 9 12 17 17 30 30 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,106 COMMITMENTS 12,517 2,327 507 3,449 15,880 16,473 18,714 2,633 392 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -869) -391 84 169 -428 -1,073 -650 -820 -219 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.5 12.2 2.7 18.1 83.1 86.2 97.9 13.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 77 11 6 14 26 96 41 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,141 COMMITMENTS 10,248 1,283 114 2,062 12,981 12,424 14,378 2,717 763 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -940) -870 284 -8 131 -1,083 -747 -807 -193 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.7 8.5 0.8 13.6 85.7 82.1 95.0 17.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 41 8 3 9 27 51 38 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 248,734 COMMITMENTS 46,331 18,057 51,551 121,750 154,351 219,632 223,959 29,102 24,775 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 8,779) -1,464 1,166 828 8,326 6,544 7,690 8,538 1,089 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 7.3 20.7 48.9 62.1 88.3 90.0 11.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 69 38 50 88 95 182 160 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,000 COMMITMENTS 300 75 0 3,700 3,775 4,000 3,850 0 150 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 1.9 0.0 92.5 94.4 100.0 96.3 0.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 10 14 11 15
Updated May 25, 2007