GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 6,492: 0 75 0 6,492 6,307 6,492 6,382: 0 110 Old : 6,492: 0 75 0 6,492 6,307 6,492 6,382: 0 110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 544: 0 0 0 630 592 630 592: -86 -48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.2 0.0 100.0 97.2 100.0 98.3: 0.0 1.7 Old : 100.0: 0.0 1.2 0.0 100.0 97.2 100.0 98.3: 0.0 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 0 1 0 31 25 31 26: Old : 38: 0 1 0 31 25 31 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 : 42.2 43.8 63.4 72.7 37.6 41.3 52.6 61.0 Old : 42.2 43.8 63.4 72.7 37.6 41.3 52.6 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 7,500: 50 955 0 7,295 6,320 7,345 7,275: 155 225 Old : 7,500: 50 955 0 7,295 6,320 7,345 7,275: 155 225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 185: 0 60 0 185 125 185 185: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 12.7 0.0 97.3 84.3 97.9 97.0: 2.1 3.0 Old : 100.0: 0.7 12.7 0.0 97.3 84.3 97.9 97.0: 2.1 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 3 0 25 26 26 29: Old : 39: 1 3 0 25 26 26 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 : 56.7 46.6 74.9 66.4 51.1 43.1 59.5 56.2 Old : 56.7 46.6 74.9 66.4 51.1 43.1 59.5 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 3,475: 0 0 0 2,885 2,895 2,885 2,895: 590 580 Old : 3,475: 0 0 0 2,885 2,895 2,885 2,895: 590 580 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 121: 0 0 0 331 223 331 223: -210 -102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 83.0 83.3 83.0 83.3: 17.0 16.7 Old : 100.0: 0.0 0.0 0.0 83.0 83.3 83.0 83.3: 17.0 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 0 0 25 28 25 28: Old : 30: 0 0 0 25 28 25 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 : 29.1 32.9 49.4 54.2 23.4 23.7 32.5 36.2 Old : 29.1 32.9 49.4 54.2 23.4 23.7 32.5 36.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 3,865: 55 0 60 3,307 3,231 3,422 3,291: 443 574 Old : 3,865: 55 0 60 3,307 3,231 3,422 3,291: 443 574 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 113: 0 0 0 278 128 278 128: -165 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 1.6 85.6 83.6 88.5 85.1: 11.5 14.9 Old : 100.0: 1.4 0.0 1.6 85.6 83.6 88.5 85.1: 11.5 14.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 0 2 30 33 32 35: Old : 37: 2 0 2 30 33 32 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.7 26.5 49.0 44.6 18.6 20.3 30.2 28.8 Old : 30.7 26.5 49.0 44.6 18.6 20.3 30.2 28.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 283,227: 34,599 19,897 63,988 145,538 169,448 244,125 253,333: 39,102 29,893 Old : 283,227: 34,599 19,897 63,988 145,538 169,448 244,125 253,333: 39,102 29,893 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -5,006: -2,684 -1,754 3,569 -7,971 -6,724 -7,085 -4,909: 2,079 -98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 7.0 22.6 51.4 59.8 86.2 89.4: 13.8 10.6 Old : 100.0: 12.2 7.0 22.6 51.4 59.8 86.2 89.4: 13.8 10.6 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 : 144: 39 27 40 61 68 123 117: Old : 144: 39 27 40 61 68 123 117: 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 : 18.0 25.3 29.3 37.1 9.8 14.7 16.0 18.8 Old : 18.0 25.3 29.3 37.1 9.8 14.7 16.0 18.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 14,749: 4,099 6,050 6,183 3,257 1,933 13,539 14,166: 1,210 583 Old : 14,749: 4,099 6,050 6,183 3,257 1,933 13,539 14,166: 1,210 583 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 1,362: 284 622 771 343 275 1,398 1,668: -36 -306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 41.0 41.9 22.1 13.1 91.8 96.0: 8.2 4.0 Old : 100.0: 27.8 41.0 41.9 22.1 13.1 91.8 96.0: 8.2 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 : 21: 5 6 9 10 10 21 19: Old : 21: 5 6 9 10 10 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.1 69.7 78.2 85.7 32.4 39.4 38.2 43.4 Old : 65.1 69.7 78.2 85.7 32.4 39.4 38.2 43.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 7,975: 1,650 50 450 5,525 7,200 7,625 7,700: 350 275 Old : 7,975: 1,650 50 450 5,525 7,200 7,625 7,700: 350 275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 200: 0 0 0 100 200 100 200: 100 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 0.6 5.6 69.3 90.3 95.6 96.6: 4.4 3.4 Old : 100.0: 20.7 0.6 5.6 69.3 90.3 95.6 96.6: 4.4 3.4 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 : 38: 2 1 3 22 28 26 31: Old : 38: 2 1 3 22 28 26 31: 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 : 66.5 52.4 75.9 68.3 60.8 51.1 65.8 61.1 Old : 66.5 52.4 75.9 68.3 60.8 51.1 65.8 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 7,350: 1,325 50 100 5,300 7,025 6,725 7,175: 625 175 Old : 7,350: 1,325 50 100 5,300 7,025 6,725 7,175: 625 175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 0.7 1.4 72.1 95.6 91.5 97.6: 8.5 2.4 Old : 100.0: 18.0 0.7 1.4 72.1 95.6 91.5 97.6: 8.5 2.4 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 : 23: 1 1 1 9 17 11 18: Old : 23: 1 1 1 9 17 11 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.8 46.9 87.8 73.8 70.7 45.2 78.2 71.1 Old : 74.8 46.9 87.8 73.8 70.7 45.2 78.2 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10,000 MMBTU'S) : : : : All : 1,317,274: 159,818 422,786 433,799 638,497 425,952 1,232,114 1,282,537: 85,160 34,736 Old : 1,317,274: 159,818 422,786 433,799 638,497 425,952 1,232,114 1,282,537: 85,160 34,736 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 20,780: 10,358 28,911 -3,579 14,563 -850 21,342 24,482: -562 -3,702 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 32.1 32.9 48.5 32.3 93.5 97.4: 6.5 2.6 Old : 100.0: 12.1 32.1 32.9 48.5 32.3 93.5 97.4: 6.5 2.6 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 : 244: 99 50 89 83 79 233 176: Old : 244: 99 50 89 83 79 233 176: 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 : 33.4 38.6 45.6 54.4 18.8 25.3 22.3 29.6 Old : 33.4 38.6 45.6 54.4 18.8 25.3 22.3 29.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 9,944: 4,461 3,255 1,672 3,547 4,671 9,680 9,597: 263 346 Old : 9,944: 4,461 3,255 1,672 3,547 4,671 9,680 9,597: 263 346 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 427: 62 -0 309 33 111 405 420: 22 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.9 32.7 16.8 35.7 47.0 97.4 96.5: 2.6 3.5 Old : 100.0: 44.9 32.7 16.8 35.7 47.0 97.4 96.5: 2.6 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 10 5 6 8 12 19: Old : 20: 2 10 5 6 8 12 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 : 87.3 53.5 96.2 78.5 57.4 40.5 57.4 51.2 Old : 87.3 53.5 96.2 78.5 57.4 40.5 57.4 51.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 98,643: 0 10,141 2,460 90,067 73,470 92,527 86,071: 6,116 12,572 Old : 98,643: 0 10,141 2,460 90,067 73,470 92,527 86,071: 6,116 12,572 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 2,557: 0 -916 815 2,044 1,833 2,859 1,732: -302 825 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.3 2.5 91.3 74.5 93.8 87.3: 6.2 12.7 Old : 100.0: 0.0 10.3 2.5 91.3 74.5 93.8 87.3: 6.2 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 4 2 24 22 26 26: Old : 30: 0 4 2 24 22 26 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 : 52.3 55.7 69.4 70.2 50.0 54.9 65.5 66.6 Old : 52.3 55.7 69.4 70.2 50.0 54.9 65.5 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 75,157: 3,379 8,781 2,956 60,748 55,361 67,083 67,098: 8,074 8,059 Old : 75,157: 3,379 8,781 2,956 60,748 55,361 67,083 67,098: 8,074 8,059 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -626: 0 2,957 -912 178 -2,659 -734 -614: 108 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 11.7 3.9 80.8 73.7 89.3 89.3: 10.7 10.7 Old : 100.0: 4.5 11.7 3.9 80.8 73.7 89.3 89.3: 10.7 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 2 2 3 26 26 29 30: Old : 39: 2 2 3 26 26 29 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 : 35.8 36.1 55.2 56.1 35.7 28.1 55.1 44.4 Old : 35.8 36.1 55.2 56.1 35.7 28.1 55.1 44.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 114,974: 3,785 0 3,120 98,343 102,278 105,248 105,398: 9,726 9,576 Old : 114,974: 3,785 0 3,120 98,343 102,278 105,248 105,398: 9,726 9,576 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 192: -1,704 0 575 4,160 779 3,031 1,354: -2,839 -1,162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 0.0 2.7 85.5 89.0 91.5 91.7: 8.5 8.3 Old : 100.0: 3.3 0.0 2.7 85.5 89.0 91.5 91.7: 8.5 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 : 34: 2 0 1 28 26 30 27: Old : 34: 2 0 1 28 26 30 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 : 46.1 42.9 63.3 60.8 39.8 38.5 54.1 53.5 Old : 46.1 42.9 63.3 60.8 39.8 38.5 54.1 53.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 98,691: 10,765 3,012 1,039 78,394 86,435 90,198 90,486: 8,493 8,205 Old : 98,691: 10,765 3,012 1,039 78,394 86,435 90,198 90,486: 8,493 8,205 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -322: -91 0 -60 433 299 282 239: -604 -561 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 3.1 1.1 79.4 87.6 91.4 91.7: 8.6 8.3 Old : 100.0: 10.9 3.1 1.1 79.4 87.6 91.4 91.7: 8.6 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 : 39: 3 1 2 24 30 28 32: Old : 39: 3 1 2 24 30 28 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.3 40.4 51.8 60.2 26.8 35.0 42.8 52.7 Old : 30.3 40.4 51.8 60.2 26.8 35.0 42.8 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 57,854: 7,856 0 4,890 38,789 48,093 51,535 52,983: 6,319 4,871 Old : 57,854: 7,856 0 4,890 38,789 48,093 51,535 52,983: 6,319 4,871 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 948: 344 0 -128 606 1,076 822 948: 126 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 0.0 8.5 67.0 83.1 89.1 91.6: 10.9 8.4 Old : 100.0: 13.6 0.0 8.5 67.0 83.1 89.1 91.6: 10.9 8.4 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 : 24: 2 0 1 16 19 18 20: Old : 24: 2 0 1 16 19 18 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 41.9 76.1 67.7 38.6 28.7 44.4 45.1 Old : 56.5 41.9 76.1 67.7 38.6 28.7 44.4 45.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 77,368: 5,572 4,594 3,316 62,020 60,322 70,908 68,232: 6,460 9,136 Old : 77,368: 5,572 4,594 3,316 62,020 60,322 70,908 68,232: 6,460 9,136 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 782: 604 2,697 -1,319 1,437 -656 722 722: 60 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 5.9 4.3 80.2 78.0 91.7 88.2: 8.3 11.8 Old : 100.0: 7.2 5.9 4.3 80.2 78.0 91.7 88.2: 8.3 11.8 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 : 32: 1 1 2 23 26 25 28: Old : 32: 1 1 2 23 26 25 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 : 50.2 45.8 73.1 63.8 49.3 41.3 64.3 53.8 Old : 50.2 45.8 73.1 63.8 49.3 41.3 64.3 53.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 99,912: 5,838 5,173 2,199 87,355 83,611 95,392 90,983: 4,520 8,929 Old : 99,912: 5,838 5,173 2,199 87,355 83,611 95,392 90,983: 4,520 8,929 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -750: 641 761 -266 -296 279 79 774: -829 -1,524 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 5.2 2.2 87.4 83.7 95.5 91.1: 4.5 8.9 Old : 100.0: 5.8 5.2 2.2 87.4 83.7 95.5 91.1: 4.5 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 : 45: 1 3 3 27 36 30 40: Old : 45: 1 3 3 27 36 30 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.4 23.9 62.6 39.9 35.7 20.0 53.0 34.0 Old : 39.4 23.9 62.6 39.9 35.7 20.0 53.0 34.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 122,575: 7,443 240 5,947 99,700 103,470 113,090 109,657: 9,485 12,918 Old : 122,575: 7,443 240 5,947 99,700 103,470 113,090 109,657: 9,485 12,918 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 10,650: 70 -1,150 1,653 11,057 9,760 12,780 10,263: -2,130 387 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 0.2 4.9 81.3 84.4 92.3 89.5: 7.7 10.5 Old : 100.0: 6.1 0.2 4.9 81.3 84.4 92.3 89.5: 7.7 10.5 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 : 34: 4 1 3 22 24 26 28: Old : 34: 4 1 3 22 24 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 : 45.0 42.8 60.9 63.4 43.8 42.8 56.4 58.4 Old : 45.0 42.8 60.9 63.4 43.8 42.8 56.4 58.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 70,439: 4,395 6,207 5,404 53,929 44,995 63,728 56,606: 6,711 13,833 Old : 70,439: 4,395 6,207 5,404 53,929 44,995 63,728 56,606: 6,711 13,833 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -892: 2,157 633 -662 -2,188 -2,231 -693 -2,260: -199 1,368 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 8.8 7.7 76.6 63.9 90.5 80.4: 9.5 19.6 Old : 100.0: 6.2 8.8 7.7 76.6 63.9 90.5 80.4: 9.5 19.6 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 : 27: 3 1 4 18 17 22 21: Old : 27: 3 1 4 18 17 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 : 43.7 43.6 62.9 62.3 39.1 31.8 50.1 43.4 Old : 43.7 43.6 62.9 62.3 39.1 31.8 50.1 43.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 114,979: 7,466 4,530 23,170 82,836 79,057 113,472 106,757: 1,507 8,222 Old : 114,979: 7,466 4,530 23,170 82,836 79,057 113,472 106,757: 1,507 8,222 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -1,069: 1,729 -796 -1,289 -591 3,551 -151 1,466: -918 -2,535 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 3.9 20.2 72.0 68.8 98.7 92.8: 1.3 7.2 Old : 100.0: 6.5 3.9 20.2 72.0 68.8 98.7 92.8: 1.3 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 4 1 3 14 16 19 19: Old : 27: 4 1 3 14 16 19 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 : 67.0 52.5 83.0 71.8 39.9 28.8 49.6 42.7 Old : 67.0 52.5 83.0 71.8 39.9 28.8 49.6 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 63,788: 1,224 903 3,598 50,024 48,715 54,846 53,216: 8,942 10,572 Old : 63,788: 1,224 903 3,598 50,024 48,715 54,846 53,216: 8,942 10,572 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 1,822: -101 903 -106 1,470 573 1,263 1,370: 559 452 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 1.4 5.6 78.4 76.4 86.0 83.4: 14.0 16.6 Old : 100.0: 1.9 1.4 5.6 78.4 76.4 86.0 83.4: 14.0 16.6 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 : 29: 1 1 1 23 24 25 25: Old : 29: 1 1 1 23 24 25 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 : 31.6 35.3 50.3 56.4 21.4 31.6 33.7 40.9 Old : 31.6 35.3 50.3 56.4 21.4 31.6 33.7 40.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 116,092: 13,880 518 4,388 92,273 103,576 110,541 108,482: 5,551 7,610 Old : 116,092: 13,880 518 4,388 92,273 103,576 110,541 108,482: 5,551 7,610 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 5,220: 1,982 90 190 2,906 4,106 5,078 4,386: 142 834 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 0.4 3.8 79.5 89.2 95.2 93.4: 4.8 6.6 Old : 100.0: 12.0 0.4 3.8 79.5 89.2 95.2 93.4: 4.8 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 4 1 4 33 34 38 38: Old : 47: 4 1 4 33 34 38 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.6 35.0 50.0 51.0 26.8 32.2 43.2 46.5 Old : 32.6 35.0 50.0 51.0 26.8 32.2 43.2 46.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 2,094,957: 335,812 24,712 844,389 909,525 1,220,026 2,089,726 2,089,127: 5,231 5,829 Old : 2,094,957: 335,812 24,712 844,389 909,525 1,220,026 2,089,726 2,089,127: 5,231 5,829 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 53,555: 24,283 -1,785 12,704 16,828 43,069 53,815 53,988: -259 -433 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 1.2 40.3 43.4 58.2 99.8 99.7: 0.2 0.3 Old : 100.0: 16.0 1.2 40.3 43.4 58.2 99.8 99.7: 0.2 0.3 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 : 128: 37 23 58 66 67 126 125: Old : 128: 37 23 58 66 67 126 125: 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 : 36.7 34.6 53.1 53.8 11.9 11.8 14.8 14.4 Old : 36.7 34.6 53.1 53.8 11.9 11.8 14.8 14.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 130,443: 2,680 33,599 16,549 92,066 70,832 111,295 120,980: 19,148 9,463 Old : 130,443: 2,680 33,599 16,549 92,066 70,832 111,295 120,980: 19,148 9,463 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 1,134: 60 1,680 -122 1,138 230 1,076 1,788: 58 -654 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 25.8 12.7 70.6 54.3 85.3 92.7: 14.7 7.3 Old : 100.0: 2.1 25.8 12.7 70.6 54.3 85.3 92.7: 14.7 7.3 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 : 37: 1 6 5 29 27 34 34: Old : 37: 1 6 5 29 27 34 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 31.3 49.7 48.2 22.1 19.9 34.4 34.3 Old : 32.7 31.3 49.7 48.2 22.1 19.9 34.4 34.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 115,416: 7,438 2,832 9,468 90,313 88,619 107,219 100,919: 8,197 14,497 Old : 115,416: 7,438 2,832 9,468 90,313 88,619 107,219 100,919: 8,197 14,497 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 750: 1,917 0 -79 1,624 1,449 3,462 1,370: -2,712 -620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 2.5 8.2 78.2 76.8 92.9 87.4: 7.1 12.6 Old : 100.0: 6.4 2.5 8.2 78.2 76.8 92.9 87.4: 7.1 12.6 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 : 28: 3 2 4 20 19 25 23: Old : 28: 3 2 4 20 19 25 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 : 55.7 47.4 72.1 64.6 52.1 39.3 59.1 51.5 Old : 55.7 47.4 72.1 64.6 52.1 39.3 59.1 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 239,925: 14,054 4,251 5,216 205,108 216,829 224,378 226,296: 15,547 13,629 Old : 239,925: 14,054 4,251 5,216 205,108 216,829 224,378 226,296: 15,547 13,629 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 3,937: -81 -571 -187 4,489 5,000 4,221 4,242: -284 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 1.8 2.2 85.5 90.4 93.5 94.3: 6.5 5.7 Old : 100.0: 5.9 1.8 2.2 85.5 90.4 93.5 94.3: 6.5 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 : 53: 3 4 6 42 40 48 47: Old : 53: 3 4 6 42 40 48 47: 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 : 28.9 52.9 49.4 61.7 25.7 49.2 42.4 56.3 Old : 28.9 52.9 49.4 61.7 25.7 49.2 42.4 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 242,187: 12,608 9,669 15,281 201,189 207,292 229,078 232,242: 13,109 9,945 Old : 242,187: 12,608 9,669 15,281 201,189 207,292 229,078 232,242: 13,109 9,945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 1,612: 1,391 604 0 1,265 1,648 2,656 2,252: -1,044 -640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 4.0 6.3 83.1 85.6 94.6 95.9: 5.4 4.1 Old : 100.0: 5.2 4.0 6.3 83.1 85.6 94.6 95.9: 5.4 4.1 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 : 50: 5 3 4 39 34 47 38: Old : 50: 5 3 4 39 34 47 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.0 37.5 46.0 59.3 23.0 36.1 37.7 49.5 Old : 26.0 37.5 46.0 59.3 23.0 36.1 37.7 49.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 253,825: 11,038 5,152 14,623 217,599 222,441 243,260 242,216: 10,565 11,609 Old : 253,825: 11,038 5,152 14,623 217,599 222,441 243,260 242,216: 10,565 11,609 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 2,238: -645 -4,074 324 3,050 7,770 2,729 4,020: -491 -1,782 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 2.0 5.8 85.7 87.6 95.8 95.4: 4.2 4.6 Old : 100.0: 4.3 2.0 5.8 85.7 87.6 95.8 95.4: 4.2 4.6 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 : 59: 4 2 4 49 47 55 51: Old : 59: 4 2 4 49 47 55 51: 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 : 34.7 29.6 50.3 46.4 32.5 20.1 43.2 32.3 Old : 34.7 29.6 50.3 46.4 32.5 20.1 43.2 32.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 55,917: 502 918 2,861 44,988 42,794 48,351 46,573: 7,566 9,344 Old : 55,917: 502 918 2,861 44,988 42,794 48,351 46,573: 7,566 9,344 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 2,539: 502 84 57 2,378 3,132 2,937 3,273: -398 -734 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 1.6 5.1 80.5 76.5 86.5 83.3: 13.5 16.7 Old : 100.0: 0.9 1.6 5.1 80.5 76.5 86.5 83.3: 13.5 16.7 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 : 25: 1 1 1 20 17 21 19: Old : 25: 1 1 1 20 17 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 38.2 62.6 60.1 33.4 34.1 47.3 51.2 Old : 38.0 38.2 62.6 60.1 33.4 34.1 47.3 51.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 220,161: 18,962 5,791 18,162 173,671 185,650 210,795 209,603: 9,366 10,558 Old : 220,161: 18,962 5,791 18,162 173,671 185,650 210,795 209,603: 9,366 10,558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 4,256: 268 -1,368 1,212 2,410 5,596 3,890 5,440: 366 -1,184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 2.6 8.2 78.9 84.3 95.7 95.2: 4.3 4.8 Old : 100.0: 8.6 2.6 8.2 78.9 84.3 95.7 95.2: 4.3 4.8 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 : 51: 4 3 6 42 42 49 48: Old : 51: 4 3 6 42 42 49 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 : 29.2 28.6 50.5 43.2 20.6 21.5 31.4 31.4 Old : 29.2 28.6 50.5 43.2 20.6 21.5 31.4 31.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 64,280: 3,525 4,406 720 52,109 45,132 56,354 50,258: 7,926 14,022 Old : 64,280: 3,525 4,406 720 52,109 45,132 56,354 50,258: 7,926 14,022 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 240: 0 211 -60 147 180 87 331: 153 -91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 6.9 1.1 81.1 70.2 87.7 78.2: 12.3 21.8 Old : 100.0: 5.5 6.9 1.1 81.1 70.2 87.7 78.2: 12.3 21.8 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 : 28: 1 2 1 22 18 24 20: Old : 28: 1 2 1 22 18 24 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 : 33.5 37.5 57.9 57.5 29.1 26.0 41.3 37.6 Old : 33.5 37.5 57.9 57.5 29.1 26.0 41.3 37.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 3,296,129: 1,125,431 122,299 832,477 1,311,308 2,331,405 3,269,216 3,286,181: 26,913 9,948 Old : 3,296,129: 1,125,431 122,299 832,477 1,311,308 2,331,405 3,269,216 3,286,181: 26,913 9,948 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 32,828: -2,285 1,562 -3,910 51,781 46,284 45,586 43,936: -12,758 -11,108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 3.7 25.3 39.8 70.7 99.2 99.7: 0.8 0.3 Old : 100.0: 34.1 3.7 25.3 39.8 70.7 99.2 99.7: 0.8 0.3 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 : 161: 34 16 43 103 97 154 142: Old : 161: 34 16 43 103 97 154 142: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 33.8 51.0 51.2 27.4 22.0 32.0 29.7 Old : 38.0 33.8 51.0 51.2 27.4 22.0 32.0 29.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,173,307: 88,505 381,998 302,215 779,068 486,693 1,169,788 1,170,906: 3,519 2,401 Old : 1,173,307: 88,505 381,998 302,215 779,068 486,693 1,169,788 1,170,906: 3,519 2,401 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 8,649: -18,160 -6,008 14,868 11,486 1,039 8,194 9,899: 455 -1,250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 32.6 25.8 66.4 41.5 99.7 99.8: 0.3 0.2 Old : 100.0: 7.5 32.6 25.8 66.4 41.5 99.7 99.8: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 89: 22 22 31 44 43 81 81: Old : 89: 22 22 31 44 43 81 81: 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 : 36.6 48.6 57.9 66.1 28.4 31.5 36.8 40.8 Old : 36.6 48.6 57.9 66.1 28.4 31.5 36.8 40.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 101,358: 689 869 5,573 94,431 94,182 100,694 100,624: 664 734 Old : 101,358: 689 869 5,573 94,431 94,182 100,694 100,624: 664 734 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 3,249: 56 -64 213 2,954 3,097 3,223 3,246: 26 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.9 5.5 93.2 92.9 99.3 99.3: 0.7 0.7 Old : 100.0: 0.7 0.9 5.5 93.2 92.9 99.3 99.3: 0.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 5 5 7 33 33 41 42: Old : 46: 5 5 7 33 33 41 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 42.9 72.3 65.5 15.0 12.9 19.9 17.8 Old : 47.8 42.9 72.3 65.5 15.0 12.9 19.9 17.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 29,658: 3,643 3 395 23,295 27,087 27,333 27,484: 2,326 2,174 Old : 29,658: 3,643 3 395 23,295 27,087 27,333 27,484: 2,326 2,174 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 482: 20 2 3 -1,427 -1,449 -1,404 -1,444: 1,886 1,926 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 0.0 1.3 78.5 91.3 92.2 92.7: 7.8 7.3 Old : 100.0: 12.3 0.0 1.3 78.5 91.3 92.2 92.7: 7.8 7.3 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: 3 1 3 20 22 24 25: Old : 30: 3 1 3 20 22 24 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 : 60.2 71.6 80.5 83.2 22.5 32.9 33.8 36.1 Old : 60.2 71.6 80.5 83.2 22.5 32.9 33.8 36.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 25,142: 540 1,326 562 21,316 21,852 22,418 23,740: 2,724 1,402 Old : 25,142: 540 1,326 562 21,316 21,852 22,418 23,740: 2,724 1,402 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 120: 0 10 -10 130 120 120 120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 5.3 2.2 84.8 86.9 89.2 94.4: 10.8 5.6 Old : 100.0: 2.1 5.3 2.2 84.8 86.9 89.2 94.4: 10.8 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 : 25: 1 2 2 18 16 21 18: Old : 25: 1 2 2 18 16 21 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 52.9 68.7 75.7 28.1 41.0 41.8 47.3 Old : 47.7 52.9 68.7 75.7 28.1 41.0 41.8 47.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 29,040: 2,760 240 640 25,602 27,122 29,002 28,002: 38 1,038 Old : 29,040: 2,760 240 640 25,602 27,122 29,002 28,002: 38 1,038 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -48: 240 0 0 0 240 240 240: -288 -288 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 0.8 2.2 88.2 93.4 99.9 96.4: 0.1 3.6 Old : 100.0: 9.5 0.8 2.2 88.2 93.4 99.9 96.4: 0.1 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 1 1 23 22 26 23: Old : 29: 2 1 1 23 22 26 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 : 54.5 72.8 70.9 84.3 53.2 68.6 68.5 76.8 Old : 54.5 72.8 70.9 84.3 53.2 68.6 68.5 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,773,140: 290,513 166,537 1,111,219 1,276,434 1,374,531 2,678,166 2,652,286: 94,975 120,854 Old : 2,773,140: 290,513 166,537 1,111,219 1,276,434 1,374,531 2,678,166 2,652,286: 94,975 120,854 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -376,526: -1,861 12,249 -197,588 -175,633 -189,128 -375,082 -374,467: -1,444 -2,060 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 6.0 40.1 46.0 49.6 96.6 95.6: 3.4 4.4 Old : 100.0: 10.5 6.0 40.1 46.0 49.6 96.6 95.6: 3.4 4.4 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 : 373: 111 151 169 84 98 298 322: Old : 373: 111 151 169 84 98 298 322: 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 : 25.1 23.7 38.0 35.9 6.3 4.6 9.7 7.3 Old : 25.1 23.7 38.0 35.9 6.3 4.6 9.7 7.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 105,684: 18,055 31,519 21,923 63,286 48,460 103,265 101,902: 2,419 3,781 Old : 105,684: 18,055 31,519 21,923 63,286 48,460 103,265 101,902: 2,419 3,781 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 2,448: 7,597 2,765 -6,535 1,109 2,948 2,171 -823: 278 3,271 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 29.8 20.7 59.9 45.9 97.7 96.4: 2.3 3.6 Old : 100.0: 17.1 29.8 20.7 59.9 45.9 97.7 96.4: 2.3 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 14 16 13 11 29 28: Old : 33: 3 14 16 13 11 29 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 : 75.5 41.9 83.7 64.2 60.7 31.3 62.9 46.6 Old : 75.5 41.9 83.7 64.2 60.7 31.3 62.9 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 131,146: 24,713 16,713 6,228 63,304 55,081 94,245 78,022: 36,901 53,124 Old : 131,146: 24,713 16,713 6,228 63,304 55,081 94,245 78,022: 36,901 53,124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 6,197: 850 1,037 1,635 1,796 3,274 4,281 5,946: 1,916 251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 12.7 4.7 48.3 42.0 71.9 59.5: 28.1 40.5 Old : 100.0: 18.8 12.7 4.7 48.3 42.0 71.9 59.5: 28.1 40.5 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 : 22: 4 3 6 14 14 20 21: Old : 22: 4 3 6 14 14 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 24.3 60.6 41.0 36.5 23.4 48.5 38.6 Old : 43.9 24.3 60.6 41.0 36.5 23.4 48.5 38.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 339,842: 44,172 20,359 130,452 160,855 185,442 335,479 336,253: 4,363 3,589 Old : 339,842: 44,172 20,359 130,452 160,855 185,442 335,479 336,253: 4,363 3,589 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -59,995: -5,363 1,101 -33,957 -21,332 -26,399 -60,652 -59,255: 658 -739 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 6.0 38.4 47.3 54.6 98.7 98.9: 1.3 1.1 Old : 100.0: 13.0 6.0 38.4 47.3 54.6 98.7 98.9: 1.3 1.1 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 : 77: 18 23 34 35 35 74 72: Old : 77: 18 23 34 35 35 74 72: 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 : 29.8 31.5 48.0 49.9 9.4 10.0 13.5 13.2 Old : 29.8 31.5 48.0 49.9 9.4 10.0 13.5 13.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 325,483: 22,513 8,448 95,078 193,497 210,872 311,088 314,397: 14,395 11,085 Old : 325,483: 22,513 8,448 95,078 193,497 210,872 311,088 314,397: 14,395 11,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 16,849: 57 -281 6,759 9,556 10,058 16,373 16,536: 476 313 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 2.6 29.2 59.4 64.8 95.6 96.6: 4.4 3.4 Old : 100.0: 6.9 2.6 29.2 59.4 64.8 95.6 96.6: 4.4 3.4 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: 4 4 8 28 27 36 35: Old : 36: 4 4 8 28 27 36 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 31.0 53.3 47.1 10.2 8.2 13.2 12.4 Old : 37.5 31.0 53.3 47.1 10.2 8.2 13.2 12.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 19,339: 150 865 0 19,189 18,474 19,339 19,339: 0 0 Old : 19,339: 150 865 0 19,189 18,474 19,339 19,339: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 720: 0 0 0 720 720 720 720: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 4.5 0.0 99.2 95.5 100.0 100.0: 0.0 0.0 Old : 100.0: 0.8 4.5 0.0 99.2 95.5 100.0 100.0: 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 : 36: 1 4 0 25 26 26 30: Old : 36: 1 4 0 25 26 26 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 : 51.6 47.9 70.6 72.5 32.5 30.9 41.8 39.7 Old : 51.6 47.9 70.6 72.5 32.5 30.9 41.8 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 179,262: 30,936 31,392 38,785 98,793 100,774 168,514 170,951: 10,748 8,311 Old : 179,262: 30,936 31,392 38,785 98,793 100,774 168,514 170,951: 10,748 8,311 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -11,286: 1,034 -4,771 -4,105 -9,189 -3,291 -12,260 -12,167: 974 881 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 17.5 21.6 55.1 56.2 94.0 95.4: 6.0 4.6 Old : 100.0: 17.3 17.5 21.6 55.1 56.2 94.0 95.4: 6.0 4.6 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 : 53: 12 13 23 25 25 51 49: Old : 53: 12 13 23 25 25 51 49: 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 : 36.9 31.0 54.6 49.9 23.8 18.0 30.0 25.7 Old : 36.9 31.0 54.6 49.9 23.8 18.0 30.0 25.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 26,501: 1,210 2,198 4,100 19,360 17,687 24,670 23,985: 1,831 2,516 Old : 26,501: 1,210 2,198 4,100 19,360 17,687 24,670 23,985: 1,831 2,516 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 712: -100 -320 1,100 -242 -617 758 163: -46 549 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 8.3 15.5 73.1 66.7 93.1 90.5: 6.9 9.5 Old : 100.0: 4.6 8.3 15.5 73.1 66.7 93.1 90.5: 6.9 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 : 21: 1 2 4 14 16 18 21: Old : 21: 1 2 4 14 16 18 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 : 42.6 33.1 66.6 55.4 21.9 16.4 26.3 23.5 Old : 42.6 33.1 66.6 55.4 21.9 16.4 26.3 23.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 5,815: 400 400 0 5,415 5,415 5,815 5,815: 0 0 Old : 5,815: 400 400 0 5,415 5,415 5,815 5,815: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 45: 0 0 0 45 45 45 45: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 6.9 0.0 93.1 93.1 100.0 100.0: 0.0 0.0 Old : 100.0: 6.9 6.9 0.0 93.1 93.1 100.0 100.0: 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 : 24: 2 1 0 13 15 15 16: Old : 24: 2 1 0 13 15 15 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 : 55.4 58.6 83.7 82.4 53.2 55.0 73.0 68.8 Old : 55.4 58.6 83.7 82.4 53.2 55.0 73.0 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 18,708: 9,917 1,840 828 5,439 15,481 16,184 18,149: 2,524 559 Old : 18,708: 9,917 1,840 828 5,439 15,481 16,184 18,149: 2,524 559 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -1,560: -1,294 -837 438 -429 -744 -1,285 -1,143: -275 -417 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.0 9.8 4.4 29.1 82.8 86.5 97.0: 13.5 3.0 Old : 100.0: 53.0 9.8 4.4 29.1 82.8 86.5 97.0: 13.5 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 99: 46 12 6 15 29 66 44: Old : 99: 46 12 6 15 29 66 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 39.7 50.1 60.3 34.5 39.7 50.1 60.1 Old : 34.5 39.7 50.1 60.3 34.5 39.7 50.1 60.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 17,225: 11,671 1,925 389 1,336 13,456 13,396 15,770: 3,829 1,455 Old : 17,225: 11,671 1,925 389 1,336 13,456 13,396 15,770: 3,829 1,455 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 1,442: 1,239 368 265 -230 941 1,274 1,574: 168 -132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 11.2 2.3 7.8 78.1 77.8 91.6: 22.2 8.4 Old : 100.0: 67.8 11.2 2.3 7.8 78.1 77.8 91.6: 22.2 8.4 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 : 87: 50 10 2 6 21 57 32: Old : 87: 50 10 2 6 21 57 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 47.0 32.7 63.6 21.5 47.0 32.7 63.6 Old : 21.5 47.0 32.7 63.6 21.5 47.0 32.7 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 350,323: 81,650 7,703 78,068 154,642 238,065 314,360 323,837: 35,963 26,486 Old : 350,323: 81,650 7,703 78,068 154,642 238,065 314,360 323,837: 35,963 26,486 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 22,732: 1,701 -1,011 9,643 9,419 11,503 20,763 20,135: 1,970 2,597 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 2.2 22.3 44.1 68.0 89.7 92.4: 10.3 7.6 Old : 100.0: 23.3 2.2 22.3 44.1 68.0 89.7 92.4: 10.3 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 204: 77 22 48 77 92 175 147: Old : 204: 77 22 48 77 92 175 147: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.6 26.4 32.0 39.4 8.1 11.4 13.3 18.3 Old : 20.6 26.4 32.0 39.4 8.1 11.4 13.3 18.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,775: 0 50 200 2,375 2,510 2,575 2,760: 200 15 Old : 2,775: 0 50 200 2,375 2,510 2,575 2,760: 200 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 50: 0 0 0 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 7.2 85.6 90.5 92.8 99.5: 7.2 0.5 Old : 100.0: 0.0 1.8 7.2 85.6 90.5 92.8 99.5: 7.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 1 17 19 18 21: Old : 26: 0 1 1 17 19 18 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 : 48.6 50.5 71.2 69.4 27.0 34.2 38.7 42.7 Old : 48.6 50.5 71.2 69.4 27.0 34.2 38.7 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 12,533: 400 916 300 11,552 10,813 12,252 12,029: 281 504 Old : 12,533: 400 916 300 11,552 10,813 12,252 12,029: 281 504 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 485: 400 325 -96 706 372 1,010 601: -525 -116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 7.3 2.4 92.2 86.3 97.8 96.0: 2.2 4.0 Old : 100.0: 3.2 7.3 2.4 92.2 86.3 97.8 96.0: 2.2 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 : 32: 1 1 2 24 21 26 23: Old : 32: 1 1 2 24 21 26 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 : 47.1 47.9 67.3 72.6 40.9 41.3 53.3 53.2 Old : 47.1 47.9 67.3 72.6 40.9 41.3 53.3 53.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 4,920: 0 575 75 4,845 4,220 4,920 4,870: 0 50 Old : 4,920: 0 575 75 4,845 4,220 4,920 4,870: 0 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 50: 0 0 0 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.7 1.5 98.5 85.8 100.0 99.0: 0.0 1.0 Old : 100.0: 0.0 11.7 1.5 98.5 85.8 100.0 99.0: 0.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 1 1 19 14 20 15: Old : 28: 0 1 1 19 14 20 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 : 43.7 60.9 69.0 83.2 37.0 54.3 55.3 69.5 Old : 43.7 60.9 69.0 83.2 37.0 54.3 55.3 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,054: 160 0 0 1,894 2,054 2,054 2,054: 0 0 Old : 2,054: 160 0 0 1,894 2,054 2,054 2,054: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 384: 0 0 0 384 384 384 384: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 0.0 0.0 92.2 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 7.8 0.0 0.0 92.2 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 0 8 13 10 13: Old : 21: 2 0 0 8 13 10 13: 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 : 62.6 61.1 92.2 82.9 56.0 46.6 74.7 65.3 Old : 62.6 61.1 92.2 82.9 56.0 46.6 74.7 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008 ------------------------------------------------------------------------------------------------------------------- : 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 : 15,380: 2,832 658 790 10,201 7,846 13,823 9,294: 1,557 6,086 Old : 15,380: 2,832 658 790 10,201 7,846 13,823 9,294: 1,557 6,086 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : 1,850: 39 0 111 1,775 -225 1,925 -114: -75 1,964 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 4.3 5.1 66.3 51.0 89.9 60.4: 10.1 39.6 Old : 100.0: 18.4 4.3 5.1 66.3 51.0 89.9 60.4: 10.1 39.6 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 : 34: 5 3 3 22 19 28 24: Old : 34: 5 3 3 22 19 28 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 24.6 62.1 35.7 35.7 23.8 52.2 31.5 Old : 40.5 24.6 62.1 35.7 35.7 23.8 52.2 31.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008