GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-02165A
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     8,729:         0        225          0      7,729      8,304      7,729      8,529:     1,000        200
Old  :     8,729:         0        225          0      7,729      8,304      7,729      8,529:     1,000        200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       425:         0        150          0        425        175        425        325:         0        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.6        0.0       88.5       95.1       88.5       97.7:      11.5        2.3
Old  :     100.0:       0.0        2.6        0.0       88.5       95.1       88.5       97.7:      11.5        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          2          0         22         23         22         25:
Old  :        32:         0          2          0         22         23         22         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  :                 43.5       44.0       63.1       66.0       30.0       26.5       36.3       37.6
Old  :                 43.5       44.0       63.1       66.0       30.0       26.5       36.3       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-02165B
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    12,369:         0      2,251          0     12,249      9,999     12,249     12,250:       120        119
Old  :    12,369:         0      2,251          0     12,249      9,999     12,249     12,250:       120        119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       180:         0          0          0        180        180        180        180:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.2        0.0       99.0       80.8       99.0       99.0:       1.0        1.0
Old  :     100.0:       0.0       18.2        0.0       99.0       80.8       99.0       99.0:       1.0        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  :        36:         0          2          0         29         24         29         26:
Old  :        36:         0          2          0         29         24         29         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  :                 53.5       49.3       73.2       69.7       48.2       43.8       59.1       59.3
Old  :                 53.5       49.3       73.2       69.7       48.2       43.8       59.1       59.3
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 - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 1,000 METRIC TONS)                            :
     :          :                                                                            :
All  :     2,564:         0          0          0      1,633      1,695      1,633      1,695:       931        869
Old  :     2,564:         0          0          0      1,633      1,695      1,633      1,695:       931        869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       63.7       66.1       63.7       66.1:      36.3       33.9
Old  :     100.0:       0.0        0.0        0.0       63.7       66.1       63.7       66.1:      36.3       33.9
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  :        21:         0          0          0         19         19         19         19:
Old  :        21:         0          0          0         19         19         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  :                 32.0       31.9       47.8       50.0       18.9       20.0       24.9       26.5
Old  :                 32.0       31.9       47.8       50.0       18.9       20.0       24.9       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-02165G
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 1,000 METRIC TONS)                            :
     :          :                                                                            :
All  :     4,183:         0         23        183      3,627      3,486      3,810      3,692:       373        491
Old  :     4,183:         0         23        183      3,627      3,486      3,810      3,692:       373        491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       475:         0        -10         92        353        418        445        500:        30        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.5        4.4       86.7       83.3       91.1       88.3:       8.9       11.7
Old  :     100.0:       0.0        0.5        4.4       86.7       83.3       91.1       88.3:       8.9       11.7
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  :        37:         0          1          2         31         35         33         37:
Old  :        37:         0          1          2         31         35         33         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       25.5       50.9       43.1       19.7       15.4       28.4       23.0
Old  :                 30.6       25.5       50.9       43.1       19.7       15.4       28.4       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   241,699:    51,653     15,079     22,015    130,543    177,631    204,211    214,725:    37,488     26,974
Old  :   241,699:    51,653     15,079     22,015    130,543    177,631    204,211    214,725:    37,488     26,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,810:    -1,665       -935     -1,383      5,498      2,622      2,450        304:      -640      1,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        6.2        9.1       54.0       73.5       84.5       88.8:      15.5       11.2
Old  :     100.0:      21.4        6.2        9.1       54.0       73.5       84.5       88.8:      15.5       11.2
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  :       151:        52         21         35         65         70        133        115:
Old  :       151:        52         21         35         65         70        133        115:
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  :                 20.1       23.9       31.6       34.8       15.2       18.2       23.7       25.4
Old  :                 20.1       23.9       31.6       34.8       15.2       18.2       23.7       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   755,963:    70,110    135,091    254,910    365,065    329,903    690,085    719,904:    65,878     36,059
Old  :   755,963:    70,110    135,091    254,910    365,065    329,903    690,085    719,904:    65,878     36,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :   -41,255:   -13,788     -8,202     -7,685    -20,481    -25,825    -41,954    -41,712:       699        457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       17.9       33.7       48.3       43.6       91.3       95.2:       8.7        4.8
Old  :     100.0:       9.3       17.9       33.7       48.3       43.6       91.3       95.2:       8.7        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  :       200:        49         61         76         78         65        178        159:
Old  :       200:        49         61         76         78         65        178        159:
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  :                 28.0       30.4       41.6       44.5       10.1       14.3       15.2       18.7
Old  :                 28.0       30.4       41.6       44.5       10.1       14.3       15.2       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365A
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    95,481:        49     12,610      2,596     82,617     66,788     85,262     81,994:    10,219     13,487
Old  :    95,481:        49     12,610      2,596     82,617     66,788     85,262     81,994:    10,219     13,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     4,050:      -147      1,045        -98      4,323      2,979      4,078      3,926:       -28        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       13.2        2.7       86.5       69.9       89.3       85.9:      10.7       14.1
Old  :     100.0:       0.1       13.2        2.7       86.5       69.9       89.3       85.9:      10.7       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          3          2         23         22         25         26:
Old  :        32:         1          3          2         23         22         25         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  :                 47.1       41.2       67.0       59.3       46.4       40.4       63.7       57.3
Old  :                 47.1       41.2       67.0       59.3       46.4       40.4       63.7       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    79,637:         0     12,465      2,094     71,888     56,426     73,982     70,985:     5,655      8,652
Old  :    79,637:         0     12,465      2,094     71,888     56,426     73,982     70,985:     5,655      8,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     8,001:         0      4,753     -1,316      9,407      3,810      8,091      7,247:       -90        754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       15.7        2.6       90.3       70.9       92.9       89.1:       7.1       10.9
Old  :     100.0:       0.0       15.7        2.6       90.3       70.9       92.9       89.1:       7.1       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          2          2         29         22         31         24:
Old  :        32:         0          2          2         29         22         31         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       35.5       63.2       60.2       40.2       31.5       60.6       50.3
Old  :                 41.6       35.5       63.2       60.2       40.2       31.5       60.6       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   152,609:    26,516        904      5,302    113,909    142,349    145,727    148,555:     6,882      4,054
Old  :   152,609:    26,516        904      5,302    113,909    142,349    145,727    148,555:     6,882      4,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     5,432:    -2,196       -546      2,004      5,292      3,554      5,100      5,012:       332        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        0.6        3.5       74.6       93.3       95.5       97.3:       4.5        2.7
Old  :     100.0:      17.4        0.6        3.5       74.6       93.3       95.5       97.3:       4.5        2.7
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  :        49:         4          1          4         37         36         42         40:
Old  :        49:         4          1          4         37         36         42         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  :                 46.8       44.0       61.7       62.0       43.0       43.5       53.8       56.6
Old  :                 46.8       44.0       61.7       62.0       43.0       43.5       53.8       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   111,735:    13,676     12,944      4,515     86,433     84,989    104,624    102,448:     7,111      9,287
Old  :   111,735:    13,676     12,944      4,515     86,433     84,989    104,624    102,448:     7,111      9,287
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,628:         0        756       -695      3,666      1,165      2,971      1,226:    -1,343        402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       11.6        4.0       77.4       76.1       93.6       91.7:       6.4        8.3
Old  :     100.0:      12.2       11.6        4.0       77.4       76.1       93.6       91.7:       6.4        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          2          3         26         25         31         28:
Old  :        36:         3          2          3         26         25         31         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  :                 35.7       55.3       61.3       72.9       34.3       51.6       56.8       64.7
Old  :                 35.7       55.3       61.3       72.9       34.3       51.6       56.8       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    61,918:    13,229        987      5,157     39,058     49,901     57,444     56,045:     4,474      5,873
Old  :    61,918:    13,229        987      5,157     39,058     49,901     57,444     56,045:     4,474      5,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,274:      -277        184        187      1,445        779      1,355      1,150:       -81        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        1.6        8.3       63.1       80.6       92.8       90.5:       7.2        9.5
Old  :     100.0:      21.4        1.6        8.3       63.1       80.6       92.8       90.5:       7.2        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          2          5         17         19         22         24:
Old  :        28:         3          2          5         17         19         22         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  :                 62.1       55.2       78.8       67.7       57.4       46.9       63.8       56.2
Old  :                 62.1       55.2       78.8       67.7       57.4       46.9       63.8       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    60,581:     6,302        403      3,889     44,691     48,714     54,882     53,006:     5,699      7,575
Old  :    60,581:     6,302        403      3,889     44,691     48,714     54,882     53,006:     5,699      7,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       465:      -240         62        488        -31       -329        217        221:       248        244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        0.7        6.4       73.8       80.4       90.6       87.5:       9.4       12.5
Old  :     100.0:      10.4        0.7        6.4       73.8       80.4       90.6       87.5:       9.4       12.5
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  :        30:         2          1          3         20         25         23         28:
Old  :        30:         2          1          3         20         25         23         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  :                 55.5       32.6       79.1       52.8       45.4       30.4       61.4       45.5
Old  :                 55.5       32.6       79.1       52.8       45.4       30.4       61.4       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    93,503:     6,399      4,049      2,880     75,921     78,627     85,200     85,556:     8,303      7,947
Old  :    93,503:     6,399      4,049      2,880     75,921     78,627     85,200     85,556:     8,303      7,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :      -167:      -830        988          3      1,506      2,046        679      3,037:      -846     -3,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        4.3        3.1       81.2       84.1       91.1       91.5:       8.9        8.5
Old  :     100.0:       6.8        4.3        3.1       81.2       84.1       91.1       91.5:       8.9        8.5
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  :        45:         2          4          4         27         31         32         36:
Old  :        45:         2          4          4         27         31         32         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       27.2       63.2       44.7       34.7       23.8       50.0       39.0
Old  :                 42.7       27.2       63.2       44.7       34.7       23.8       50.0       39.0
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 - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    99,963:     3,660      5,210      3,536     81,822     81,372     89,018     90,118:    10,945      9,845
Old  :    99,963:     3,660      5,210      3,536     81,822     81,372     89,018     90,118:    10,945      9,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,632:       775        536       -254      6,578      2,160      7,099      2,442:    -5,467       -810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        5.2        3.5       81.9       81.4       89.1       90.2:      10.9        9.8
Old  :     100.0:       3.7        5.2        3.5       81.9       81.4       89.1       90.2:      10.9        9.8
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  :        39:         1          3          3         27         23         30         27:
Old  :        39:         1          3          3         27         23         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  :                 40.0       42.0       63.0       60.1       37.6       39.2       56.1       55.9
Old  :                 40.0       42.0       63.0       60.1       37.6       39.2       56.1       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365L
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    48,750:    10,505          0      5,250     30,219     36,699     45,974     41,949:     2,776      6,801
Old  :    48,750:    10,505          0      5,250     30,219     36,699     45,974     41,949:     2,776      6,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     2,850:     1,770          0         60        826      3,646      2,656      3,706:       194       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        0.0       10.8       62.0       75.3       94.3       86.0:       5.7       14.0
Old  :     100.0:      21.5        0.0       10.8       62.0       75.3       94.3       86.0:       5.7       14.0
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  :        26:         4          0          3         18         13         22         16:
Old  :        26:         4          0          3         18         13         22         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  :                 39.0       43.8       61.8       69.9       32.2       40.4       48.6       56.1
Old  :                 39.0       43.8       61.8       69.9       32.2       40.4       48.6       56.1
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 - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    67,065:     5,485      1,234      6,173     48,660     47,634     60,318     55,041:     6,747     12,024
Old  :    67,065:     5,485      1,234      6,173     48,660     47,634     60,318     55,041:     6,747     12,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     2,731:      -988       -816        611      2,540      1,772      2,163      1,567:       568      1,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        1.8        9.2       72.6       71.0       89.9       82.1:      10.1       17.9
Old  :     100.0:       8.2        1.8        9.2       72.6       71.0       89.9       82.1:      10.1       17.9
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  :        22:         2          2          4         15         17         19         21:
Old  :        22:         2          2          4         15         17         19         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  :                 56.0       34.0       75.6       54.7       50.2       29.7       61.9       44.7
Old  :                 56.0       34.0       75.6       54.7       50.2       29.7       61.9       44.7
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 - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    90,493:    23,316      2,872      1,058     60,123     82,759     84,497     86,689:     5,996      3,804
Old  :    90,493:    23,316      2,872      1,058     60,123     82,759     84,497     86,689:     5,996      3,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,672:     2,127        496       -509         -6      1,317      1,612      1,304:        60        368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        3.2        1.2       66.4       91.5       93.4       95.8:       6.6        4.2
Old  :     100.0:      25.8        3.2        1.2       66.4       91.5       93.4       95.8:       6.6        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         2          1          2         30         29         33         31:
Old  :        37:         2          1          2         30         29         33         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  :                 50.3       39.6       67.3       58.9       41.4       30.1       53.3       46.2
Old  :                 50.3       39.6       67.3       58.9       41.4       30.1       53.3       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   123,539:    13,293      7,794      4,876     94,563     99,324    112,732    111,994:    10,807     11,545
Old  :   123,539:    13,293      7,794      4,876     94,563     99,324    112,732    111,994:    10,807     11,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     9,216:     7,010      1,039       -878      3,830     10,369      9,962     10,530:      -746     -1,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        6.3        3.9       76.5       80.4       91.3       90.7:       8.7        9.3
Old  :     100.0:      10.8        6.3        3.9       76.5       80.4       91.3       90.7:       8.7        9.3
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  :        42:         3          2          2         28         28         32         31:
Old  :        42:         3          2          2         28         28         32         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  :                 44.9       32.8       62.3       52.7       36.0       32.1       53.4       51.3
Old  :                 44.9       32.8       62.3       52.7       36.0       32.1       53.4       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365P
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    52,955:         0      3,007      1,974     42,022     38,671     43,996     43,652:     8,959      9,303
Old  :    52,955:         0      3,007      1,974     42,022     38,671     43,996     43,652:     8,959      9,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       159:         0       -438        311       -220        218         91         91:        68         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.7        3.7       79.4       73.0       83.1       82.4:      16.9       17.6
Old  :     100.0:       0.0        5.7        3.7       79.4       73.0       83.1       82.4:      16.9       17.6
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:         0          2          1         19         18         20         20:
Old  :        28:         0          2          1         19         18         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       38.7       66.0       65.1       45.9       37.1       63.5       59.9
Old  :                 46.7       38.7       66.0       65.1       45.9       37.1       63.5       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-023A09
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    29,445:     7,506      2,728          0     21,351     26,097     28,857     28,825:       588        620
Old  :    29,445:     7,506      2,728          0     21,351     26,097     28,857     28,825:       588        620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        9.3        0.0       72.5       88.6       98.0       97.9:       2.0        2.1
Old  :     100.0:      25.5        9.3        0.0       72.5       88.6       98.0       97.9:       2.0        2.1
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  :        29:         2          3          0         13         15         15         18:
Old  :        29:         2          3          0         13         15         15         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  :                 67.5       62.0       87.6       79.6       54.0       50.1       72.1       65.5
Old  :                 67.5       62.0       87.6       79.6       54.0       50.1       72.1       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-023A10
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    17,977:     1,240          0          0     15,685     17,144     16,925     17,144:     1,052        833
Old  :    17,977:     1,240          0          0     15,685     17,144     16,925     17,144:     1,052        833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        0.0        0.0       87.3       95.4       94.1       95.4:       5.9        4.6
Old  :     100.0:       6.9        0.0        0.0       87.3       95.4       94.1       95.4:       5.9        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  :        20:         2          0          0         11         10         13         10:
Old  :        20:         2          0          0         11         10         13         10:
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  :                 71.3       79.9       86.1       92.6       66.5       79.9       81.3       87.2
Old  :                 71.3       79.9       86.1       92.6       66.5       79.9       81.3       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035650
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   135,813:       657     21,209     12,889    112,136     95,544    125,682    129,642:    10,131      6,171
Old  :   135,813:       657     21,209     12,889    112,136     95,544    125,682    129,642:    10,131      6,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :      -569:         0     -1,031        337       -569        428       -232       -266:      -337       -303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       15.6        9.5       82.6       70.3       92.5       95.5:       7.5        4.5
Old  :     100.0:       0.5       15.6        9.5       82.6       70.3       92.5       95.5:       7.5        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         1          7          7         38         32         45         40:
Old  :        48:         1          7          7         38         32         45         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  :                 28.6       35.3       46.2       57.6       26.5       29.5       37.7       42.9
Old  :                 28.6       35.3       46.2       57.6       26.5       29.5       37.7       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035651
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    90,944:       424      3,542      5,052     80,601     68,422     86,077     77,016:     4,867     13,928
Old  :    90,944:       424      3,542      5,052     80,601     68,422     86,077     77,016:     4,867     13,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     2,808:      -405     -1,142      1,705      1,632      1,879      2,932      2,442:      -124        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        3.9        5.6       88.6       75.2       94.6       84.7:       5.4       15.3
Old  :     100.0:       0.5        3.9        5.6       88.6       75.2       94.6       84.7:       5.4       15.3
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  :        36:         2          2          4         23         23         27         27:
Old  :        36:         2          2          4         23         23         27         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  :                 60.0       34.9       74.8       55.1       53.7       34.5       63.7       49.6
Old  :                 60.0       34.9       74.8       55.1       53.7       34.5       63.7       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035652
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    62,035:     9,826      2,728          0     51,047     55,961     60,873     58,689:     1,162      3,346
Old  :    62,035:     9,826      2,728          0     51,047     55,961     60,873     58,689:     1,162      3,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     5,549:     1,333        868          0      4,185      4,835      5,518      5,703:        31       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        4.4        0.0       82.3       90.2       98.1       94.6:       1.9        5.4
Old  :     100.0:      15.8        4.4        0.0       82.3       90.2       98.1       94.6:       1.9        5.4
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  :        34:         3          3          0         16         25         19         28:
Old  :        34:         3          3          0         16         25         19         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  :                 60.0       44.7       79.8       71.4       49.5       42.6       64.7       58.8
Old  :                 60.0       44.7       79.8       71.4       49.5       42.6       64.7       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035653
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   261,361:    17,250        271      7,307    224,734    244,049    249,291    251,627:    12,070      9,734
Old  :   261,361:    17,250        271      7,307    224,734    244,049    249,291    251,627:    12,070      9,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,813:    -2,687       -511      1,662      1,257        505        232      1,656:     1,581        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        0.1        2.8       86.0       93.4       95.4       96.3:       4.6        3.7
Old  :     100.0:       6.6        0.1        2.8       86.0       93.4       95.4       96.3:       4.6        3.7
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  :        64:         4          2          6         50         49         56         55:
Old  :        64:         4          2          6         50         49         56         55:
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  :                 34.6       54.9       53.7       66.6       29.2       51.7       44.6       59.1
Old  :                 34.6       54.9       53.7       66.6       29.2       51.7       44.6       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035654
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   201,339:     8,388          0     13,038    167,059    184,070    188,485    197,108:    12,854      4,231
Old  :   201,339:     8,388          0     13,038    167,059    184,070    188,485    197,108:    12,854      4,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       609:     1,487       -757       -848        -45      2,037        594        432:        15        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        0.0        6.5       83.0       91.4       93.6       97.9:       6.4        2.1
Old  :     100.0:       4.2        0.0        6.5       83.0       91.4       93.6       97.9:       6.4        2.1
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  :        49:         6          0          5         42         36         48         41:
Old  :        49:         6          0          5         42         36         48         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       36.6       49.5       58.0       23.7       33.7       35.4       48.3
Old  :                 31.1       36.6       49.5       58.0       23.7       33.7       35.4       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035655
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   205,850:     3,598     11,227      9,876    175,262    174,869    188,736    195,972:    17,114      9,878
Old  :   205,850:     3,598     11,227      9,876    175,262    174,869    188,736    195,972:    17,114      9,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     7,080:    -2,633     -2,488      1,571      7,296      7,298      6,234      6,381:       846        699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        5.5        4.8       85.1       84.9       91.7       95.2:       8.3        4.8
Old  :     100.0:       1.7        5.5        4.8       85.1       84.9       91.7       95.2:       8.3        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  :        54:         4          3          6         44         38         50         45:
Old  :        54:         4          3          6         44         38         50         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       31.6       51.1       55.7       33.0       25.1       46.7       41.6
Old  :                 34.0       31.6       51.1       55.7       33.0       25.1       46.7       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035656
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    53,290:         0      3,706      1,124     42,257     38,871     43,381     43,701:     9,909      9,589
Old  :    53,290:         0      3,706      1,124     42,257     38,871     43,381     43,701:     9,909      9,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :      -220:         0         62         62         58        754        120        878:      -340     -1,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.0        2.1       79.3       72.9       81.4       82.0:      18.6       18.0
Old  :     100.0:       0.0        7.0        2.1       79.3       72.9       81.4       82.0:      18.6       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          2          2         21         22         23         24:
Old  :        28:         0          2          2         21         22         23         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  :                 34.4       32.1       53.2       54.8       30.7       28.2       46.4       42.0
Old  :                 34.4       32.1       53.2       54.8       30.7       28.2       46.4       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-035657
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   221,126:    24,907     10,621     14,537    166,461    175,295    205,905    200,453:    15,221     20,673
Old  :   221,126:    24,907     10,621     14,537    166,461    175,295    205,905    200,453:    15,221     20,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,224:    -2,144       -692        688      3,950      2,879      2,494      2,875:    -1,270     -1,651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        4.8        6.6       75.3       79.3       93.1       90.7:       6.9        9.3
Old  :     100.0:      11.3        4.8        6.6       75.3       79.3       93.1       90.7:       6.9        9.3
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  :        51:         4          3          6         40         41         46         48:
Old  :        51:         4          3          6         40         41         46         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  :                 31.6       29.8       46.5       46.7       22.8       25.0       33.1       35.8
Old  :                 31.6       29.8       46.5       46.7       22.8       25.0       33.1       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-035658
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    76,379:     4,214     12,753      3,669     63,502     50,289     71,385     66,711:     4,994      9,668
Old  :    76,379:     4,214     12,753      3,669     63,502     50,289     71,385     66,711:     4,994      9,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       -81:         0       -115        260        575        659        835        804:      -916       -885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       16.7        4.8       83.1       65.8       93.5       87.3:       6.5       12.7
Old  :     100.0:       5.5       16.7        4.8       83.1       65.8       93.5       87.3:       6.5       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  :        40:         2          4          5         28         27         33         33:
Old  :        40:         2          4          5         28         27         33         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       33.8       55.4       50.5       29.2       27.2       46.5       39.5
Old  :                 33.6       33.8       55.4       50.5       29.2       27.2       46.5       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 2,857,033:   423,037    226,606    878,025  1,532,166  1,734,783  2,833,228  2,839,414:    23,805     17,619
Old  : 2,857,033:   423,037    226,606    878,025  1,532,166  1,734,783  2,833,228  2,839,414:    23,805     17,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    23,066:    21,007     20,955     -1,050      6,791      2,400     26,748     22,305:    -3,682        761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        7.9       30.7       53.6       60.7       99.2       99.4:       0.8        0.6
Old  :     100.0:      14.8        7.9       30.7       53.6       60.7       99.2       99.4:       0.8        0.6
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  :       168:        31         22         43        111         98        159        146:
Old  :       168:        31         22         43        111         98        159        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       41.5       46.8       54.5       14.7       24.2       19.8       27.8
Old  :                 31.6       41.5       46.8       54.5       14.7       24.2       19.8       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 1,055,670:   110,644    203,386    270,321    664,024    575,368  1,044,989  1,049,075:    10,681      6,595
Old  : 1,055,670:   110,644    203,386    270,321    664,024    575,368  1,044,989  1,049,075:    10,681      6,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    26,693:   -11,807    -20,688     17,159     13,283     25,695     18,635     22,166:     8,058      4,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       19.3       25.6       62.9       54.5       99.0       99.4:       1.0        0.6
Old  :     100.0:      10.5       19.3       25.6       62.9       54.5       99.0       99.4:       1.0        0.6
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  :        92:        28         21         35         41         42         83         84:
Old  :        92:        28         21         35         41         42         83         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       31.6       59.1       49.8       29.2       24.8       35.7       34.8
Old  :                 41.8       31.6       59.1       49.8       29.2       24.8       35.7       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE                            Code-024651
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF 1,550 TONS)                                :
     :          :                                                                            :
All  :    11,592:       798          0        675      9,725     10,617     11,198     11,292:       394        300
Old  :    11,592:       798          0        675      9,725     10,617     11,198     11,292:       394        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        0.0        5.8       83.9       91.6       96.6       97.4:       3.4        2.6
Old  :     100.0:       6.9        0.0        5.8       83.9       91.6       96.6       97.4:       3.4        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  :        20:         3          0          2         16         13         19         15:
Old  :        20:         3          0          2         16         13         19         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       68.4       75.6       88.8       48.3       61.0       63.0       69.0
Old  :                 52.1       68.4       75.6       88.8       48.3       61.0       63.0       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    38,357:     2,492        440        430     34,615     36,668     37,537     37,538:       820        819
Old  :    38,357:     2,492        440        430     34,615     36,668     37,537     37,538:       820        819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       266:       160       -100         40         56        296        256        236:        10         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        1.1        1.1       90.2       95.6       97.9       97.9:       2.1        2.1
Old  :     100.0:       6.5        1.1        1.1       90.2       95.6       97.9       97.9:       2.1        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        10          1          5         29         28         40         33:
Old  :        45:        10          1          5         29         28         40         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       45.9       69.6       65.7       42.2       42.8       54.4       54.2
Old  :                 48.0       45.9       69.6       65.7       42.2       42.8       54.4       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    16,401:     1,484          0        351     14,483     15,967     16,318     16,318:        83         83
Old  :    16,401:     1,484          0        351     14,483     15,967     16,318     16,318:        83         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :        63:         0          0          0         63         63         63         63:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        0.0        2.1       88.3       97.4       99.5       99.5:       0.5        0.5
Old  :     100.0:       9.0        0.0        2.1       88.3       97.4       99.5       99.5:       0.5        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:         2          0          2         13         20         15         22:
Old  :        26:         2          0          2         13         20         15         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       78.8       90.4       90.6       50.7       63.1       65.5       67.5
Old  :                 69.1       78.8       90.4       90.6       50.7       63.1       65.5       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    18,389:     5,144        160        334     12,347     17,567     17,825     18,061:       564        328
Old  :    18,389:     5,144        160        334     12,347     17,567     17,825     18,061:       564        328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        0.9        1.8       67.1       95.5       96.9       98.2:       3.1        1.8
Old  :     100.0:      28.0        0.9        1.8       67.1       95.5       96.9       98.2:       3.1        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          1          2         18         18         20         21:
Old  :        26:         2          1          2         18         18         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  :                 63.3       64.2       84.2       82.2       53.7       52.6       66.8       64.2
Old  :                 63.3       64.2       84.2       82.2       53.7       52.6       66.8       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465I
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    11,533:       422        362         66      9,451     10,821      9,939     11,249:     1,594        284
Old  :    11,533:       422        362         66      9,451     10,821      9,939     11,249:     1,594        284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       -18:         0         18          6          0        -18          6          6:       -24        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        3.1        0.6       81.9       93.8       86.2       97.5:      13.8        2.5
Old  :     100.0:       3.7        3.1        0.6       81.9       93.8       86.2       97.5:      13.8        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         15         13         18         15:
Old  :        22:         1          2          2         15         13         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       70.9       66.4       87.9       40.6       60.3       55.8       72.8
Old  :                 46.9       70.9       66.4       87.9       40.6       60.3       55.8       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    28,747:       955        894        217     25,707     26,744     26,879     27,855:     1,868        892
Old  :    28,747:       955        894        217     25,707     26,744     26,879     27,855:     1,868        892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,240:         0        160          0      1,240      1,080      1,240      1,240:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        3.1        0.8       89.4       93.0       93.5       96.9:       6.5        3.1
Old  :     100.0:       3.3        3.1        0.8       89.4       93.0       93.5       96.9:       6.5        3.1
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  :        29:         1          1          2         22         22         24         24:
Old  :        29:         1          1          2         22         22         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       53.7       67.1       76.0       33.3       42.6       47.2       52.4
Old  :                 46.1       53.7       67.1       76.0       33.3       42.6       47.2       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465N
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    24,866:       912        390        444     22,632     23,224     23,988     24,058:       878        808
Old  :    24,866:       912        390        444     22,632     23,224     23,988     24,058:       878        808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       240:         0          0          0        240          0        240          0:         0        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        1.6        1.8       91.0       93.4       96.5       96.8:       3.5        3.2
Old  :     100.0:       3.7        1.6        1.8       91.0       93.4       96.5       96.8:       3.5        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          3         19         17         22         20:
Old  :        23:         2          1          3         19         17         22         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  :                 54.4       67.1       73.3       84.6       36.6       44.2       45.8       51.8
Old  :                 54.4       67.1       73.3       84.6       36.6       44.2       45.8       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :     9,866:     1,080        440        560      7,714      8,354      9,354      9,354:       512        512
Old  :     9,866:     1,080        440        560      7,714      8,354      9,354      9,354:       512        512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       120:         0        120          0        120          0        120        120:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        4.5        5.7       78.2       84.7       94.8       94.8:       5.2        5.2
Old  :     100.0:      10.9        4.5        5.7       78.2       84.7       94.8       94.8:       5.2        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          2         15         15         18         17:
Old  :        23:         2          1          2         15         15         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       54.8       79.3       80.0       37.5       40.8       48.0       48.6
Old  :                 58.0       54.8       79.3       80.0       37.5       40.8       48.0       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,409,620:   243,458    215,377    377,095    716,674    746,503  1,337,227  1,338,975:    72,393     70,645
Old  : 1,409,620:   243,458    215,377    377,095    716,674    746,503  1,337,227  1,338,975:    72,393     70,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :   -78,761:     5,122     16,110    -15,416    -60,739    -60,358    -71,033    -59,664:    -7,728    -19,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       15.3       26.8       50.8       53.0       94.9       95.0:       5.1        5.0
Old  :     100.0:      17.3       15.3       26.8       50.8       53.0       94.9       95.0:       5.1        5.0
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  :       327:        89        116        128         80        102        265        266:
Old  :       327:        89        116        128         80        102        265        266:
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  :                 23.1       21.8       34.9       31.3       11.1        6.9       17.4       11.7
Old  :                 23.1       21.8       34.9       31.3       11.1        6.9       17.4       11.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06765A
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   100,084:    19,089     17,847      5,726     50,330     41,668     75,145     65,241:    24,939     34,843
Old  :   100,084:    19,089     17,847      5,726     50,330     41,668     75,145     65,241:    24,939     34,843
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     3,827:       -70      2,661      2,537      1,222      1,296      3,689      6,494:       138     -2,667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       17.8        5.7       50.3       41.6       75.1       65.2:      24.9       34.8
Old  :     100.0:      19.1       17.8        5.7       50.3       41.6       75.1       65.2:      24.9       34.8
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  :        24:         2          4          5         16         16         22         22:
Old  :        24:         2          4          5         16         16         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       29.9       57.8       45.1       39.0       27.1       52.5       39.1
Old  :                 39.4       29.9       57.8       45.1       39.0       27.1       52.5       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06765G
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    12,981:        50          0          0     12,881     12,931     12,931     12,931:        50         50
Old  :    12,981:        50          0          0     12,881     12,931     12,931     12,931:        50         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,417:        50          0          0      1,317      1,367      1,367      1,367:        50         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.0        0.0       99.2       99.6       99.6       99.6:       0.4        0.4
Old  :     100.0:       0.4        0.0        0.0       99.2       99.6       99.6       99.6:       0.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          0          0         27         27         28         27:
Old  :        33:         1          0          0         27         27         28         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  :                 35.0       53.5       60.6       75.6       24.6       31.3       35.9       39.4
Old  :                 35.0       53.5       60.6       75.6       24.6       31.3       35.9       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                             Code-06765I
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   104,816:     8,468     23,291     29,944     61,551     47,187     99,963    100,422:     4,853      4,394
Old  :   104,816:     8,468     23,291     29,944     61,551     47,187     99,963    100,422:     4,853      4,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     5,043:    -1,818      1,352      3,596      3,893        439      5,671      5,387:      -628       -344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       22.2       28.6       58.7       45.0       95.4       95.8:       4.6        4.2
Old  :     100.0:       8.1       22.2       28.6       58.7       45.0       95.4       95.8:       4.6        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        10         14         20         22         19         44         41:
Old  :        46:        10         14         20         22         19         44         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       33.5       51.1       55.7       15.7       19.2       24.2       23.6
Old  :                 32.0       33.5       51.1       55.7       15.7       19.2       24.2       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    15,799:     9,796      3,528        125      4,012     11,624     13,933     15,277:     1,866        522
Old  :    15,799:     9,796      3,528        125      4,012     11,624     13,933     15,277:     1,866        522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       -18:       188       -223        -87       -325        453       -224        143:       206       -161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.0       22.3        0.8       25.4       73.6       88.2       96.7:      11.8        3.3
Old  :     100.0:      62.0       22.3        0.8       25.4       73.6       88.2       96.7:      11.8        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        54         23          3         15         21         72         45:
Old  :       111:        54         23          3         15         21         72         45:
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  :                 43.6       37.6       55.4       57.0       43.6       35.2       54.8       53.4
Old  :                 43.6       37.6       55.4       57.0       43.6       35.2       54.8       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    13,729:     8,772        841        696      1,765     11,282     11,233     12,819:     2,496        910
Old  :    13,729:     8,772        841        696      1,765     11,282     11,233     12,819:     2,496        910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,524:     1,669       -307        523       -789      1,119      1,403      1,335:       121        189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.9        6.1        5.1       12.9       82.2       81.8       93.4:      18.2        6.6
Old  :     100.0:      63.9        6.1        5.1       12.9       82.2       81.8       93.4:      18.2        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  :        75:        38          6          5          7         23         50         32:
Old  :        75:        38          6          5          7         23         50         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  :                 21.7       49.3       35.1       67.4       21.7       49.3       35.1       67.2
Old  :                 21.7       49.3       35.1       67.4       21.7       49.3       35.1       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                           Code-111659
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   196,935:    59,122     11,940     11,630    109,832    159,620    180,584    183,190:    16,351     13,745
Old  :   196,935:    59,122     11,940     11,630    109,832    159,620    180,584    183,190:    16,351     13,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       661:       431     -1,741      1,861     -1,770        394        522        514:       139        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        6.1        5.9       55.8       81.1       91.7       93.0:       8.3        7.0
Old  :     100.0:      30.0        6.1        5.9       55.8       81.1       91.7       93.0:       8.3        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        60         29         28         76         87        155        126:
Old  :       184:        60         29         28         76         87        155        126:
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  :                 21.0       31.7       33.4       45.1       12.7       17.2       18.5       25.7
Old  :                 21.0       31.7       33.4       45.1       12.7       17.2       18.5       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-86465C
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     3,250:        50          0          0      3,200      3,000      3,250      3,000:         0        250
Old  :     3,250:        50          0          0      3,200      3,000      3,250      3,000:         0        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :      -150:      -250          0          0        150       -200       -100       -200:       -50         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        0.0        0.0       98.5       92.3      100.0       92.3:       0.0        7.7
Old  :     100.0:       1.5        0.0        0.0       98.5       92.3      100.0       92.3:       0.0        7.7
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  :        24:         1          0          0         14         15         15         15:
Old  :        24:         1          0          0         14         15         15         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  :                 66.2       55.4       86.2       80.0       60.8       50.8       79.2       70.8
Old  :                 66.2       55.4       86.2       80.0       60.8       50.8       79.2       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 12, 2008