GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     6,476:         0         50          0      5,496      6,091      5,496      6,141:       980        335
Old  :     6,476:         0         50          0      5,496      6,091      5,496      6,141:       980        335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :        50:         0       -100          0         45         70         45        -30:         5         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.8        0.0       84.9       94.1       84.9       94.8:      15.1        5.2
Old  :     100.0:       0.0        0.8        0.0       84.9       94.1       84.9       94.8:      15.1        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  :        27:         0          1          0         18         22         18         23:
Old  :        27:         0          1          0         18         22         18         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       58.3       68.6       72.6       46.8       53.5       56.4       63.2
Old  :                 53.0       58.3       68.6       72.6       46.8       53.5       56.4       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     8,856:        50        195        350      8,286      8,251      8,686      8,796:       170         60
Old  :     8,856:        50        195        350      8,286      8,251      8,686      8,796:       170         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       -40:         0          0          0        -40        -40        -40        -40:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        2.2        4.0       93.6       93.2       98.1       99.3:       1.9        0.7
Old  :     100.0:       0.6        2.2        4.0       93.6       93.2       98.1       99.3:       1.9        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         1          2          2         27         26         30         29:
Old  :        37:         1          2          2         27         26         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       45.9       71.7       63.5       40.9       39.3       54.3       51.3
Old  :                 49.2       45.9       71.7       63.5       40.9       39.3       54.3       51.3
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 with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 1,000 METRIC TONS)                            :
     :          :                                                                            :
All  :     2,777:        30          0         10      2,013      1,997      2,053      2,007:       724        770
Old  :     2,777:        30          0         10      2,013      1,997      2,053      2,007:       724        770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       151:         0          0          0        117        111        117        111:        34         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        0.0        0.4       72.5       71.9       73.9       72.3:      26.1       27.7
Old  :     100.0:       1.1        0.0        0.4       72.5       71.9       73.9       72.3:      26.1       27.7
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  :        23:         1          0          1         18         21         19         22:
Old  :        23:         1          0          1         18         21         19         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  :                 30.4       26.8       52.1       46.3       23.2       18.2       30.0       25.5
Old  :                 30.4       26.8       52.1       46.3       23.2       18.2       30.0       25.5
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 with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 1,000 METRIC TONS)                            :
     :          :                                                                            :
All  :     3,698:        15         30         60      3,204      2,981      3,279      3,071:       419        627
Old  :     3,698:        15         30         60      3,204      2,981      3,279      3,071:       419        627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       182:         0          5        -50        297        267        247        222:       -65        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.8        1.6       86.6       80.6       88.7       83.0:      11.3       17.0
Old  :     100.0:       0.4        0.8        1.6       86.6       80.6       88.7       83.0:      11.3       17.0
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  :        38:         1          1          2         29         35         31         37:
Old  :        38:         1          1          2         29         35         31         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  :                 33.5       22.8       52.4       38.0       27.3       19.1       39.9       29.0
Old  :                 33.5       22.8       52.4       38.0       27.3       19.1       39.9       29.0
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 with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   276,644:    48,055     21,997     48,652    142,775    175,248    239,482    245,897:    37,162     30,747
Old  :   276,644:    48,055     21,997     48,652    142,775    175,248    239,482    245,897:    37,162     30,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :    22,249:    13,141      1,178      5,495      3,331     15,473     21,967     22,146:       282        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        8.0       17.6       51.6       63.3       86.6       88.9:      13.4       11.1
Old  :     100.0:      17.4        8.0       17.6       51.6       63.3       86.6       88.9:      13.4       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        55         18         41         68         78        141        122:
Old  :       156:        55         18         41         68         78        141        122:
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  :                 17.8       21.4       28.6       32.9       12.0       12.6       17.3       18.7
Old  :                 17.8       21.4       28.6       32.9       12.0       12.6       17.3       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  : 1,418,245:   131,406    280,340    564,623    654,372    534,061  1,350,401  1,379,025:    67,844     39,219
Old  : 1,418,245:   131,406    280,340    564,623    654,372    534,061  1,350,401  1,379,025:    67,844     39,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :    21,126:    27,413     42,761     -7,679       -530    -17,224     19,204     17,858:     1,921      3,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       19.8       39.8       46.1       37.7       95.2       97.2:       4.8        2.8
Old  :     100.0:       9.3       19.8       39.8       46.1       37.7       95.2       97.2:       4.8        2.8
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  :       238:        77         65         98         83         75        223        186:
Old  :       238:        77         65         98         83         75        223        186:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       36.0       49.4       53.2       13.2       13.5       16.3       16.6
Old  :                 36.9       36.0       49.4       53.2       13.2       13.5       16.3       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   100,033:       252     10,569      2,024     90,087     76,454     92,363     89,047:     7,670     10,986
Old  :   100,033:       252     10,569      2,024     90,087     76,454     92,363     89,047:     7,670     10,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       190:      -350          0        276       -284       -124       -358        152:       548         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       10.6        2.0       90.1       76.4       92.3       89.0:       7.7       11.0
Old  :     100.0:       0.3       10.6        2.0       90.1       76.4       92.3       89.0:       7.7       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          3          3         25         21         28         25:
Old  :        32:         1          3          3         25         21         28         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  :                 56.0       58.0       70.0       74.0       54.7       57.5       65.6       69.8
Old  :                 56.0       58.0       70.0       74.0       54.7       57.5       65.6       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    94,300:     5,643     12,284      3,515     79,904     69,317     89,062     85,116:     5,238      9,184
Old  :    94,300:     5,643     12,284      3,515     79,904     69,317     89,062     85,116:     5,238      9,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     6,870:     2,756      2,036        488      5,797      3,917      9,041      6,441:    -2,171        429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       13.0        3.7       84.7       73.5       94.4       90.3:       5.6        9.7
Old  :     100.0:       6.0       13.0        3.7       84.7       73.5       94.4       90.3:       5.6        9.7
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  :        41:         3          3          4         28         26         33         31:
Old  :        41:         3          3          4         28         26         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  :                 39.1       35.0       56.8       60.6       39.0       31.1       55.2       53.2
Old  :                 39.1       35.0       56.8       60.6       39.0       31.1       55.2       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   134,355:    15,636        372      4,168    106,576    120,807    126,380    125,347:     7,975      9,008
Old  :   134,355:    15,636        372      4,168    106,576    120,807    126,380    125,347:     7,975      9,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       426:       367          0        151        550        277      1,068        428:      -642         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        0.3        3.1       79.3       89.9       94.1       93.3:       5.9        6.7
Old  :     100.0:      11.6        0.3        3.1       79.3       89.9       94.1       93.3:       5.9        6.7
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  :        41:         4          1          3         31         26         35         30:
Old  :        41:         4          1          3         31         26         35         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       41.0       65.9       58.9       40.2       40.8       54.0       56.9
Old  :                 50.0       41.0       65.9       58.9       40.2       40.8       54.0       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   107,945:    13,423      6,079      3,342     80,159     90,115     96,924     99,536:    11,021      8,409
Old  :   107,945:    13,423      6,079      3,342     80,159     90,115     96,924     99,536:    11,021      8,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     3,380:         0        976        306      2,956      2,152      3,262      3,434:       118        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        5.6        3.1       74.3       83.5       89.8       92.2:      10.2        7.8
Old  :     100.0:      12.4        5.6        3.1       74.3       83.5       89.8       92.2:      10.2        7.8
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  :        36:         2          2          2         25         29         29         31:
Old  :        36:         2          2          2         25         29         29         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  :                 31.3       39.7       54.8       59.4       30.4       33.2       47.7       49.8
Old  :                 31.3       39.7       54.8       59.4       30.4       33.2       47.7       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,477:     8,782      1,067      3,608     33,525     40,432     45,915     45,107:     4,562      5,370
Old  :    50,477:     8,782      1,067      3,608     33,525     40,432     45,915     45,107:     4,562      5,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     4,461:    -1,158          0      2,453      3,534      2,100      4,829      4,553:      -368        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        2.1        7.1       66.4       80.1       91.0       89.4:       9.0       10.6
Old  :     100.0:      17.4        2.1        7.1       66.4       80.1       91.0       89.4:       9.0       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          1         15         16         17         18:
Old  :        23:         2          1          1         15         16         17         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  :                 57.4       42.5       80.1       69.8       49.4       39.9       63.8       56.5
Old  :                 57.4       42.5       80.1       69.8       49.4       39.9       63.8       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    67,525:     1,718          0      7,208     51,840     51,897     60,766     59,105:     6,759      8,420
Old  :    67,525:     1,718          0      7,208     51,840     51,897     60,766     59,105:     6,759      8,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     6,155:    -4,220          0      3,621      5,815      2,503      5,216      6,124:       939         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        0.0       10.7       76.8       76.9       90.0       87.5:      10.0       12.5
Old  :     100.0:       2.5        0.0       10.7       76.8       76.9       90.0       87.5:      10.0       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  :        27:         2          0          2         20         21         22         23:
Old  :        27:         2          0          2         20         21         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       40.2       73.2       62.7       40.1       32.2       52.9       47.0
Old  :                 51.2       40.2       73.2       62.7       40.1       32.2       52.9       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    90,085:     3,494        221      2,312     81,170     74,409     86,976     76,942:     3,109     13,143
Old  :    90,085:     3,494        221      2,312     81,170     74,409     86,976     76,942:     3,109     13,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       910:       -88        125         28        418        757        358        910:       552          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        0.2        2.6       90.1       82.6       96.5       85.4:       3.5       14.6
Old  :     100.0:       3.9        0.2        2.6       90.1       82.6       96.5       85.4:       3.5       14.6
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  :        46:         1          2          3         31         35         34         38:
Old  :        46:         1          2          3         31         35         34         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       26.9       64.1       41.3       36.6       24.8       51.5       37.1
Old  :                 40.7       26.9       64.1       41.3       36.6       24.8       51.5       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   112,669:     4,332        247      4,321     89,794     98,636     98,447    103,204:    14,222      9,465
Old  :   112,669:     4,332        247      4,321     89,794     98,636     98,447    103,204:    14,222      9,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     1,268:       768       -251        535        533      2,164      1,836      2,448:      -568     -1,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        0.2        3.8       79.7       87.5       87.4       91.6:      12.6        8.4
Old  :     100.0:       3.8        0.2        3.8       79.7       87.5       87.4       91.6:      12.6        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          1          3         23         22         26         25:
Old  :        34:         2          1          3         23         22         26         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  :                 46.2       44.3       65.2       67.8       44.6       44.0       60.6       62.0
Old  :                 46.2       44.3       65.2       67.8       44.6       44.0       60.6       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    74,520:     6,722      2,662     10,777     52,827     50,948     70,326     64,387:     4,194     10,133
Old  :    74,520:     6,722      2,662     10,777     52,827     50,948     70,326     64,387:     4,194     10,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       236:      -668      1,104        -72        738       -856         -2        176:       238         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        3.6       14.5       70.9       68.4       94.4       86.4:       5.6       13.6
Old  :     100.0:       9.0        3.6       14.5       70.9       68.4       94.4       86.4:       5.6       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          2          3         19         15         23         19:
Old  :        30:         3          2          3         19         15         23         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  :                 49.6       40.8       69.9       61.9       40.9       28.3       53.9       40.4
Old  :                 49.6       40.8       69.9       61.9       40.9       28.3       53.9       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    90,036:     4,958      1,129     16,914     65,969     61,998     87,841     80,041:     2,195      9,995
Old  :    90,036:     4,958      1,129     16,914     65,969     61,998     87,841     80,041:     2,195      9,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     4,270:    -1,018       -136      2,509      2,655      1,039      4,146      3,412:       124        858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        1.3       18.8       73.3       68.9       97.6       88.9:       2.4       11.1
Old  :     100.0:       5.5        1.3       18.8       73.3       68.9       97.6       88.9:       2.4       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          1          3         15         17         19         20:
Old  :        26:         3          1          3         15         17         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.9       49.7       83.6       69.8       47.1       33.2       54.3       42.6
Old  :                 66.9       49.7       83.6       69.8       47.1       33.2       54.3       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    73,104:     1,960      2,264      3,515     62,012     56,398     67,487     62,177:     5,617     10,927
Old  :    73,104:     1,960      2,264      3,515     62,012     56,398     67,487     62,177:     5,617     10,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :        88:         0     -1,738        672      2,066        683      2,738       -383:    -2,650        471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        3.1        4.8       84.8       77.1       92.3       85.1:       7.7       14.9
Old  :     100.0:       2.7        3.1        4.8       84.8       77.1       92.3       85.1:       7.7       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          2          3         24         23         28         26:
Old  :        32:         2          2          3         24         23         28         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       39.8       58.5       64.1       33.3       34.1       44.7       42.4
Old  :                 38.6       39.8       58.5       64.1       33.3       34.1       44.7       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   121,504:    18,029      1,712      6,188     88,549    104,939    112,766    112,839:     8,738      8,665
Old  :   121,504:    18,029      1,712      6,188     88,549    104,939    112,766    112,839:     8,738      8,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     3,725:       -58      1,712        743      2,374      1,481      3,059      3,936:       666       -211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        1.4        5.1       72.9       86.4       92.8       92.9:       7.2        7.1
Old  :     100.0:      14.8        1.4        5.1       72.9       86.4       92.8       92.9:       7.2        7.1
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  :        44:         5          1          4         29         31         34         36:
Old  :        44:         5          1          4         29         31         34         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  :                 38.5       33.5       56.7       49.5       33.8       31.5       49.2       47.5
Old  :                 38.5       33.5       56.7       49.5       33.8       31.5       49.2       47.5
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 with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    34,596:     1,513          0        294     25,181     25,689     26,988     25,983:     7,608      8,613
Old  :    34,596:     1,513          0        294     25,181     25,689     26,988     25,983:     7,608      8,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       667:       342          0        -14       -453         40       -125         26:       792        641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        0.0        0.8       72.8       74.3       78.0       75.1:      22.0       24.9
Old  :     100.0:       4.4        0.0        0.8       72.8       74.3       78.0       75.1:      22.0       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         12         14         13         15:
Old  :        20:         1          0          1         12         14         13         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  :                 62.9       43.1       75.4       64.1       62.9       42.4       71.7       61.4
Old  :                 62.9       43.1       75.4       64.1       62.9       42.4       71.7       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   130,027:         0     19,388     18,532    102,348     84,837    120,880    122,757:     9,147      7,270
Old  :   130,027:         0     19,388     18,532    102,348     84,837    120,880    122,757:     9,147      7,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :      -740:      -748        450        683       -675     -1,751       -740       -618:         0       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.9       14.3       78.7       65.2       93.0       94.4:       7.0        5.6
Old  :     100.0:       0.0       14.9       14.3       78.7       65.2       93.0       94.4:       7.0        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         0          6          6         36         31         42         37:
Old  :        43:         0          6          6         36         31         42         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  :                 35.0       28.8       52.8       48.1       26.2       21.2       37.5       32.2
Old  :                 35.0       28.8       52.8       48.1       26.2       21.2       37.5       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    89,986:    15,227        968      3,123     62,360     76,498     80,710     80,589:     9,276      9,397
Old  :    89,986:    15,227        968      3,123     62,360     76,498     80,710     80,589:     9,276      9,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     3,874:     2,534       -310       -298      1,877      5,638      4,113      5,030:      -239     -1,156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        1.1        3.5       69.3       85.0       89.7       89.6:      10.3       10.4
Old  :     100.0:      16.9        1.1        3.5       69.3       85.0       89.7       89.6:      10.3       10.4
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  :        32:         5          1          6         19         22         25         28:
Old  :        32:         5          1          6         19         22         25         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       43.0       73.3       62.3       49.7       40.8       62.7       57.0
Old  :                 53.9       43.0       73.3       62.3       49.7       40.8       62.7       57.0
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 with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    55,979:     1,240        310          0     50,858     52,589     52,098     52,899:     3,881      3,080
Old  :    55,979:     1,240        310          0     50,858     52,589     52,098     52,899:     3,881      3,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        0.6        0.0       90.9       93.9       93.1       94.5:       6.9        5.5
Old  :     100.0:       2.2        0.6        0.0       90.9       93.9       93.1       94.5:       6.9        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          0         12         13         13         14:
Old  :        21:         1          1          0         12         13         13         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       51.1       83.4       83.2       56.1       38.6       71.6       63.9
Old  :                 59.5       51.1       83.4       83.2       56.1       38.6       71.6       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   246,263:    16,075      4,620      4,830    210,496    223,025    231,401    232,475:    14,862     13,788
Old  :   246,263:    16,075      4,620      4,830    210,496    223,025    231,401    232,475:    14,862     13,788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     2,034:    -3,532        131      1,105      4,461      2,116      2,034      3,352:         0     -1,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        1.9        2.0       85.5       90.6       94.0       94.4:       6.0        5.6
Old  :     100.0:       6.5        1.9        2.0       85.5       90.6       94.0       94.4:       6.0        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         3          3          6         43         43         49         49:
Old  :        58:         3          3          6         43         43         49         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       54.6       53.4       65.2       28.7       52.1       48.4       60.3
Old  :                 31.1       54.6       53.4       65.2       28.7       52.1       48.4       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   221,601:    16,273        558     12,908    181,130    199,193    210,311    212,659:    11,290      8,942
Old  :   221,601:    16,273        558     12,908    181,130    199,193    210,311    212,659:    11,290      8,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     2,090:    -3,261          0        334      5,139      1,484      2,212      1,818:      -122        272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        0.3        5.8       81.7       89.9       94.9       96.0:       5.1        4.0
Old  :     100.0:       7.3        0.3        5.8       81.7       89.9       94.9       96.0:       5.1        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         5          2          4         39         30         45         35:
Old  :        49:         5          2          4         39         30         45         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       39.9       47.9       65.7       25.0       37.1       40.4       53.9
Old  :                 29.8       39.9       47.9       65.7       25.0       37.1       40.4       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   238,792:     5,193     14,403     13,451    206,681    199,755    225,325    227,609:    13,467     11,183
Old  :   238,792:     5,193     14,403     13,451    206,681    199,755    225,325    227,609:    13,467     11,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :    -1,638:      -888     -1,741     -1,840      2,671        308        -57     -3,273:    -1,581      1,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        6.0        5.6       86.6       83.7       94.4       95.3:       5.6        4.7
Old  :     100.0:       2.2        6.0        5.6       86.6       83.7       94.4       95.3:       5.6        4.7
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  :        54:         3          3          4         45         41         50         46:
Old  :        54:         3          3          4         45         41         50         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       36.3       51.3       55.3       32.1       27.0       43.2       41.8
Old  :                 36.1       36.3       51.3       55.3       32.1       27.0       43.2       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    52,282:         0      2,961      1,481     43,185     38,383     44,666     42,825:     7,616      9,457
Old  :    52,282:         0      2,961      1,481     43,185     38,383     44,666     42,825:     7,616      9,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     3,047:       -19      2,961       -801      2,800     -1,145      1,980      1,015:     1,067      2,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.7        2.8       82.6       73.4       85.4       81.9:      14.6       18.1
Old  :     100.0:       0.0        5.7        2.8       82.6       73.4       85.4       81.9:      14.6       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          1         21         18         22         19:
Old  :        25:         0          1          1         21         18         22         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  :                 36.2       32.7       58.6       58.5       29.7       28.6       47.0       44.8
Old  :                 36.2       32.7       58.6       58.5       29.7       28.6       47.0       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   233,858:    36,124      7,073     13,207    163,769    194,376    213,100    214,656:    20,758     19,202
Old  :   233,858:    36,124      7,073     13,207    163,769    194,376    213,100    214,656:    20,758     19,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     9,337:    10,532       -302       -628       -602     10,169      9,302      9,239:        35         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        3.0        5.6       70.0       83.1       91.1       91.8:       8.9        8.2
Old  :     100.0:      15.4        3.0        5.6       70.0       83.1       91.1       91.8:       8.9        8.2
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  :        47:         5          1          5         35         39         41         44:
Old  :        47:         5          1          5         35         39         41         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       31.1       53.1       47.0       24.2       27.9       35.3       38.5
Old  :                 32.3       31.1       53.1       47.0       24.2       27.9       35.3       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    79,638:     5,154      9,796      1,222     67,885     59,544     74,261     70,562:     5,377      9,076
Old  :    79,638:     5,154      9,796      1,222     67,885     59,544     74,261     70,562:     5,377      9,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :      -818:         0     -1,101         31       -601     -1,742       -570     -2,812:      -248      1,994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       12.3        1.5       85.2       74.8       93.2       88.6:       6.8       11.4
Old  :     100.0:       6.5       12.3        1.5       85.2       74.8       93.2       88.6:       6.8       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          3          1         25         23         28         26:
Old  :        33:         2          3          1         25         23         28         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  :                 32.0       37.3       55.2       57.9       24.3       29.1       41.9       42.7
Old  :                 32.0       37.3       55.2       57.9       24.3       29.1       41.9       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 3,111,658:   781,831    194,494    939,022  1,353,038  1,952,591  3,073,891  3,086,107:    37,767     25,551
Old  : 3,111,658:   781,831    194,494    939,022  1,353,038  1,952,591  3,073,891  3,086,107:    37,767     25,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :   108,236:    34,743     35,455     11,311     63,598     61,084    109,652    107,850:    -1,416        386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        6.3       30.2       43.5       62.8       98.8       99.2:       1.2        0.8
Old  :     100.0:      25.1        6.3       30.2       43.5       62.8       98.8       99.2:       1.2        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        36         15         43        103         92        159        136:
Old  :       165:        36         15         43        103         92        159        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       38.6       49.6       51.8       22.6       22.3       26.8       28.6
Old  :                 37.6       38.6       49.6       51.8       22.6       22.3       26.8       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   961,024:    79,881    261,917    210,191    664,971    481,712    955,043    953,820:     5,981      7,204
Old  :   961,024:    79,881    261,917    210,191    664,971    481,712    955,043    953,820:     5,981      7,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :    13,359:    18,271      8,816    -11,135      6,236     15,669     13,372     13,350:       -13          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       27.3       21.9       69.2       50.1       99.4       99.3:       0.6        0.7
Old  :     100.0:       8.3       27.3       21.9       69.2       50.1       99.4       99.3:       0.6        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        26         21         36         45         42         88         82:
Old  :        92:        26         21         36         45         42         88         82:
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       34.3       59.1       55.5       30.6       26.2       40.2       38.3
Old  :                 39.4       34.3       59.1       55.5       30.6       26.2       40.2       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    88,337:     1,593        781      4,035     82,052     82,636     87,681     87,452:       656        885
Old  :    88,337:     1,593        781      4,035     82,052     82,636     87,681     87,452:       656        885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       911:       -68        -12         29        911        884        871        901:        40         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        0.9        4.6       92.9       93.5       99.3       99.0:       0.7        1.0
Old  :     100.0:       1.8        0.9        4.6       92.9       93.5       99.3       99.0:       0.7        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  :        47:         6          5          7         31         30         40         39:
Old  :        47:         6          5          7         31         30         40         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       44.7       71.6       66.8       17.1       15.2       23.6       21.2
Old  :                 50.7       44.7       71.6       66.8       17.1       15.2       23.6       21.2
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 with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,816:     1,492      2,115        234     13,090     12,424     14,816     14,773:         0         43
Old  :    14,816:     1,492      2,115        234     13,090     12,424     14,816     14,773:         0         43
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       14.3        1.6       88.4       83.9      100.0       99.7:       0.0        0.3
Old  :     100.0:      10.1       14.3        1.6       88.4       83.9      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          1          9         15         11         16:
Old  :        21:         1          1          1          9         15         11         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  :                 65.7       85.3       94.7       95.4       54.4       65.6       73.7       71.7
Old  :                 65.7       85.3       94.7       95.4       54.4       65.6       73.7       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    29,180:     4,120         40        384     24,036     28,451     28,539     28,875:       641        305
Old  :    29,180:     4,120         40        384     24,036     28,451     28,539     28,875:       641        305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       -76:        10         40        -27          9         -3         -7         10:       -69        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        0.1        1.3       82.4       97.5       97.8       99.0:       2.2        1.0
Old  :     100.0:      14.1        0.1        1.3       82.4       97.5       97.8       99.0:       2.2        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  :        30:         3          1          2         20         22         23         25:
Old  :        30:         3          1          2         20         22         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       68.2       81.3       85.5       24.0       25.2       31.4       31.1
Old  :                 60.3       68.2       81.3       85.5       24.0       25.2       31.4       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    27,742:       978        500      1,254     22,184     24,456     24,416     26,210:     3,326      1,532
Old  :    27,742:       978        500      1,254     22,184     24,456     24,416     26,210:     3,326      1,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :      -100:         0          0          0       -240          0       -240          0:       140       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        1.8        4.5       80.0       88.2       88.0       94.5:      12.0        5.5
Old  :     100.0:       3.5        1.8        4.5       80.0       88.2       88.0       94.5:      12.0        5.5
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          1          2         21         17         24         19:
Old  :        26:         2          1          2         21         17         24         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  :                 46.2       53.9       65.7       77.3       29.9       46.4       44.9       52.7
Old  :                 46.2       53.9       65.7       77.3       29.9       46.4       44.9       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    20,846:     1,290          0        890     18,240     19,142     20,420     20,032:       426        814
Old  :    20,846:     1,290          0        890     18,240     19,142     20,420     20,032:       426        814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       880:      -120          0          0      1,000        880        880        880:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        0.0        4.3       87.5       91.8       98.0       96.1:       2.0        3.9
Old  :     100.0:       6.2        0.0        4.3       87.5       91.8       98.0       96.1:       2.0        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          0          2         21         20         23         22:
Old  :        27:         1          0          2         21         20         23         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  :                 42.9       70.1       63.7       84.2       41.0       60.0       57.3       69.1
Old  :                 42.9       70.1       63.7       84.2       41.0       60.0       57.3       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 2,588,244:   278,486    151,884    940,403  1,286,190  1,408,246  2,505,079  2,500,533:    83,165     87,711
Old  : 2,588,244:   278,486    151,884    940,403  1,286,190  1,408,246  2,505,079  2,500,533:    83,165     87,711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :  -125,310:    22,431      2,876    -67,233    -47,468    -28,238    -92,269    -92,595:   -33,041    -32,716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        5.9       36.3       49.7       54.4       96.8       96.6:       3.2        3.4
Old  :     100.0:      10.8        5.9       36.3       49.7       54.4       96.8       96.6:       3.2        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       352:        98        139        153         82        107        273        313:
Old  :       352:        98        139        153         82        107        273        313:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       25.1       38.3       36.8        7.0        4.7       10.8        7.2
Old  :                 25.9       25.1       38.3       36.8        7.0        4.7       10.8        7.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   116,968:    21,660     20,043      4,162     64,077     39,831     89,899     64,036:    27,069     52,932
Old  :   116,968:    21,660     20,043      4,162     64,077     39,831     89,899     64,036:    27,069     52,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       17.1        3.6       54.8       34.1       76.9       54.7:      23.1       45.3
Old  :     100.0:      18.5       17.1        3.6       54.8       34.1       76.9       54.7:      23.1       45.3
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  :        20:         3          3          4         14         14         19         19:
Old  :        20:         3          3          4         14         14         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  :                 50.0       28.8       67.1       44.2       44.0       28.5       57.5       40.4
Old  :                 50.0       28.8       67.1       44.2       44.0       28.5       57.5       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    15,485:         0        550        100     15,385     14,835     15,485     15,485:         0          0
Old  :    15,485:         0        550        100     15,385     14,835     15,485     15,485:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       350:         0          0          0        350        350        350        350:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.6        0.6       99.4       95.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        3.6        0.6       99.4       95.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         0          1          1         23         28         24         30:
Old  :        34:         0          1          1         23         28         24         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       52.2       78.0       70.2       26.0       22.6       36.4       31.2
Old  :                 56.2       52.2       78.0       70.2       26.0       22.6       36.4       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                             Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   158,886:    28,253     26,222     37,424     80,463     85,956    146,140    149,602:    12,746      9,284
Old  :   158,886:    28,253     26,222     37,424     80,463     85,956    146,140    149,602:    12,746      9,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       121:       409      6,891     -3,602      1,284     -3,419     -1,909       -130:     2,030        251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       16.5       23.6       50.6       54.1       92.0       94.2:       8.0        5.8
Old  :     100.0:      17.8       16.5       23.6       50.6       54.1       92.0       94.2:       8.0        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        12         15         24         23         25         49         50:
Old  :        52:        12         15         24         23         25         49         50:
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  :                 39.2       31.1       53.8       49.5       21.6       16.5       25.0       23.3
Old  :                 39.2       31.1       53.8       49.5       21.6       16.5       25.0       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     6,960:         0        550          0      6,900      6,410      6,900      6,960:        60          0
Old  :     6,960:         0        550          0      6,900      6,410      6,900      6,960:        60          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       200:         0          0          0        200        200        200        200:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.9        0.0       99.1       92.1       99.1      100.0:       0.9        0.0
Old  :     100.0:       0.0        7.9        0.0       99.1       92.1       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          0         16         12         16         13:
Old  :        22:         0          1          0         16         12         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       65.2       85.5       87.8       45.6       52.1       60.7       63.2
Old  :                 62.5       65.2       85.5       87.8       45.6       52.1       60.7       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    20,607:    12,367      2,060        308      3,675     17,311     16,350     19,679:     4,257        928
Old  :    20,607:    12,367      2,060        308      3,675     17,311     16,350     19,679:     4,257        928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       311:       148       -203        -39       -264         25       -155       -217:       466        528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.0       10.0        1.5       17.8       84.0       79.3       95.5:      20.7        4.5
Old  :     100.0:      60.0       10.0        1.5       17.8       84.0       79.3       95.5:      20.7        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  :       128:        80         12          4         15         26         98         39:
Old  :       128:        80         12          4         15         26         98         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       39.6       39.2       62.4       27.2       39.6       39.2       62.4
Old  :                 27.2       39.6       39.2       62.4       27.2       39.6       39.2       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    16,153:    10,078      3,043         51      2,145     11,152     12,274     14,246:     3,879      1,907
Old  :    16,153:    10,078      3,043         51      2,145     11,152     12,274     14,246:     3,879      1,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     1,018:       -27         30       -127        872        487        718        390:       300        628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.4       18.8        0.3       13.3       69.0       76.0       88.2:      24.0       11.8
Old  :     100.0:      62.4       18.8        0.3       13.3       69.0       76.0       88.2:      24.0       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        54         19          3         12         23         69         42:
Old  :       106:        54         19          3         12         23         69         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       40.6       26.8       56.5       16.2       40.6       26.8       56.2
Old  :                 16.2       40.6       26.8       56.5       16.2       40.6       26.8       56.2
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 with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   313,562:    56,945     15,853     61,265    158,472    212,223    276,682    289,341:    36,881     24,221
Old  :   313,562:    56,945     15,853     61,265    158,472    212,223    276,682    289,341:    36,881     24,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :     9,678:     7,768     -3,469      1,864     -4,510      9,047      5,123      7,442:     4,555      2,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        5.1       19.5       50.5       67.7       88.2       92.3:      11.8        7.7
Old  :     100.0:      18.2        5.1       19.5       50.5       67.7       88.2       92.3:      11.8        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  :       200:        65         29         48         89         99        174        158:
Old  :       200:        65         29         48         89         99        174        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       20.1       29.8       33.9        9.1       11.0       14.6       16.9
Old  :                 18.2       20.1       29.8       33.9        9.1       11.0       14.6       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     2,450:        50          0        200      2,200      2,250      2,450      2,450:         0          0
Old  :     2,450:        50          0        200      2,200      2,250      2,450      2,450:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.0        8.2       89.8       91.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.0        0.0        8.2       89.8       91.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          1         13         15         14         16:
Old  :        21:         1          0          1         13         15         14         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  :                 44.9       53.1       77.6       77.6       22.4       28.6       34.7       38.8
Old  :                 44.9       53.1       77.6       77.6       22.4       28.6       34.7       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 42,000 GALLONS)                              :
     :          :                                                                            :
All  :    10,813:       225      2,795        453      9,747      7,136     10,425     10,384:       388        429
Old  :    10,813:       225      2,795        453      9,747      7,136     10,425     10,384:       388        429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :       207:        75       -225          0        132        407        207        182:         0         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       25.8        4.2       90.1       66.0       96.4       96.0:       3.6        4.0
Old  :     100.0:       2.1       25.8        4.2       90.1       66.0       96.4       96.0:       3.6        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          1          2         21         22         23         24:
Old  :        29:         1          1          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  :                 36.2       57.8       63.0       77.0       32.8       45.6       51.6       56.4
Old  :                 36.2       57.8       63.0       77.0       32.8       45.6       51.6       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     5,605:       950          0        825      3,830      4,680      5,605      5,505:         0        100
Old  :     5,605:       950          0        825      3,830      4,680      5,605      5,505:         0        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2008                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        0.0       14.7       68.3       83.5      100.0       98.2:       0.0        1.8
Old  :     100.0:      16.9        0.0       14.7       68.3       83.5      100.0       98.2:       0.0        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  :        28:         1          0          1         21         16         22         17:
Old  :        28:         1          0          1         21         16         22         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  :                 56.3       58.5       78.6       79.0       38.9       42.9       46.9       51.8
Old  :                 56.3       58.5       78.6       79.0       38.9       42.9       46.9       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 12, 2008