GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,070: 0 575 0 6,170 6,495 6,170 7,070: 900 0
Old : 7,070: 0 575 0 6,170 6,495 6,170 7,070: 900 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -100: 0 0 0 50 50 50 50: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 0.0 87.3 91.9 87.3 100.0: 12.7 0.0
Old : 100.0: 0.0 8.1 0.0 87.3 91.9 87.3 100.0: 12.7 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 : 28: 0 2 0 19 18 19 20:
Old : 28: 0 2 0 19 18 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 : 45.6 46.0 67.6 69.8 36.8 28.5 44.0 44.1
Old : 45.6 46.0 67.6 69.8 36.8 28.5 44.0 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,075: 300 1,079 120 11,295 10,786 11,715 11,985: 360 90
Old : 12,075: 300 1,079 120 11,295 10,786 11,715 11,985: 360 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -10: 0 0 0 -10 -10 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.9 1.0 93.5 89.3 97.0 99.3: 3.0 0.7
Old : 100.0: 2.5 8.9 1.0 93.5 89.3 97.0 99.3: 3.0 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 : 39: 1 1 1 29 28 31 30:
Old : 39: 1 1 1 29 28 31 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 : 40.8 39.8 63.8 65.4 36.8 36.1 51.9 53.6
Old : 40.8 39.8 63.8 65.4 36.8 36.1 51.9 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,328: 0 0 0 1,501 1,466 1,501 1,466: 827 862
Old : 2,328: 0 0 0 1,501 1,466 1,501 1,466: 827 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 207: 0 0 0 -23 79 -23 79: 230 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 64.5 63.0 64.5 63.0: 35.5 37.0
Old : 100.0: 0.0 0.0 0.0 64.5 63.0 64.5 63.0: 35.5 37.0
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: 0 0 0 17 18 17 18:
Old : 21: 0 0 0 17 18 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 : 33.6 32.7 50.6 48.1 23.9 21.3 31.7 28.1
Old : 33.6 32.7 50.6 48.1 23.9 21.3 31.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 5,518: 0 29 91 5,128 5,026 5,219 5,146: 299 372
Old : 5,518: 0 29 91 5,128 5,026 5,219 5,146: 299 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 809: 0 5 -65 811 853 746 793: 63 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 1.6 92.9 91.1 94.6 93.3: 5.4 6.7
Old : 100.0: 0.0 0.5 1.6 92.9 91.1 94.6 93.3: 5.4 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 : 40: 0 1 2 32 36 34 38:
Old : 40: 0 1 2 32 36 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 : 47.9 41.9 64.1 56.1 16.8 11.5 24.2 17.3
Old : 47.9 41.9 64.1 56.1 16.8 11.5 24.2 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 238,342: 49,790 14,863 27,552 122,835 168,652 200,177 211,067: 38,165 27,275
Old : 238,342: 49,790 14,863 27,552 122,835 168,652 200,177 211,067: 38,165 27,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 18,407: 7,897 -255 5,043 3,030 13,089 15,970 17,877: 2,437 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.2 11.6 51.5 70.8 84.0 88.6: 16.0 11.4
Old : 100.0: 20.9 6.2 11.6 51.5 70.8 84.0 88.6: 16.0 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 : 149: 47 24 42 58 69 128 118:
Old : 149: 47 24 42 58 69 128 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 23.2 32.8 33.5 16.9 17.7 25.7 24.9
Old : 20.6 23.2 32.8 33.5 16.9 17.7 25.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 750,765: 71,759 128,997 256,067 355,033 327,655 682,859 712,719: 67,906 38,046
Old : 750,765: 71,759 128,997 256,067 355,033 327,655 682,859 712,719: 67,906 38,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 10,267: -3,184 -6,833 2,143 7,051 12,088 6,010 7,398: 4,257 2,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 17.2 34.1 47.3 43.6 91.0 94.9: 9.0 5.1
Old : 100.0: 9.6 17.2 34.1 47.3 43.6 91.0 94.9: 9.0 5.1
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 : 211: 61 56 80 79 65 191 160:
Old : 211: 61 56 80 79 65 191 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 29.5 40.6 44.7 9.6 14.7 14.4 18.9
Old : 26.9 29.5 40.6 44.7 9.6 14.7 14.4 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,956: 0 12,265 1,753 85,049 71,735 86,802 85,753: 11,154 12,203
Old : 97,956: 0 12,265 1,753 85,049 71,735 86,802 85,753: 11,154 12,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 3,987: -266 -635 327 3,352 4,383 3,413 4,075: 574 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 1.8 86.8 73.2 88.6 87.5: 11.4 12.5
Old : 100.0: 0.0 12.5 1.8 86.8 73.2 88.6 87.5: 11.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 4 2 22 19 24 23:
Old : 30: 0 4 2 22 19 24 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 : 50.8 49.1 70.1 66.4 49.8 48.3 68.0 64.3
Old : 50.8 49.1 70.1 66.4 49.8 48.3 68.0 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,036: 0 11,503 2,859 71,176 52,539 74,035 66,901: 6,001 13,135
Old : 80,036: 0 11,503 2,859 71,176 52,539 74,035 66,901: 6,001 13,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,580: 0 -199 188 2,520 2,622 2,708 2,611: -1,128 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.4 3.6 88.9 65.6 92.5 83.6: 7.5 16.4
Old : 100.0: 0.0 14.4 3.6 88.9 65.6 92.5 83.6: 7.5 16.4
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 : 29: 0 2 1 25 19 26 21:
Old : 29: 0 2 1 25 19 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 35.2 69.9 56.6 44.0 29.8 63.9 48.9
Old : 45.4 35.2 69.9 56.6 44.0 29.8 63.9 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 149,512: 22,250 2,592 2,618 114,098 134,411 138,966 139,621: 10,546 9,891
Old : 149,512: 22,250 2,592 2,618 114,098 134,411 138,966 139,621: 10,546 9,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 837: -383 768 0 582 221 199 989: 638 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 1.7 1.8 76.3 89.9 92.9 93.4: 7.1 6.6
Old : 100.0: 14.9 1.7 1.8 76.3 89.9 92.9 93.4: 7.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 2 1 32 32 34 35:
Old : 45: 2 2 1 32 32 34 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 : 47.8 43.4 62.0 61.1 44.9 42.8 55.1 57.5
Old : 47.8 43.4 62.0 61.1 44.9 42.8 55.1 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 112,115: 14,028 12,068 3,983 83,052 85,636 101,063 101,687: 11,052 10,428
Old : 112,115: 14,028 12,068 3,983 83,052 85,636 101,063 101,687: 11,052 10,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,979: 0 912 -122 1,981 -97 1,859 693: 120 1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 10.8 3.6 74.1 76.4 90.1 90.7: 9.9 9.3
Old : 100.0: 12.5 10.8 3.6 74.1 76.4 90.1 90.7: 9.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 2 17 16 21 19:
Old : 29: 2 3 2 17 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 58.4 58.9 77.5 33.3 50.1 55.9 64.6
Old : 34.0 58.4 58.9 77.5 33.3 50.1 55.9 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,597: 15,549 768 2,349 33,904 48,685 51,802 51,802: 6,795 6,795
Old : 58,597: 15,549 768 2,349 33,904 48,685 51,802 51,802: 6,795 6,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,230: -702 0 522 1,376 1,408 1,196 1,930: 34 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 1.3 4.0 57.9 83.1 88.4 88.4: 11.6 11.6
Old : 100.0: 26.5 1.3 4.0 57.9 83.1 88.4 88.4: 11.6 11.6
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 : 21: 4 1 3 10 14 15 17:
Old : 21: 4 1 3 10 14 15 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 : 64.1 60.2 80.0 73.8 59.9 53.5 67.5 63.8
Old : 64.1 60.2 80.0 73.8 59.9 53.5 67.5 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,759: 7,764 174 3,553 37,433 42,100 48,750 45,827: 7,009 9,932
Old : 55,759: 7,764 174 3,553 37,433 42,100 48,750 45,827: 7,009 9,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,374: 758 174 355 -9 -21 1,104 508: 270 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.3 6.4 67.1 75.5 87.4 82.2: 12.6 17.8
Old : 100.0: 13.9 0.3 6.4 67.1 75.5 87.4 82.2: 12.6 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 16 21 19 23:
Old : 26: 2 1 2 16 21 19 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 : 56.4 32.7 78.8 52.0 47.4 30.8 63.6 45.0
Old : 56.4 32.7 78.8 52.0 47.4 30.8 63.6 45.0
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 - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,124: 5,775 2,800 5,205 72,421 72,536 83,401 80,541: 6,723 9,583
Old : 90,124: 5,775 2,800 5,205 72,421 72,536 83,401 80,541: 6,723 9,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 3,869: 308 688 -268 5,411 5,834 5,451 6,254: -1,582 -2,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 3.1 5.8 80.4 80.5 92.5 89.4: 7.5 10.6
Old : 100.0: 6.4 3.1 5.8 80.4 80.5 92.5 89.4: 7.5 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 : 42: 2 2 3 25 31 28 35:
Old : 42: 2 2 3 25 31 28 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 : 41.5 24.6 63.9 40.5 34.0 22.7 52.0 35.2
Old : 41.5 24.6 63.9 40.5 34.0 22.7 52.0 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 95,671: 4,786 1,288 3,032 71,730 83,638 79,548 87,958: 16,123 7,713
Old : 95,671: 4,786 1,288 3,032 71,730 83,638 79,548 87,958: 16,123 7,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 615: 240 -1,554 258 545 2,610 1,043 1,314: -428 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.3 3.2 75.0 87.4 83.1 91.9: 16.9 8.1
Old : 100.0: 5.0 1.3 3.2 75.0 87.4 83.1 91.9: 16.9 8.1
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 : 33: 1 2 3 23 23 26 26:
Old : 33: 1 2 3 23 23 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 42.6 63.7 63.1 37.6 39.8 58.1 58.0
Old : 40.2 42.6 63.7 63.1 37.6 39.8 58.1 58.0
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 - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,664: 12,350 1,290 4,237 34,122 40,356 50,709 45,883: 3,955 8,781
Old : 54,664: 12,350 1,290 4,237 34,122 40,356 50,709 45,883: 3,955 8,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 551: 540 -312 -454 465 889 551 123: 0 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 2.4 7.8 62.4 73.8 92.8 83.9: 7.2 16.1
Old : 100.0: 22.6 2.4 7.8 62.4 73.8 92.8 83.9: 7.2 16.1
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: 4 1 3 17 12 21 16:
Old : 26: 4 1 3 17 12 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 44.4 65.0 68.9 36.9 42.2 52.1 56.0
Old : 39.0 44.4 65.0 68.9 36.9 42.2 52.1 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,627: 8,259 6,587 5,721 53,388 50,707 67,368 63,015: 5,259 9,612
Old : 72,627: 8,259 6,587 5,721 53,388 50,707 67,368 63,015: 5,259 9,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,932: 1,508 1,238 -740 1,164 1,434 1,932 1,932: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 9.1 7.9 73.5 69.8 92.8 86.8: 7.2 13.2
Old : 100.0: 11.4 9.1 7.9 73.5 69.8 92.8 86.8: 7.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 3 14 15 19 18:
Old : 23: 3 2 3 14 15 19 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 : 53.2 37.6 74.4 60.5 47.0 31.1 65.3 50.8
Old : 53.2 37.6 74.4 60.5 47.0 31.1 65.3 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,532: 20,696 3,612 1,332 58,330 76,617 80,358 81,561: 5,174 3,971
Old : 85,532: 20,696 3,612 1,332 58,330 76,617 80,358 81,561: 5,174 3,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,878: 48 465 256 1,878 2,073 2,182 2,794: -304 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 4.2 1.6 68.2 89.6 94.0 95.4: 6.0 4.6
Old : 100.0: 24.2 4.2 1.6 68.2 89.6 94.0 95.4: 6.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 1 25 28 27 30:
Old : 34: 2 1 1 25 28 27 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 : 53.0 40.1 70.7 59.9 41.6 31.8 53.4 47.4
Old : 53.0 40.1 70.7 59.9 41.6 31.8 53.4 47.4
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 - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 122,189: 12,358 3,298 5,915 91,111 99,218 109,384 108,431: 12,805 13,758
Old : 122,189: 12,358 3,298 5,915 91,111 99,218 109,384 108,431: 12,805 13,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 942: 1,158 -912 -16 -1,468 1,168 -326 240: 1,268 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.7 4.8 74.6 81.2 89.5 88.7: 10.5 11.3
Old : 100.0: 10.1 2.7 4.8 74.6 81.2 89.5 88.7: 10.5 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 2 22 26 25 28:
Old : 36: 2 1 2 22 26 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 33.5 65.8 51.7 36.2 33.2 57.3 50.1
Old : 44.7 33.5 65.8 51.7 36.2 33.2 57.3 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 49,237: 0 1,015 2,257 38,213 37,635 40,470 40,907: 8,767 8,330
Old : 49,237: 0 1,015 2,257 38,213 37,635 40,470 40,907: 8,767 8,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 178: 0 -392 178 0 392 178 178: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 4.6 77.6 76.4 82.2 83.1: 17.8 16.9
Old : 100.0: 0.0 2.1 4.6 77.6 76.4 82.2 83.1: 17.8 16.9
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 : 25: 0 1 1 16 18 17 19:
Old : 25: 0 1 1 16 18 17 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 : 53.5 37.3 71.5 64.3 52.7 37.3 65.4 59.1
Old : 53.5 37.3 71.5 64.3 52.7 37.3 65.4 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 134,354: 747 17,019 18,771 101,377 90,171 120,895 125,961: 13,459 8,393
Old : 134,354: 747 17,019 18,771 101,377 90,171 120,895 125,961: 13,459 8,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 307: 263 -917 714 -1,063 662 -86 459: 393 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 12.7 14.0 75.5 67.1 90.0 93.8: 10.0 6.2
Old : 100.0: 0.6 12.7 14.0 75.5 67.1 90.0 93.8: 10.0 6.2
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 : 40: 3 4 7 32 23 39 30:
Old : 40: 3 4 7 32 23 39 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 : 26.9 38.0 44.3 61.3 24.3 31.3 35.8 45.0
Old : 26.9 38.0 44.3 61.3 24.3 31.3 35.8 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,976: 834 4,897 3,973 78,096 69,616 82,903 78,486: 9,073 13,490
Old : 91,976: 834 4,897 3,973 78,096 69,616 82,903 78,486: 9,073 13,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 4,519: 146 780 -174 2,591 6,587 2,563 7,193: 1,956 -2,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.3 4.3 84.9 75.7 90.1 85.3: 9.9 14.7
Old : 100.0: 0.9 5.3 4.3 84.9 75.7 90.1 85.3: 9.9 14.7
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 : 31: 2 2 3 21 21 24 25:
Old : 31: 2 2 3 21 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 41.4 71.6 61.7 54.5 41.2 62.3 56.6
Old : 60.6 41.4 71.6 61.7 54.5 41.2 62.3 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,729: 8,400 1,200 0 42,429 47,403 50,829 48,603: 1,900 4,126
Old : 52,729: 8,400 1,200 0 42,429 47,403 50,829 48,603: 1,900 4,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.3 0.0 80.5 89.9 96.4 92.2: 3.6 7.8
Old : 100.0: 15.9 2.3 0.0 80.5 89.9 96.4 92.2: 3.6 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 : 20: 2 1 0 11 15 13 16:
Old : 20: 2 1 0 11 15 13 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 : 67.9 51.9 90.9 82.3 57.9 49.5 74.1 66.6
Old : 67.9 51.9 90.9 82.3 57.9 49.5 74.1 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 251,642: 13,455 2 4,755 219,894 234,152 238,104 238,909: 13,538 12,733
Old : 251,642: 13,455 2 4,755 219,894 234,152 238,104 238,909: 13,538 12,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 6,172: -433 -124 253 6,568 4,691 6,388 4,820: -216 1,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 1.9 87.4 93.0 94.6 94.9: 5.4 5.1
Old : 100.0: 5.3 0.0 1.9 87.4 93.0 94.6 94.9: 5.4 5.1
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 : 59: 5 1 6 46 43 52 49:
Old : 59: 5 1 6 46 43 52 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 : 34.8 56.0 51.5 67.0 29.9 52.0 43.7 59.4
Old : 34.8 56.0 51.5 67.0 29.9 52.0 43.7 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 196,096: 7,622 3,367 11,374 164,593 175,521 183,589 190,262: 12,507 5,834
Old : 196,096: 7,622 3,367 11,374 164,593 175,521 183,589 190,262: 12,507 5,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,487: 428 666 -490 1,243 119 1,181 295: 306 1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.7 5.8 83.9 89.5 93.6 97.0: 6.4 3.0
Old : 100.0: 3.9 1.7 5.8 83.9 89.5 93.6 97.0: 6.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 3 4 37 33 42 37:
Old : 46: 2 3 4 37 33 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 : 32.3 39.4 50.7 61.1 24.6 36.4 37.1 51.5
Old : 32.3 39.4 50.7 61.1 24.6 36.4 37.1 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 222,366: 4,108 13,139 13,822 186,211 184,714 204,141 211,675: 18,225 10,691
Old : 222,366: 4,108 13,139 13,822 186,211 184,714 204,141 211,675: 18,225 10,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 5,315: 863 1,249 244 2,210 2,897 3,317 4,390: 1,998 925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.9 6.2 83.7 83.1 91.8 95.2: 8.2 4.8
Old : 100.0: 1.8 5.9 6.2 83.7 83.1 91.8 95.2: 8.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 4 5 42 36 48 42:
Old : 51: 3 4 5 42 36 48 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 : 38.7 30.7 54.1 53.5 37.9 25.6 49.9 43.5
Old : 38.7 30.7 54.1 53.5 37.9 25.6 49.9 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,002: 0 2,005 1,902 39,134 38,120 41,036 42,027: 8,966 7,975
Old : 50,002: 0 2,005 1,902 39,134 38,120 41,036 42,027: 8,966 7,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -443: 0 -59 92 -626 -476 -534 -443: 91 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 3.8 78.3 76.2 82.1 84.1: 17.9 15.9
Old : 100.0: 0.0 4.0 3.8 78.3 76.2 82.1 84.1: 17.9 15.9
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: 0 2 1 19 21 20 23:
Old : 27: 0 2 1 19 21 20 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 : 31.1 32.0 49.7 55.1 28.3 25.7 43.8 40.2
Old : 31.1 32.0 49.7 55.1 28.3 25.7 43.8 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 211,285: 24,742 11,507 14,523 156,696 164,617 195,961 190,647: 15,324 20,638
Old : 211,285: 24,742 11,507 14,523 156,696 164,617 195,961 190,647: 15,324 20,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,168: -26 2,293 236 775 -1,091 985 1,438: 183 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 5.4 6.9 74.2 77.9 92.7 90.2: 7.3 9.8
Old : 100.0: 11.7 5.4 6.9 74.2 77.9 92.7 90.2: 7.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 2 5 38 36 44 41:
Old : 46: 4 2 5 38 36 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 29.7 46.7 47.2 24.1 24.0 34.8 35.8
Old : 31.2 29.7 46.7 47.2 24.1 24.0 34.8 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,119: 5,113 7,073 6,956 60,793 57,625 72,862 71,654: 7,257 8,465
Old : 80,119: 5,113 7,073 6,956 60,793 57,625 72,862 71,654: 7,257 8,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 3,666: 0 -2,517 2,752 383 6,293 3,135 6,528: 531 -2,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.8 8.7 75.9 71.9 90.9 89.4: 9.1 10.6
Old : 100.0: 6.4 8.8 8.7 75.9 71.9 90.9 89.4: 9.1 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 : 35: 2 5 4 24 25 29 31:
Old : 35: 2 5 4 24 25 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 : 31.5 38.3 53.5 56.0 27.1 29.3 44.2 42.7
Old : 31.5 38.3 53.5 56.0 27.1 29.3 44.2 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 - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 2,710,662: 411,337 159,569 860,730 1,408,401 1,671,261 2,680,468 2,691,560: 30,194 19,102
Old : 2,710,662: 411,337 159,569 860,730 1,408,401 1,671,261 2,680,468 2,691,560: 30,194 19,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 7,757: -19,106 -15,003 2,691 24,986 16,888 8,571 4,576: -814 3,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 5.9 31.8 52.0 61.7 98.9 99.3: 1.1 0.7
Old : 100.0: 15.2 5.9 31.8 52.0 61.7 98.9 99.3: 1.1 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 : 155: 29 19 46 103 93 151 140:
Old : 155: 29 19 46 103 93 151 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 40.5 48.0 55.2 13.7 22.5 18.5 26.3
Old : 34.5 40.5 48.0 55.2 13.7 22.5 18.5 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 912,191: 85,313 205,308 208,135 611,398 492,472 904,846 905,915: 7,345 6,276
Old : 912,191: 85,313 205,308 208,135 611,398 492,472 904,846 905,915: 7,345 6,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 10,988: 22,460 6,845 -5,827 -6,653 9,562 9,980 10,580: 1,008 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 22.5 22.8 67.0 54.0 99.2 99.3: 0.8 0.7
Old : 100.0: 9.4 22.5 22.8 67.0 54.0 99.2 99.3: 0.8 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 : 87: 16 28 34 42 41 78 83:
Old : 87: 16 28 34 42 41 78 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 31.9 60.0 51.5 33.0 25.7 39.9 35.7
Old : 42.6 31.9 60.0 51.5 33.0 25.7 39.9 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 36,369: 2,784 480 600 31,695 34,327 35,079 35,407: 1,290 962
Old : 36,369: 2,784 480 600 31,695 34,327 35,079 35,407: 1,290 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 456: 484 0 20 -48 432 456 452: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.3 1.6 87.1 94.4 96.5 97.4: 3.5 2.6
Old : 100.0: 7.7 1.3 1.6 87.1 94.4 96.5 97.4: 3.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 2 6 28 25 39 31:
Old : 42: 9 2 6 28 25 39 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 : 43.1 44.1 65.4 68.0 34.6 39.3 46.0 50.2
Old : 43.1 44.1 65.4 68.0 34.6 39.3 46.0 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 15,191: 1,280 45 512 13,271 14,570 15,063 15,127: 128 64
Old : 15,191: 1,280 45 512 13,271 14,570 15,063 15,127: 128 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -213: -299 45 256 -170 -514 -213 -213: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.3 3.4 87.4 95.9 99.2 99.6: 0.8 0.4
Old : 100.0: 8.4 0.3 3.4 87.4 95.9 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 12 20 14 22:
Old : 27: 1 1 2 12 20 14 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 : 71.2 78.8 90.6 89.2 53.8 63.5 68.1 67.6
Old : 71.2 78.8 90.6 89.2 53.8 63.5 68.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 18,009: 5,215 120 241 12,039 17,565 17,495 17,926: 514 83
Old : 18,009: 5,215 120 241 12,039 17,565 17,495 17,926: 514 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 8: 20 0 -42 23 33 1 -9: 7 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 0.7 1.3 66.8 97.5 97.1 99.5: 2.9 0.5
Old : 100.0: 29.0 0.7 1.3 66.8 97.5 97.1 99.5: 2.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 2 19 18 21 21:
Old : 27: 2 1 2 19 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 64.3 84.8 83.2 54.5 53.8 67.3 65.0
Old : 64.1 64.3 84.8 83.2 54.5 53.8 67.3 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 10,998: 240 162 84 9,360 10,394 9,684 10,640: 1,314 358
Old : 10,998: 240 162 84 9,360 10,394 9,684 10,640: 1,314 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 240: 0 0 0 240 240 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.5 0.8 85.1 94.5 88.1 96.7: 11.9 3.3
Old : 100.0: 2.2 1.5 0.8 85.1 94.5 88.1 96.7: 11.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 16 13 18 15:
Old : 22: 1 1 2 16 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 69.2 66.9 86.8 39.9 56.7 55.5 71.4
Old : 48.0 69.2 66.9 86.8 39.9 56.7 55.5 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,706: 962 944 930 25,096 25,878 26,988 27,752: 1,718 954
Old : 28,706: 962 944 930 25,096 25,878 26,988 27,752: 1,718 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 358: 0 20 0 334 290 334 310: 24 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.3 3.2 87.4 90.1 94.0 96.7: 6.0 3.3
Old : 100.0: 3.4 3.3 3.2 87.4 90.1 94.0 96.7: 6.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 24 21 27 24:
Old : 30: 1 2 3 24 21 27 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 : 45.3 52.0 65.2 73.1 31.4 41.6 44.6 49.5
Old : 45.3 52.0 65.2 73.1 31.4 41.6 44.6 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 24,940: 532 478 1,324 22,242 22,434 24,098 24,236: 842 704
Old : 24,940: 532 478 1,324 22,242 22,434 24,098 24,236: 842 704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,040: -400 160 560 860 640 1,020 1,360: 20 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.9 5.3 89.2 90.0 96.6 97.2: 3.4 2.8
Old : 100.0: 2.1 1.9 5.3 89.2 90.0 96.6 97.2: 3.4 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 : 24: 1 2 3 19 18 22 21:
Old : 24: 1 2 3 19 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 64.4 73.5 82.4 31.4 39.3 42.3 46.6
Old : 54.2 64.4 73.5 82.4 31.4 39.3 42.3 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 9,448: 1,240 520 320 7,423 8,098 8,983 8,938: 465 510
Old : 9,448: 1,240 520 320 7,423 8,098 8,983 8,938: 465 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 0: 60 0 -60 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 5.5 3.4 78.6 85.7 95.1 94.6: 4.9 5.4
Old : 100.0: 13.1 5.5 3.4 78.6 85.7 95.1 94.6: 4.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 13 14 16 16:
Old : 20: 2 1 2 13 14 16 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 : 58.8 54.4 79.9 79.7 38.1 39.6 50.4 50.1
Old : 58.8 54.4 79.9 79.7 38.1 39.6 50.4 50.1
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 - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,489,293: 251,001 182,401 397,416 756,424 814,867 1,404,841 1,394,684: 84,452 94,609
Old : 1,489,293: 251,001 182,401 397,416 756,424 814,867 1,404,841 1,394,684: 84,452 94,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 48,369: 3,768 -11,462 6,121 34,136 42,605 44,025 37,264: 4,344 11,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.2 26.7 50.8 54.7 94.3 93.6: 5.7 6.4
Old : 100.0: 16.9 12.2 26.7 50.8 54.7 94.3 93.6: 5.7 6.4
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 : 341: 102 121 132 80 102 271 279:
Old : 341: 102 121 132 80 102 271 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 23.2 34.6 32.1 11.0 6.5 16.4 11.3
Old : 23.8 23.2 34.6 32.1 11.0 6.5 16.4 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 99,469: 19,575 21,055 6,127 46,777 33,231 72,479 60,413: 26,990 39,056
Old : 99,469: 19,575 21,055 6,127 46,777 33,231 72,479 60,413: 26,990 39,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 2,709: 382 3,804 -483 726 -705 625 2,616: 2,084 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 21.2 6.2 47.0 33.4 72.9 60.7: 27.1 39.3
Old : 100.0: 19.7 21.2 6.2 47.0 33.4 72.9 60.7: 27.1 39.3
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: 3 4 5 13 12 19 18:
Old : 21: 3 4 5 13 12 19 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 : 41.7 30.3 58.7 48.3 40.0 27.6 53.0 41.3
Old : 41.7 30.3 58.7 48.3 40.0 27.6 53.0 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,447: 0 0 0 12,447 12,447 12,447 12,447: 0 0
Old : 12,447: 0 0 0 12,447 12,447 12,447 12,447: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 750: 0 0 0 750 750 750 750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 28 30 28 30:
Old : 32: 0 0 0 28 30 28 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 : 40.4 52.6 62.1 72.1 26.9 30.8 36.1 37.6
Old : 40.4 52.6 62.1 72.1 26.9 30.8 36.1 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 114,949: 12,580 27,989 29,971 66,806 51,376 109,357 109,336: 5,592 5,613
Old : 114,949: 12,580 27,989 29,971 66,806 51,376 109,357 109,336: 5,592 5,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 5,414: 2,762 330 186 3,030 4,310 5,978 4,826: -564 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 24.3 26.1 58.1 44.7 95.1 95.1: 4.9 4.9
Old : 100.0: 10.9 24.3 26.1 58.1 44.7 95.1 95.1: 4.9 4.9
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 : 47: 6 18 19 23 21 44 43:
Old : 47: 6 18 19 23 21 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 29.8 51.2 51.5 18.9 17.3 26.5 23.0
Old : 34.1 29.8 51.2 51.5 18.9 17.3 26.5 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 16,260: 10,964 3,116 70 3,193 12,813 14,227 15,999: 2,033 261
Old : 16,260: 10,964 3,116 70 3,193 12,813 14,227 15,999: 2,033 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 151: 591 -30 43 -559 335 75 348: 76 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 19.2 0.4 19.6 78.8 87.5 98.4: 12.5 1.6
Old : 100.0: 67.4 19.2 0.4 19.6 78.8 87.5 98.4: 12.5 1.6
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 : 104: 54 16 5 11 25 70 42:
Old : 104: 54 16 5 11 25 70 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 : 49.2 36.7 61.3 55.1 49.2 35.8 61.3 53.7
Old : 49.2 36.7 61.3 55.1 49.2 35.8 61.3 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 14,968: 10,009 1,771 149 1,601 12,171 11,759 14,091: 3,209 877
Old : 14,968: 10,009 1,771 149 1,601 12,171 11,759 14,091: 3,209 877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 74: 517 140 0 -601 -59 -84 81: 158 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 11.8 1.0 10.7 81.3 78.6 94.1: 21.4 5.9
Old : 100.0: 66.9 11.8 1.0 10.7 81.3 78.6 94.1: 21.4 5.9
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 : 82: 40 9 1 6 27 47 36:
Old : 82: 40 9 1 6 27 47 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 : 20.2 46.2 32.3 63.9 20.2 46.2 32.3 63.1
Old : 20.2 46.2 32.3 63.9 20.2 46.2 32.3 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 197,482: 60,436 10,953 10,633 106,703 159,369 177,772 180,955: 19,710 16,527
Old : 197,482: 60,436 10,953 10,633 106,703 159,369 177,772 180,955: 19,710 16,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 6,696: 2,448 110 1,542 875 2,295 4,865 3,947: 1,831 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 5.5 5.4 54.0 80.7 90.0 91.6: 10.0 8.4
Old : 100.0: 30.6 5.5 5.4 54.0 80.7 90.0 91.6: 10.0 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 : 180: 65 23 31 73 83 155 121:
Old : 180: 65 23 31 73 83 155 121:
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 : 18.8 33.7 31.1 45.8 12.6 17.5 18.5 26.9
Old : 18.8 33.7 31.1 45.8 12.6 17.5 18.5 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,600: 500 0 0 3,025 3,175 3,525 3,175: 75 425
Old : 3,600: 500 0 0 3,025 3,175 3,525 3,175: 75 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 925: 450 0 0 400 650 850 650: 75 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.0 0.0 84.0 88.2 97.9 88.2: 2.1 11.8
Old : 100.0: 13.9 0.0 0.0 84.0 88.2 97.9 88.2: 2.1 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 : 26: 2 0 0 17 16 19 16:
Old : 26: 2 0 0 17 16 19 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 : 50.0 52.8 75.0 70.8 48.6 50.7 67.4 66.7
Old : 50.0 52.8 75.0 70.8 48.6 50.7 67.4 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008