GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, December 4, 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 : 7,562: 0 50 0 6,237 7,067 6,237 7,117: 1,325 445
Old : 7,562: 0 50 0 6,237 7,067 6,237 7,117: 1,325 445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 54: 0 -100 0 -271 -171 -271 -271: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 82.5 93.5 82.5 94.1: 17.5 5.9
Old : 100.0: 0.0 0.7 0.0 82.5 93.5 82.5 94.1: 17.5 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 : 29: 0 1 0 19 23 19 24:
Old : 29: 0 1 0 19 23 19 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 : 53.8 55.1 68.4 72.4 38.3 44.6 46.6 53.9
Old : 53.8 55.1 68.4 72.4 38.3 44.6 46.6 53.9
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,818: 0 308 50 8,618 8,360 8,668 8,718: 150 100
Old : 8,818: 0 308 50 8,618 8,360 8,668 8,718: 150 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -1,039: 0 -4 50 -1,089 -1,075 -1,039 -1,029: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.6 97.7 94.8 98.3 98.9: 1.7 1.1
Old : 100.0: 0.0 3.5 0.6 97.7 94.8 98.3 98.9: 1.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 3 1 27 26 28 29:
Old : 37: 0 3 1 27 26 28 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 : 52.2 47.5 79.0 68.1 46.0 35.8 57.1 49.4
Old : 52.2 47.5 79.0 68.1 46.0 35.8 57.1 49.4
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, December 4, 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 : 2,664: 0 0 0 1,839 2,053 1,839 2,053: 825 611
Old : 2,664: 0 0 0 1,839 2,053 1,839 2,053: 825 611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -224: 0 0 0 -212 -149 -212 -149: -12 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 69.0 77.1 69.0 77.1: 31.0 22.9
Old : 100.0: 0.0 0.0 0.0 69.0 77.1 69.0 77.1: 31.0 22.9
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: 0 0 0 14 19 14 19:
Old : 20: 0 0 0 14 19 14 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 : 37.5 38.7 58.9 61.1 22.5 26.6 26.4 32.9
Old : 37.5 38.7 58.9 61.1 22.5 26.6 26.4 32.9
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, December 4, 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 : 3,771: 0 90 30 3,343 3,395 3,373 3,515: 398 256
Old : 3,771: 0 90 30 3,343 3,395 3,373 3,515: 398 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -1,654: -25 72 -121 -1,666 -1,686 -1,812 -1,735: 158 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.8 88.7 90.0 89.4 93.2: 10.6 6.8
Old : 100.0: 0.0 2.4 0.8 88.7 90.0 89.4 93.2: 10.6 6.8
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 : 34: 0 2 1 25 32 26 34:
Old : 34: 0 2 1 25 32 26 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 28.6 51.4 45.6 21.9 20.7 30.8 31.4
Old : 33.4 28.6 51.4 45.6 21.9 20.7 30.8 31.4
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, December 4, 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 : 203,924: 30,778 13,392 24,740 117,283 141,248 172,801 179,380: 31,123 24,544
Old : 203,924: 30,778 13,392 24,740 117,283 141,248 172,801 179,380: 31,123 24,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -24,751: -9,081 -4,013 -1,660 -10,854 -18,213 -21,595 -23,886: -3,156 -865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 6.6 12.1 57.5 69.3 84.7 88.0: 15.3 12.0
Old : 100.0: 15.1 6.6 12.1 57.5 69.3 84.7 88.0: 15.3 12.0
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 : 148: 38 23 35 71 78 128 120:
Old : 148: 38 23 35 71 78 128 120:
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 : 23.6 20.0 36.2 31.0 18.4 14.9 26.1 22.5
Old : 23.6 20.0 36.2 31.0 18.4 14.9 26.1 22.5
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, December 4, 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 : 827,956: 90,989 178,785 280,377 399,181 333,610 770,547 792,772: 57,409 35,184
Old : 827,956: 90,989 178,785 280,377 399,181 333,610 770,547 792,772: 57,409 35,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 34,008: 11,576 24,698 8,774 22,720 -2,875 43,070 30,597: -9,062 3,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 21.6 33.9 48.2 40.3 93.1 95.8: 6.9 4.2
Old : 100.0: 11.0 21.6 33.9 48.2 40.3 93.1 95.8: 6.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 58 60 78 80 67 183 166:
Old : 207: 58 60 78 80 67 183 166:
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 33.2 44.0 48.6 13.0 16.9 18.0 21.2
Old : 29.8 33.2 44.0 48.6 13.0 16.9 18.0 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, December 4, 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 : 102,516: 0 12,535 1,334 89,970 74,622 91,304 88,491: 11,212 14,025
Old : 102,516: 0 12,535 1,334 89,970 74,622 91,304 88,491: 11,212 14,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3,990: 0 -293 -206 -5,930 -4,781 -6,136 -5,280: 2,146 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 1.3 87.8 72.8 89.1 86.3: 10.9 13.7
Old : 100.0: 0.0 12.2 1.3 87.8 72.8 89.1 86.3: 10.9 13.7
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 : 29: 0 4 2 20 15 22 19:
Old : 29: 0 4 2 20 15 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 : 55.3 57.1 73.0 73.1 54.1 56.7 71.3 70.3
Old : 55.3 57.1 73.0 73.1 54.1 56.7 71.3 70.3
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,418: 0 8,753 3,297 65,032 51,922 68,329 63,972: 8,089 12,446
Old : 76,418: 0 8,753 3,297 65,032 51,922 68,329 63,972: 8,089 12,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -5,040: 0 -425 -936 -3,951 -4,522 -4,887 -5,883: -153 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.5 4.3 85.1 67.9 89.4 83.7: 10.6 16.3
Old : 100.0: 0.0 11.5 4.3 85.1 67.9 89.4 83.7: 10.6 16.3
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: 0 3 1 19 18 20 21:
Old : 29: 0 3 1 19 18 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 38.3 66.7 59.7 41.4 38.3 59.7 52.4
Old : 43.0 38.3 66.7 59.7 41.4 38.3 59.7 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, December 4, 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 : 137,809: 16,961 2,723 4,222 106,260 122,609 127,443 129,554: 10,366 8,255
Old : 137,809: 16,961 2,723 4,222 106,260 122,609 127,443 129,554: 10,366 8,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -18,174: -93 -465 -2,736 -16,429 -14,873 -19,258 -18,074: 1,084 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.0 3.1 77.1 89.0 92.5 94.0: 7.5 6.0
Old : 100.0: 12.3 2.0 3.1 77.1 89.0 92.5 94.0: 7.5 6.0
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 : 42: 3 3 2 31 24 34 29:
Old : 42: 3 3 2 31 24 34 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 : 45.8 42.0 62.0 61.2 41.7 41.4 53.8 56.8
Old : 45.8 42.0 62.0 61.2 41.7 41.4 53.8 56.8
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, December 4, 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 : 106,250: 13,723 14,411 1,268 84,176 82,332 99,167 98,011: 7,083 8,239
Old : 106,250: 13,723 14,411 1,268 84,176 82,332 99,167 98,011: 7,083 8,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3,197: -155 591 -716 -1,076 -3,563 -1,947 -3,688: -1,250 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.6 1.2 79.2 77.5 93.3 92.2: 6.7 7.8
Old : 100.0: 12.9 13.6 1.2 79.2 77.5 93.3 92.2: 6.7 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 : 31: 2 2 2 20 21 24 23:
Old : 31: 2 2 2 20 21 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 : 36.2 52.1 61.2 69.9 34.5 45.8 55.9 60.4
Old : 36.2 52.1 61.2 69.9 34.5 45.8 55.9 60.4
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, December 4, 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 : 49,303: 12,267 948 1,654 27,404 41,391 41,325 43,993: 7,978 5,310
Old : 49,303: 12,267 948 1,654 27,404 41,391 41,325 43,993: 7,978 5,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -6,172: -2,403 0 -770 -2,617 -5,900 -5,790 -6,670: -382 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 1.9 3.4 55.6 84.0 83.8 89.2: 16.2 10.8
Old : 100.0: 24.9 1.9 3.4 55.6 84.0 83.8 89.2: 16.2 10.8
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: 3 1 3 10 14 14 17:
Old : 20: 3 1 3 10 14 14 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 : 61.5 54.2 76.5 72.9 57.1 49.7 64.3 64.5
Old : 61.5 54.2 76.5 72.9 57.1 49.7 64.3 64.5
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 - Futures Only, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,534: 5,835 0 2,941 38,281 43,752 47,057 46,693: 6,477 6,841
Old : 53,534: 5,835 0 2,941 38,281 43,752 47,057 46,693: 6,477 6,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -6,230: -3,130 0 688 -4,361 -7,917 -6,803 -7,229: 573 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.0 5.5 71.5 81.7 87.9 87.2: 12.1 12.8
Old : 100.0: 10.9 0.0 5.5 71.5 81.7 87.9 87.2: 12.1 12.8
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 : 27: 2 0 1 17 23 19 24:
Old : 27: 2 0 1 17 23 19 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 : 51.6 33.2 73.4 54.2 42.4 32.9 59.7 52.0
Old : 51.6 33.2 73.4 54.2 42.4 32.9 59.7 52.0
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,774: 5,325 895 2,401 67,639 66,333 75,365 69,629: 4,409 10,145
Old : 79,774: 5,325 895 2,401 67,639 66,333 75,365 69,629: 4,409 10,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -7,607: -2,133 -1,186 -897 -4,127 -5,847 -7,157 -7,930: -450 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.1 3.0 84.8 83.2 94.5 87.3: 5.5 12.7
Old : 100.0: 6.7 1.1 3.0 84.8 83.2 94.5 87.3: 5.5 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 2 4 23 30 27 34:
Old : 41: 2 2 4 23 30 27 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 26.4 69.9 42.3 41.6 26.1 63.4 39.7
Old : 43.1 26.4 69.9 42.3 41.6 26.1 63.4 39.7
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, December 4, 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 : 103,413: 2,174 0 3,717 84,777 91,394 90,668 95,111: 12,745 8,302
Old : 103,413: 2,174 0 3,717 84,777 91,394 90,668 95,111: 12,745 8,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -385: 497 -631 -638 1,520 306 1,379 -963: -1,764 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 3.6 82.0 88.4 87.7 92.0: 12.3 8.0
Old : 100.0: 2.1 0.0 3.6 82.0 88.4 87.7 92.0: 12.3 8.0
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 : 35: 2 0 2 24 24 26 26:
Old : 35: 2 0 2 24 24 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 : 46.7 44.0 66.7 66.3 44.4 41.8 62.1 62.6
Old : 46.7 44.0 66.7 66.3 44.4 41.8 62.1 62.6
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,392: 17,814 0 3,418 26,348 39,024 47,580 42,442: 5,812 10,950
Old : 53,392: 17,814 0 3,418 26,348 39,024 47,580 42,442: 5,812 10,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -4,412: -2,775 -372 531 -1,309 -5,201 -3,553 -5,042: -859 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 0.0 6.4 49.3 73.1 89.1 79.5: 10.9 20.5
Old : 100.0: 33.4 0.0 6.4 49.3 73.1 89.1 79.5: 10.9 20.5
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 : 24: 4 0 3 16 13 20 16:
Old : 24: 4 0 3 16 13 20 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 : 41.9 37.1 64.5 57.0 36.7 27.9 50.8 43.3
Old : 41.9 37.1 64.5 57.0 36.7 27.9 50.8 43.3
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,848: 6,501 6,806 6,517 51,891 46,123 64,909 59,446: 2,939 8,402
Old : 67,848: 6,501 6,806 6,517 51,891 46,123 64,909 59,446: 2,939 8,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -5,332: 767 -1,546 -1,290 -3,862 -2,791 -4,385 -5,627: -947 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.0 9.6 76.5 68.0 95.7 87.6: 4.3 12.4
Old : 100.0: 9.6 10.0 9.6 76.5 68.0 95.7 87.6: 4.3 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 4 16 15 20 19:
Old : 23: 2 2 4 16 15 20 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 : 54.8 37.1 76.0 61.8 46.3 28.4 62.9 47.0
Old : 54.8 37.1 76.0 61.8 46.3 28.4 62.9 47.0
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, December 4, 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 : 77,944: 15,037 0 3,155 53,908 66,275 72,100 69,430: 5,844 8,514
Old : 77,944: 15,037 0 3,155 53,908 66,275 72,100 69,430: 5,844 8,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -9,156: -5,742 0 1,198 -5,949 -9,797 -10,493 -8,599: 1,337 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 0.0 4.0 69.2 85.0 92.5 89.1: 7.5 10.9
Old : 100.0: 19.3 0.0 4.0 69.2 85.0 92.5 89.1: 7.5 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 2 23 27 26 29:
Old : 32: 3 0 2 23 27 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 36.3 69.5 57.4 37.6 27.8 50.9 42.0
Old : 46.8 36.3 69.5 57.4 37.6 27.8 50.9 42.0
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, December 4, 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 : 114,292: 15,159 0 3,634 86,158 98,761 104,951 102,395: 9,341 11,897
Old : 114,292: 15,159 0 3,634 86,158 98,761 104,951 102,395: 9,341 11,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -6,198: 4,399 0 -1,643 -8,772 -5,123 -6,016 -6,766: -182 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.0 3.2 75.4 86.4 91.8 89.6: 8.2 10.4
Old : 100.0: 13.3 0.0 3.2 75.4 86.4 91.8 89.6: 8.2 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 : 39: 3 0 2 24 30 27 32:
Old : 39: 3 0 2 24 30 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 30.0 65.5 47.7 39.8 29.1 58.5 45.4
Old : 46.1 30.0 65.5 47.7 39.8 29.1 58.5 45.4
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 - Futures Only, December 4, 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 : 126,392: 444 19,443 18,653 97,561 82,009 116,658 120,105: 9,734 6,287
Old : 126,392: 444 19,443 18,653 97,561 82,009 116,658 120,105: 9,734 6,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -10,051: -1,802 636 -1,957 -211 -8,308 -3,970 -9,629: -6,081 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 15.4 14.8 77.2 64.9 92.3 95.0: 7.7 5.0
Old : 100.0: 0.4 15.4 14.8 77.2 64.9 92.3 95.0: 7.7 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 6 6 35 29 41 36:
Old : 42: 1 6 6 35 29 41 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 : 25.6 37.5 43.0 60.1 23.1 27.4 33.9 38.4
Old : 25.6 37.5 43.0 60.1 23.1 27.4 33.9 38.4
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, December 4, 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 : 80,158: 349 3,579 6,232 64,847 56,349 71,428 66,160: 8,730 13,998
Old : 80,158: 349 3,579 6,232 64,847 56,349 71,428 66,160: 8,730 13,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -8,846: -2,750 -591 1,662 -8,794 -10,671 -9,882 -9,600: 1,036 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 4.5 7.8 80.9 70.3 89.1 82.5: 10.9 17.5
Old : 100.0: 0.4 4.5 7.8 80.9 70.3 89.1 82.5: 10.9 17.5
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 : 29: 2 2 4 18 20 22 24:
Old : 29: 2 2 4 18 20 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 38.7 74.3 57.8 55.6 37.5 61.7 51.9
Old : 62.3 38.7 74.3 57.8 55.6 37.5 61.7 51.9
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 - Futures Only, December 4, 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 : 239,058: 12,769 5,545 2,224 214,944 216,034 229,937 223,803: 9,121 15,255
Old : 239,058: 12,769 5,545 2,224 214,944 216,034 229,937 223,803: 9,121 15,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -14,243: -1,623 -1,146 -765 -14,546 -18,049 -16,934 -19,960: 2,691 5,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.3 0.9 89.9 90.4 96.2 93.6: 3.8 6.4
Old : 100.0: 5.3 2.3 0.9 89.9 90.4 96.2 93.6: 3.8 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 : 57: 3 3 5 45 40 50 46:
Old : 57: 3 3 5 45 40 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 : 34.2 59.1 52.0 69.3 30.0 55.5 45.4 62.4
Old : 34.2 59.1 52.0 69.3 30.0 55.5 45.4 62.4
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, December 4, 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 : 204,769: 8,281 5,791 12,044 174,319 177,745 194,644 195,580: 10,125 9,189
Old : 204,769: 8,281 5,791 12,044 174,319 177,745 194,644 195,580: 10,125 9,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -466: 117 1,684 443 366 -4,074 926 -1,947: -1,392 1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.8 5.9 85.1 86.8 95.1 95.5: 4.9 4.5
Old : 100.0: 4.0 2.8 5.9 85.1 86.8 95.1 95.5: 4.9 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 : 46: 2 3 3 37 32 42 35:
Old : 46: 2 3 3 37 32 42 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 40.0 49.2 63.0 24.4 37.4 39.5 52.8
Old : 29.8 40.0 49.2 63.0 24.4 37.4 39.5 52.8
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, December 4, 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 : 219,285: 4,580 11,090 11,767 184,898 189,323 201,245 212,180: 18,040 7,105
Old : 219,285: 4,580 11,090 11,767 184,898 189,323 201,245 212,180: 18,040 7,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3,464: 1,616 -1,109 1,114 -6,362 -1,283 -3,632 -1,278: 168 -2,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 5.1 5.4 84.3 86.3 91.8 96.8: 8.2 3.2
Old : 100.0: 2.1 5.1 5.4 84.3 86.3 91.8 96.8: 8.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 4 4 42 37 47 43:
Old : 52: 3 4 4 42 37 47 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 : 36.0 37.2 52.9 60.3 35.2 31.1 45.0 46.0
Old : 36.0 37.2 52.9 60.3 35.2 31.1 45.0 46.0
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, December 4, 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 : 47,253: 0 50 2,240 37,593 36,805 39,833 39,095: 7,420 8,158
Old : 47,253: 0 50 2,240 37,593 36,805 39,833 39,095: 7,420 8,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3,651: -683 -198 -540 -720 -2,056 -1,943 -2,794: -1,708 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 4.7 79.6 77.9 84.3 82.7: 15.7 17.3
Old : 100.0: 0.0 0.1 4.7 79.6 77.9 84.3 82.7: 15.7 17.3
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 : 26: 0 1 1 19 16 20 17:
Old : 26: 0 1 1 19 16 20 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 : 31.1 33.6 51.2 55.8 28.0 28.7 45.5 44.6
Old : 31.1 33.6 51.2 55.8 28.0 28.7 45.5 44.6
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, December 4, 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 : 195,124: 23,732 7,089 11,372 141,726 156,288 176,830 174,749: 18,294 20,375
Old : 195,124: 23,732 7,089 11,372 141,726 156,288 176,830 174,749: 18,294 20,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -9,497: -1,496 -1,163 -1,908 -7,907 -6,773 -11,311 -9,844: 1,814 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 3.6 5.8 72.6 80.1 90.6 89.6: 9.4 10.4
Old : 100.0: 12.2 3.6 5.8 72.6 80.1 90.6 89.6: 9.4 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 : 43: 3 3 5 30 35 36 40:
Old : 43: 3 3 5 30 35 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 27.8 52.3 44.7 27.0 26.4 36.4 34.6
Old : 36.2 27.8 52.3 44.7 27.0 26.4 36.4 34.6
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, December 4, 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 : 71,714: 4,410 6,938 2,915 58,618 52,723 65,943 62,576: 5,771 9,138
Old : 71,714: 4,410 6,938 2,915 58,618 52,723 65,943 62,576: 5,771 9,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -4,871: -2,851 3,795 -1,155 -1,295 -8,232 -5,301 -5,592: 430 721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.7 4.1 81.7 73.5 92.0 87.3: 8.0 12.7
Old : 100.0: 6.1 9.7 4.1 81.7 73.5 92.0 87.3: 8.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 4 1 25 25 28 29:
Old : 35: 2 4 1 25 25 28 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 : 35.7 37.5 57.7 54.0 30.0 29.0 48.0 42.0
Old : 35.7 37.5 57.7 54.0 30.0 29.0 48.0 42.0
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, December 4, 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 : 2,732,450: 501,218 131,043 845,679 1,344,661 1,727,842 2,691,558 2,704,564: 40,892 27,886
Old : 2,732,450: 501,218 131,043 845,679 1,344,661 1,727,842 2,691,558 2,704,564: 40,892 27,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -94,556: 18,885 -18,681 -13,841 -114,132 -69,598 -109,088 -102,120: 14,532 7,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 4.8 30.9 49.2 63.2 98.5 99.0: 1.5 1.0
Old : 100.0: 18.3 4.8 30.9 49.2 63.2 98.5 99.0: 1.5 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 : 152: 27 20 41 99 90 145 133:
Old : 152: 27 20 41 99 90 145 133:
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 : 37.4 41.0 49.4 55.7 16.4 23.0 19.9 27.3
Old : 37.4 41.0 49.4 55.7 16.4 23.0 19.9 27.3
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, December 4, 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 : 917,941: 77,472 247,936 186,429 648,816 478,232 912,717 912,597: 5,224 5,344
Old : 917,941: 77,472 247,936 186,429 648,816 478,232 912,717 912,597: 5,224 5,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -64,034: 18,185 26,819 -48,189 -18,900 -37,884 -48,904 -59,254: -15,130 -4,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 27.0 20.3 70.7 52.1 99.4 99.4: 0.6 0.6
Old : 100.0: 8.4 27.0 20.3 70.7 52.1 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 17 25 32 40 39 77 76:
Old : 84: 17 25 32 40 39 77 76:
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 : 42.8 35.3 63.2 54.2 33.6 28.2 44.4 37.7
Old : 42.8 35.3 63.2 54.2 33.6 28.2 44.4 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders - Futures Only, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 11,188: 136 345 0 10,011 10,467 10,147 10,812: 1,041 376
Old : 11,188: 136 345 0 10,011 10,467 10,147 10,812: 1,041 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -307: 103 -5 0 -470 28 -367 23: 60 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.1 0.0 89.5 93.6 90.7 96.6: 9.3 3.4
Old : 100.0: 1.2 3.1 0.0 89.5 93.6 90.7 96.6: 9.3 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 : 23: 2 1 0 17 12 19 13:
Old : 23: 2 1 0 17 12 19 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 : 52.4 75.3 71.4 88.5 51.3 71.0 69.0 81.9
Old : 52.4 75.3 71.4 88.5 51.3 71.0 69.0 81.9
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, December 4, 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 : 36,370: 1,808 480 731 32,909 34,032 35,448 35,243: 922 1,127
Old : 36,370: 1,808 480 731 32,909 34,032 35,448 35,243: 922 1,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,122: -478 40 286 1,105 788 913 1,114: 209 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.3 2.0 90.5 93.6 97.5 96.9: 2.5 3.1
Old : 100.0: 5.0 1.3 2.0 90.5 93.6 97.5 96.9: 2.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 1 4 30 25 39 30:
Old : 44: 9 1 4 30 25 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 : 47.1 43.1 70.1 65.7 39.8 40.3 51.3 53.7
Old : 47.1 43.1 70.1 65.7 39.8 40.3 51.3 53.7
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, December 4, 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 : 14,468: 1,456 45 336 12,656 14,067 14,448 14,448: 20 20
Old : 14,468: 1,456 45 336 12,656 14,067 14,448 14,448: 20 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -1,006: 84 0 -84 -985 -901 -985 -985: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.3 2.3 87.5 97.2 99.9 99.9: 0.1 0.1
Old : 100.0: 10.1 0.3 2.3 87.5 97.2 99.9 99.9: 0.1 0.1
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 : 28: 1 1 2 14 21 16 23:
Old : 28: 1 1 2 14 21 16 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 : 70.6 82.8 94.2 90.4 59.5 73.8 80.0 77.4
Old : 70.6 82.8 94.2 90.4 59.5 73.8 80.0 77.4
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, December 4, 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 : 16,883: 5,027 40 217 10,981 16,411 16,225 16,668: 658 215
Old : 16,883: 5,027 40 217 10,981 16,411 16,225 16,668: 658 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -580: 11 -40 -20 -548 -518 -557 -578: -23 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 0.2 1.3 65.0 97.2 96.1 98.7: 3.9 1.3
Old : 100.0: 29.8 0.2 1.3 65.0 97.2 96.1 98.7: 3.9 1.3
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 : 28: 2 1 2 18 20 20 23:
Old : 28: 2 1 2 18 20 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 : 65.9 66.4 87.1 84.7 56.5 55.9 69.6 68.2
Old : 65.9 66.4 87.1 84.7 56.5 55.9 69.6 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, December 4, 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 : 9,897: 79 0 10 8,538 9,072 8,627 9,082: 1,270 815
Old : 9,897: 79 0 10 8,538 9,072 8,627 9,082: 1,270 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -623: -80 0 -10 -197 -888 -287 -898: -336 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.1 86.3 91.7 87.2 91.8: 12.8 8.2
Old : 100.0: 0.8 0.0 0.1 86.3 91.7 87.2 91.8: 12.8 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 : 20: 1 0 1 15 12 16 13:
Old : 20: 1 0 1 15 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 : 45.1 70.0 70.8 86.8 43.6 58.3 59.5 72.5
Old : 45.1 70.0 70.8 86.8 43.6 58.3 59.5 72.5
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, December 4, 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 : 27,922: 1,054 1,284 858 22,986 24,778 24,898 26,920: 3,024 1,002
Old : 27,922: 1,054 1,284 858 22,986 24,778 24,898 26,920: 3,024 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -1,098: 46 -40 -46 -1,280 -1,002 -1,280 -1,088: 182 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.6 3.1 82.3 88.7 89.2 96.4: 10.8 3.6
Old : 100.0: 3.8 4.6 3.1 82.3 88.7 89.2 96.4: 10.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 3 23 21 26 24:
Old : 29: 1 2 3 23 21 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 54.3 65.5 73.7 29.7 44.1 43.5 50.7
Old : 46.2 54.3 65.5 73.7 29.7 44.1 43.5 50.7
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 - Futures Only, December 4, 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 : 20,082: 1,324 236 1,140 17,036 17,962 19,500 19,338: 582 744
Old : 20,082: 1,324 236 1,140 17,036 17,962 19,500 19,338: 582 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -1,650: 116 -130 -160 -1,580 -1,420 -1,624 -1,710: -26 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.2 5.7 84.8 89.4 97.1 96.3: 2.9 3.7
Old : 100.0: 6.6 1.2 5.7 84.8 89.4 97.1 96.3: 2.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 20 20 22 23:
Old : 25: 1 1 2 20 20 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 : 40.2 59.8 65.9 75.7 35.8 47.4 51.8 54.8
Old : 40.2 59.8 65.9 75.7 35.8 47.4 51.8 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, December 4, 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 : 9,466: 1,410 780 70 7,788 7,840 9,268 8,690: 198 776
Old : 9,466: 1,410 780 70 7,788 7,840 9,268 8,690: 198 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -418: 70 0 -70 -398 -346 -398 -416: