GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, December 11, 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 : 7,449: 0 50 0 6,152 6,997 6,152 7,047: 1,297 402
Old : 7,449: 0 50 0 6,152 6,997 6,152 7,047: 1,297 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -113: 0 0 0 -85 -70 -85 -70: -28 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 82.6 93.9 82.6 94.6: 17.4 5.4
Old : 100.0: 0.0 0.7 0.0 82.6 93.9 82.6 94.6: 17.4 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 : 28: 0 1 0 19 22 19 23:
Old : 28: 0 1 0 19 22 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 : 53.5 55.0 68.3 72.5 38.8 44.9 46.8 55.0
Old : 53.5 55.0 68.3 72.5 38.8 44.9 46.8 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, December 11, 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 : 8,723: 50 358 0 8,553 8,295 8,603 8,653: 120 70
Old : 8,723: 50 358 0 8,553 8,295 8,603 8,653: 120 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -95: 50 50 -50 -65 -65 -65 -65: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.1 0.0 98.1 95.1 98.6 99.2: 1.4 0.8
Old : 100.0: 0.6 4.1 0.0 98.1 95.1 98.6 99.2: 1.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 3 0 27 27 28 30:
Old : 39: 1 3 0 27 27 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 : 52.8 47.8 80.1 68.1 46.2 35.8 56.7 48.6
Old : 52.8 47.8 80.1 68.1 46.2 35.8 56.7 48.6
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, December 11, 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 : 2,705: 0 0 0 1,850 2,069 1,850 2,069: 855 636
Old : 2,705: 0 0 0 1,850 2,069 1,850 2,069: 855 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 41: 0 0 0 11 16 11 16: 30 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 68.4 76.5 68.4 76.5: 31.6 23.5
Old : 100.0: 0.0 0.0 0.0 68.4 76.5 68.4 76.5: 31.6 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 20 14 20:
Old : 20: 0 0 0 14 20 14 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 : 36.0 38.1 57.0 59.6 22.9 26.4 26.3 32.4
Old : 36.0 38.1 57.0 59.6 22.9 26.4 26.3 32.4
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 11, 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 : 3,887: 0 85 40 3,424 3,436 3,464 3,561: 423 326
Old : 3,887: 0 85 40 3,424 3,436 3,464 3,561: 423 326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 116: 0 -5 10 81 41 91 46: 25 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 1.0 88.1 88.4 89.1 91.6: 10.9 8.4
Old : 100.0: 0.0 2.2 1.0 88.1 88.4 89.1 91.6: 10.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 2 1 26 32 27 34:
Old : 34: 0 2 1 26 32 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 : 33.4 27.9 51.0 44.5 22.0 19.8 31.1 30.5
Old : 33.4 27.9 51.0 44.5 22.0 19.8 31.1 30.5
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 11, 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 : 203,242: 33,146 13,720 27,163 114,146 136,650 174,455 177,533: 28,787 25,709
Old : 203,242: 33,146 13,720 27,163 114,146 136,650 174,455 177,533: 28,787 25,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -682: 2,368 328 2,423 -3,137 -4,598 1,654 -1,847: -2,336 1,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 6.8 13.4 56.2 67.2 85.8 87.4: 14.2 12.6
Old : 100.0: 16.3 6.8 13.4 56.2 67.2 85.8 87.4: 14.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 39 26 40 66 76 128 122:
Old : 148: 39 26 40 66 76 128 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 19.8 36.9 30.2 18.8 14.4 26.1 21.1
Old : 24.2 19.8 36.9 30.2 18.8 14.4 26.1 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, December 11, 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 : 829,008: 92,260 186,804 266,294 411,509 334,996 770,063 788,094: 58,945 40,914
Old : 829,008: 92,260 186,804 266,294 411,509 334,996 770,063 788,094: 58,945 40,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 1,052: 1,271 8,019 -14,083 12,328 1,386 -484 -4,678: 1,536 5,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 22.5 32.1 49.6 40.4 92.9 95.1: 7.1 4.9
Old : 100.0: 11.1 22.5 32.1 49.6 40.4 92.9 95.1: 7.1 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 : 208: 55 62 75 83 69 181 168:
Old : 208: 55 62 75 83 69 181 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 34.2 45.3 48.5 14.0 17.1 19.0 21.2
Old : 30.4 34.2 45.3 48.5 14.0 17.1 19.0 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 11, 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 : 104,371: 0 12,317 1,595 92,782 76,068 94,377 89,980: 9,994 14,391
Old : 104,371: 0 12,317 1,595 92,782 76,068 94,377 89,980: 9,994 14,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 1,855: 0 -218 261 2,812 1,446 3,073 1,489: -1,218 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.8 1.5 88.9 72.9 90.4 86.2: 9.6 13.8
Old : 100.0: 0.0 11.8 1.5 88.9 72.9 90.4 86.2: 9.6 13.8
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 : 30: 0 4 2 22 17 24 21:
Old : 30: 0 4 2 22 17 24 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 : 54.4 57.5 72.3 73.3 53.2 57.2 70.6 70.5
Old : 54.4 57.5 72.3 73.3 53.2 57.2 70.6 70.5
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 11, 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 : 77,268: 146 7,242 3,186 67,334 55,534 70,666 65,962: 6,602 11,306
Old : 77,268: 146 7,242 3,186 67,334 55,534 70,666 65,962: 6,602 11,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 850: 146 -1,511 -111 2,302 3,612 2,337 1,990: -1,487 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 9.4 4.1 87.1 71.9 91.5 85.4: 8.5 14.6
Old : 100.0: 0.2 9.4 4.1 87.1 71.9 91.5 85.4: 8.5 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 2 22 21 24 24:
Old : 32: 1 2 2 22 21 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 37.9 66.7 59.9 41.3 37.6 62.8 55.5
Old : 42.9 37.9 66.7 59.9 41.3 37.6 62.8 55.5
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 11, 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 : 144,049: 18,279 2,413 4,524 108,109 128,216 130,912 135,153: 13,137 8,896
Old : 144,049: 18,279 2,413 4,524 108,109 128,216 130,912 135,153: 13,137 8,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 6,240: 1,318 -310 302 1,849 5,607 3,469 5,599: 2,771 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 1.7 3.1 75.1 89.0 90.9 93.8: 9.1 6.2
Old : 100.0: 12.7 1.7 3.1 75.1 89.0 90.9 93.8: 9.1 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 : 42: 3 3 2 30 25 33 30:
Old : 42: 3 3 2 30 25 33 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 : 45.7 43.5 61.6 63.2 42.2 43.3 53.8 60.8
Old : 45.7 43.5 61.6 63.2 42.2 43.3 53.8 60.8
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 11, 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 : 104,840: 13,723 11,380 1,179 81,999 84,501 96,901 97,060: 7,939 7,780
Old : 104,840: 13,723 11,380 1,179 81,999 84,501 96,901 97,060: 7,939 7,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -1,410: 0 -3,031 -89 -2,177 2,169 -2,266 -951: 856 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 10.9 1.1 78.2 80.6 92.4 92.6: 7.6 7.4
Old : 100.0: 13.1 10.9 1.1 78.2 80.6 92.4 92.6: 7.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 2 20 23 24 25:
Old : 33: 2 2 2 20 23 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 : 34.9 47.1 59.9 65.1 33.2 40.7 53.8 56.4
Old : 34.9 47.1 59.9 65.1 33.2 40.7 53.8 56.4
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 11, 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 : 49,519: 12,494 948 1,380 27,667 42,032 41,541 44,360: 7,978 5,159
Old : 49,519: 12,494 948 1,380 27,667 42,032 41,541 44,360: 7,978 5,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 216: 227 0 -274 263 641 216 367: 0 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 1.9 2.8 55.9 84.9 83.9 89.6: 16.1 10.4
Old : 100.0: 25.2 1.9 2.8 55.9 84.9 83.9 89.6: 16.1 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 : 20: 3 1 3 9 14 13 17:
Old : 20: 3 1 3 9 14 13 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 : 61.1 56.2 76.1 73.6 57.3 52.0 64.8 65.2
Old : 61.1 56.2 76.1 73.6 57.3 52.0 64.8 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, December 11, 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 : 54,547: 4,842 0 3,151 39,675 44,739 47,668 47,890: 6,879 6,657
Old : 54,547: 4,842 0 3,151 39,675 44,739 47,668 47,890: 6,879 6,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 1,013: -993 0 210 1,394 987 611 1,197: 402 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 5.8 72.7 82.0 87.4 87.8: 12.6 12.2
Old : 100.0: 8.9 0.0 5.8 72.7 82.0 87.4 87.8: 12.6 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 51.1 32.5 73.2 54.3 42.6 31.7 58.6 50.7
Old : 51.1 32.5 73.2 54.3 42.6 31.7 58.6 50.7
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 11, 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 : 85,109: 4,201 1,003 3,381 72,994 71,064 80,576 75,448: 4,533 9,661
Old : 85,109: 4,201 1,003 3,381 72,994 71,064 80,576 75,448: 4,533 9,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 5,335: -1,124 108 980 5,355 4,731 5,211 5,819: 124 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.2 4.0 85.8 83.5 94.7 88.6: 5.3 11.4
Old : 100.0: 4.9 1.2 4.0 85.8 83.5 94.7 88.6: 5.3 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 : 42: 2 2 4 23 32 27 36:
Old : 42: 2 2 4 23 32 27 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 : 43.3 25.8 70.5 41.6 42.7 25.3 60.9 40.2
Old : 43.3 25.8 70.5 41.6 42.7 25.3 60.9 40.2
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, December 11, 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 : 107,193: 2,071 39 3,900 88,063 94,520 94,034 98,459: 13,159 8,734
Old : 107,193: 2,071 39 3,900 88,063 94,520 94,034 98,459: 13,159 8,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 3,780: -103 39 183 3,286 3,126 3,366 3,348: 414 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 3.6 82.2 88.2 87.7 91.9: 12.3 8.1
Old : 100.0: 1.9 0.0 3.6 82.2 88.2 87.7 91.9: 12.3 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 : 35: 2 1 3 23 23 26 26:
Old : 35: 2 1 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 : 48.3 43.1 67.5 65.2 46.1 41.9 59.4 61.9
Old : 48.3 43.1 67.5 65.2 46.1 41.9 59.4 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, December 11, 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 : 54,386: 16,298 0 3,379 29,077 40,177 48,754 43,556: 5,632 10,830
Old : 54,386: 16,298 0 3,379 29,077 40,177 48,754 43,556: 5,632 10,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 994: -1,516 0 -39 2,729 1,153 1,174 1,114: -180 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 0.0 6.2 53.5 73.9 89.6 80.1: 10.4 19.9
Old : 100.0: 30.0 0.0 6.2 53.5 73.9 89.6 80.1: 10.4 19.9
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 : 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 : 41.3 36.5 64.2 58.4 33.4 27.9 46.6 42.6
Old : 41.3 36.5 64.2 58.4 33.4 27.9 46.6 42.6
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 11, 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 : 67,912: 6,879 5,346 6,781 51,423 46,911 65,083 59,038: 2,829 8,874
Old : 67,912: 6,879 5,346 6,781 51,423 46,911 65,083 59,038: 2,829 8,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 64: 378 -1,460 264 -468 788 174 -408: -110 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 7.9 10.0 75.7 69.1 95.8 86.9: 4.2 13.1
Old : 100.0: 10.1 7.9 10.0 75.7 69.1 95.8 86.9: 4.2 13.1
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 : 23: 2 2 3 16 15 20 18:
Old : 23: 2 2 3 16 15 20 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 : 54.2 37.1 75.5 61.8 45.0 28.7 62.2 46.4
Old : 54.2 37.1 75.5 61.8 45.0 28.7 62.2 46.4
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 11, 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 : 81,796: 12,178 0 2,330 61,162 71,144 75,670 73,474: 6,126 8,322
Old : 81,796: 12,178 0 2,330 61,162 71,144 75,670 73,474: 6,126 8,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 3,852: -2,859 0 -825 7,254 4,869 3,570 4,044: 282 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.0 2.8 74.8 87.0 92.5 89.8: 7.5 10.2
Old : 100.0: 14.9 0.0 2.8 74.8 87.0 92.5 89.8: 7.5 10.2
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 : 32: 3 0 2 23 26 26 28:
Old : 32: 3 0 2 23 26 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 40.2 69.0 62.2 41.7 33.4 53.8 48.2
Old : 48.0 40.2 69.0 62.2 41.7 33.4 53.8 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, December 11, 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 : 115,126: 11,710 0 6,447 87,440 100,331 105,597 106,778: 9,529 8,348
Old : 115,126: 11,710 0 6,447 87,440 100,331 105,597 106,778: 9,529 8,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 834: -3,449 0 2,813 1,282 1,570 646 4,383: 188 -3,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 5.6 76.0 87.1 91.7 92.7: 8.3 7.3
Old : 100.0: 10.2 0.0 5.6 76.0 87.1 91.7 92.7: 8.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 0 2 25 31 28 33:
Old : 40: 3 0 2 25 31 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 28.0 64.6 48.2 36.9 25.6 55.5 43.3
Old : 45.2 28.0 64.6 48.2 36.9 25.6 55.5 43.3
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 11, 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 : 132,400: 444 19,369 21,015 100,691 84,923 122,150 125,307: 10,250 7,093
Old : 132,400: 444 19,369 21,015 100,691 84,923 122,150 125,307: 10,250 7,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 6,008: 0 -74 2,362 3,130 2,914 5,492 5,202: 516 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 14.6 15.9 76.1 64.1 92.3 94.6: 7.7 5.4
Old : 100.0: 0.3 14.6 15.9 76.1 64.1 92.3 94.6: 7.7 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 : 43: 1 6 6 35 30 41 37:
Old : 43: 1 6 6 35 30 41 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 : 27.6 38.8 44.8 60.8 21.3 25.1 31.4 35.6
Old : 27.6 38.8 44.8 60.8 21.3 25.1 31.4 35.6
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 11, 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 : 81,523: 2,273 3,745 5,158 66,371 59,537 73,802 68,440: 7,721 13,083
Old : 81,523: 2,273 3,745 5,158 66,371 59,537 73,802 68,440: 7,721 13,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 1,365: 1,924 166 -1,074 1,524 3,188 2,374 2,280: -1,009 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 4.6 6.3 81.4 73.0 90.5 84.0: 9.5 16.0
Old : 100.0: 2.8 4.6 6.3 81.4 73.0 90.5 84.0: 9.5 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 3 20 21 23 25:
Old : 30: 3 1 3 20 21 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 37.3 73.9 55.5 53.5 36.0 61.3 51.3
Old : 60.2 37.3 73.9 55.5 53.5 36.0 61.3 51.3
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 11, 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 : 248,345: 19,678 5,024 2,330 214,858 224,572 236,866 231,926: 11,479 16,419
Old : 248,345: 19,678 5,024 2,330 214,858 224,572 236,866 231,926: 11,479 16,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 9,287: 6,909 -521 106 -86 8,538 6,929 8,123: 2,358 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.0 0.9 86.5 90.4 95.4 93.4: 4.6 6.6
Old : 100.0: 7.9 2.0 0.9 86.5 90.4 95.4 93.4: 4.6 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 : 59: 3 3 6 46 42 52 48:
Old : 59: 3 3 6 46 42 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 57.0 54.6 67.5 30.8 54.4 48.7 62.0
Old : 34.9 57.0 54.6 67.5 30.8 54.4 48.7 62.0
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 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 205,740: 8,281 6,163 12,373 174,533 178,015 195,187 196,551: 10,553 9,189
Old : 205,740: 8,281 6,163 12,373 174,533 178,015 195,187 196,551: 10,553 9,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 971: 0 372 329 214 270 543 971: 428 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.0 6.0 84.8 86.5 94.9 95.5: 5.1 4.5
Old : 100.0: 4.0 3.0 6.0 84.8 86.5 94.9 95.5: 5.1 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 : 28.9 40.0 48.6 63.1 23.7 37.4 39.1 52.8
Old : 28.9 40.0 48.6 63.1 23.7 37.4 39.1 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 11, 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 : 218,940: 4,944 11,793 9,209 187,239 187,870 201,392 208,872: 17,548 10,068
Old : 218,940: 4,944 11,793 9,209 187,239 187,870 201,392 208,872: 17,548 10,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -345: 364 703 -2,558 2,341 -1,453 147 -3,308: -492 2,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 5.4 4.2 85.5 85.8 92.0 95.4: 8.0 4.6
Old : 100.0: 2.3 5.4 4.2 85.5 85.8 92.0 95.4: 8.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 4 4 43 37 48 43:
Old : 53: 3 4 4 43 37 48 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 : 34.8 36.1 52.9 59.2 33.4 30.9 44.5 46.0
Old : 34.8 36.1 52.9 59.2 33.4 30.9 44.5 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 11, 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 : 47,680: 0 662 1,908 38,414 36,952 40,322 39,522: 7,358 8,158
Old : 47,680: 0 662 1,908 38,414 36,952 40,322 39,522: 7,358 8,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 427: 0 612 -332 821 147 489 427: -62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 4.0 80.6 77.5 84.6 82.9: 15.4 17.1
Old : 100.0: 0.0 1.4 4.0 80.6 77.5 84.6 82.9: 15.4 17.1
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: 0 1 1 19 17 20 18:
Old : 26: 0 1 1 19 17 20 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 : 30.7 33.9 51.5 56.0 27.4 29.1 44.8 44.8
Old : 30.7 33.9 51.5 56.0 27.4 29.1 44.8 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, December 11, 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 : 198,348: 23,182 6,191 11,279 144,924 159,316 179,385 176,786: 18,963 21,562
Old : 198,348: 23,182 6,191 11,279 144,924 159,316 179,385 176,786: 18,963 21,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 3,224: -550 -898 -93 3,198 3,028 2,555 2,037: 669 1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.1 5.7 73.1 80.3 90.4 89.1: 9.6 10.9
Old : 100.0: 11.7 3.1 5.7 73.1 80.3 90.4 89.1: 9.6 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 : 43: 3 3 5 31 35 37 40:
Old : 43: 3 3 5 31 35 37 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 : 35.2 28.0 51.4 44.6 26.0 26.2 35.2 34.5
Old : 35.2 28.0 51.4 44.6 26.0 26.2 35.2 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, December 11, 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 : 80,177: 4,410 8,029 2,359 65,186 60,698 71,955 71,086: 8,222 9,091
Old : 80,177: 4,410 8,029 2,359 65,186 60,698 71,955 71,086: 8,222 9,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 8,463: 0 1,091 -556 6,568 7,975 6,012 8,510: 2,451 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 10.0 2.9 81.3 75.7 89.7 88.7: 10.3 11.3
Old : 100.0: 5.5 10.0 2.9 81.3 75.7 89.7 88.7: 10.3 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 : 39: 2 4 1 27 28 30 32:
Old : 39: 2 4 1 27 28 30 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 : 32.7 34.5 52.8 50.5 26.1 28.0 42.4 40.2
Old : 32.7 34.5 52.8 50.5 26.1 28.0 42.4 40.2
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 11, 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 : 2,755,208: 522,831 146,010 847,396 1,342,091 1,730,736 2,712,318 2,724,142: 42,890 31,066
Old : 2,755,208: 522,831 146,010 847,396 1,342,091 1,730,736 2,712,318 2,724,142: 42,890 31,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 22,758: 21,613 14,967 1,717 -2,570 2,894 20,760 19,578: 1,998 3,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 5.3 30.8 48.7 62.8 98.4 98.9: 1.6 1.1
Old : 100.0: 19.0 5.3 30.8 48.7 62.8 98.4 98.9: 1.6 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 : 153: 28 19 42 100 91 147 134:
Old : 153: 28 19 42 100 91 147 134:
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 40.5 49.3 54.6 16.8 22.4 20.2 26.8
Old : 37.4 40.5 49.3 54.6 16.8 22.4 20.2 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, December 11, 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 : 943,933: 57,710 256,510 205,934 676,016 476,148 939,660 938,592: 4,273 5,341
Old : 943,933: 57,710 256,510 205,934 676,016 476,148 939,660 938,592: 4,273 5,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 25,992: -19,762 8,574 19,505 27,200 -2,084 26,943 25,995: -951 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 27.2 21.8 71.6 50.4 99.5 99.4: 0.5 0.6
Old : 100.0: 6.1 27.2 21.8 71.6 50.4 99.5 99.4: 0.5 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 : 82: 16 23 32 41 39 77 74:
Old : 82: 16 23 32 41 39 77 74:
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 35.1 61.8 55.3 32.6 27.7 42.9 36.7
Old : 41.9 35.1 61.8 55.3 32.6 27.7 42.9 36.7
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 11, 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 : 11,323: 31 0 0 10,026 10,782 10,057 10,782: 1,266 541
Old : 11,323: 31 0 0 10,026 10,782 10,057 10,782: 1,266 541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 135: -105 -345 0 15 315 -90 -30: 225 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 88.5 95.2 88.8 95.2: 11.2 4.8
Old : 100.0: 0.3 0.0 0.0 88.5 95.2 88.8 95.2: 11.2 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 : 22: 1 0 0 17 13 18 13:
Old : 22: 1 0 0 17 13 18 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 : 50.2 73.5 68.4 86.3 50.2 68.5 65.6 78.0
Old : 50.2 73.5 68.4 86.3 50.2 68.5 65.6 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, December 11, 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 : 36,813: 1,702 496 789 33,455 34,725 35,946 36,010: 867 803
Old : 36,813: 1,702 496 789 33,455 34,725 35,946 36,010: 867 803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 443: -106 16 58 546 693 498 767: -55 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.3 2.1 90.9 94.3 97.6 97.8: 2.4 2.2
Old : 100.0: 4.6 1.3 2.1 90.9 94.3 97.6 97.8: 2.4 2.2
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 : 45: 7 3 5 31 26 39 33:
Old : 45: 7 3 5 31 26 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 43.0 69.3 66.7 38.3 40.1 49.3 52.4
Old : 46.8 43.0 69.3 66.7 38.3 40.1 49.3 52.4
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 11, 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 : 14,596: 1,456 45 336 12,784 14,195 14,576 14,576: 20 20
Old : 14,596: 1,456 45 336 12,784 14,195 14,576 14,576: 20 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 128: 0 0 0 128 128 128 128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.3 2.3 87.6 97.3 99.9 99.9: 0.1 0.1
Old : 100.0: 10.0 0.3 2.3 87.6 97.3 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 : 70.9 80.6 94.2 89.8 59.9 73.3 80.2 77.6
Old : 70.9 80.6 94.2 89.8 59.9 73.3 80.2 77.6
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, December 11, 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 : 16,703: 4,547 40 297 11,201 16,151 16,045 16,488: 658 215
Old : 16,703: 4,547 40 297 11,201 16,151 16,045 16,488: 658 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -180: -480 0 80 220 -260 -180 -180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 0.2 1.8 67.1 96.7 96.1 98.7: 3.9 1.3
Old : 100.0: 27.2 0.2 1.8 67.1 96.7 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 19 20 22:
Old : 28: 2 1 2 18 19 20 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 : 59.9 65.5 86.4 85.5 46.4 47.9 61.8 60.3
Old : 59.9 65.5 86.4 85.5 46.4 47.9 61.8 60.3
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 11, 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 : 10,200: 79 0 10 8,841 9,178 8,930 9,188: 1,270 1,012
Old : 10,200: 79 0 10 8,841 9,178 8,930 9,188: 1,270 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 303: 0 0 0 303 106 303 106: 0 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.1 86.7 90.0 87.5 90.1: 12.5 9.9
Old : 100.0: 0.8 0.0 0.1 86.7 90.0 87.5 90.1: 12.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 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 : 46.0 68.0 71.6 85.3 44.7 56.6 61.3 71.0
Old : 46.0 68.0 71.6 85.3 44.7 56.6 61.3 71.0
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 11, 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 : 27,802: 1,054 1,524 618 23,046 24,658 24,718 26,800: 3,084 1,002
Old : 27,802: 1,054 1,524 618 23,046 24,658 24,718 26,800: 3,084 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -120: 0 240 -240 60 -120 -180 -120: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 5.5 2.2 82.9 88.7 88.9 96.4: 11.1 3.6
Old : 100.0: 3.8 5.5 2.2 82.9 88.7 88.9 96.4: 11.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 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 : 46.4 54.8 66.7 74.5 29.8 45.2 44.5 52.7
Old : 46.4 54.8 66.7 74.5 29.8 45.2 44.5 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, December 11, 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 : 20,102: 1,384 0 1,140 16,996 17,978 19,520 19,118: 582 984
Old : 20,102: 1,384 0 1,140 16,996 17,978 19,520 19,118: 582 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 20: 60 -236 0 -40 16 20 -220: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 5.7 84.5 89.4 97.1 95.1: 2.9 4.9
Old : 100.0: 6.9 0.0 5.7 84.5 89.4 97.1 95.1: 2.9 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 : 25: 1 0 2 20 21 22 23:
Old : 25: 1 0 2 20 21 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 59.7 65.3 74.7 35.8 47.4 51.3 54.5
Old : 39.8 59.7 65.3 74.7 35.8 47.4 51.3 54.5
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 11, 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 : 8,746: 1,410 780 70 6,828 7,120 8,308 7,970: 438 776
Old : 8,746: 1,410 780 70 6,828 7,120 8,308 7,970: 438 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -720: 0 0 0 -960 -720 -960 -720: