GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, December 31, 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 : 8,464: 0 125 0 7,492 8,252 7,492 8,377: 972 87
Old : 8,464: 0 125 0 7,492 8,252 7,492 8,377: 972 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 615: 0 25 0 615 590 615 615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 88.5 97.5 88.5 99.0: 11.5 1.0
Old : 100.0: 0.0 1.5 0.0 88.5 97.5 88.5 99.0: 11.5 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 : 31: 0 2 0 21 22 21 24:
Old : 31: 0 2 0 21 22 21 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 : 55.6 56.9 73.1 78.2 41.4 50.9 50.4 61.1
Old : 55.6 56.9 73.1 78.2 41.4 50.9 50.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, December 31, 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 : 9,023: 0 583 50 8,853 8,320 8,903 8,953: 120 70
Old : 9,023: 0 583 50 8,853 8,320 8,903 8,953: 120 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.6 98.1 92.2 98.7 99.2: 1.3 0.8
Old : 100.0: 0.0 6.5 0.6 98.1 92.2 98.7 99.2: 1.3 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 : 40: 0 4 1 28 27 29 31:
Old : 40: 0 4 1 28 27 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 46.5 78.8 66.1 45.0 34.6 57.0 48.8
Old : 51.3 46.5 78.8 66.1 45.0 34.6 57.0 48.8
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 31, 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 : 2,844: 0 0 0 1,892 2,147 1,892 2,147: 952 697
Old : 2,844: 0 0 0 1,892 2,147 1,892 2,147: 952 697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 50: 0 0 0 38 3 38 3: 12 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 66.5 75.5 66.5 75.5: 33.5 24.5
Old : 100.0: 0.0 0.0 0.0 66.5 75.5 66.5 75.5: 33.5 24.5
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 : 33.6 32.9 55.1 56.3 19.3 27.1 23.7 33.1
Old : 33.6 32.9 55.1 56.3 19.3 27.1 23.7 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,386: 0 65 80 3,701 3,663 3,781 3,808: 605 578
Old : 4,386: 0 65 80 3,701 3,663 3,781 3,808: 605 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 53: 0 0 20 125 120 145 140: -92 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 1.8 84.4 83.5 86.2 86.8: 13.8 13.2
Old : 100.0: 0.0 1.5 1.8 84.4 83.5 86.2 86.8: 13.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 2 28 32 30 34:
Old : 34: 0 1 2 28 32 30 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 : 30.2 21.2 48.3 37.8 19.7 17.2 27.6 26.6
Old : 30.2 21.2 48.3 37.8 19.7 17.2 27.6 26.6
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 31, 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 : 204,203: 43,313 10,744 24,691 110,175 144,606 178,179 180,041: 26,024 24,162
Old : 204,203: 43,313 10,744 24,691 110,175 144,606 178,179 180,041: 26,024 24,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -10,645: 6,871 3 -3,021 -11,816 -3,987 -7,966 -7,005: -2,679 -3,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 5.3 12.1 54.0 70.8 87.3 88.2: 12.7 11.8
Old : 100.0: 21.2 5.3 12.1 54.0 70.8 87.3 88.2: 12.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 38 24 37 68 81 130 122:
Old : 151: 38 24 37 68 81 130 122:
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 : 23.2 20.1 34.9 31.2 17.8 12.7 25.7 19.7
Old : 23.2 20.1 34.9 31.2 17.8 12.7 25.7 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, December 31, 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 : 849,704: 90,903 194,392 274,971 428,667 345,256 794,541 814,619: 55,163 35,085
Old : 849,704: 90,903 194,392 274,971 428,667 345,256 794,541 814,619: 55,163 35,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -4,705: -1,945 -13,424 2,498 -1,774 4,798 -1,221 -6,128: -3,484 1,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 22.9 32.4 50.4 40.6 93.5 95.9: 6.5 4.1
Old : 100.0: 10.7 22.9 32.4 50.4 40.6 93.5 95.9: 6.5 4.1
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 : 203: 49 65 72 80 69 174 166:
Old : 203: 49 65 72 80 69 174 166:
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 : 32.5 36.7 48.2 49.3 16.3 17.9 21.1 22.2
Old : 32.5 36.7 48.2 49.3 16.3 17.9 21.1 22.2
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 31, 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 : 100,004: 0 11,338 2,158 94,007 77,326 96,165 90,822: 3,839 9,182
Old : 100,004: 0 11,338 2,158 94,007 77,326 96,165 90,822: 3,839 9,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -32: 0 42 0 -148 31 -148 73: 116 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.3 2.2 94.0 77.3 96.2 90.8: 3.8 9.2
Old : 100.0: 0.0 11.3 2.2 94.0 77.3 96.2 90.8: 3.8 9.2
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: 0 4 2 25 20 27 24:
Old : 32: 0 4 2 25 20 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 59.5 72.8 76.8 54.7 59.1 71.0 73.0
Old : 56.0 59.5 72.8 76.8 54.7 59.1 71.0 73.0
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 31, 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 : 83,195: 0 12,694 2,784 75,520 57,601 78,304 73,079: 4,891 10,116
Old : 83,195: 0 12,694 2,784 75,520 57,601 78,304 73,079: 4,891 10,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,571: 0 -396 540 1,031 1,855 1,571 1,999: 0 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.3 3.3 90.8 69.2 94.1 87.8: 5.9 12.2
Old : 100.0: 0.0 15.3 3.3 90.8 69.2 94.1 87.8: 5.9 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 : 33: 0 3 2 23 22 25 25:
Old : 33: 0 3 2 23 22 25 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 : 41.7 36.8 65.0 59.3 39.2 36.6 61.7 56.8
Old : 41.7 36.8 65.0 59.3 39.2 36.6 61.7 56.8
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 31, 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 : 146,546: 15,878 2,262 4,981 114,936 133,231 135,795 140,474: 10,751 6,072
Old : 146,546: 15,878 2,262 4,981 114,936 133,231 135,795 140,474: 10,751 6,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -465: -1,369 -58 182 2,186 1,204 999 1,328: -1,464 -1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 1.5 3.4 78.4 90.9 92.7 95.9: 7.3 4.1
Old : 100.0: 10.8 1.5 3.4 78.4 90.9 92.7 95.9: 7.3 4.1
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 : 46: 3 3 3 33 29 37 34:
Old : 46: 3 3 3 33 29 37 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 : 42.1 42.9 58.5 61.3 38.3 42.7 50.8 59.0
Old : 42.1 42.9 58.5 61.3 38.3 42.7 50.8 59.0
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 31, 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 : 109,184: 13,723 11,461 936 87,435 90,251 102,094 102,648: 7,090 6,536
Old : 109,184: 13,723 11,461 936 87,435 90,251 102,094 102,648: 7,090 6,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,520: 0 302 0 1,520 1,218 1,520 1,520: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 10.5 0.9 80.1 82.7 93.5 94.0: 6.5 6.0
Old : 100.0: 12.6 10.5 0.9 80.1 82.7 93.5 94.0: 6.5 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 : 36: 2 2 2 23 26 27 28:
Old : 36: 2 2 2 23 26 27 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 : 33.9 45.0 57.9 62.4 31.0 39.5 51.4 55.0
Old : 33.9 45.0 57.9 62.4 31.0 39.5 51.4 55.0
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,165: 13,349 978 1,106 27,730 44,719 42,185 46,803: 7,980 3,362
Old : 50,165: 13,349 978 1,106 27,730 44,719 42,185 46,803: 7,980 3,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 54: 116 0 0 -62 54 54 54: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 1.9 2.2 55.3 89.1 84.1 93.3: 15.9 6.7
Old : 100.0: 26.6 1.9 2.2 55.3 89.1 84.1 93.3: 15.9 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 3 10 16 14 19:
Old : 22: 3 1 3 10 16 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 : 61.6 54.0 76.4 73.5 58.2 50.5 65.2 64.3
Old : 61.6 54.0 76.4 73.5 58.2 50.5 65.2 64.3
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,096: 4,370 0 3,602 43,319 47,619 51,291 51,221: 6,805 6,875
Old : 58,096: 4,370 0 3,602 43,319 47,619 51,291 51,221: 6,805 6,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 428: 244 0 -306 548 792 486 486: -58 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 6.2 74.6 82.0 88.3 88.2: 11.7 11.8
Old : 100.0: 7.5 0.0 6.2 74.6 82.0 88.3 88.2: 11.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 32.9 74.5 53.5 42.2 31.1 57.8 48.6
Old : 51.1 32.9 74.5 53.5 42.2 31.1 57.8 48.6
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 31, 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 : 89,127: 1,102 1,311 4,237 80,432 75,058 85,771 80,606: 3,356 8,521
Old : 89,127: 1,102 1,311 4,237 80,432 75,058 85,771 80,606: 3,356 8,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,864: 98 -840 -3 2,018 746 2,113 -97: -249 1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.5 4.8 90.2 84.2 96.2 90.4: 3.8 9.6
Old : 100.0: 1.2 1.5 4.8 90.2 84.2 96.2 90.4: 3.8 9.6
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 : 44: 2 2 4 27 32 31 36:
Old : 44: 2 2 4 27 32 31 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 : 46.8 27.9 71.7 44.3 44.3 27.5 63.1 41.8
Old : 46.8 27.9 71.7 44.3 44.3 27.5 63.1 41.8
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 31, 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 : 110,437: 1,626 1,135 3,501 91,193 97,230 96,320 101,866: 14,117 8,571
Old : 110,437: 1,626 1,135 3,501 91,193 97,230 96,320 101,866: 14,117 8,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 639: -356 62 62 871 87 577 211: 62 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.0 3.2 82.6 88.0 87.2 92.2: 12.8 7.8
Old : 100.0: 1.5 1.0 3.2 82.6 88.0 87.2 92.2: 12.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 3 24 23 27 26:
Old : 36: 1 2 3 24 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 41.9 65.4 64.2 45.4 41.5 57.7 60.6
Old : 47.0 41.9 65.4 64.2 45.4 41.5 57.7 60.6
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,556: 22,516 0 1,906 30,619 45,276 55,041 47,182: 3,515 11,374
Old : 58,556: 22,516 0 1,906 30,619 45,276 55,041 47,182: 3,515 11,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,022: 1,056 0 -183 -502 958 371 775: 651 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 0.0 3.3 52.3 77.3 94.0 80.6: 6.0 19.4
Old : 100.0: 38.5 0.0 3.3 52.3 77.3 94.0 80.6: 6.0 19.4
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 : 25: 4 0 3 17 14 21 17:
Old : 25: 4 0 3 17 14 21 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 : 51.1 37.1 72.1 58.4 42.2 29.3 57.2 44.3
Old : 51.1 37.1 72.1 58.4 42.2 29.3 57.2 44.3
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 31, 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 : 71,470: 4,650 8,320 6,802 57,403 43,995 68,855 59,117: 2,615 12,353
Old : 71,470: 4,650 8,320 6,802 57,403 43,995 68,855 59,117: 2,615 12,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 13: 800 -310 -291 -496 428 13 -173: 0 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 11.6 9.5 80.3 61.6 96.3 82.7: 3.7 17.3
Old : 100.0: 6.5 11.6 9.5 80.3 61.6 96.3 82.7: 3.7 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 : 22: 2 2 3 15 14 19 17:
Old : 22: 2 2 3 15 14 19 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 : 59.3 41.3 77.9 62.5 52.9 30.1 66.1 46.9
Old : 59.3 41.3 77.9 62.5 52.9 30.1 66.1 46.9
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 31, 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 : 83,277: 8,896 0 3,075 65,785 70,563 77,756 73,638: 5,521 9,639
Old : 83,277: 8,896 0 3,075 65,785 70,563 77,756 73,638: 5,521 9,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 420: -58 0 -3 -544 -489 -605 -492: 1,025 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 3.7 79.0 84.7 93.4 88.4: 6.6 11.6
Old : 100.0: 10.7 0.0 3.7 79.0 84.7 93.4 88.4: 6.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 2 25 26 28 28:
Old : 33: 3 0 2 25 26 28 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 : 41.0 41.0 64.1 62.1 34.9 33.2 48.9 45.8
Old : 41.0 41.0 64.1 62.1 34.9 33.2 48.9 45.8
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 31, 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 : 120,814: 8,686 0 7,790 98,638 105,196 115,114 112,986: 5,700 7,828
Old : 120,814: 8,686 0 7,790 98,638 105,196 115,114 112,986: 5,700 7,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,646: -984 0 311 3,094 1,126 2,421 1,437: -775 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 6.4 81.6 87.1 95.3 93.5: 4.7 6.5
Old : 100.0: 7.2 0.0 6.4 81.6 87.1 95.3 93.5: 4.7 6.5
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 : 42: 3 0 2 26 32 29 34:
Old : 42: 3 0 2 26 32 29 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 : 45.8 29.2 65.9 48.5 38.7 25.9 55.8 43.3
Old : 45.8 29.2 65.9 48.5 38.7 25.9 55.8 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders - Futures Only, December 31, 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 : 24,226: 3,640 4,650 0 19,323 18,499 22,963 23,149: 1,263 1,077
Old : 24,226: 3,640 4,650 0 19,323 18,499 22,963 23,149: 1,263 1,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 19.2 0.0 79.8 76.4 94.8 95.6: 5.2 4.4
Old : 100.0: 15.0 19.2 0.0 79.8 76.4 94.8 95.6: 5.2 4.4
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: 1 4 0 10 9 11 13:
Old : 20: 1 4 0 10 9 11 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 : 78.2 72.6 90.9 89.6 71.4 72.6 79.6 83.2
Old : 78.2 72.6 90.9 89.6 71.4 72.6 79.6 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 134,386: 444 20,322 20,180 102,322 86,159 122,946 126,661: 11,440 7,725
Old : 134,386: 444 20,322 20,180 102,322 86,159 122,946 126,661: 11,440 7,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 273: 0 1,071 -214 789 -768 575 89: -302 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 15.1 15.0 76.1 64.1 91.5 94.3: 8.5 5.7
Old : 100.0: 0.3 15.1 15.0 76.1 64.1 91.5 94.3: 8.5 5.7
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 : 43: 1 6 6 35 29 41 36:
Old : 43: 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 : 27.2 36.0 44.5 57.6 21.9 22.1 31.6 33.9
Old : 27.2 36.0 44.5 57.6 21.9 22.1 31.6 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, December 31, 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 : 86,952: 7,384 3,745 6,347 65,384 65,241 79,115 75,333: 7,837 11,619
Old : 86,952: 7,384 3,745 6,347 65,384 65,241 79,115 75,333: 7,837 11,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,780: 2,001 0 55 -170 2,487 1,886 2,542: -106 -762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.3 7.3 75.2 75.0 91.0 86.6: 9.0 13.4
Old : 100.0: 8.5 4.3 7.3 75.2 75.0 91.0 86.6: 9.0 13.4
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: 5 1 5 21 22 26 28:
Old : 33: 5 1 5 21 22 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 : 56.4 35.5 70.9 54.5 49.4 33.9 57.8 50.2
Old : 56.4 35.5 70.9 54.5 49.4 33.9 57.8 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, December 31, 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 : 63,127: 3,640 3,410 0 54,605 54,793 58,245 58,203: 4,882 4,924
Old : 63,127: 3,640 3,410 0 54,605 54,793 58,245 58,203: 4,882 4,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 3,968: -1,674 3,410 -310 5,704 496 3,720 3,596: 248 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.4 0.0 86.5 86.8 92.3 92.2: 7.7 7.8
Old : 100.0: 5.8 5.4 0.0 86.5 86.8 92.3 92.2: 7.7 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 : 27: 1 3 0 16 16 17 19:
Old : 27: 1 3 0 16 16 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 39.7 82.0 69.7 51.5 36.9 64.8 57.0
Old : 60.8 39.7 82.0 69.7 51.5 36.9 64.8 57.0
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 31, 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 : 255,586: 12,642 5,309 5,425 227,146 228,582 245,213 239,316: 10,373 16,270
Old : 255,586: 12,642 5,309 5,425 227,146 228,582 245,213 239,316: 10,373 16,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 2,002: 70 56 868 1,821 1,141 2,759 2,065: -757 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.1 2.1 88.9 89.4 95.9 93.6: 4.1 6.4
Old : 100.0: 4.9 2.1 2.1 88.9 89.4 95.9 93.6: 4.1 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 : 63: 4 3 7 49 43 56 50:
Old : 63: 4 3 7 49 43 56 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 55.3 52.4 66.7 30.0 52.4 45.8 60.5
Old : 34.6 55.3 52.4 66.7 30.0 52.4 45.8 60.5
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 31, 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 : 214,010: 8,827 5,155 12,468 181,316 187,807 202,611 205,430: 11,399 8,580
Old : 214,010: 8,827 5,155 12,468 181,316 187,807 202,611 205,430: 11,399 8,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,794: 0 370 -128 1,922 1,490 1,794 1,732: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.4 5.8 84.7 87.8 94.7 96.0: 5.3 4.0
Old : 100.0: 4.1 2.4 5.8 84.7 87.8 94.7 96.0: 5.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 3 3 37 35 42 38:
Old : 48: 2 3 3 37 35 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 39.4 50.0 62.9 25.2 36.7 40.2 52.9
Old : 30.2 39.4 50.0 62.9 25.2 36.7 40.2 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, December 31, 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 : 216,074: 10,733 10,212 7,485 181,678 190,561 199,896 208,258: 16,178 7,816
Old : 216,074: 10,733 10,212 7,485 181,678 190,561 199,896 208,258: 16,178 7,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -593: -123 -1,414 162 -544 -14 -505 -1,266: -88 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.7 3.5 84.1 88.2 92.5 96.4: 7.5 3.6
Old : 100.0: 5.0 4.7 3.5 84.1 88.2 92.5 96.4: 7.5 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 : 54: 4 3 4 42 39 47 45:
Old : 54: 4 3 4 42 39 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 36.7 51.7 60.1 34.0 30.5 45.9 47.1
Old : 35.1 36.7 51.7 60.1 34.0 30.5 45.9 47.1
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 31, 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 : 49,898: 0 2,638 834 40,554 37,664 41,388 41,136: 8,510 8,762
Old : 49,898: 0 2,638 834 40,554 37,664 41,388 41,136: 8,510 8,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 283: 0 912 -141 424 -488 283 283: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 1.7 81.3 75.5 82.9 82.4: 17.1 17.6
Old : 100.0: 0.0 5.3 1.7 81.3 75.5 82.9 82.4: 17.1 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 20 18 21 19:
Old : 26: 0 1 1 20 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 33.2 51.8 55.8 26.2 29.4 42.1 43.7
Old : 32.0 33.2 51.8 55.8 26.2 29.4 42.1 43.7
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 211,644: 22,834 5,646 11,742 161,656 173,766 196,232 191,154: 15,412 20,490
Old : 211,644: 22,834 5,646 11,742 161,656 173,766 196,232 191,154: 15,412 20,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 4,360: -891 124 1,013 5,059 2,638 5,181 3,775: -821 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 2.7 5.5 76.4 82.1 92.7 90.3: 7.3 9.7
Old : 100.0: 10.8 2.7 5.5 76.4 82.1 92.7 90.3: 7.3 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 2 5 34 36 40 41:
Old : 45: 4 2 5 34 36 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 29.5 50.8 46.2 25.1 27.4 36.1 35.9
Old : 33.6 29.5 50.8 46.2 25.1 27.4 36.1 35.9
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 31, 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 : 83,892: 4,410 8,423 2,086 69,995 64,933 76,491 75,442: 7,401 8,450
Old : 83,892: 4,410 8,423 2,086 69,995 64,933 76,491 75,442: 7,401 8,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,718: 0 784 -29 1,747 963 1,718 1,718: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 10.0 2.5 83.4 77.4 91.2 89.9: 8.8 10.1
Old : 100.0: 5.3 10.0 2.5 83.4 77.4 91.2 89.9: 8.8 10.1
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 : 39: 2 4 1 26 29 29 33:
Old : 39: 2 4 1 26 29 29 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 : 31.4 31.2 52.0 49.0 23.0 22.8 39.7 34.2
Old : 31.4 31.2 52.0 49.0 23.0 22.8 39.7 34.2
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 31, 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 : 2,682,453: 553,511 115,102 860,477 1,223,259 1,674,733 2,637,247 2,650,312: 45,206 32,141
Old : 2,682,453: 553,511 115,102 860,477 1,223,259 1,674,733 2,637,247 2,650,312: 45,206 32,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -156,137: -13,704 -20,131 -21,528 -122,194 -114,896 -157,426 -156,555: 1,289 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.3 32.1 45.6 62.4 98.3 98.8: 1.7 1.2
Old : 100.0: 20.6 4.3 32.1 45.6 62.4 98.3 98.8: 1.7 1.2
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 : 156: 28 18 43 99 91 147 137:
Old : 156: 28 18 43 99 91 147 137:
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 40.7 49.3 53.7 18.4 19.7 21.8 25.9
Old : 37.4 40.7 49.3 53.7 18.4 19.7 21.8 25.9
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 31, 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 : 879,625: 68,116 241,255 169,855 636,547 462,785 874,518 873,895: 5,107 5,730
Old : 879,625: 68,116 241,255 169,855 636,547 462,785 874,518 873,895: 5,107 5,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -114,557: -11,461 -22,009 -32,527 -70,244 -59,741 -114,232 -114,277: -325 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 27.4 19.3 72.4 52.6 99.4 99.3: 0.6 0.7
Old : 100.0: 7.7 27.4 19.3 72.4 52.6 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 22 16 29 40 40 75 72:
Old : 80: 22 16 29 40 40 75 72:
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 34.2 63.5 54.7 33.5 28.3 46.4 40.1
Old : 41.9 34.2 63.5 54.7 33.5 28.3 46.4 40.1
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 31, 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 : 10,786: 31 0 0 10,029 10,510 10,060 10,510: 726 276
Old : 10,786: 31 0 0 10,029 10,510 10,060 10,510: 726 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -275: 0 0 0 -215 -205 -215 -205: -60 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 93.0 97.4 93.3 97.4: 6.7 2.6
Old : 100.0: 0.3 0.0 0.0 93.0 97.4 93.3 97.4: 6.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 20 14 21 14:
Old : 23: 1 0 0 20 14 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 73.2 68.9 85.9 47.6 68.1 64.3 76.0
Old : 49.8 73.2 68.9 85.9 47.6 68.1 64.3 76.0
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 31, 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 : 34,777: 2,225 504 264 31,679 33,245 34,168 34,013: 609 764
Old : 34,777: 2,225 504 264 31,679 33,245 34,168 34,013: 609 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -3,140: 523 8 -525 -3,084 -2,528 -3,086 -3,045: -54 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.4 0.8 91.1 95.6 98.2 97.8: 1.8 2.2
Old : 100.0: 6.4 1.4 0.8 91.1 95.6 98.2 97.8: 1.8 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 : 41: 5 2 2 27 27 32 31:
Old : 41: 5 2 2 27 27 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 43.8 71.7 65.8 45.7 40.8 57.3 54.0
Old : 51.3 43.8 71.7 65.8 45.7 40.8 57.3 54.0
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 31, 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 : 14,640: 1,456 45 336 12,828 14,239 14,620 14,620: 20 20
Old : 14,640: 1,456 45 336 12,828 14,239 14,620 14,620: 20 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.3 2.3 87.6 97.3 99.9 99.9: 0.1 0.1
Old : 100.0: 9.9 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 : 71.0 80.4 94.2 89.8 60.0 73.1 80.2 77.7
Old : 71.0 80.4 94.2 89.8 60.0 73.1 80.2 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 18,363: 4,307 40 337 12,988 17,708 17,632 18,085: 731 278
Old : 18,363: 4,307 40 337 12,988 17,708 17,632 18,085: 731 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 456: 0 0 0 393 633 393 633: 63 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 0.2 1.8 70.7 96.4 96.0 98.5: 4.0 1.5
Old : 100.0: 23.5 0.2 1.8 70.7 96.4 96.0 98.5: 4.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 2 20 20 22 23:
Old : 28: 2 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 : 57.6 66.4 83.3 84.5 40.9 40.0 51.9 50.8
Old : 57.6 66.4 83.3 84.5 40.9 40.0 51.9 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,250: 1,054 1,524 618 23,190 25,110 24,862 27,252: 3,388 998
Old : 28,250: 1,054 1,524 618 23,190 25,110 24,862 27,252: 3,388 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -20: 0 0 0 -20 -20 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.4 2.2 82.1 88.9 88.0 96.5: 12.0 3.5
Old : 100.0: 3.7 5.4 2.2 82.1 88.9 88.0 96.5: 12.0 3.5
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: 1 2 3 24 21 27 24:
Old : 29: 1 2 3 24 21 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 54.7 66.3 74.2 30.0 45.3 45.4 52.2
Old : 46.4 54.7 66.3 74.2 30.0 45.3 45.4 52.2
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 31, 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 : 20,232: 1,384 0 1,140 17,146 18,392 19,670 19,532: 562 700
Old : 20,232: 1,384 0 1,140 17,146 18,392 19,670 19,532: 562 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -202: 0 0 0 -202 -202 -202 -202: