GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 8,304: 290 25 25 7,039 8,154 7,354 8,204: 950 100
Old : 8,304: 290 25 25 7,039 8,154 7,354 8,204: 950 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -930: 25 0 -25 -930 -955 -930 -980: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.3 0.3 84.8 98.2 88.6 98.8: 11.4 1.2
Old : 100.0: 3.5 0.3 0.3 84.8 98.2 88.6 98.8: 11.4 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 : 29: 1 1 1 20 22 21 24:
Old : 29: 1 1 1 20 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 : 42.1 48.4 62.0 70.8 26.4 30.5 33.7 42.5
Old : 42.1 48.4 62.0 70.8 26.4 30.5 33.7 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 11,724: 100 2,251 0 11,504 9,354 11,604 11,605: 120 119
Old : 11,724: 100 2,251 0 11,504 9,354 11,604 11,605: 120 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -2,298: -600 -957 0 -1,677 -1,302 -2,277 -2,259: -21 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 19.2 0.0 98.1 79.8 99.0 99.0: 1.0 1.0
Old : 100.0: 0.9 19.2 0.0 98.1 79.8 99.0 99.0: 1.0 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 : 37: 1 2 0 27 25 28 27:
Old : 37: 1 2 0 27 25 28 27:
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 : 57.0 52.0 75.1 70.8 52.4 46.2 61.5 59.2
Old : 57.0 52.0 75.1 70.8 52.4 46.2 61.5 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 3,324: 0 10 29 2,884 2,743 2,913 2,782: 411 542
Old : 3,324: 0 10 29 2,884 2,743 2,913 2,782: 411 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -468: 0 -50 29 -410 -292 -381 -313: -87 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.9 86.8 82.5 87.6 83.7: 12.4 16.3
Old : 100.0: 0.0 0.3 0.9 86.8 82.5 87.6 83.7: 12.4 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 30 34 31 35:
Old : 35: 0 1 1 30 34 31 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 : 28.5 25.0 48.0 42.4 21.4 17.7 30.1 26.6
Old : 28.5 25.0 48.0 42.4 21.4 17.7 30.1 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 with Delta-adjusted Options and Futures Combined, September 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 : 256,455: 45,997 14,986 31,124 136,876 182,127 213,997 228,237: 42,458 28,218
Old : 256,455: 45,997 14,986 31,124 136,876 182,127 213,997 228,237: 42,458 28,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 12,726: 7,166 962 1,847 -723 9,709 8,291 12,518: 4,436 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 5.8 12.1 53.4 71.0 83.4 89.0: 16.6 11.0
Old : 100.0: 17.9 5.8 12.1 53.4 71.0 83.4 89.0: 16.6 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 53 22 39 69 74 137 123:
Old : 155: 53 22 39 69 74 137 123:
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 : 19.3 22.8 30.8 32.6 14.9 15.9 23.0 23.3
Old : 19.3 22.8 30.8 32.6 14.9 15.9 23.0 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 1,269,279: 87,327 154,164 527,378 580,115 547,613 1,194,820 1,229,155: 74,459 40,124
Old : 1,269,279: 87,327 154,164 527,378 580,115 547,613 1,194,820 1,229,155: 74,459 40,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 8,219: 10,820 6,014 -7,832 11,347 12,216 14,335 10,398: -6,116 -2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 12.1 41.5 45.7 43.1 94.1 96.8: 5.9 3.2
Old : 100.0: 6.9 12.1 41.5 45.7 43.1 94.1 96.8: 5.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 63 90 103 84 78 210 214:
Old : 244: 63 90 103 84 78 210 214:
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 : 33.7 31.5 46.8 47.1 6.1 8.2 8.8 10.9
Old : 33.7 31.5 46.8 47.1 6.1 8.2 8.8 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 84,675: 445 15,692 2,709 71,457 56,421 74,611 74,822: 10,064 9,853
Old : 84,675: 445 15,692 2,709 71,457 56,421 74,611 74,822: 10,064 9,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 2,812: 124 -150 120 1,077 1,382 1,321 1,352: 1,491 1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 18.5 3.2 84.4 66.6 88.1 88.4: 11.9 11.6
Old : 100.0: 0.5 18.5 3.2 84.4 66.6 88.1 88.4: 11.9 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 : 31: 1 4 2 21 22 23 27:
Old : 31: 1 4 2 21 22 23 27:
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 : 48.4 42.8 68.0 61.1 47.3 42.3 63.0 58.2
Old : 48.4 42.8 68.0 61.1 47.3 42.3 63.0 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 66,196: 0 10,024 2,099 58,230 46,265 60,329 58,388: 5,867 7,808
Old : 66,196: 0 10,024 2,099 58,230 46,265 60,329 58,388: 5,867 7,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,103: 0 1,813 -5 1,108 -705 1,103 1,103: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.1 3.2 88.0 69.9 91.1 88.2: 8.9 11.8
Old : 100.0: 0.0 15.1 3.2 88.0 69.9 91.1 88.2: 8.9 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 : 31: 0 2 2 28 22 30 24:
Old : 31: 0 2 2 28 22 30 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 : 43.3 36.9 64.8 57.9 41.7 30.3 60.4 49.6
Old : 43.3 36.9 64.8 57.9 41.7 30.3 60.4 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 139,953: 28,081 1,450 3,298 100,656 131,691 132,035 136,439: 7,918 3,514
Old : 139,953: 28,081 1,450 3,298 100,656 131,691 132,035 136,439: 7,918 3,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 5,632: 649 0 240 5,111 6,064 6,000 6,304: -368 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.0 2.4 71.9 94.1 94.3 97.5: 5.7 2.5
Old : 100.0: 20.1 1.0 2.4 71.9 94.1 94.3 97.5: 5.7 2.5
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 : 48: 5 2 5 34 33 41 38:
Old : 48: 5 2 5 34 33 41 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 : 46.3 47.0 59.6 64.5 43.5 46.4 53.7 58.1
Old : 46.3 47.0 59.6 64.5 43.5 46.4 53.7 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 108,121: 13,676 15,458 3,625 82,490 80,947 99,791 100,030: 8,330 8,091
Old : 108,121: 13,676 15,458 3,625 82,490 80,947 99,791 100,030: 8,330 8,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -5,004: 754 715 -2,149 -1,862 -4,103 -3,257 -5,537: -1,747 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 14.3 3.4 76.3 74.9 92.3 92.5: 7.7 7.5
Old : 100.0: 12.6 14.3 3.4 76.3 74.9 92.3 92.5: 7.7 7.5
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 : 36: 3 2 3 25 25 30 28:
Old : 36: 3 2 3 25 25 30 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 : 36.9 57.7 60.3 73.9 35.5 54.7 54.4 66.9
Old : 36.9 57.7 60.3 73.9 35.5 54.7 54.4 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 57,422: 11,402 863 3,900 37,809 47,124 53,111 51,887: 4,311 5,535
Old : 57,422: 11,402 863 3,900 37,809 47,124 53,111 51,887: 4,311 5,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -1,755: -424 -1,148 -361 -351 -579 -1,136 -2,088: -619 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.5 6.8 65.8 82.1 92.5 90.4: 7.5 9.6
Old : 100.0: 19.9 1.5 6.8 65.8 82.1 92.5 90.4: 7.5 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 : 27: 3 2 5 14 18 19 23:
Old : 27: 3 2 5 14 18 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 : 61.7 56.9 80.6 68.5 58.1 48.7 66.5 58.5
Old : 61.7 56.9 80.6 68.5 58.1 48.7 66.5 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 58,054: 6,238 341 3,211 42,565 44,280 52,014 47,832: 6,040 10,222
Old : 58,054: 6,238 341 3,211 42,565 44,280 52,014 47,832: 6,040 10,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,143: 804 -744 -386 -565 2,025 -147 895: 1,290 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.6 5.5 73.3 76.3 89.6 82.4: 10.4 17.6
Old : 100.0: 10.7 0.6 5.5 73.3 76.3 89.6 82.4: 10.4 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 : 27: 2 1 3 19 21 22 24:
Old : 27: 2 1 3 19 21 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 33.6 79.4 54.1 46.6 31.1 61.6 45.0
Old : 55.5 33.6 79.4 54.1 46.6 31.1 61.6 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 90,127: 5,858 4,106 3,172 71,536 72,509 80,566 79,787: 9,561 10,340
Old : 90,127: 5,858 4,106 3,172 71,536 72,509 80,566 79,787: 9,561 10,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -5,695: -88 92 -629 -3,343 -3,417 -4,060 -3,954: -1,635 -1,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 4.6 3.5 79.4 80.5 89.4 88.5: 10.6 11.5
Old : 100.0: 6.5 4.6 3.5 79.4 80.5 89.4 88.5: 10.6 11.5
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: 2 3 4 25 28 30 32:
Old : 42: 2 3 4 25 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 : 45.5 28.2 65.3 45.7 36.5 24.7 51.7 39.8
Old : 45.5 28.2 65.3 45.7 36.5 24.7 51.7 39.8
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 with Delta-adjusted Options and Futures Combined, September 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 : 97,849: 3,587 4,764 4,083 74,474 78,678 82,144 87,525: 15,705 10,324
Old : 97,849: 3,587 4,764 4,083 74,474 78,678 82,144 87,525: 15,705 10,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -7,081: -1,471 160 271 -5,748 -6,836 -6,948 -6,405: -133 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 4.9 4.2 76.1 80.4 83.9 89.4: 16.1 10.6
Old : 100.0: 3.7 4.9 4.2 76.1 80.4 83.9 89.4: 16.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 3 3 24 22 27 26:
Old : 36: 1 3 3 24 22 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 : 40.2 42.9 63.6 60.5 37.8 40.1 56.5 56.1
Old : 40.2 42.9 63.6 60.5 37.8 40.1 56.5 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 45,486: 9,519 0 4,912 28,013 33,559 42,444 38,471: 3,042 7,015
Old : 45,486: 9,519 0 4,912 28,013 33,559 42,444 38,471: 3,042 7,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 3,966: 2,789 -1,880 1,452 611 4,164 4,852 3,736: -886 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 0.0 10.8 61.6 73.8 93.3 84.6: 6.7 15.4
Old : 100.0: 20.9 0.0 10.8 61.6 73.8 93.3 84.6: 6.7 15.4
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 12 21 15:
Old : 25: 4 0 3 17 12 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 42.4 60.6 68.9 29.7 36.2 48.4 56.0
Old : 36.4 42.4 60.6 68.9 29.7 36.2 48.4 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 63,644: 5,268 2,007 5,927 46,604 43,642 57,799 51,576: 5,845 12,068
Old : 63,644: 5,268 2,007 5,927 46,604 43,642 57,799 51,576: 5,845 12,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 2,704: 1,009 873 -783 2,906 110 3,132 200: -428 2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.2 9.3 73.2 68.6 90.8 81.0: 9.2 19.0
Old : 100.0: 8.3 3.2 9.3 73.2 68.6 90.8 81.0: 9.2 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 4 14 16 18 20:
Old : 21: 3 1 4 14 16 18 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 : 56.6 36.9 75.9 59.9 53.2 34.4 65.2 49.0
Old : 56.6 36.9 75.9 59.9 53.2 34.4 65.2 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 88,462: 19,415 1,144 3,879 59,170 80,017 82,464 85,040: 5,998 3,422
Old : 88,462: 19,415 1,144 3,879 59,170 80,017 82,464 85,040: 5,998 3,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,790: 630 0 88 2,624 2,039 3,342 2,127: -1,552 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 1.3 4.4 66.9 90.5 93.2 96.1: 6.8 3.9
Old : 100.0: 21.9 1.3 4.4 66.9 90.5 93.2 96.1: 6.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 2 28 28 31 30:
Old : 35: 2 1 2 28 28 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 38.6 65.3 58.0 38.2 29.0 49.9 45.1
Old : 48.3 38.6 65.3 58.0 38.2 29.0 49.9 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 110,189: 7,864 6,604 5,374 85,904 84,024 99,142 96,002: 11,047 14,187
Old : 110,189: 7,864 6,604 5,374 85,904 84,024 99,142 96,002: 11,047 14,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -4,496: -2,497 -1,357 785 -2,594 -3,820 -4,306 -4,392: -190 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.0 4.9 78.0 76.3 90.0 87.1: 10.0 12.9
Old : 100.0: 7.1 6.0 4.9 78.0 76.3 90.0 87.1: 10.0 12.9
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 : 39: 2 3 3 25 27 29 31:
Old : 39: 2 3 3 25 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 : 43.3 28.9 63.4 49.0 34.0 28.5 53.9 46.7
Old : 43.3 28.9 63.4 49.0 34.0 28.5 53.9 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 52,799: 0 3,445 1,665 42,362 38,573 44,027 43,683: 8,772 9,116
Old : 52,799: 0 3,445 1,665 42,362 38,573 44,027 43,683: 8,772 9,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -4,010: 0 -947 433 -3,977 -2,832 -3,544 -3,346: -466 -664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 3.2 80.2 73.1 83.4 82.7: 16.6 17.3
Old : 100.0: 0.0 6.5 3.2 80.2 73.1 83.4 82.7: 16.6 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 : 28: 0 2 1 19 18 20 20:
Old : 28: 0 2 1 19 18 20 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 : 47.1 39.1 66.2 65.2 46.3 37.2 64.3 60.5
Old : 47.1 39.1 66.2 65.2 46.3 37.2 64.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 135,517: 657 20,717 13,986 109,591 95,019 124,234 129,722: 11,283 5,795
Old : 135,517: 657 20,717 13,986 109,591 95,019 124,234 129,722: 11,283 5,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 990: 0 50 -732 1,062 1,576 330 894: 660 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 15.3 10.3 80.9 70.1 91.7 95.7: 8.3 4.3
Old : 100.0: 0.5 15.3 10.3 80.9 70.1 91.7 95.7: 8.3 4.3
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 : 46: 1 7 6 36 31 42 39:
Old : 46: 1 7 6 36 31 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 35.0 45.9 57.6 25.5 29.6 36.8 41.6
Old : 28.5 35.0 45.9 57.6 25.5 29.6 36.8 41.6
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 with Delta-adjusted Options and Futures Combined, September 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 : 86,675: 567 4,332 4,047 76,122 65,894 80,736 74,273: 5,939 12,402
Old : 86,675: 567 4,332 4,047 76,122 65,894 80,736 74,273: 5,939 12,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 2,194: -1,189 669 767 2,369 -340 1,947 1,096: 247 1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 5.0 4.7 87.8 76.0 93.1 85.7: 6.9 14.3
Old : 100.0: 0.7 5.0 4.7 87.8 76.0 93.1 85.7: 6.9 14.3
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 : 33: 2 2 3 20 23 23 27:
Old : 33: 2 2 3 20 23 23 27:
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 : 61.8 33.2 76.4 55.3 55.5 32.5 64.9 49.9
Old : 61.8 33.2 76.4 55.3 55.5 32.5 64.9 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 52,086: 8,493 2,108 0 42,524 46,478 51,017 48,586: 1,069 3,500
Old : 52,086: 8,493 2,108 0 42,524 46,478 51,017 48,586: 1,069 3,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 361: 0 0 0 300 331 300 331: 61 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 4.0 0.0 81.6 89.2 97.9 93.3: 2.1 6.7
Old : 100.0: 16.3 4.0 0.0 81.6 89.2 97.9 93.3: 2.1 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 : 24: 2 1 0 15 16 17 17:
Old : 24: 2 1 0 15 16 17 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 : 63.0 53.6 86.4 80.7 49.2 47.5 66.1 61.2
Old : 63.0 53.6 86.4 80.7 49.2 47.5 66.1 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 257,600: 17,524 1,386 5,685 224,483 240,735 247,692 247,806: 9,908 9,794
Old : 257,600: 17,524 1,386 5,685 224,483 240,735 247,692 247,806: 9,908 9,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 4,960: 1,342 0 196 1,718 4,702 3,256 4,898: 1,704 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.5 2.2 87.1 93.5 96.2 96.2: 3.8 3.8
Old : 100.0: 6.8 0.5 2.2 87.1 93.5 96.2 96.2: 3.8 3.8
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 : 62: 4 2 6 48 48 54 54:
Old : 62: 4 2 6 48 48 54 54:
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 : 35.9 54.7 55.4 66.8 30.3 51.8 46.5 58.9
Old : 35.9 54.7 55.4 66.8 30.3 51.8 46.5 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 192,699: 7,716 1,601 11,587 160,559 175,031 179,862 188,219: 12,837 4,480
Old : 192,699: 7,716 1,601 11,587 160,559 175,031 179,862 188,219: 12,837 4,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 7,000: -1,298 0 611 7,539 6,194 6,852 6,805: 148 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.8 6.0 83.3 90.8 93.3 97.7: 6.7 2.3
Old : 100.0: 4.0 0.8 6.0 83.3 90.8 93.3 97.7: 6.7 2.3
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 : 47: 4 2 4 40 35 45 40:
Old : 47: 4 2 4 40 35 45 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 : 30.0 38.8 49.2 57.7 23.5 36.0 36.2 49.8
Old : 30.0 38.8 49.2 57.7 23.5 36.0 36.2 49.8
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 with Delta-adjusted Options and Futures Combined, September 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 : 188,875: 5,927 14,415 8,904 158,013 155,954 172,844 179,273: 16,031 9,602
Old : 188,875: 5,927 14,415 8,904 158,013 155,954 172,844 179,273: 16,031 9,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 11,879: 1,126 -1,321 973 12,725 13,599 14,824 13,251: -2,945 -1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 7.6 4.7 83.7 82.6 91.5 94.9: 8.5 5.1
Old : 100.0: 3.1 7.6 4.7 83.7 82.6 91.5 94.9: 8.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 5 6 44 39 50 46:
Old : 54: 2 5 6 44 39 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 33.0 47.3 55.8 27.5 27.6 40.9 42.9
Old : 30.0 33.0 47.3 55.8 27.5 27.6 40.9 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 53,919: 0 3,263 1,304 42,817 39,763 44,121 44,330: 9,798 9,589
Old : 53,919: 0 3,263 1,304 42,817 39,763 44,121 44,330: 9,798 9,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -362: 0 372 60 -360 -182 -300 250: -62 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 2.4 79.4 73.7 81.8 82.2: 18.2 17.8
Old : 100.0: 0.0 6.1 2.4 79.4 73.7 81.8 82.2: 18.2 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 21 21 22 23:
Old : 28: 0 2 1 21 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 : 34.6 34.7 53.8 57.9 30.4 28.9 46.0 43.8
Old : 34.6 34.7 53.8 57.9 30.4 28.9 46.0 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 219,958: 28,176 8,176 14,201 161,188 175,285 203,565 197,662: 16,393 22,296
Old : 219,958: 28,176 8,176 14,201 161,188 175,285 203,565 197,662: 16,393 22,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 6,194: 87 2,290 451 5,189 2,769 5,727 5,510: 467 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 3.7 6.5 73.3 79.7 92.5 89.9: 7.5 10.1
Old : 100.0: 12.8 3.7 6.5 73.3 79.7 92.5 89.9: 7.5 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 : 45: 4 3 6 36 36 42 43:
Old : 45: 4 3 6 36 36 42 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 : 31.2 31.6 46.2 48.3 23.3 25.7 33.8 35.8
Old : 31.2 31.6 46.2 48.3 23.3 25.7 33.8 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 74,146: 4,214 10,252 4,089 59,068 49,224 67,371 63,565: 6,775 10,581
Old : 74,146: 4,214 10,252 4,089 59,068 49,224 67,371 63,565: 6,775 10,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 5,485: 0 -708 1,190 3,747 4,914 4,937 5,396: 548 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 13.8 5.5 79.7 66.4 90.9 85.7: 9.1 14.3
Old : 100.0: 5.7 13.8 5.5 79.7 66.4 90.9 85.7: 9.1 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 4 4 25 26 29 32:
Old : 36: 2 4 4 25 26 29 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 33.5 53.8 51.4 28.4 25.7 43.2 38.3
Old : 32.7 33.5 53.8 51.4 28.4 25.7 43.2 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 2,757,764: 388,344 176,398 864,455 1,478,011 1,701,980 2,730,810 2,742,833: 26,954 14,931
Old : 2,757,764: 388,344 176,398 864,455 1,478,011 1,701,980 2,730,810 2,742,833: 26,954 14,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 19,645: 9,554 22,360 -14,696 25,960 14,155 20,818 21,819: -1,173 -2,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 6.4 31.3 53.6 61.7 99.0 99.5: 1.0 0.5
Old : 100.0: 14.1 6.4 31.3 53.6 61.7 99.0 99.5: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 26 20 40 103 93 147 135:
Old : 152: 26 20 40 103 93 147 135:
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 : 31.0 40.3 46.3 53.7 13.2 22.8 18.7 26.5
Old : 31.0 40.3 46.3 53.7 13.2 22.8 18.7 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 1,014,184: 108,178 221,914 246,183 657,725 544,541 1,012,086 1,012,638: 2,098 1,546
Old : 1,014,184: 108,178 221,914 246,183 657,725 544,541 1,012,086 1,012,638: 2,098 1,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 23,994: 27,866 -14,023 17,032 -17,618 20,901 27,280 23,910: -3,286 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 21.9 24.3 64.9 53.7 99.8 99.8: 0.2 0.2
Old : 100.0: 10.7 21.9 24.3 64.9 53.7 99.8 99.8: 0.2 0.2
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 : 86: 22 21 36 42 41 80 82:
Old : 86: 22 21 36 42 41 80 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 33.0 62.1 51.3 30.9 27.1 38.2 37.2
Old : 45.1 33.0 62.1 51.3 30.9 27.1 38.2 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 99,443: 2,257 827 4,865 91,383 92,789 98,505 98,481: 938 963
Old : 99,443: 2,257 827 4,865 91,383 92,789 98,505 98,481: 938 963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,271: -97 -247 500 809 877 1,212 1,130: 59 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.8 4.9 91.9 93.3 99.1 99.0: 0.9 1.0
Old : 100.0: 2.3 0.8 4.9 91.9 93.3 99.1 99.0: 0.9 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 : 49: 9 4 11 31 30 44 41:
Old : 49: 9 4 11 31 30 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 43.0 73.4 68.1 14.6 14.9 20.4 19.9
Old : 51.0 43.0 73.4 68.1 14.6 14.9 20.4 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 16,338: 1,484 0 351 14,420 15,904 16,255 16,255: 83 83
Old : 16,338: 1,484 0 351 14,420 15,904 16,255 16,255: 83 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -1,449: 46 -46 -138 -1,334 -1,242 -1,426 -1,426: -23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 2.1 88.3 97.3 99.5 99.5: 0.5 0.5
Old : 100.0: 9.1 0.0 2.1 88.3 97.3 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 13 20 15 22:
Old : 26: 2 0 2 13 20 15 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 : 69.4 79.0 90.4 90.8 50.9 63.2 65.5 67.7
Old : 69.4 79.0 90.4 90.8 50.9 63.2 65.5 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 29,127: 5,690 160 628 21,376 27,009 27,693 27,796: 1,433 1,330
Old : 29,127: 5,690 160 628 21,376 27,009 27,693 27,796: 1,433 1,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 2,159: 61 0 374 1,740 1,757 2,174 2,131: -15 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 0.5 2.2 73.4 92.7 95.1 95.4: 4.9 4.6
Old : 100.0: 19.5 0.5 2.2 73.4 92.7 95.1 95.4: 4.9 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 : 27: 3 1 2 19 20 22 23:
Old : 27: 3 1 2 19 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 : 61.1 65.3 80.1 79.2 36.1 33.7 44.0 40.8
Old : 61.1 65.3 80.1 79.2 36.1 33.7 44.0 40.8
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 with Delta-adjusted Options and Futures Combined, September 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 : 11,531: 422 368 36 9,455 10,843 9,913 11,247: 1,618 284
Old : 11,531: 422 368 36 9,455 10,843 9,913 11,247: 1,618 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 64: 0 0 0 -764 46 -764 46: 828 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.2 0.3 82.0 94.0 86.0 97.5: 14.0 2.5
Old : 100.0: 3.7 3.2 0.3 82.0 94.0 86.0 97.5: 14.0 2.5
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 : 22: 1 2 2 15 12 18 14:
Old : 22: 1 2 2 15 12 18 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 : 46.9 71.2 66.4 88.3 40.6 60.6 56.0 73.2
Old : 46.9 71.2 66.4 88.3 40.6 60.6 56.0 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 27,567: 955 794 217 24,507 25,664 25,679 26,675: 1,888 892
Old : 27,567: 955 794 217 24,507 25,664 25,679 26,675: 1,888 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -108: 0 240 0 -348 -348 -348 -108: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.9 0.8 88.9 93.1 93.2 96.8: 6.8 3.2
Old : 100.0: 3.5 2.9 0.8 88.9 93.1 93.2 96.8: 6.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 22 21 24 23:
Old : 29: 1 1 2 22 21 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 52.8 64.8 77.0 31.5 43.5 45.0 53.2
Old : 46.7 52.8 64.8 77.0 31.5 43.5 45.0 53.2
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 with Delta-adjusted Options and Futures Combined, September 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 : 24,576: 912 444 420 22,120 22,904 23,452 23,768: 1,124 808
Old : 24,576: 912 444 420 22,120 22,904 23,452 23,768: 1,124 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 110: 140 0 -40 10 150 110 110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.8 1.7 90.0 93.2 95.4 96.7: 4.6 3.3
Old : 100.0: 3.7 1.8 1.7 90.0 93.2 95.4 96.7: 4.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 19 16 21 19:
Old : 23: 2 1 2 19 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 67.8 72.1 85.8 37.0 45.1 46.2 53.4
Old : 53.9 67.8 72.1 85.8 37.0 45.1 46.2 53.4
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 with Delta-adjusted Options and Futures Combined, September 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 : 9,690: 1,080 400 480 7,618 8,298 9,178 9,178: 512 512
Old : 9,690: 1,080 400 480 7,618 8,298 9,178 9,178: 512 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -228: -240 0 0 12 -228 -228 -228: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 4.1 5.0 78.6 85.6 94.7 94.7: 5.3 5.3
Old : 100.0: 11.1 4.1 5.0 78.6 85.6 94.7 94.7: 5.3 5.3
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 : 23: 2 1 2 15 15 18 17:
Old : 23: 2 1 2 15 15 18 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 : 58.6 55.8 79.6 80.0 38.4 41.0 48.7 49.2
Old : 58.6 55.8 79.6 80.0 38.4 41.0 48.7 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 2,577,303: 249,443 135,301 948,362 1,297,735 1,401,424 2,495,540 2,485,087: 81,763 92,216
Old : 2,577,303: 249,443 135,301 948,362 1,297,735 1,401,424 2,495,540 2,485,087: 81,763 92,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 106,053: 7,262 16,310 53,339 37,699 36,911 98,300 106,560: 7,753 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.2 36.8 50.4 54.4 96.8 96.4: 3.2 3.6
Old : 100.0: 9.7 5.2 36.8 50.4 54.4 96.8 96.4: 3.2 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 : 372: 121 125 171 87 107 306 321:
Old : 372: 121 125 171 87 107 306 321:
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 : 21.3 21.5 31.8 32.1 6.1 4.5 9.0 7.3
Old : 21.3 21.5 31.8 32.1 6.1 4.5 9.0 7.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 92,671: 18,942 15,423 3,177 46,419 39,606 68,538 58,206: 24,133 34,465
Old : 92,671: 18,942 15,423 3,177 46,419 39,606 68,538 58,206: 24,133 34,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 2,094: 140 1,098 -719 1,545 -270 966 109: 1,128 1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.6 3.4 50.1 42.7 74.0 62.8: 26.0 37.2
Old : 100.0: 20.4 16.6 3.4 50.1 42.7 74.0 62.8: 26.0 37.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 3 17 16 21 20:
Old : 23: 2 3 3 17 16 21 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 : 40.8 30.5 58.0 47.1 40.4 27.3 52.5 40.2
Old : 40.8 30.5 58.0 47.1 40.4 27.3 52.5 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 11,361: 50 0 0 11,311 11,361 11,361 11,361: 0 0
Old : 11,361: 50 0 0 11,311 11,361 11,361 11,361: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,417: 50 -100 0 1,367 1,517 1,417 1,417: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 23 22 24 22:
Old : 30: 1 0 0 23 22 24 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 : 40.2 52.8 67.5 76.8 28.5 29.6 39.1 38.4
Old : 40.2 52.8 67.5 76.8 28.5 29.6 39.1 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 98,206: 10,006 21,959 25,197 57,543 44,382 92,746 91,538: 5,460 6,668
Old : 98,206: 10,006 21,959 25,197 57,543 44,382 92,746 91,538: 5,460 6,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 5,469: 2,454 -929 927 3,446 4,474 6,827 4,472: -1,358 997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.4 25.7 58.6 45.2 94.4 93.2: 5.6 6.8
Old : 100.0: 10.2 22.4 25.7 58.6 45.2 94.4 93.2: 5.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 14 19 21 18 43 38:
Old : 44: 9 14 19 21 18 43 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 : 29.7 35.7 48.4 55.9 15.3 17.8 24.7 23.3
Old : 29.7 35.7 48.4 55.9 15.3 17.8 24.7 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 16,264: 10,361 3,609 234 3,978 11,749 14,573 15,592: 1,691 672
Old : 16,264: 10,361 3,609 234 3,978 11,749 14,573 15,592: 1,691 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -247: -474 281 -179 358 -299 -295 -197: 48 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 22.2 1.4 24.5 72.2 89.6 95.9: 10.4 4.1
Old : 100.0: 63.7 22.2 1.4 24.5 72.2 89.6 95.9: 10.4 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 : 109: 48 27 3 16 20 67 48:
Old : 109: 48 27 3 16 20 67 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 : 49.1 37.3 59.8 56.1 49.1 37.2 59.8 55.4
Old : 49.1 37.3 59.8 56.1 49.1 37.2 59.8 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,352: 6,066 971 105 2,948 9,512 9,119 10,588: 2,233 764
Old : 11,352: 6,066 971 105 2,948 9,512 9,119 10,588: 2,233 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 471: 793 -8 -434 -77 1,188 282 746: 189 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 8.6 0.9 26.0 83.8 80.3 93.3: 19.7 6.7
Old : 100.0: 53.4 8.6 0.9 26.0 83.8 80.3 93.3: 19.7 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 : 72: 33 7 2 11 22 45 31:
Old : 72: 33 7 2 11 22 45 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 : 23.0 51.0 35.9 69.1 23.0 51.0 35.3 68.4
Old : 23.0 51.0 35.9 69.1 23.0 51.0 35.3 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 198,336: 49,460 11,748 21,830 110,655 150,371 181,944 183,949: 16,392 14,388
Old : 198,336: 49,460 11,748 21,830 110,655 150,371 181,944 183,949: 16,392 14,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 4,981: 4,451 -1,147 -1,765 2,429 7,627 5,115 4,715: -134 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.9 11.0 55.8 75.8 91.7 92.7: 8.3 7.3
Old : 100.0: 24.9 5.9 11.0 55.8 75.8 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 : 189: 68 25 33 80 88 159 136:
Old : 189: 68 25 33 80 88 159 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 28.4 33.2 40.2 11.5 14.3 16.8 23.1
Old : 20.2 28.4 33.2 40.2 11.5 14.3 16.8 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 3,250: 350 0 0 2,900 3,200 3,250 3,200: 0 50
Old : 3,250: 350 0 0 2,900 3,200 3,250 3,200: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -575: 0 0 0 -425 -525 -425 -525: -150 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.0 0.0 89.2 98.5 100.0 98.5: 0.0 1.5
Old : 100.0: 10.8 0.0 0.0 89.2 98.5 100.0 98.5: 0.0 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 : 23: 2 0 0 11 15 13 15:
Old : 23: 2 0 0 11 15 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 61.5 90.8 86.2 62.3 55.4 82.3 76.9
Old : 67.7 61.5 90.8 86.2 62.3 55.4 82.3 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008