GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,170: 0 575 0 6,120 6,445 6,120 7,020: 1,050 150
Old : 7,170: 0 575 0 6,120 6,445 6,120 7,020: 1,050 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 150: 0 375 0 50 -325 50 50: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 0.0 85.4 89.9 85.4 97.9: 14.6 2.1
Old : 100.0: 0.0 8.0 0.0 85.4 89.9 85.4 97.9: 14.6 2.1
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 : 27: 0 2 0 18 18 18 20:
Old : 27: 0 2 0 18 18 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 : 45.0 44.4 66.2 66.7 35.3 26.7 43.0 42.7
Old : 45.0 44.4 66.2 66.7 35.3 26.7 43.0 42.7
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,085: 300 1,079 120 11,305 10,796 11,725 11,995: 360 90
Old : 12,085: 300 1,079 120 11,305 10,796 11,725 11,995: 360 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 545: 300 -120 120 125 545 545 545: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.9 1.0 93.5 89.3 97.0 99.3: 3.0 0.7
Old : 100.0: 2.5 8.9 1.0 93.5 89.3 97.0 99.3: 3.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 1 1 29 27 31 29:
Old : 39: 1 1 1 29 27 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 41.4 65.2 65.9 37.8 36.1 51.2 52.7
Old : 41.8 41.4 65.2 65.9 37.8 36.1 51.2 52.7
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, October 9, 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 : 4,709: 0 24 156 4,317 4,173 4,473 4,353: 236 356
Old : 4,709: 0 24 156 4,317 4,173 4,473 4,353: 236 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 803: 0 -10 -11 873 865 862 844: -59 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 3.3 91.7 88.6 95.0 92.4: 5.0 7.6
Old : 100.0: 0.0 0.5 3.3 91.7 88.6 95.0 92.4: 5.0 7.6
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 : 39: 0 1 2 32 34 34 36:
Old : 39: 0 1 2 32 34 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 37.1 60.4 51.3 19.1 13.9 26.3 20.2
Old : 43.0 37.1 60.4 51.3 19.1 13.9 26.3 20.2
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, October 9, 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 : 250,489: 40,416 14,678 38,719 130,146 166,667 209,280 220,064: 41,208 30,425
Old : 250,489: 40,416 14,678 38,719 130,146 166,667 209,280 220,064: 41,208 30,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -1,094: -406 1,218 2,024 -2,608 -5,999 -990 -2,756: -104 1,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.9 15.5 52.0 66.5 83.5 87.9: 16.5 12.1
Old : 100.0: 16.1 5.9 15.5 52.0 66.5 83.5 87.9: 16.5 12.1
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 : 144: 44 28 39 55 68 122 114:
Old : 144: 44 28 39 55 68 122 114:
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 : 21.2 21.6 31.2 31.8 14.9 15.8 22.2 22.0
Old : 21.2 21.6 31.2 31.8 14.9 15.8 22.2 22.0
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, October 9, 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 : 1,188,789: 70,892 134,318 500,294 547,948 514,943 1,119,135 1,149,556: 69,654 39,233
Old : 1,188,789: 70,892 134,318 500,294 547,948 514,943 1,119,135 1,149,556: 69,654 39,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -14,404: 7,509 -5,435 -3,770 -17,037 -3,373 -13,298 -12,578: -1,106 -1,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.3 42.1 46.1 43.3 94.1 96.7: 5.9 3.3
Old : 100.0: 6.0 11.3 42.1 46.1 43.3 94.1 96.7: 5.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 58 79 95 84 72 202 191:
Old : 228: 58 79 95 84 72 202 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 33.2 47.4 49.7 5.9 9.1 8.6 11.8
Old : 35.2 33.2 47.4 49.7 5.9 9.1 8.6 11.8
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, October 9, 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 : 93,969: 266 12,900 1,426 81,697 67,352 83,389 81,678: 10,580 12,291
Old : 93,969: 266 12,900 1,426 81,697 67,352 83,389 81,678: 10,580 12,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 4,221: 109 268 -151 4,263 4,586 4,221 4,703: 0 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 13.7 1.5 86.9 71.7 88.7 86.9: 11.3 13.1
Old : 100.0: 0.3 13.7 1.5 86.9 71.7 88.7 86.9: 11.3 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 2 21 18 23 22:
Old : 30: 1 3 2 21 18 23 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 : 50.6 46.7 70.1 64.4 50.4 45.9 68.7 62.4
Old : 50.6 46.7 70.1 64.4 50.4 45.9 68.7 62.4
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, October 9, 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 : 78,456: 0 11,702 2,671 68,656 49,917 71,327 64,290: 7,129 14,166
Old : 78,456: 0 11,702 2,671 68,656 49,917 71,327 64,290: 7,129 14,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 979: 0 2,036 -360 1,851 -2,041 1,491 -365: -512 1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.9 3.4 87.5 63.6 90.9 81.9: 9.1 18.1
Old : 100.0: 0.0 14.9 3.4 87.5 63.6 90.9 81.9: 9.1 18.1
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 : 27: 0 2 1 23 17 24 19:
Old : 27: 0 2 1 23 17 24 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 : 46.2 34.9 69.8 56.3 44.8 29.5 65.1 48.9
Old : 46.2 34.9 69.8 56.3 44.8 29.5 65.1 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 148,675: 22,633 1,824 2,618 113,516 134,190 138,767 138,632: 9,908 10,043
Old : 148,675: 22,633 1,824 2,618 113,516 134,190 138,767 138,632: 9,908 10,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,300: -3,516 304 0 5,458 -526 1,942 -222: -642 1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 1.2 1.8 76.4 90.3 93.3 93.2: 6.7 6.8
Old : 100.0: 15.2 1.2 1.8 76.4 90.3 93.3 93.2: 6.7 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 : 45: 2 1 1 33 33 35 35:
Old : 45: 2 1 1 33 33 35 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 : 48.4 43.0 63.6 61.3 45.6 42.5 55.0 57.5
Old : 48.4 43.0 63.6 61.3 45.6 42.5 55.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 110,136: 14,028 11,156 4,105 81,071 85,733 99,204 100,994: 10,932 9,142
Old : 110,136: 14,028 11,156 4,105 81,071 85,733 99,204 100,994: 10,932 9,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 334: 0 152 364 -30 1,338 334 1,854: 0 -1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.1 3.7 73.6 77.8 90.1 91.7: 9.9 8.3
Old : 100.0: 12.7 10.1 3.7 73.6 77.8 90.1 91.7: 9.9 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 2 17 17 21 20:
Old : 28: 2 3 2 17 17 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 : 34.6 58.7 59.4 78.1 33.9 50.2 57.1 64.8
Old : 34.6 58.7 59.4 78.1 33.9 50.2 57.1 64.8
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, October 9, 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 : 57,367: 16,251 768 1,827 32,528 47,277 50,606 49,872: 6,761 7,495
Old : 57,367: 16,251 768 1,827 32,528 47,277 50,606 49,872: 6,761 7,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -4,551: 3,022 -219 -3,330 -6,530 -2,624 -6,838 -6,173: 2,287 1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 1.3 3.2 56.7 82.4 88.2 86.9: 11.8 13.1
Old : 100.0: 28.3 1.3 3.2 56.7 82.4 88.2 86.9: 11.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 3 9 13 14 16:
Old : 20: 4 1 3 9 13 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 61.2 81.3 75.1 62.4 54.1 69.4 65.5
Old : 65.8 61.2 81.3 75.1 62.4 54.1 69.4 65.5
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,385: 7,006 0 3,198 37,442 42,121 47,646 45,319: 6,739 9,066
Old : 54,385: 7,006 0 3,198 37,442 42,121 47,646 45,319: 6,739 9,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 112: 525 -682 -95 -1,172 729 -742 -48: 854 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.0 5.9 68.8 77.4 87.6 83.3: 12.4 16.7
Old : 100.0: 12.9 0.0 5.9 68.8 77.4 87.6 83.3: 12.4 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 16 21 18 22:
Old : 25: 2 0 1 16 21 18 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 : 55.3 33.2 79.1 53.1 47.8 31.6 63.5 46.3
Old : 55.3 33.2 79.1 53.1 47.8 31.6 63.5 46.3
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, October 9, 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 : 86,255: 5,467 2,112 5,473 67,010 66,702 77,950 74,287: 8,305 11,968
Old : 86,255: 5,467 2,112 5,473 67,010 66,702 77,950 74,287: 8,305 11,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -1,745: -2,124 -972 561 -792 -1,750 -2,355 -2,161: 610 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.4 6.3 77.7 77.3 90.4 86.1: 9.6 13.9
Old : 100.0: 6.3 2.4 6.3 77.7 77.3 90.4 86.1: 9.6 13.9
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 2 3 23 28 26 32:
Old : 39: 2 2 3 23 28 26 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 : 42.3 26.4 63.6 42.9 33.7 23.8 50.2 36.7
Old : 42.3 26.4 63.6 42.9 33.7 23.8 50.2 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 95,056: 4,546 2,842 2,774 71,185 81,028 78,505 86,644: 16,551 8,412
Old : 95,056: 4,546 2,842 2,774 71,185 81,028 78,505 86,644: 16,551 8,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,164: 1,344 -123 -664 2,638 2,528 3,318 1,741: -2,154 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.0 2.9 74.9 85.2 82.6 91.2: 17.4 8.8
Old : 100.0: 4.8 3.0 2.9 74.9 85.2 82.6 91.2: 17.4 8.8
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 : 32: 1 2 3 22 22 25 25:
Old : 32: 1 2 3 22 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 : 40.2 42.8 63.8 62.5 37.5 40.1 57.9 58.1
Old : 40.2 42.8 63.8 62.5 37.5 40.1 57.9 58.1
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,113: 11,810 1,602 4,691 33,657 39,467 50,158 45,760: 3,955 8,353
Old : 54,113: 11,810 1,602 4,691 33,657 39,467 50,158 45,760: 3,955 8,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 4,002: 1,534 1,602 -666 2,769 3,983 3,637 4,919: 365 -917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 3.0 8.7 62.2 72.9 92.7 84.6: 7.3 15.4
Old : 100.0: 21.8 3.0 8.7 62.2 72.9 92.7 84.6: 7.3 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 1 3 16 11 20 15:
Old : 25: 4 1 3 16 11 20 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 : 41.5 44.8 65.9 68.2 38.7 42.7 52.8 56.9
Old : 41.5 44.8 65.9 68.2 38.7 42.7 52.8 56.9
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, October 9, 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 : 70,695: 6,751 5,349 6,461 52,224 49,273 65,436 61,083: 5,259 9,612
Old : 70,695: 6,751 5,349 6,461 52,224 49,273 65,436 61,083: 5,259 9,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,435: -56 594 1,056 815 867 1,815 2,517: -380 -1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 7.6 9.1 73.9 69.7 92.6 86.4: 7.4 13.6
Old : 100.0: 9.5 7.6 9.1 73.9 69.7 92.6 86.4: 7.4 13.6
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: 2 3 4 14 15 19 19:
Old : 23: 2 3 4 14 15 19 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 : 53.0 35.5 73.8 58.9 46.5 29.3 65.0 49.0
Old : 53.0 35.5 73.8 58.9 46.5 29.3 65.0 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, October 9, 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 : 83,654: 20,648 3,147 1,076 56,452 74,544 78,176 78,767: 5,478 4,887
Old : 83,654: 20,648 3,147 1,076 56,452 74,544 78,176 78,767: 5,478 4,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -296: -2,163 219 -286 2,169 -946 -280 -1,013: -16 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.8 1.3 67.5 89.1 93.5 94.2: 6.5 5.8
Old : 100.0: 24.7 3.8 1.3 67.5 89.1 93.5 94.2: 6.5 5.8
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 : 32: 2 1 1 23 26 25 28:
Old : 32: 2 1 1 23 26 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 41.0 71.3 62.4 42.8 32.9 55.6 49.6
Old : 53.2 41.0 71.3 62.4 42.8 32.9 55.6 49.6
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, October 9, 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 : 121,247: 11,200 4,210 5,931 92,579 98,050 109,710 108,191: 11,537 13,056
Old : 121,247: 11,200 4,210 5,931 92,579 98,050 109,710 108,191: 11,537 13,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,607: -2,916 -2,023 2,148 5,588 4,323 4,820 4,448: -1,213 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.5 4.9 76.4 80.9 90.5 89.2: 9.5 10.8
Old : 100.0: 9.2 3.5 4.9 76.4 80.9 90.5 89.2: 9.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 2 22 27 25 29:
Old : 36: 2 1 2 22 27 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 33.7 66.5 52.5 37.6 33.4 58.2 51.0
Old : 45.6 33.7 66.5 52.5 37.6 33.4 58.2 51.0
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, October 9, 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 : 49,059: 0 1,407 2,079 38,213 37,243 40,292 40,729: 8,767 8,330
Old : 49,059: 0 1,407 2,079 38,213 37,243 40,292 40,729: 8,767 8,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,176: 0 -258 18 1,096 1,718 1,114 1,478: 62 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 4.2 77.9 75.9 82.1 83.0: 17.9 17.0
Old : 100.0: 0.0 2.9 4.2 77.9 75.9 82.1 83.0: 17.9 17.0
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 : 25: 0 1 1 16 18 17 19:
Old : 25: 0 1 1 16 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 37.4 71.4 65.1 52.9 37.4 65.7 59.9
Old : 53.7 37.4 71.4 65.1 52.9 37.4 65.7 59.9
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, October 9, 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 : 134,047: 484 17,936 18,057 102,440 89,509 120,981 125,502: 13,066 8,545
Old : 134,047: 484 17,936 18,057 102,440 89,509 120,981 125,502: 13,066 8,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 7,932: 254 -1,736 4,051 3,475 5,527 7,780 7,842: 152 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 13.4 13.5 76.4 66.8 90.3 93.6: 9.7 6.4
Old : 100.0: 0.4 13.4 13.5 76.4 66.8 90.3 93.6: 9.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 5 7 31 23 38 30:
Old : 39: 2 5 7 31 23 38 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 : 27.7 38.2 45.1 61.2 25.0 30.3 36.3 44.3
Old : 27.7 38.2 45.1 61.2 25.0 30.3 36.3 44.3
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, October 9, 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 : 87,457: 688 4,117 4,147 75,505 63,029 80,340 71,293: 7,117 16,164
Old : 87,457: 688 4,117 4,147 75,505 63,029 80,340 71,293: 7,117 16,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,353: -22 1,064 159 3,061 2,435 3,198 3,658: 155 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.7 4.7 86.3 72.1 91.9 81.5: 8.1 18.5
Old : 100.0: 0.8 4.7 4.7 86.3 72.1 91.9 81.5: 8.1 18.5
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 : 32: 2 3 3 21 20 25 24:
Old : 32: 2 3 3 21 20 25 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 : 63.1 40.2 73.9 58.8 56.7 40.0 64.5 55.7
Old : 63.1 40.2 73.9 58.8 56.7 40.0 64.5 55.7
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, October 9, 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 : 245,470: 13,888 126 4,502 213,326 229,461 231,716 234,089: 13,754 11,381
Old : 245,470: 13,888 126 4,502 213,326 229,461 231,716 234,089: 13,754 11,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,807: 1,903 -639 -551 2,013 5,201 3,365 4,011: 442 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.1 1.8 86.9 93.5 94.4 95.4: 5.6 4.6
Old : 100.0: 5.7 0.1 1.8 86.9 93.5 94.4 95.4: 5.6 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 : 58: 5 1 6 46 42 52 48:
Old : 58: 5 1 6 46 42 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 57.3 53.5 69.0 30.0 53.9 45.4 61.1
Old : 35.4 57.3 53.5 69.0 30.0 53.9 45.4 61.1
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, October 9, 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 : 194,609: 7,194 2,701 11,864 163,350 175,402 182,408 189,967: 12,201 4,642
Old : 194,609: 7,194 2,701 11,864 163,350 175,402 182,408 189,967: 12,201 4,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,486: -1,978 1,989 1,610 3,896 -399 3,528 3,200: -42 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.4 6.1 83.9 90.1 93.7 97.6: 6.3 2.4
Old : 100.0: 3.7 1.4 6.1 83.9 90.1 93.7 97.6: 6.3 2.4
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 : 47: 2 3 4 38 34 43 38:
Old : 47: 2 3 4 38 34 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 : 31.9 39.5 50.3 61.3 24.3 36.5 37.0 52.0
Old : 31.9 39.5 50.3 61.3 24.3 36.5 37.0 52.0
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, October 9, 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 : 217,051: 3,245 11,890 13,578 184,001 181,817 200,824 207,285: 16,227 9,766
Old : 217,051: 3,245 11,890 13,578 184,001 181,817 200,824 207,285: 16,227 9,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 7,978: -928 -2,387 1,316 7,389 8,542 7,777 7,471: 201 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 5.5 6.3 84.8 83.8 92.5 95.5: 7.5 4.5
Old : 100.0: 1.5 5.5 6.3 84.8 83.8 92.5 95.5: 7.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 1 5 5 41 36 46 42:
Old : 50: 1 5 5 41 36 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 31.4 54.3 54.0 37.3 25.4 49.3 43.0
Old : 38.1 31.4 54.3 54.0 37.3 25.4 49.3 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 50,445: 0 2,064 1,810 39,760 38,596 41,570 42,470: 8,875 7,975
Old : 50,445: 0 2,064 1,810 39,760 38,596 41,570 42,470: 8,875 7,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 2,401: 0 -666 536 2,107 4,512 2,643 4,382: -242 -1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 3.6 78.8 76.5 82.4 84.2: 17.6 15.8
Old : 100.0: 0.0 4.1 3.6 78.8 76.5 82.4 84.2: 17.6 15.8
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: 0 2 1 19 21 20 23:
Old : 27: 0 2 1 19 21 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 32.6 50.3 55.4 28.0 26.0 43.2 40.6
Old : 31.0 32.6 50.3 55.4 28.0 26.0 43.2 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 210,117: 24,768 9,214 14,287 155,921 165,708 194,976 189,209: 15,141 20,908
Old : 210,117: 24,768 9,214 14,287 155,921 165,708 194,976 189,209: 15,141 20,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 5,189: -1,193 -439 1,384 4,878 4,092 5,069 5,037: 120 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.4 6.8 74.2 78.9 92.8 90.0: 7.2 10.0
Old : 100.0: 11.8 4.4 6.8 74.2 78.9 92.8 90.0: 7.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 2 5 38 36 44 41:
Old : 46: 4 2 5 38 36 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 29.4 47.0 46.9 24.4 24.1 35.2 35.3
Old : 31.3 29.4 47.0 46.9 24.4 24.1 35.2 35.3
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,453: 5,113 9,590 4,204 60,410 51,332 69,727 65,126: 6,726 11,327
Old : 76,453: 5,113 9,590 4,204 60,410 51,332 69,727 65,126: 6,726 11,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 5,143: 0 309 -410 4,445 4,039 4,035 3,938: 1,108 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 12.5 5.5 79.0 67.1 91.2 85.2: 8.8 14.8
Old : 100.0: 6.7 12.5 5.5 79.0 67.1 91.2 85.2: 8.8 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 4 3 24 22 28 27:
Old : 31: 2 4 3 24 22 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 : 31.7 38.9 53.2 55.4 28.4 30.9 45.8 44.4
Old : 31.7 38.9 53.2 55.4 28.4 30.9 45.8 44.4
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, October 9, 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 : 2,702,905: 430,443 174,572 858,039 1,383,415 1,654,373 2,671,897 2,686,984: 31,008 15,921
Old : 2,702,905: 430,443 174,572 858,039 1,383,415 1,654,373 2,671,897 2,686,984: 31,008 15,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,057: -12,471 1,852 20,314 -5,923 -18,672 1,920 3,494: -863 -2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 6.5 31.7 51.2 61.2 98.9 99.4: 1.1 0.6
Old : 100.0: 15.9 6.5 31.7 51.2 61.2 98.9 99.4: 1.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 28 21 45 100 91 148 138:
Old : 153: 28 21 45 100 91 148 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 40.9 47.9 55.2 14.6 23.3 19.6 26.9
Old : 34.0 40.9 47.9 55.2 14.6 23.3 19.6 26.9
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 with Delta-adjusted Options and Futures Combined, October 9, 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 : 901,203: 62,853 198,463 213,962 618,051 482,910 894,866 895,335: 6,337 5,868
Old : 901,203: 62,853 198,463 213,962 618,051 482,910 894,866 895,335: 6,337 5,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 6,868: -4,611 6,556 5,699 3,370 -8,339 4,458 3,916: 2,410 2,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 22.0 23.7 68.6 53.6 99.3 99.3: 0.7 0.7
Old : 100.0: 7.0 22.0 23.7 68.6 53.6 99.3 99.3: 0.7 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 : 86: 17 26 32 42 41 78 80:
Old : 86: 17 26 32 42 41 78 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 32.6 61.9 51.1 34.4 26.1 40.4 35.2
Old : 44.1 32.6 61.9 51.1 34.4 26.1 40.4 35.2
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, October 9, 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 : 96,604: 1,996 871 4,950 88,340 89,766 95,285 95,587: 1,319 1,017
Old : 96,604: 1,996 871 4,950 88,340 89,766 95,285 95,587: 1,319 1,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,365: 301 30 -183 1,345 1,536 1,463 1,383: -98 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.9 5.1 91.4 92.9 98.6 98.9: 1.4 1.1
Old : 100.0: 2.1 0.9 5.1 91.4 92.9 98.6 98.9: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 3 8 29 28 39 37:
Old : 44: 8 3 8 29 28 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 44.0 71.6 67.6 13.6 15.4 19.4 20.1
Old : 49.9 44.0 71.6 67.6 13.6 15.4 19.4 20.1
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 15,404: 1,579 0 256 13,441 15,084 15,276 15,340: 128 64
Old : 15,404: 1,579 0 256 13,441 15,084 15,276 15,340: 128 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 1.7 87.3 97.9 99.2 99.6: 0.8 0.4
Old : 100.0: 10.3 0.0 1.7 87.3 97.9 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 12 19 14 20:
Old : 26: 2 0 1 12 19 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 : 71.9 81.6 90.4 91.5 54.7 66.5 68.3 70.5
Old : 71.9 81.6 90.4 91.5 54.7 66.5 68.3 70.5
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, October 9, 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 : 30,626: 5,232 120 648 24,220 29,773 30,100 30,541: 526 85
Old : 30,626: 5,232 120 648 24,220 29,773 30,100 30,541: 526 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 122: 13 0 42 65 82 120 124: 2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.4 2.1 79.1 97.2 98.3 99.7: 1.7 0.3
Old : 100.0: 17.1 0.4 2.1 79.1 97.2 98.3 99.7: 1.7 0.3
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 : 27: 2 1 2 20 21 22 24:
Old : 27: 2 1 2 20 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 : 63.1 66.4 82.1 82.4 31.8 29.7 39.0 36.2
Old : 63.1 66.4 82.1 82.4 31.8 29.7 39.0 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 10,758: 240 162 84 9,120 10,154 9,444 10,400: 1,314 358
Old : 10,758: 240 162 84 9,120 10,154 9,444 10,400: 1,314 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -14: 0 0 0 -14 -14 -14 -14: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.5 0.8 84.8 94.4 87.8 96.7: 12.2 3.3
Old : 100.0: 2.2 1.5 0.8 84.8 94.4 87.8 96.7: 12.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 16 13 18 15:
Old : 22: 1 1 2 16 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 70.8 66.2 88.7 40.8 60.2 56.7 73.4
Old : 46.9 70.8 66.2 88.7 40.8 60.2 56.7 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 28,348: 962 924 930 24,762 25,588 26,654 27,442: 1,694 906
Old : 28,348: 962 924 930 24,762 25,588 26,654 27,442: 1,694 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 854: 0 40 720 194 130 914 890: -60 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.3 3.3 87.4 90.3 94.0 96.8: 6.0 3.2
Old : 100.0: 3.4 3.3 3.3 87.4 90.3 94.0 96.8: 6.0 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 : 30: 1 2 3 24 21 27 24:
Old : 30: 1 2 3 24 21 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 55.2 65.2 76.5 32.0 43.9 45.3 52.1
Old : 45.0 55.2 65.2 76.5 32.0 43.9 45.3 52.1
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, October 9, 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 : 23,900: 932 318 764 21,382 21,794 23,078 22,876: 822 1,024
Old : 23,900: 932 318 764 21,382 21,794 23,078 22,876: 822 1,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 250: 0 0 0 250 10 250 10: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.3 3.2 89.5 91.2 96.6 95.7: 3.4 4.3
Old : 100.0: 3.9 1.3 3.2 89.5 91.2 96.6 95.7: 3.4 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 : 23: 2 1 3 19 17 22 20:
Old : 23: 2 1 3 19 17 22 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 : 53.7 66.5 73.2 82.6 32.9 42.3 42.4 48.9
Old : 53.7 66.5 73.2 82.6 32.9 42.3 42.4 48.9
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 9,448: 1,180 520 380 7,423 8,038 8,983 8,938: 465 510
Old : 9,448: 1,180 520 380 7,423 8,038 8,983 8,938: 465 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 5.5 4.0 78.6 85.1 95.1 94.6: 4.9 5.4
Old : 100.0: 12.5 5.5 4.0 78.6 85.1 95.1 94.6: 4.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 13 14 16 16:
Old : 20: 2 1 2 13 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 54.4 79.9 79.7 38.1 39.6 49.8 49.5
Old : 58.8 54.4 79.9 79.7 38.1 39.6 49.8 49.5
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, October 9, 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 : 2,506,061: 259,818 132,870 919,695 1,232,917 1,359,811 2,412,430 2,412,376: 93,631 93,685
Old : 2,506,061: 259,818 132,870 919,695 1,232,917 1,359,811 2,412,430 2,412,376: 93,631 93,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 34,210: 10,372 3,659 7,482 15,147 17,983 33,001 29,125: 1,209 5,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.3 36.7 49.2 54.3 96.3 96.3: 3.7 3.7
Old : 100.0: 10.4 5.3 36.7 49.2 54.3 96.3 96.3: 3.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 119 126 166 80 102 299 308:
Old : 362: 119 126 166 80 102 299 308:
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 : 22.2 23.0 33.9 33.8 6.8 4.8 9.6 7.7
Old : 22.2 23.0 33.9 33.8 6.8 4.8 9.6 7.7
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, October 9, 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 : 96,760: 19,193 17,251 6,610 46,051 33,936 71,854 57,797: 24,906 38,963
Old : 96,760: 19,193 17,251 6,610 46,051 33,936 71,854 57,797: 24,906 38,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 2,111: 1,620 -795 693 -210 2,025 2,103 1,923: 8 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 17.8 6.8 47.6 35.1 74.3 59.7: 25.7 40.3
Old : 100.0: 19.8 17.8 6.8 47.6 35.1 74.3 59.7: 25.7 40.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 4 5 13 12 19 18:
Old : 21: 3 4 5 13 12 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 29.1 58.8 47.2 40.5 25.4 53.3 38.9
Old : 41.3 29.1 58.8 47.2 40.5 25.4 53.3 38.9
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, October 9, 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 : 11,697: 0 0 0 11,697 11,697 11,697 11,697: 0 0
Old : 11,697: 0 0 0 11,697 11,697 11,697 11,697: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 28 30 28 30:
Old : 32: 0 0 0 28 30 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 49.2 58.8 69.6 26.9 31.0 36.9 37.9
Old : 36.0 49.2 58.8 69.6 26.9 31.0 36.9 37.9
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, October 9, 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 : 109,535: 9,818 27,659 29,785 63,776 47,066 103,379 104,510: 6,156 5,025
Old : 109,535: 9,818 27,659 29,785 63,776 47,066 103,379 104,510: 6,156 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 2,518: 1,089 3,612 -386 1,810 -735 2,513 2,491: 5 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 25.3 27.2 58.2 43.0 94.4 95.4: 5.6 4.6
Old : 100.0: 9.0 25.3 27.2 58.2 43.0 94.4 95.4: 5.6 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 : 47: 7 18 20 22 19 44 42:
Old : 47: 7 18 20 22 19 44 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 31.2 50.5 53.4 16.8 17.9 25.7 23.7
Old : 32.9 31.2 50.5 53.4 16.8 17.9 25.7 23.7
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, October 9, 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 : 16,109: 10,373 3,146 27 3,752 12,478 14,152 15,651: 1,957 458
Old : 16,109: 10,373 3,146 27 3,752 12,478 14,152 15,651: 1,957 458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 163: 565 -178 22 -307 362 280 206: -117 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 19.5 0.2 23.3 77.5 87.9 97.2: 12.1 2.8
Old : 100.0: 64.4 19.5 0.2 23.3 77.5 87.9 97.2: 12.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 50 20 3 14 24 67 44:
Old : 104: 50 20 3 14 24 67 44:
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 : 47.4 37.2 59.7 57.5 47.4 34.2 58.7 53.9
Old : 47.4 37.2 59.7 57.5 47.4 34.2 58.7 53.9
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 14,894: 9,492 1,631 149 2,202 12,230 11,843 14,010: 3,051 884
Old : 14,894: 9,492 1,631 149 2,202 12,230 11,843 14,010: 3,051 884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 273: -77 -83 60 428 154 411 131: -138 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 11.0 1.0 14.8 82.1 79.5 94.1: 20.5 5.9
Old : 100.0: 63.7 11.0 1.0 14.8 82.1 79.5 94.1: 20.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 40 8 1 7 26 48 34:
Old : 80: 40 8 1 7 26 48 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 : 18.6 48.4 31.4 64.9 18.6 48.4 31.4 64.9
Old : 18.6 48.4 31.4 64.9 18.6 48.4 31.4 64.9
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, October 9, 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 : 212,436: 58,760 8,509 23,317 111,649 165,450 193,727 197,276: 18,710 15,161
Old : 212,436: 58,760 8,509 23,317 111,649 165,450 193,727 197,276: 18,710 15,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 2,568: 1,802 -1,140 -64 1,475 5,869 3,214 4,665: -646 -2,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 4.0 11.0 52.6 77.9 91.2 92.9: 8.8 7.1
Old : 100.0: 27.7 4.0 11.0 52.6 77.9 91.2 92.9: 8.8 7.1
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 : 187: 74 17 32 77 89 161 128:
Old : 187: 74 17 32 77 89 161 128:
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 : 19.5 30.2 31.7 43.2 10.7 14.1 16.4 22.1
Old : 19.5 30.2 31.7 43.2 10.7 14.1 16.4 22.1
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, October 9, 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 : 2,675: 50 0 0 2,625 2,525 2,675 2,525: 0 150
Old : 2,675: 50 0 0 2,625 2,525 2,675 2,525: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -75: 0 0 0 -75 -25 -75 -25: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 98.1 94.4 100.0 94.4: 0.0 5.6
Old : 100.0: 1.9 0.0 0.0 98.1 94.4 100.0 94.4: 0.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 12 13 13 13:
Old : 21: 1 0 0 12 13 13 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 : 67.3 61.7 90.7 82.2 62.6 56.1 82.2 72.0
Old : 67.3 61.7 90.7 82.2 62.6 56.1 82.2 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008