GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 7,695: 0 725 0 6,795 6,970 6,795 7,695: 900 0
Old : 7,695: 0 725 0 6,795 6,970 6,795 7,695: 900 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 375: 0 75 0 375 300 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.4 0.0 88.3 90.6 88.3 100.0: 11.7 0.0
Old : 100.0: 0.0 9.4 0.0 88.3 90.6 88.3 100.0: 11.7 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: 0 2 0 19 20 19 22:
Old : 30: 0 2 0 19 20 19 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 : 49.7 47.0 69.9 71.3 38.4 30.1 45.5 46.3
Old : 49.7 47.0 69.9 71.3 38.4 30.1 45.5 46.3
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 30, 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 : 12,340: 475 1,079 120 11,595 11,021 12,190 12,220: 150 120
Old : 12,340: 475 1,079 120 11,595 11,021 12,190 12,220: 150 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 290: 100 0 0 400 260 500 260: -210 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 8.7 1.0 94.0 89.3 98.8 99.0: 1.2 1.0
Old : 100.0: 3.8 8.7 1.0 94.0 89.3 98.8 99.0: 1.2 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 : 41: 2 1 1 29 30 32 32:
Old : 41: 2 1 1 29 30 32 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 : 40.1 39.0 62.3 62.8 35.8 35.3 49.1 52.0
Old : 40.1 39.0 62.3 62.8 35.8 35.3 49.1 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,612: 0 0 0 1,896 1,806 1,896 1,806: 716 806
Old : 2,612: 0 0 0 1,896 1,806 1,896 1,806: 716 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 169: 0 0 0 155 170 155 170: 14 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 72.6 69.1 72.6 69.1: 27.4 30.9
Old : 100.0: 0.0 0.0 0.0 72.6 69.1 72.6 69.1: 27.4 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 22 22 22 22:
Old : 25: 0 0 0 22 22 22 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 : 34.0 31.4 51.7 48.4 24.8 22.6 35.0 30.7
Old : 34.0 31.4 51.7 48.4 24.8 22.6 35.0 30.7
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 30, 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 : 6,001: 0 44 101 5,608 5,542 5,709 5,687: 292 314
Old : 6,001: 0 44 101 5,608 5,542 5,709 5,687: 292 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 403: 0 10 0 495 471 495 481: -92 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 1.7 93.5 92.4 95.1 94.8: 4.9 5.2
Old : 100.0: 0.0 0.7 1.7 93.5 92.4 95.1 94.8: 4.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 1 2 31 37 33 39:
Old : 41: 0 1 2 31 37 33 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 : 45.0 40.7 63.0 55.7 15.1 11.6 22.2 17.7
Old : 45.0 40.7 63.0 55.7 15.1 11.6 22.2 17.7
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 30, 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 : 272,288: 48,329 17,300 47,499 136,176 178,676 232,003 243,475: 40,285 28,813
Old : 272,288: 48,329 17,300 47,499 136,176 178,676 232,003 243,475: 40,285 28,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -2,320: -2,305 2,149 -146 2,766 -2,795 315 -792: -2,635 -1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.4 17.4 50.0 65.6 85.2 89.4: 14.8 10.6
Old : 100.0: 17.7 6.4 17.4 50.0 65.6 85.2 89.4: 14.8 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 : 149: 46 25 37 65 72 133 116:
Old : 149: 46 25 37 65 72 133 116:
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 : 19.6 19.2 30.8 29.7 15.5 14.9 23.4 21.4
Old : 19.6 19.2 30.8 29.7 15.5 14.9 23.4 21.4
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 30, 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 : 1,180,575: 60,864 145,107 492,472 558,002 503,796 1,111,338 1,141,375: 69,236 39,199
Old : 1,180,575: 60,864 145,107 492,472 558,002 503,796 1,111,338 1,141,375: 69,236 39,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -34,253: -17,792 1,105 -13,826 2,128 -21,652 -29,490 -34,373: -4,763 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 12.3 41.7 47.3 42.7 94.1 96.7: 5.9 3.3
Old : 100.0: 5.2 12.3 41.7 47.3 42.7 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 : 212: 55 69 88 81 72 193 177:
Old : 212: 55 69 88 81 72 193 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 33.8 48.9 51.3 8.4 9.8 11.1 12.5
Old : 36.2 33.8 48.9 51.3 8.4 9.8 11.1 12.5
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 30, 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 : 110,180: 143 12,304 1,731 97,242 82,542 99,116 96,577: 11,064 13,603
Old : 110,180: 143 12,304 1,731 97,242 82,542 99,116 96,577: 11,064 13,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 7,525: -669 -359 -95 10,513 9,601 9,749 9,147: -2,224 -1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 11.2 1.6 88.3 74.9 90.0 87.7: 10.0 12.3
Old : 100.0: 0.1 11.2 1.6 88.3 74.9 90.0 87.7: 10.0 12.3
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 : 30: 1 3 2 23 18 25 22:
Old : 30: 1 3 2 23 18 25 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 : 52.3 55.4 71.6 70.8 51.0 54.7 69.7 68.2
Old : 52.3 55.4 71.6 70.8 51.0 54.7 69.7 68.2
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, October 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,786: 0 7,926 4,908 71,045 59,193 75,953 72,027: 5,833 9,759
Old : 81,786: 0 7,926 4,908 71,045 59,193 75,953 72,027: 5,833 9,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 892: 0 -2,128 1,478 -435 5,181 1,043 4,531: -151 -3,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 6.0 86.9 72.4 92.9 88.1: 7.1 11.9
Old : 100.0: 0.0 9.7 6.0 86.9 72.4 92.9 88.1: 7.1 11.9
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 : 31: 0 2 1 28 22 29 24:
Old : 31: 0 2 1 28 22 29 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 : 44.3 32.4 70.1 54.2 42.8 30.6 63.3 49.0
Old : 44.3 32.4 70.1 54.2 42.8 30.6 63.3 49.0
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 30, 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 : 148,836: 21,181 3,338 3,010 114,711 134,699 138,902 141,047: 9,934 7,789
Old : 148,836: 21,181 3,338 3,010 114,711 134,699 138,902 141,047: 9,934 7,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 637: 1,577 118 0 -453 3,806 1,124 3,924: -487 -3,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 2.2 2.0 77.1 90.5 93.3 94.8: 6.7 5.2
Old : 100.0: 14.2 2.2 2.0 77.1 90.5 93.3 94.8: 6.7 5.2
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 : 46: 3 3 2 34 31 38 35:
Old : 46: 3 3 2 34 31 38 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 : 47.7 43.6 62.7 61.9 44.6 43.0 55.1 57.8
Old : 47.7 43.6 62.7 61.9 44.6 43.0 55.1 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 111,732: 14,028 10,669 3,804 83,025 87,524 100,857 101,997: 10,875 9,735
Old : 111,732: 14,028 10,669 3,804 83,025 87,524 100,857 101,997: 10,875 9,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 680: 0 342 0 -1,456 1,304 -1,456 1,646: 2,136 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.5 3.4 74.3 78.3 90.3 91.3: 9.7 8.7
Old : 100.0: 12.6 9.5 3.4 74.3 78.3 90.3 91.3: 9.7 8.7
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 : 31: 2 2 2 19 21 23 23:
Old : 31: 2 2 2 19 21 23 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 : 34.1 57.3 59.6 76.8 33.2 49.1 55.6 64.0
Old : 34.1 57.3 59.6 76.8 33.2 49.1 55.6 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 59,582: 14,919 768 2,815 34,411 50,243 52,145 53,826: 7,437 5,756
Old : 59,582: 14,919 768 2,815 34,411 50,243 52,145 53,826: 7,437 5,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 1,472: 252 0 436 692 2,013 1,380 2,449: 92 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 1.3 4.7 57.8 84.3 87.5 90.3: 12.5 9.7
Old : 100.0: 25.0 1.3 4.7 57.8 84.3 87.5 90.3: 12.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 3 12 15 17 18:
Old : 23: 4 1 3 12 15 17 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 : 61.7 59.2 77.8 73.5 57.8 55.0 66.0 64.6
Old : 61.7 59.2 77.8 73.5 57.8 55.0 66.0 64.6
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 30, 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 : 60,209: 8,986 0 3,073 40,800 48,601 52,859 51,674: 7,350 8,535
Old : 60,209: 8,986 0 3,073 40,800 48,601 52,859 51,674: 7,350 8,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 90: -155 -174 -217 1,284 538 912 147: -822 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.0 5.1 67.8 80.7 87.8 85.8: 12.2 14.2
Old : 100.0: 14.9 0.0 5.1 67.8 80.7 87.8 85.8: 12.2 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 18 23 20 24:
Old : 27: 2 0 1 18 23 20 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 : 54.1 31.8 76.7 51.0 45.6 31.3 62.8 48.2
Old : 54.1 31.8 76.7 51.0 45.6 31.3 62.8 48.2
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,441: 4,051 3,054 4,821 73,525 72,436 82,397 80,311: 7,044 9,130
Old : 89,441: 4,051 3,054 4,821 73,525 72,436 82,397 80,311: 7,044 9,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -61: -512 -1,152 1,149 -818 202 -181 199: 120 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 3.4 5.4 82.2 81.0 92.1 89.8: 7.9 10.2
Old : 100.0: 4.5 3.4 5.4 82.2 81.0 92.1 89.8: 7.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 2 4 26 31 30 35:
Old : 44: 2 2 4 26 31 30 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 : 46.1 24.1 65.7 40.6 40.3 23.1 57.4 36.8
Old : 46.1 24.1 65.7 40.6 40.3 23.1 57.4 36.8
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, October 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,759: 4,962 0 3,181 75,581 89,481 83,724 92,662: 17,035 8,097
Old : 100,759: 4,962 0 3,181 75,581 89,481 83,724 92,662: 17,035 8,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 2,216: -12 -1,424 539 2,479 2,928 3,006 2,043: -790 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 3.2 75.0 88.8 83.1 92.0: 16.9 8.0
Old : 100.0: 4.9 0.0 3.2 75.0 88.8 83.1 92.0: 16.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 0 2 22 24 25 26:
Old : 35: 3 0 2 22 24 25 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 : 42.1 44.0 62.6 65.8 39.0 41.5 56.8 61.3
Old : 42.1 44.0 62.6 65.8 39.0 41.5 56.8 61.3
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 30, 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 : 55,102: 12,006 420 5,425 33,352 40,774 50,783 46,619: 4,319 8,483
Old : 55,102: 12,006 420 5,425 33,352 40,774 50,783 46,619: 4,319 8,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 686: -1,467 -930 1,056 1,550 1,297 1,139 1,423: -453 -737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 0.8 9.8 60.5 74.0 92.2 84.6: 7.8 15.4
Old : 100.0: 21.8 0.8 9.8 60.5 74.0 92.2 84.6: 7.8 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 : 27: 4 1 3 19 15 23 19:
Old : 27: 4 1 3 19 15 23 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 : 38.3 44.3 63.5 66.8 32.5 40.1 45.5 53.5
Old : 38.3 44.3 63.5 66.8 32.5 40.1 45.5 53.5
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 30, 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 : 73,468: 8,545 8,851 5,439 54,504 49,718 68,488 64,008: 4,980 9,460
Old : 73,468: 8,545 8,851 5,439 54,504 49,718 68,488 64,008: 4,980 9,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 220: 530 1,720 -224 -140 -1,276 166 220: 54 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 12.0 7.4 74.2 67.7 93.2 87.1: 6.8 12.9
Old : 100.0: 11.6 12.0 7.4 74.2 67.7 93.2 87.1: 6.8 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 : 24: 4 1 5 15 15 20 20:
Old : 24: 4 1 5 15 15 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 : 53.8 38.3 74.2 60.2 47.3 32.6 65.0 51.4
Old : 53.8 38.3 74.2 60.2 47.3 32.6 65.0 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 90,234: 26,148 4,056 1,448 58,803 81,393 86,399 86,897: 3,835 3,337
Old : 90,234: 26,148 4,056 1,448 58,803 81,393 86,399 86,897: 3,835 3,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 2,726: 3,170 -488 116 379 2,726 3,665 2,354: -939 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 4.5 1.6 65.2 90.2 95.7 96.3: 4.3 3.7
Old : 100.0: 29.0 4.5 1.6 65.2 90.2 95.7 96.3: 4.3 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 : 37: 2 1 2 27 30 30 32:
Old : 37: 2 1 2 27 30 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 : 56.2 38.4 72.3 58.1 45.6 31.4 56.3 47.1
Old : 56.2 38.4 72.3 58.1 45.6 31.4 56.3 47.1
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, October 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 126,612: 8,826 2,555 8,108 98,493 102,567 115,427 113,230: 11,185 13,382
Old : 126,612: 8,826 2,555 8,108 98,493 102,567 115,427 113,230: 11,185 13,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 165: -3,444 -154 325 3,742 -184 623 -13: -458 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.0 6.4 77.8 81.0 91.2 89.4: 8.8 10.6
Old : 100.0: 7.0 2.0 6.4 77.8 81.0 91.2 89.4: 8.8 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 : 38: 2 1 2 25 29 28 31:
Old : 38: 2 1 2 25 29 28 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 : 41.7 31.6 63.2 50.7 33.8 29.7 53.9 46.6
Old : 41.7 31.6 63.2 50.7 33.8 29.7 53.9 46.6
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 30, 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 : 49,334: 777 0 1,768 38,010 39,326 40,555 41,094: 8,779 8,240
Old : 49,334: 777 0 1,768 38,010 39,326 40,555 41,094: 8,779 8,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 225: 777 -1,015 -489 -15 1,819 273 315: -48 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 3.6 77.0 79.7 82.2 83.3: 17.8 16.7
Old : 100.0: 1.6 0.0 3.6 77.0 79.7 82.2 83.3: 17.8 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 : 26: 1 0 1 16 19 17 20:
Old : 26: 1 0 1 16 19 17 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 : 53.1 37.2 72.1 61.1 51.4 37.2 64.4 58.9
Old : 53.1 37.2 72.1 61.1 51.4 37.2 64.4 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 27,958: 7,400 1,500 180 19,470 24,634 27,050 26,314: 908 1,644
Old : 27,958: 7,400 1,500 180 19,470 24,634 27,050 26,314: 908 1,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 5.4 0.6 69.6 88.1 96.8 94.1: 3.2 5.9
Old : 100.0: 26.5 5.4 0.6 69.6 88.1 96.8 94.1: 3.2 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 : 26: 3 2 1 12 14 16 16:
Old : 26: 3 2 1 12 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 : 66.7 65.1 82.6 79.7 52.0 52.9 66.4 64.5
Old : 66.7 65.1 82.6 79.7 52.0 52.9 66.4 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 17,480: 930 390 0 16,188 16,366 17,118 16,756: 362 724
Old : 17,480: 930 390 0 16,188 16,366 17,118 16,756: 362 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.2 0.0 92.6 93.6 97.9 95.9: 2.1 4.1
Old : 100.0: 5.3 2.2 0.0 92.6 93.6 97.9 95.9: 2.1 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 : 20: 2 1 0 12 11 14 12:
Old : 20: 2 1 0 12 11 14 12:
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 : 75.3 82.2 88.2 92.0 73.3 81.2 86.2 88.6
Old : 75.3 82.2 88.2 92.0 73.3 81.2 86.2 88.6
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 30, 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 : 138,531: 517 15,284 21,232 104,661 94,017 126,410 130,533: 12,121 7,998
Old : 138,531: 517 15,284 21,232 104,661 94,017 126,410 130,533: 12,121 7,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 965: -248 325 2 2,458 1,002 2,212 1,329: -1,247 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 11.0 15.3 75.6 67.9 91.3 94.2: 8.7 5.8
Old : 100.0: 0.4 11.0 15.3 75.6 67.9 91.3 94.2: 8.7 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 : 41: 2 5 7 33 26 40 33:
Old : 41: 2 5 7 33 26 40 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 38.5 44.5 61.3 23.5 32.7 34.5 44.5
Old : 26.0 38.5 44.5 61.3 23.5 32.7 34.5 44.5
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 30, 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 : 97,101: 424 2,686 6,929 81,137 74,000 88,490 83,615: 8,611 13,486
Old : 97,101: 424 2,686 6,929 81,137 74,000 88,490 83,615: 8,611 13,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 2,618: 412 -3,461 2,019 -112 4,890 2,319 3,448: 299 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.8 7.1 83.6 76.2 91.1 86.1: 8.9 13.9
Old : 100.0: 0.4 2.8 7.1 83.6 76.2 91.1 86.1: 8.9 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 : 33: 2 2 3 22 23 25 27:
Old : 33: 2 2 3 22 23 25 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 : 57.7 43.1 72.0 62.3 52.0 42.0 61.4 56.1
Old : 57.7 43.1 72.0 62.3 52.0 42.0 61.4 56.1
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, October 30, 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 : 58,437: 10,200 1,020 180 47,025 52,945 57,405 54,145: 1,032 4,292
Old : 58,437: 10,200 1,020 180 47,025 52,945 57,405 54,145: 1,032 4,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 3,548: 1,800 -180 180 2,436 3,382 4,416 3,382: -868 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 1.7 0.3 80.5 90.6 98.2 92.7: 1.8 7.3
Old : 100.0: 17.5 1.7 0.3 80.5 90.6 98.2 92.7: 1.8 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 : 30: 4 1 1 15 19 20 20:
Old : 30: 4 1 1 15 19 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 : 62.0 46.9 82.5 76.4 52.9 44.9 67.8 63.2
Old : 62.0 46.9 82.5 76.4 52.9 44.9 67.8 63.2
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, October 30, 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 : 258,832: 10,398 779 6,518 232,849 239,668 249,765 246,965: 9,067 11,867
Old : 258,832: 10,398 779 6,518 232,849 239,668 249,765 246,965: 9,067 11,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 2,777: -205 777 110 7,086 2,222 6,991 3,109: -4,214 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.3 2.5 90.0 92.6 96.5 95.4: 3.5 4.6
Old : 100.0: 4.0 0.3 2.5 90.0 92.6 96.5 95.4: 3.5 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 : 66: 6 2 7 51 44 59 51:
Old : 66: 6 2 7 51 44 59 51:
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 : 34.4 55.5 50.2 66.5 28.7 51.3 41.9 57.5
Old : 34.4 55.5 50.2 66.5 28.7 51.3 41.9 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 202,077: 8,050 5,941 11,230 170,284 178,702 189,564 195,873: 12,513 6,204
Old : 202,077: 8,050 5,941 11,230 170,284 178,702 189,564 195,873: 12,513 6,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 4,172: 428 1,734 -251 3,859 2,375 4,036 3,858: 136 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.9 5.6 84.3 88.4 93.8 96.9: 6.2 3.1
Old : 100.0: 4.0 2.9 5.6 84.3 88.4 93.8 96.9: 6.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 4 4 37 34 42 39:
Old : 47: 2 4 4 37 34 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 : 31.3 39.3 50.0 60.7 24.8 36.2 37.7 51.8
Old : 31.3 39.3 50.0 60.7 24.8 36.2 37.7 51.8
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, October 30, 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 : 227,062: 368 13,044 14,387 196,404 191,755 211,159 219,186: 15,903 7,876
Old : 227,062: 368 13,044 14,387 196,404 191,755 211,159 219,186: 15,903 7,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 2,056: -219 -731 -1,791 5,805 7,090 3,795 4,568: -1,739 -2,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.7 6.3 86.5 84.5 93.0 96.5: 7.0 3.5
Old : 100.0: 0.2 5.7 6.3 86.5 84.5 93.0 96.5: 7.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 1 6 5 47 41 53 47:
Old : 56: 1 6 5 47 41 53 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 32.7 52.8 54.0 36.9 28.2 48.5 44.4
Old : 37.8 32.7 52.8 54.0 36.9 28.2 48.5 44.4
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 30, 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 : 50,216: 0 1,881 1,869 39,339 36,573 41,208 40,323: 9,008 9,893
Old : 50,216: 0 1,881 1,869 39,339 36,573 41,208 40,323: 9,008 9,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 39: 0 -550 215 -218 -1,758 -3 -2,093: 42 2,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 3.7 78.3 72.8 82.1 80.3: 17.9 19.7
Old : 100.0: 0.0 3.7 3.7 78.3 72.8 82.1 80.3: 17.9 19.7
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 : 26: 0 2 1 19 19 20 21:
Old : 26: 0 2 1 19 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 32.9 50.4 54.4 29.0 27.0 44.6 39.4
Old : 31.9 32.9 50.4 54.4 29.0 27.0 44.6 39.4
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 30, 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 : 213,524: 23,924 13,287 12,813 158,744 166,360 195,481 192,460: 18,043 21,064
Old : 213,524: 23,924 13,287 12,813 158,744 166,360 195,481 192,460: 18,043 21,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 2,314: 60 3,226 -1,039 1,963 157 984 2,344: 1,330 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 6.2 6.0 74.3 77.9 91.5 90.1: 8.5 9.9
Old : 100.0: 11.2 6.2 6.0 74.3 77.9 91.5 90.1: 8.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 2 6 37 36 43 42:
Old : 45: 4 2 6 37 36 43 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 : 32.5 29.1 47.0 46.9 23.6 24.4 33.2 36.7
Old : 32.5 29.1 47.0 46.9 23.6 24.4 33.2 36.7
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,843: 5,113 3,858 9,471 60,284 58,376 74,868 71,705: 5,975 9,138
Old : 80,843: 5,113 3,858 9,471 60,284 58,376 74,868 71,705: 5,975 9,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -881: 0 -961 748 -1,436 -2,569 -688 -2,782: -193 1,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.8 11.7 74.6 72.2 92.6 88.7: 7.4 11.3
Old : 100.0: 6.3 4.8 11.7 74.6 72.2 92.6 88.7: 7.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 5 4 25 27 30 33:
Old : 37: 2 5 4 25 27 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 34.3 55.8 51.8 26.7 25.8 44.0 36.6
Old : 34.2 34.3 55.8 51.8 26.7 25.8 44.0 36.6
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 30, 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 : 2,687,046: 440,296 136,536 846,285 1,372,343 1,688,282 2,658,924 2,671,103: 28,122 15,943
Old : 2,687,046: 440,296 136,536 846,285 1,372,343 1,688,282 2,658,924 2,671,103: 28,122 15,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -75,730: 30,941 -31,135 -21,321 -86,302 -20,877 -76,682 -73,333: 952 -2,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 5.1 31.5 51.1 62.8 99.0 99.4: 1.0 0.6
Old : 100.0: 16.4 5.1 31.5 51.1 62.8 99.0 99.4: 1.0 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 20 42 99 90 145 135:
Old : 153: 28 20 42 99 90 145 135:
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 : 36.2 40.7 49.3 55.9 14.4 23.6 19.2 27.4
Old : 36.2 40.7 49.3 55.9 14.4 23.6 19.2 27.4
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 30, 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 : 880,707: 83,324 184,847 203,337 590,672 489,490 877,333 877,674: 3,374 3,033
Old : 880,707: 83,324 184,847 203,337 590,672 489,490 877,333 877,674: 3,374 3,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -61,331: -7,131 -11,204 -28,586 -25,299 -21,482 -61,016 -61,272: -315 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 21.0 23.1 67.1 55.6 99.6 99.7: 0.4 0.3
Old : 100.0: 9.5 21.0 23.1 67.1 55.6 99.6 99.7: 0.4 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 : 86: 20 22 34 42 42 78 82:
Old : 86: 20 22 34 42 42 78 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 : 42.9 32.2 61.3 52.3 32.2 24.3 39.5 33.4
Old : 42.9 32.2 61.3 52.3 32.2 24.3 39.5 33.4
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 30, 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 : 97,531: 1,452 580 5,947 88,808 89,350 96,206 95,876: 1,325 1,655
Old : 97,531: 1,452 580 5,947 88,808 89,350 96,206 95,876: 1,325 1,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -3,868: -643 -93 48 -3,499 -4,428 -4,094 -4,472: 226 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.6 6.1 91.1 91.6 98.6 98.3: 1.4 1.7
Old : 100.0: 1.5 0.6 6.1 91.1 91.6 98.6 98.3: 1.4 1.7
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 : 44: 7 3 9 30 28 40 37:
Old : 44: 7 3 9 30 28 40 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 : 48.1 41.4 69.2 64.3 13.1 15.8 20.8 21.7
Old : 48.1 41.4 69.2 64.3 13.1 15.8 20.8 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 15,363: 1,280 45 512 13,443 14,742 15,235 15,299: 128 64
Old : 15,363: 1,280 45 512 13,443 14,742 15,235 15,299: 128 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 44: 0 0 0 44 44 44 44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.3 3.3 87.5 96.0 99.2 99.6: 0.8 0.4
Old : 100.0: 8.3 0.3 3.3 87.5 96.0 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 : 27: 1 1 2 12 20 14 22:
Old : 27: 1 1 2 12 20 14 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 : 70.4 77.9 90.7 88.7 53.2 62.8 67.9 66.8
Old : 70.4 77.9 90.7 88.7 53.2 62.8 67.9 66.8
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 30, 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 : 32,729: 5,216 120 550 26,449 31,996 32,215 32,666: 514 63
Old : 32,729: 5,216 120 550 26,449 31,996 32,215 32,666: 514 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 790: -21 0 -48 859 858 790 810: -0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.4 1.7 80.8 97.8 98.4 99.8: 1.6 0.2
Old : 100.0: 15.9 0.4 1.7 80.8 97.8 98.4 99.8: 1.6 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 : 29: 2 1 2 21 22 23 25:
Old : 29: 2 1 2 21 22 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 65.4 82.0 83.2 27.4 25.1 34.1 31.1
Old : 62.8 65.4 82.0 83.2 27.4 25.1 34.1 31.1
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------