GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 6,642: 0 150 0 5,742 6,492 5,742 6,642: 900 0
Old : 6,642: 0 150 0 5,742 6,492 5,742 6,642: 900 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 135: 0 -450 0 135 585 135 135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 86.4 97.7 86.4 100.0: 13.6 0.0
Old : 100.0: 0.0 2.3 0.0 86.4 97.7 86.4 100.0: 13.6 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 : 25: 0 1 0 15 19 15 20:
Old : 25: 0 1 0 15 19 15 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 : 53.9 57.4 74.8 77.7 45.5 40.8 55.0 57.4
Old : 53.9 57.4 74.8 77.7 45.5 40.8 55.0 57.4
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, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,402: 0 412 0 9,252 8,880 9,252 9,292: 150 110
Old : 9,402: 0 412 0 9,252 8,880 9,252 9,292: 150 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 222: -400 190 0 622 32 222 222: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 98.4 94.4 98.4 98.8: 1.6 1.2
Old : 100.0: 0.0 4.4 0.0 98.4 94.4 98.4 98.8: 1.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 3 0 29 28 29 31:
Old : 39: 0 3 0 29 28 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 43.5 71.9 62.9 44.9 35.9 54.5 51.8
Old : 49.3 43.5 71.9 62.9 44.9 35.9 54.5 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 2,521: 0 0 0 1,655 1,853 1,655 1,853: 866 668
Old : 2,521: 0 0 0 1,655 1,853 1,655 1,853: 866 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 222: 0 0 0 100 226 100 226: 122 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 65.6 73.5 65.6 73.5: 34.4 26.5
Old : 100.0: 0.0 0.0 0.0 65.6 73.5 65.6 73.5: 34.4 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 19 17 19:
Old : 22: 0 0 0 17 19 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 : 37.2 37.1 53.9 55.0 25.8 23.0 32.2 34.0
Old : 37.2 37.1 53.9 55.0 25.8 23.0 32.2 34.0
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, November 13, 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 : 5,283: 20 10 125 4,766 4,792 4,911 4,927: 372 356
Old : 5,283: 20 10 125 4,766 4,792 4,911 4,927: 372 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 67: 0 0 0 90 60 90 60: -23 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.2 2.4 90.2 90.7 93.0 93.3: 7.0 6.7
Old : 100.0: 0.4 0.2 2.4 90.2 90.7 93.0 93.3: 7.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 2 29 34 31 36:
Old : 38: 1 1 2 29 34 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 36.2 61.7 51.4 14.5 10.9 21.7 16.5
Old : 46.9 36.2 61.7 51.4 14.5 10.9 21.7 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 265,352: 39,255 19,005 48,641 138,769 170,864 226,665 238,511: 38,687 26,842
Old : 265,352: 39,255 19,005 48,641 138,769 170,864 226,665 238,511: 38,687 26,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -789: -1,656 -392 210 4,659 518 3,212 336: -4,001 -1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.2 18.3 52.3 64.4 85.4 89.9: 14.6 10.1
Old : 100.0: 14.8 7.2 18.3 52.3 64.4 85.4 89.9: 14.6 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 46 22 37 71 79 133 124:
Old : 152: 46 22 37 71 79 133 124:
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 : 19.4 18.8 30.8 29.5 14.4 12.5 22.0 19.0
Old : 19.4 18.8 30.8 29.5 14.4 12.5 22.0 19.0
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, November 13, 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 : 1,237,693: 60,044 156,518 520,615 582,851 519,731 1,163,510 1,196,865: 74,183 40,828
Old : 1,237,693: 60,044 156,518 520,615 582,851 519,731 1,163,510 1,196,865: 74,183 40,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 27,683: 208 18,086 6,051 18,678 -1,306 24,937 22,832: 2,746 4,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.6 42.1 47.1 42.0 94.0 96.7: 6.0 3.3
Old : 100.0: 4.9 12.6 42.1 47.1 42.0 94.0 96.7: 6.0 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: 67 60 88 78 70 192 176:
Old : 212: 67 60 88 78 70 192 176:
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 32.9 47.3 50.3 7.7 9.7 10.3 12.4
Old : 34.2 32.9 47.3 50.3 7.7 9.7 10.3 12.4
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, November 13, 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 : 106,331: 0 12,596 1,603 95,922 79,589 97,525 93,788: 8,806 12,543
Old : 106,331: 0 12,596 1,603 95,922 79,589 97,525 93,788: 8,806 12,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -85: 0 668 -513 552 1,106 39 1,261: -124 -1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.8 1.5 90.2 74.9 91.7 88.2: 8.3 11.8
Old : 100.0: 0.0 11.8 1.5 90.2 74.9 91.7 88.2: 8.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 4 2 20 17 22 21:
Old : 30: 0 4 2 20 17 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 55.3 72.1 71.2 53.5 55.0 70.8 68.7
Old : 54.8 55.3 72.1 71.2 53.5 55.0 70.8 68.7
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, November 13, 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 : 76,302: 0 8,928 3,116 65,837 53,709 68,953 65,753: 7,349 10,549
Old : 76,302: 0 8,928 3,116 65,837 53,709 68,953 65,753: 7,349 10,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 1,707: 0 -156 160 1,088 1,155 1,248 1,159: 459 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.7 4.1 86.3 70.4 90.4 86.2: 9.6 13.8
Old : 100.0: 0.0 11.7 4.1 86.3 70.4 90.4 86.2: 9.6 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 1 25 20 26 22:
Old : 30: 0 2 1 25 20 26 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 : 44.7 34.3 69.0 56.2 43.1 32.7 63.4 49.6
Old : 44.7 34.3 69.0 56.2 43.1 32.7 63.4 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 143,167: 18,020 3,128 3,222 112,110 127,763 133,352 134,113: 9,815 9,054
Old : 143,167: 18,020 3,128 3,222 112,110 127,763 133,352 134,113: 9,815 9,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 132: -2 89 0 -52 775 -54 864: 186 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 2.2 2.3 78.3 89.2 93.1 93.7: 6.9 6.3
Old : 100.0: 12.6 2.2 2.3 78.3 89.2 93.1 93.7: 6.9 6.3
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 : 43: 2 3 1 33 29 35 33:
Old : 43: 2 3 1 33 29 35 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 : 48.2 42.3 64.5 60.2 44.8 41.7 53.4 54.9
Old : 48.2 42.3 64.5 60.2 44.8 41.7 53.4 54.9
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, November 13, 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 : 106,962: 13,878 12,595 2,076 83,192 81,309 99,146 95,980: 7,816 10,982
Old : 106,962: 13,878 12,595 2,076 83,192 81,309 99,146 95,980: 7,816 10,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -125: 0 1,881 -1,728 1,936 -1,040 208 -887: -333 762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.8 1.9 77.8 76.0 92.7 89.7: 7.3 10.3
Old : 100.0: 13.0 11.8 1.9 77.8 76.0 92.7 89.7: 7.3 10.3
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 : 31: 2 2 2 18 20 22 22:
Old : 31: 2 2 2 18 20 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 : 36.1 58.1 61.5 76.2 35.5 51.2 58.8 65.2
Old : 36.1 58.1 61.5 76.2 35.5 51.2 58.8 65.2
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, November 13, 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 : 54,092: 13,023 948 2,447 30,568 46,129 46,038 49,524: 8,054 4,568
Old : 54,092: 13,023 948 2,447 30,568 46,129 46,038 49,524: 8,054 4,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 631: -1,435 0 825 486 -194 -124 631: 755 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 1.8 4.5 56.5 85.3 85.1 91.6: 14.9 8.4
Old : 100.0: 24.1 1.8 4.5 56.5 85.3 85.1 91.6: 14.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 3 11 15 16 18:
Old : 22: 4 1 3 11 15 16 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 57.3 76.6 73.7 57.6 52.3 65.6 64.6
Old : 61.7 57.3 76.6 73.7 57.6 52.3 65.6 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, November 13, 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 : 56,546: 8,785 0 2,134 38,071 47,379 48,990 49,513: 7,556 7,033
Old : 56,546: 8,785 0 2,134 38,071 47,379 48,990 49,513: 7,556 7,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 941: 278 0 96 25 845 399 941: 542 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 0.0 3.8 67.3 83.8 86.6 87.6: 13.4 12.4
Old : 100.0: 15.5 0.0 3.8 67.3 83.8 86.6 87.6: 13.4 12.4
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 17 22 19 23:
Old : 26: 2 0 1 17 22 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 31.6 75.2 51.0 46.9 31.2 61.3 50.0
Old : 54.3 31.6 75.2 51.0 46.9 31.2 61.3 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 84,554: 5,620 2,380 3,616 68,570 67,862 77,806 73,858: 6,748 10,696
Old : 84,554: 5,620 2,380 3,616 68,570 67,862 77,806 73,858: 6,748 10,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 4,740: 2,256 -1,042 -181 3,151 5,018 5,226 3,795: -486 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.8 4.3 81.1 80.3 92.0 87.4: 8.0 12.6
Old : 100.0: 6.6 2.8 4.3 81.1 80.3 92.0 87.4: 8.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 2 4 23 30 27 34:
Old : 41: 2 2 4 23 30 27 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 26.7 67.7 42.5 39.8 25.6 57.8 38.8
Old : 46.0 26.7 67.7 42.5 39.8 25.6 57.8 38.8
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, November 13, 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 : 99,464: 1,412 348 4,081 78,273 85,118 83,766 89,547: 15,698 9,917
Old : 99,464: 1,412 348 4,081 78,273 85,118 83,766 89,547: 15,698 9,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 1,802: -393 -168 372 126 354 105 558: 1,697 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.3 4.1 78.7 85.6 84.2 90.0: 15.8 10.0
Old : 100.0: 1.4 0.3 4.1 78.7 85.6 84.2 90.0: 15.8 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 : 34: 2 1 2 23 22 26 24:
Old : 34: 2 1 2 23 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 43.1 64.1 66.3 40.0 40.6 58.6 62.5
Old : 43.5 43.1 64.1 66.3 40.0 40.6 58.6 62.5
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, November 13, 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 : 57,753: 18,886 372 3,774 31,529 44,170 54,189 48,316: 3,564 9,437
Old : 57,753: 18,886 372 3,774 31,529 44,170 54,189 48,316: 3,564 9,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 1,534: 684 0 -18 1,211 1,285 1,877 1,267: -343 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 0.6 6.5 54.6 76.5 93.8 83.7: 6.2 16.3
Old : 100.0: 32.7 0.6 6.5 54.6 76.5 93.8 83.7: 6.2 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 3 18 16 22 20:
Old : 28: 4 1 3 18 16 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 : 40.8 36.6 65.2 58.0 34.4 27.0 53.0 44.5
Old : 40.8 36.6 65.2 58.0 34.4 27.0 53.0 44.5
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, November 13, 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 : 70,629: 6,050 8,754 6,036 54,487 47,005 66,573 61,795: 4,056 8,834
Old : 70,629: 6,050 8,754 6,036 54,487 47,005 66,573 61,795: 4,056 8,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 858: -148 75 206 800 577 858 858: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.4 8.5 77.1 66.6 94.3 87.5: 5.7 12.5
Old : 100.0: 8.6 12.4 8.5 77.1 66.6 94.3 87.5: 5.7 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 4 16 15 20 19:
Old : 23: 2 2 4 16 15 20 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 : 54.1 37.6 73.4 61.0 47.0 31.6 63.0 48.8
Old : 54.1 37.6 73.4 61.0 47.0 31.6 63.0 48.8
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, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,145: 23,671 1,048 1,660 55,611 74,657 80,942 77,365: 4,203 7,780
Old : 85,145: 23,671 1,048 1,660 55,611 74,657 80,942 77,365: 4,203 7,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 4,050: 2,926 -1,472 -312 2,292 2,372 4,906 588: -856 3,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 1.2 1.9 65.3 87.7 95.1 90.9: 4.9 9.1
Old : 100.0: 27.8 1.2 1.9 65.3 87.7 95.1 90.9: 4.9 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 2 25 27 28 29:
Old : 35: 2 1 2 25 27 28 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 : 51.7 37.0 70.6 57.2 42.3 28.2 54.3 43.0
Old : 51.7 37.0 70.6 57.2 42.3 28.2 54.3 43.0
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, November 13, 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 : 116,537: 11,313 795 3,912 90,339 98,635 105,564 103,342: 10,973 13,195
Old : 116,537: 11,313 795 3,912 90,339 98,635 105,564 103,342: 10,973 13,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 663: 283 -186 -127 141 -95 297 -408: 366 1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.7 3.4 77.5 84.6 90.6 88.7: 9.4 11.3
Old : 100.0: 9.7 0.7 3.4 77.5 84.6 90.6 88.7: 9.4 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 : 36: 2 1 2 23 28 26 30:
Old : 36: 2 1 2 23 28 26 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 : 42.9 32.3 64.7 50.6 37.1 31.0 58.2 46.4
Old : 42.9 32.3 64.7 50.6 37.1 31.0 58.2 46.4
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, November 13, 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 : 42,230: 1,245 0 880 32,237 33,496 34,362 34,376: 7,868 7,854
Old : 42,230: 1,245 0 880 32,237 33,496 34,362 34,376: 7,868 7,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 144: 268 0 -268 -163 412 -163 144: 307 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 2.1 76.3 79.3 81.4 81.4: 18.6 18.6
Old : 100.0: 2.9 0.0 2.1 76.3 79.3 81.4 81.4: 18.6 18.6
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 : 24: 1 0 1 15 19 16 20:
Old : 24: 1 0 1 15 19 16 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 : 58.1 40.1 75.1 65.3 57.6 40.1 68.4 63.7
Old : 58.1 40.1 75.1 65.3 57.6 40.1 68.4 63.7
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, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 135,889: 1,058 13,222 24,794 93,676 90,205 119,528 128,221: 16,361 7,668
Old : 135,889: 1,058 13,222 24,794 93,676 90,205 119,528 128,221: 16,361 7,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 2,488: 428 -333 1,036 -3,026 1,423 -1,562 2,126: 4,050 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 9.7 18.2 68.9 66.4 88.0 94.4: 12.0 5.6
Old : 100.0: 0.8 9.7 18.2 68.9 66.4 88.0 94.4: 12.0 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 : 39: 1 6 7 31 24 38 31:
Old : 39: 1 6 7 31 24 38 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 : 26.2 38.3 45.1 61.4 21.9 30.6 31.2 42.7
Old : 26.2 38.3 45.1 61.4 21.9 30.6 31.2 42.7
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, November 13, 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 : 89,981: 331 2,170 6,008 74,215 66,829 80,554 75,007: 9,427 14,974
Old : 89,981: 331 2,170 6,008 74,215 66,829 80,554 75,007: 9,427 14,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 2,536: 193 -458 -367 2,634 5,006 2,460 4,181: 76 -1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.4 6.7 82.5 74.3 89.5 83.4: 10.5 16.6
Old : 100.0: 0.4 2.4 6.7 82.5 74.3 89.5 83.4: 10.5 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 3 19 20 22 24:
Old : 29: 3 1 3 19 20 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 : 60.9 43.2 74.3 61.1 55.1 42.6 62.3 55.2
Old : 60.9 43.2 74.3 61.1 55.1 42.6 62.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 55,601: 6,120 0 0 45,913 52,449 52,033 52,449: 3,568 3,152
Old : 55,601: 6,120 0 0 45,913 52,449 52,033 52,449: 3,568 3,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -2,836: -4,080 -1,020 -180 -1,112 -496 -5,372 -1,696: 2,536 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.0 0.0 82.6 94.3 93.6 94.3: 6.4 5.7
Old : 100.0: 11.0 0.0 0.0 82.6 94.3 93.6 94.3: 6.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 11 17 13 17:
Old : 22: 2 0 0 11 17 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 49.3 85.0 80.0 56.9 48.1 75.0 72.0
Old : 62.9 49.3 85.0 80.0 56.9 48.1 75.0 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 246,136: 7,323 5,589 4,549 226,533 223,153 238,405 233,291: 7,731 12,845
Old : 246,136: 7,323 5,589 4,549 226,533 223,153 238,405 233,291: 7,731 12,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,177: -1,268 900 1,289 -1,101 -3,649 -1,080 -1,460: -97 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.3 1.8 92.0 90.7 96.9 94.8: 3.1 5.2
Old : 100.0: 3.0 2.3 1.8 92.0 90.7 96.9 94.8: 3.1 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 : 61: 3 4 6 47 42 53 49:
Old : 61: 3 4 6 47 42 53 49:
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 57.1 51.4 67.6 30.1 52.9 43.4 58.8
Old : 34.6 57.1 51.4 67.6 30.1 52.9 43.4 58.8
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, November 13, 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 : 200,565: 8,164 3,160 11,333 169,039 177,570 188,536 192,063: 12,029 8,502
Old : 200,565: 8,164 3,160 11,333 169,039 177,570 188,536 192,063: 12,029 8,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 3,051: 0 -1,276 476 2,469 3,741 2,945 2,941: 106 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.6 5.7 84.3 88.5 94.0 95.8: 6.0 4.2
Old : 100.0: 4.1 1.6 5.7 84.3 88.5 94.0 95.8: 6.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 3 4 38 31 43 35:
Old : 45: 2 3 4 38 31 43 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 : 30.9 39.6 49.5 61.6 24.9 36.7 38.6 53.4
Old : 30.9 39.6 49.5 61.6 24.9 36.7 38.6 53.4
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, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 219,362: 3,967 12,346 9,713 187,421 189,091 201,101 211,150: 18,261 8,212
Old : 219,362: 3,967 12,346 9,713 187,421 189,091 201,101 211,150: 18,261 8,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 1,163: 486 -660 -1,153 -917 1,686 -1,584 -127: 2,747 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.6 4.4 85.4 86.2 91.7 96.3: 8.3 3.7
Old : 100.0: 1.8 5.6 4.4 85.4 86.2 91.7 96.3: 8.3 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 : 56: 3 4 5 45 41 51 47:
Old : 56: 3 4 5 45 41 51 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 : 38.0 37.0 52.4 58.1 37.1 31.4 47.7 47.3
Old : 38.0 37.0 52.4 58.1 37.1 31.4 47.7 47.3
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, November 13, 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 : 48,723: 1,318 248 2,025 35,212 38,105 38,555 40,378: 10,168 8,345
Old : 48,723: 1,318 248 2,025 35,212 38,105 38,555 40,378: 10,168 8,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 575: -149 0 27 697 366 575 393: 0 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.5 4.2 72.3 78.2 79.1 82.9: 20.9 17.1
Old : 100.0: 2.7 0.5 4.2 72.3 78.2 79.1 82.9: 20.9 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 18 19 19 21:
Old : 26: 1 1 1 18 19 19 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 : 32.9 32.0 53.3 53.4 27.3 26.5 42.2 42.4
Old : 32.9 32.0 53.3 53.4 27.3 26.5 42.2 42.4
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, November 13, 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 : 200,346: 24,338 11,151 12,244 146,430 157,538 183,012 180,933: 17,334 19,413
Old : 200,346: 24,338 11,151 12,244 146,430 157,538 183,012 180,933: 17,334 19,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 5,625: 451 -1,764 1,297 3,582 5,957 5,330 5,490: 295 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 5.6 6.1 73.1 78.6 91.3 90.3: 8.7 9.7
Old : 100.0: 12.1 5.6 6.1 73.1 78.6 91.3 90.3: 8.7 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 : 43: 3 2 5 34 36 39 41:
Old : 43: 3 2 5 34 36 39 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 : 36.3 28.1 51.6 46.3 26.2 25.9 35.6 36.4
Old : 36.3 28.1 51.6 46.3 26.2 25.9 35.6 36.4
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, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,112: 7,677 3,803 5,720 58,678 60,743 72,075 70,266: 5,037 6,846
Old : 77,112: 7,677 3,803 5,720 58,678 60,743 72,075 70,266: 5,037 6,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -170: 3,298 -1,116 -2,023 -1,135 2,723 140 -416: -310 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 4.9 7.4 76.1 78.8 93.5 91.1: 6.5 8.9
Old : 100.0: 10.0 4.9 7.4 76.1 78.8 93.5 91.1: 6.5 8.9
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: 3 5 4 25 28 30 35:
Old : 39: 3 5 4 25 28 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 : 38.2 34.5 60.3 51.5 29.4 29.7 47.0 41.2
Old : 38.2 34.5 60.3 51.5 29.4 29.7 47.0 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 2,755,480: 466,579 138,701 852,990 1,406,366 1,747,034 2,725,935 2,738,725: 29,545 16,755
Old : 2,755,480: 466,579 138,701 852,990 1,406,366 1,747,034 2,725,935 2,738,725: 29,545 16,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 36,490: 4,708 15,118 8,494 21,765 12,089 34,967 35,701: 1,523 789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 5.0 31.0 51.0 63.4 98.9 99.4: 1.1 0.6
Old : 100.0: 16.9 5.0 31.0 51.0 63.4 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 : 156: 26 20 42 103 94 150 137:
Old : 156: 26 20 42 103 94 150 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 40.1 49.1 55.2 14.7 23.0 19.2 26.7
Old : 36.4 40.1 49.1 55.2 14.7 23.0 19.2 26.7
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, November 13, 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 : 945,974: 73,405 218,831 221,818 646,574 501,253 941,797 941,902: 4,177 4,072
Old : 945,974: 73,405 218,831 221,818 646,574 501,253 941,797 941,902: 4,177 4,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 38,393: -7,103 11,047 12,384 32,521 13,754 37,802 37,185: 591 1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 23.1 23.4 68.4 53.0 99.6 99.6: 0.4 0.4
Old : 100.0: 7.8 23.1 23.4 68.4 53.0 99.6 99.6: 0.4 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 : 86: 20 22 34 41 42 78 81:
Old : 86: 20 22 34 41 42 78 81:
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 : 42.4 32.9 59.5 51.9 32.6 24.7 39.8 33.7
Old : 42.4 32.9 59.5 51.9 32.6 24.7 39.8 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 11,446: 363 0 180 9,877 10,615 10,420 10,795: 1,026 651
Old : 11,446: 363 0 180 9,877 10,615 10,420 10,795: 1,026 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -90: 165 0 -60 -135 -260 -30 -320: -60 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 1.6 86.3 92.7 91.0 94.3: 9.0 5.7
Old : 100.0: 3.2 0.0 1.6 86.3 92.7 91.0 94.3: 9.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 17 13 19 14:
Old : 21: 2 0 1 17 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 74.1 72.1 87.3 51.9 70.5 68.5 77.2
Old : 52.1 74.1 72.1 87.3 51.9 70.5 68.5 77.2
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, November 13, 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 : 98,503: 1,723 485 6,329 89,703 90,752 97,755 97,567: 748 936
Old : 98,503: 1,723 485 6,329 89,703 90,752 97,755 97,567: 748 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 2,292: 34 -37 585 1,913 1,724 2,532 2,272: -240 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.5 6.4 91.1 92.1 99.2 99.0: 0.8 1.0
Old : 100.0: 1.7 0.5 6.4 91.1 92.1 99.2 99.0: 0.8 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 : 47: 10 2 11 32 29 44 40:
Old : 47: 10 2 11 32 29 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 40.9 69.0 63.9 13.9 15.9 21.2 21.7
Old : 48.7 40.9 69.0 63.9 13.9 15.9 21.2 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, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 14,024: 1,372 45 420 12,150 13,518 13,942 13,983: 82 41
Old : 14,024: 1,372 45 420 12,150 13,518 13,942 13,983: 82 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -160: 0 0 0 -160 -160 -160 -160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.3 3.0 86.6 96.4 99.4 99.7: 0.6 0.3
Old : 100.0: 9.8 0.3 3.0 86.6 96.4 99.4 99.7: 0.6 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 : 26: 1 1 2 11 20 13 22:
Old : 26: 1 1 2 11 20 13 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 : 74.3 80.0 93.1 89.3 59.9 67.8 74.7 71.5
Old : 74.3 80.0 93.1 89.3 59.9 67.8 74.7 71.5
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, November 13, 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 : 32,190: 5,253 80 353 25,898 31,506 31,504 31,938: 687 252
Old : 32,190: 5,253 80 353 25,898 31,506 31,504 31,938: 687 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -79: -5 0 -167 88 54 -84 -114: 6 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 0.2 1.1 80.5 97.9 97.9 99.2: 2.1 0.8
Old : 100.0: 16.3 0.2 1.1 80.5 97.9 97.9 99.2: 2.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 1 21 22 23 24:
Old : 29: 2 1 1 21 22 23 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 : 62.7 65.9 81.6 83.3 27.4 25.3 34.4 31.2
Old : 62.7 65.9 81.6 83.3 27.4 25.3 34.4 31.2
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, November 13, 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 : 10,522: 159 0 20 8,737 9,958 8,916 9,978: 1,606 544
Old : 10,522: 159 0 20 8,737 9,958 8,916 9,978: 1,606 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 20: 0 0 0 0 20 0 20: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.2 83.0 94.6 84.7 94.8: 15.3 5.2
Old : 100.0: 1.5 0.0 0.2 83.0 94.6 84.7 94.8: 15.3 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 : 20: 1 0 1 15 13 16 14:
Old : 20: 1 0 1 15 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 70.2 66.9 88.7 40.4 58.4 55.3 73.1
Old : 44.2 70.2 66.9 88.7 40.4 58.4 55.3 73.1
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, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------