GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,159: 75 50 25 7,152 7,932 7,252 8,007: 907 152
Old : 8,159: 75 50 25 7,152 7,932 7,252 8,007: 907 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 316: 75 -25 25 191 291 291 291: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.6 0.3 87.7 97.2 88.9 98.1: 11.1 1.9
Old : 100.0: 0.9 0.6 0.3 87.7 97.2 88.9 98.1: 11.1 1.9
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: 1 1 1 21 22 22 24:
Old : 31: 1 1 1 21 22 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 : 56.7 59.3 72.3 79.9 53.5 55.6 62.9 66.6
Old : 56.7 59.3 72.3 79.9 53.5 55.6 62.9 66.6
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,185: 30 710 150 8,825 8,196 9,005 9,056: 180 129
Old : 9,185: 30 710 150 8,825 8,196 9,005 9,056: 180 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 899: 0 325 -75 1,154 644 1,079 894: -180 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 7.7 1.6 96.1 89.2 98.0 98.6: 2.0 1.4
Old : 100.0: 0.3 7.7 1.6 96.1 89.2 98.0 98.6: 2.0 1.4
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 : 38: 1 3 1 27 26 28 30:
Old : 38: 1 3 1 27 26 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 45.0 74.0 64.0 42.3 36.3 54.9 49.6
Old : 49.1 45.0 74.0 64.0 42.3 36.3 54.9 49.6
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,824: 25 0 10 1,807 1,978 1,842 1,988: 982 836
Old : 2,824: 25 0 10 1,807 1,978 1,842 1,988: 982 836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.4 64.0 70.0 65.2 70.4: 34.8 29.6
Old : 100.0: 0.9 0.0 0.4 64.0 70.0 65.2 70.4: 34.8 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 15 17 16 18:
Old : 21: 1 0 1 15 17 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 : 33.5 31.6 51.4 52.4 23.5 23.6 30.6 32.5
Old : 33.5 31.6 51.4 52.4 23.5 23.6 30.6 32.5
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,311: 50 0 65 3,511 3,611 3,626 3,676: 685 635
Old : 4,311: 50 0 65 3,511 3,611 3,626 3,676: 685 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 348: 15 0 40 175 200 230 240: 118 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 1.5 81.4 83.8 84.1 85.3: 15.9 14.7
Old : 100.0: 1.2 0.0 1.5 81.4 83.8 84.1 85.3: 15.9 14.7
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 : 36: 2 0 2 25 33 27 35:
Old : 36: 2 0 2 25 33 27 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 : 37.6 24.4 53.2 40.8 28.2 24.4 36.6 32.7
Old : 37.6 24.4 53.2 40.8 28.2 24.4 36.6 32.7
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 230,106: 33,027 12,498 40,745 124,685 146,040 198,456 199,283: 31,650 30,823
Old : 230,106: 33,027 12,498 40,745 124,685 146,040 198,456 199,283: 31,650 30,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -8,858: 3,643 3,545 -7,119 -5,335 -6,286 -8,811 -9,860: -47 1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 5.4 17.7 54.2 63.5 86.2 86.6: 13.8 13.4
Old : 100.0: 14.4 5.4 17.7 54.2 63.5 86.2 86.6: 13.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 44 18 36 70 75 128 118:
Old : 142: 44 18 36 70 75 128 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 15.9 30.2 27.1 16.1 10.0 22.1 15.6
Old : 19.3 15.9 30.2 27.1 16.1 10.0 22.1 15.6
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,310,903: 79,462 190,054 524,763 640,664 555,162 1,244,888 1,269,979: 66,014 40,924
Old : 1,310,903: 79,462 190,054 524,763 640,664 555,162 1,244,888 1,269,979: 66,014 40,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -14,445: -12,923 6,041 -7,484 2,542 -21,922 -17,866 -23,366: 3,421 8,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 14.5 40.0 48.9 42.3 95.0 96.9: 5.0 3.1
Old : 100.0: 6.1 14.5 40.0 48.9 42.3 95.0 96.9: 5.0 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 : 221: 72 59 90 80 73 197 184:
Old : 221: 72 59 90 80 73 197 184:
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 : 38.9 36.9 52.3 55.0 10.4 11.3 12.9 13.7
Old : 38.9 36.9 52.3 55.0 10.4 11.3 12.9 13.7
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 102,040: 270 10,703 2,386 87,371 75,051 90,027 88,140: 12,013 13,900
Old : 102,040: 270 10,703 2,386 87,371 75,051 90,027 88,140: 12,013 13,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 943: -558 -1,797 1,087 -975 534 -446 -176: 1,389 1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.5 2.3 85.6 73.6 88.2 86.4: 11.8 13.6
Old : 100.0: 0.3 10.5 2.3 85.6 73.6 88.2 86.4: 11.8 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 4 4 25 20 29 25:
Old : 32: 1 4 4 25 20 29 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 : 55.8 57.1 69.5 73.0 55.1 56.6 66.8 69.2
Old : 55.8 57.1 69.5 73.0 55.1 56.6 66.8 69.2
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,928: 1,907 10,139 4,056 77,288 64,616 83,251 78,811: 6,677 11,117
Old : 89,928: 1,907 10,139 4,056 77,288 64,616 83,251 78,811: 6,677 11,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 3,314: 1,907 528 -35 176 1,118 2,048 1,611: 1,266 1,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 11.3 4.5 85.9 71.9 92.6 87.6: 7.4 12.4
Old : 100.0: 2.1 11.3 4.5 85.9 71.9 92.6 87.6: 7.4 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 : 35: 1 3 3 26 25 29 29:
Old : 35: 1 3 3 26 25 29 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 : 37.9 35.2 57.2 58.0 36.6 31.4 51.5 49.4
Old : 37.9 35.2 57.2 58.0 36.6 31.4 51.5 49.4
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 138,081: 14,761 1,151 4,504 108,723 124,746 127,988 130,401: 10,093 7,680
Old : 138,081: 14,761 1,151 4,504 108,723 124,746 127,988 130,401: 10,093 7,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 226: 2,497 0 -122 -2,024 -76 351 -198: -125 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.8 3.3 78.7 90.3 92.7 94.4: 7.3 5.6
Old : 100.0: 10.7 0.8 3.3 78.7 90.3 92.7 94.4: 7.3 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 : 43: 3 3 3 30 26 34 31:
Old : 43: 3 3 3 30 26 34 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 : 45.7 42.3 62.8 60.6 39.8 42.1 53.7 59.1
Old : 45.7 42.3 62.8 60.6 39.8 42.1 53.7 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,282: 13,568 11,599 654 80,520 83,800 94,742 96,053: 10,540 9,229
Old : 105,282: 13,568 11,599 654 80,520 83,800 94,742 96,053: 10,540 9,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -950: 0 -932 0 -1,650 -116 -1,650 -1,048: 700 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 11.0 0.6 76.5 79.6 90.0 91.2: 10.0 8.8
Old : 100.0: 12.9 11.0 0.6 76.5 79.6 90.0 91.2: 10.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 3 2 20 25 24 28:
Old : 34: 2 3 2 20 25 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 43.7 59.1 63.3 31.4 38.1 50.4 54.5
Old : 34.1 43.7 59.1 63.3 31.4 38.1 50.4 54.5
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,401: 12,343 947 843 29,435 41,416 42,621 43,206: 4,780 4,195
Old : 47,401: 12,343 947 843 29,435 41,416 42,621 43,206: 4,780 4,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 3,520: 940 0 478 3,421 3,042 4,839 3,520: -1,319 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 2.0 1.8 62.1 87.4 89.9 91.1: 10.1 8.9
Old : 100.0: 26.0 2.0 1.8 62.1 87.4 89.9 91.1: 10.1 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 : 26: 2 1 2 15 18 18 20:
Old : 26: 2 1 2 15 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 47.9 79.7 68.4 59.4 42.7 71.5 60.9
Old : 62.7 47.9 79.7 68.4 59.4 42.7 71.5 60.9
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,315: 5,502 0 3,094 47,125 51,086 55,721 54,180: 6,594 8,135
Old : 62,315: 5,502 0 3,094 47,125 51,086 55,721 54,180: 6,594 8,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 4,243: 936 0 -219 3,383 4,193 4,100 3,974: 143 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 5.0 75.6 82.0 89.4 86.9: 10.6 13.1
Old : 100.0: 8.8 0.0 5.0 75.6 82.0 89.4 86.9: 10.6 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 17 22 19 24:
Old : 26: 2 0 2 17 22 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 36.9 75.8 56.9 43.5 35.5 57.7 51.3
Old : 51.3 36.9 75.8 56.9 43.5 35.5 57.7 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 94,269: 2,797 386 2,738 85,917 80,885 91,452 84,009: 2,817 10,260
Old : 94,269: 2,797 386 2,738 85,917 80,885 91,452 84,009: 2,817 10,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 8,403: -925 0 7 9,928 11,274 9,010 11,281: -607 -2,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.4 2.9 91.1 85.8 97.0 89.1: 3.0 10.9
Old : 100.0: 3.0 0.4 2.9 91.1 85.8 97.0 89.1: 3.0 10.9
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 : 47: 3 1 4 29 35 33 39:
Old : 47: 3 1 4 29 35 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 : 45.8 27.0 69.4 41.3 40.1 25.1 57.2 37.8
Old : 45.8 27.0 69.4 41.3 40.1 25.1 57.2 37.8
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 115,715: 1,646 0 4,150 93,133 102,593 98,929 106,743: 16,786 8,972
Old : 115,715: 1,646 0 4,150 93,133 102,593 98,929 106,743: 16,786 8,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 3,343: -900 0 635 2,646 3,146 2,381 3,781: 962 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 3.6 80.5 88.7 85.5 92.2: 14.5 7.8
Old : 100.0: 1.4 0.0 3.6 80.5 88.7 85.5 92.2: 14.5 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 0 3 24 24 27 27:
Old : 36: 3 0 3 24 24 27 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 : 46.7 41.5 65.0 65.8 45.2 41.2 60.4 59.7
Old : 46.7 41.5 65.0 65.8 45.2 41.2 60.4 59.7
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 75,019: 10,222 1,088 9,948 51,760 54,740 71,930 65,776: 3,089 9,243
Old : 75,019: 10,222 1,088 9,948 51,760 54,740 71,930 65,776: 3,089 9,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 8,906: -3,408 0 4,512 8,794 3,110 9,898 7,622: -992 1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 1.5 13.3 69.0 73.0 95.9 87.7: 4.1 12.3
Old : 100.0: 13.6 1.5 13.3 69.0 73.0 95.9 87.7: 4.1 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 : 31: 4 1 3 19 16 23 20:
Old : 31: 4 1 3 19 16 23 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 : 43.1 37.9 66.4 59.1 34.9 27.2 47.0 39.8
Old : 43.1 37.9 66.4 59.1 34.9 27.2 47.0 39.8
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 84,669: 5,365 2,716 11,356 65,725 60,480 82,446 74,552: 2,223 10,117
Old : 84,669: 5,365 2,716 11,356 65,725 60,480 82,446 74,552: 2,223 10,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 5,373: 124 -387 1,343 3,914 4,828 5,381 5,784: -8 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.2 13.4 77.6 71.4 97.4 88.1: 2.6 11.9
Old : 100.0: 6.3 3.2 13.4 77.6 71.4 97.4 88.1: 2.6 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 : 25: 2 2 3 17 16 21 19:
Old : 25: 2 2 3 17 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 45.9 78.7 66.2 43.7 33.3 53.4 41.8
Old : 60.4 45.9 78.7 66.2 43.7 33.3 53.4 41.8
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,411: 2,192 5,113 2,296 66,092 61,181 70,580 68,590: 6,831 8,821
Old : 77,411: 2,192 5,113 2,296 66,092 61,181 70,580 68,590: 6,831 8,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -433: 0 1,284 -348 -1,154 -1,218 -1,502 -282: 1,069 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 6.6 3.0 85.4 79.0 91.2 88.6: 8.8 11.4
Old : 100.0: 2.8 6.6 3.0 85.4 79.0 91.2 88.6: 8.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 3 25 25 29 28:
Old : 33: 2 2 3 25 25 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 38.2 60.6 63.4 34.5 33.3 47.7 43.5
Old : 43.1 38.2 60.6 63.4 34.5 33.3 47.7 43.5
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 128,918: 19,393 0 7,025 96,152 112,984 122,570 120,009: 6,348 8,909
Old : 128,918: 19,393 0 7,025 96,152 112,984 122,570 120,009: 6,348 8,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 8,429: 5,670 0 682 3,444 7,658 9,796 8,340: -1,367 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.0 5.4 74.6 87.6 95.1 93.1: 4.9 6.9
Old : 100.0: 15.0 0.0 5.4 74.6 87.6 95.1 93.1: 4.9 6.9
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: 5 0 4 31 33 36 37:
Old : 45: 5 0 4 31 33 36 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 : 40.9 32.6 58.6 49.9 32.6 30.7 49.8 46.7
Old : 40.9 32.6 58.6 49.9 32.6 30.7 49.8 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,649: 1,271 0 228 28,320 28,844 29,819 29,072: 7,830 8,577
Old : 37,649: 1,271 0 228 28,320 28,844 29,819 29,072: 7,830 8,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 127: 143 0 -28 27 140 142 112: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.6 75.2 76.6 79.2 77.2: 20.8 22.8
Old : 100.0: 3.4 0.0 0.6 75.2 76.6 79.2 77.2: 20.8 22.8
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 : 20: 1 0 1 12 15 13 16:
Old : 20: 1 0 1 12 15 13 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 : 62.9 45.1 75.8 66.5 62.9 44.9 70.5 64.6
Old : 62.9 45.1 75.8 66.5 62.9 44.9 70.5 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,933: 0 2,489 2,005 48,238 46,059 50,243 50,553: 5,690 5,380
Old : 55,933: 0 2,489 2,005 48,238 46,059 50,243 50,553: 5,690 5,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 3.6 86.2 82.3 89.8 90.4: 10.2 9.6
Old : 100.0: 0.0 4.4 3.6 86.2 82.3 89.8 90.4: 10.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 13 16 14 17:
Old : 20: 0 1 1 13 16 14 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 : 50.6 52.0 73.4 77.7 46.6 46.7 63.9 65.2
Old : 50.6 52.0 73.4 77.7 46.6 46.7 63.9 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 138,303: 632 21,555 15,963 110,294 94,040 126,889 131,558: 11,414 6,745
Old : 138,303: 632 21,555 15,963 110,294 94,040 126,889 131,558: 11,414 6,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 4,188: 0 -948 1,067 4,077 5,419 5,144 5,538: -956 -1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 15.6 11.5 79.7 68.0 91.7 95.1: 8.3 4.9
Old : 100.0: 0.5 15.6 11.5 79.7 68.0 91.7 95.1: 8.3 4.9
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 : 44: 1 5 6 36 33 42 39:
Old : 44: 1 5 6 36 33 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 : 34.6 29.3 51.6 51.3 24.1 20.5 35.4 31.5
Old : 34.6 29.3 51.6 51.3 24.1 20.5 35.4 31.5
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 88,298: 12,776 3,382 2,724 64,153 70,460 79,653 76,566: 8,645 11,732
Old : 88,298: 12,776 3,382 2,724 64,153 70,460 79,653 76,566: 8,645 11,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 3,865: 1,404 1,492 -1,910 3,890 3,505 3,384 3,087: 481 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.8 3.1 72.7 79.8 90.2 86.7: 9.8 13.3
Old : 100.0: 14.5 3.8 3.1 72.7 79.8 90.2 86.7: 9.8 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 1 4 24 26 28 31:
Old : 35: 4 1 4 24 26 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 : 52.8 34.6 68.7 53.0 48.0 30.6 60.1 46.8
Old : 52.8 34.6 68.7 53.0 48.0 30.6 60.1 46.8
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,040: 2,400 629 0 50,419 52,039 52,819 52,668: 4,221 4,372
Old : 57,040: 2,400 629 0 50,419 52,039 52,819 52,668: 4,221 4,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 4,130: 0 319 0 3,898 2,187 3,898 2,506: 232 1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 1.1 0.0 88.4 91.2 92.6 92.3: 7.4 7.7
Old : 100.0: 4.2 1.1 0.0 88.4 91.2 92.6 92.3: 7.4 7.7
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 : 27: 1 2 0 15 17 16 19:
Old : 27: 1 2 0 15 17 16 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 : 59.9 41.5 80.5 72.9 50.4 38.8 65.5 60.8
Old : 59.9 41.5 80.5 72.9 50.4 38.8 65.5 60.8
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 252,637: 20,293 3,712 2,981 213,736 228,381 237,010 235,074: 15,627 17,563
Old : 252,637: 20,293 3,712 2,981 213,736 228,381 237,010 235,074: 15,627 17,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 504: 853 887 -1,060 -695 -117 -902 -290: 1,406 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 1.5 1.2 84.6 90.4 93.8 93.0: 6.2 7.0
Old : 100.0: 8.0 1.5 1.2 84.6 90.4 93.8 93.0: 6.2 7.0
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 : 59: 3 3 5 44 44 50 49:
Old : 59: 3 3 5 44 44 50 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 : 32.3 54.4 53.0 64.9 29.2 52.1 48.3 60.5
Old : 32.3 54.4 53.0 64.9 29.2 52.1 48.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 223,240: 16,152 2,533 13,537 181,534 195,783 211,223 211,853: 12,017 11,387
Old : 223,240: 16,152 2,533 13,537 181,534 195,783 211,223 211,853: 12,017 11,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 6,217: 2,154 -502 1,061 2,249 4,934 5,464 5,493: 753 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.1 6.1 81.3 87.7 94.6 94.9: 5.4 5.1
Old : 100.0: 7.2 1.1 6.1 81.3 87.7 94.6 94.9: 5.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 4 5 38 32 45 38:
Old : 50: 4 4 5 38 32 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 38.9 46.9 62.9 22.9 35.6 39.1 51.5
Old : 27.6 38.9 46.9 62.9 22.9 35.6 39.1 51.5
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 231,381: 10,858 13,239 13,278 189,262 195,239 213,398 221,756: 17,983 9,625
Old : 231,381: 10,858 13,239 13,278 189,262 195,239 213,398 221,756: 17,983 9,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 13,085: 1,227 4,983 1,233 8,947 6,953 11,407 13,169: 1,678 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.7 5.7 81.8 84.4 92.2 95.8: 7.8 4.2
Old : 100.0: 4.7 5.7 5.7 81.8 84.4 92.2 95.8: 7.8 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 : 54: 4 3 4 43 38 48 44:
Old : 54: 4 3 4 43 38 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 36.8 48.5 58.8 31.1 27.1 42.0 43.8
Old : 32.6 36.8 48.5 58.8 31.1 27.1 42.0 43.8
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,979: 0 2,183 949 42,299 40,108 43,248 43,240: 7,731 7,739
Old : 50,979: 0 2,183 949 42,299 40,108 43,248 43,240: 7,731 7,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 1,390: 0 -10 -413 2,804 3,234 2,391 2,811: -1,001 -1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 1.9 83.0 78.7 84.8 84.8: 15.2 15.2
Old : 100.0: 0.0 4.3 1.9 83.0 78.7 84.8 84.8: 15.2 15.2
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: 0 1 1 22 20 23 21:
Old : 27: 0 1 1 22 20 23 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 : 32.0 32.2 54.2 55.7 26.2 25.7 44.3 40.8
Old : 32.0 32.2 54.2 55.7 26.2 25.7 44.3 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 223,585: 24,905 8,673 11,692 168,409 186,694 205,006 207,059: 18,579 16,526
Old : 223,585: 24,905 8,673 11,692 168,409 186,694 205,006 207,059: 18,579 16,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 7,185: 2,204 954 146 5,377 5,951 7,727 7,051: -542 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 3.9 5.2 75.3 83.5 91.7 92.6: 8.3 7.4
Old : 100.0: 11.1 3.9 5.2 75.3 83.5 91.7 92.6: 8.3 7.4
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 : 46: 4 3 5 33 37 39 43:
Old : 46: 4 3 5 33 37 39 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 30.4 50.4 47.6 22.3 28.6 32.8 38.9
Old : 31.8 30.4 50.4 47.6 22.3 28.6 32.8 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 84,189: 4,410 11,957 1,445 74,028 64,977 79,883 78,379: 4,306 5,810
Old : 84,189: 4,410 11,957 1,445 74,028 64,977 79,883 78,379: 4,306 5,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 1,678: 0 -240 -31 1,678 1,887 1,647 1,616: 31 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 14.2 1.7 87.9 77.2 94.9 93.1: 5.1 6.9
Old : 100.0: 5.2 14.2 1.7 87.9 77.2 94.9 93.1: 5.1 6.9
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 : 38: 2 4 1 28 28 31 32:
Old : 38: 2 4 1 28 28 31 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 : 31.0 37.5 52.6 56.2 22.8 27.8 39.3 41.5
Old : 31.0 37.5 52.6 56.2 22.8 27.8 39.3 41.5
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,945,267: 622,872 82,310 978,751 1,303,850 1,857,435 2,905,473 2,918,496: 39,794 26,771
Old : 2,945,267: 622,872 82,310 978,751 1,303,850 1,857,435 2,905,473 2,918,496: 39,794 26,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 99,218: 6,728 4,477 35,568 47,276 54,671 89,572 94,716: 9,646 4,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.8 33.2 44.3 63.1 98.6 99.1: 1.4 0.9
Old : 100.0: 21.1 2.8 33.2 44.3 63.1 98.6 99.1: 1.4 0.9
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 : 171: 33 18 42 110 94 161 140:
Old : 171: 33 18 42 110 94 161 140:
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 : 37.3 38.3 49.3 51.5 18.5 19.9 21.9 24.7
Old : 37.3 38.3 49.3 51.5 18.5 19.9 21.9 24.7
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 876,060: 75,372 255,404 161,176 628,565 447,848 865,113 864,428: 10,947 11,632
Old : 876,060: 75,372 255,404 161,176 628,565 447,848 865,113 864,428: 10,947 11,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -67,106: -14,037 9,212 -16,351 -41,237 -66,635 -71,625 -73,774: 4,519 6,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 29.2 18.4 71.7 51.1 98.8 98.7: 1.2 1.3
Old : 100.0: 8.6 29.2 18.4 71.7 51.1 98.8 98.7: 1.2 1.3
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 : 82: 19 21 27 41 40 75 73:
Old : 82: 19 21 27 41 40 75 73:
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 : 43.6 33.2 63.4 55.6 33.9 27.7 46.9 40.1
Old : 43.6 33.2 63.4 55.6 33.9 27.7 46.9 40.1
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 95,609: 2,305 792 5,335 87,291 88,725 94,931 94,852: 678 757
Old : 95,609: 2,305 792 5,335 87,291 88,725 94,931 94,852: 678 757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 776: 99 45 268 313 387 680 701: 96 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.8 5.6 91.3 92.8 99.3 99.2: 0.7 0.8
Old : 100.0: 2.4 0.8 5.6 91.3 92.8 99.3 99.2: 0.7 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 : 49: 8 4 9 32 31 43 41:
Old : 49: 8 4 9 32 31 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 43.0 70.9 64.4 16.1 15.4 22.6 21.1
Old : 51.7 43.0 70.9 64.4 16.1 15.4 22.6 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,788: 1,536 2,093 256 13,996 13,396 15,788 15,745: 0 43
Old : 15,788: 1,536 2,093 256 13,996 13,396 15,788 15,745: 0 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 210: 0 0 0 210 210 210 210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 13.3 1.6 88.6 84.8 100.0 99.7: 0.0 0.3
Old : 100.0: 9.7 13.3 1.6 88.6 84.8 100.0 99.7: 0.0 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 : 21: 1 1 1 9 15 11 16:
Old : 21: 1 1 1 9 15 11 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 : 66.3 85.4 94.6 94.6 56.0 66.7 75.1 72.4
Old : 66.3 85.4 94.6 94.6 56.0 66.7 75.1 72.4
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 30,912: 4,087 0 450 25,621 30,026 30,158 30,476: 754 436
Old : 30,912: 4,087 0 450 25,621 30,026 30,158 30,476: 754 436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 381: -212 0 -21 568 266 335 245: 46 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.0 1.5 82.9 97.1 97.6 98.6: 2.4 1.4
Old : 100.0: 13.2 0.0 1.5 82.9 97.1 97.6 98.6: 2.4 1.4
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: 2 0 2 19 21 21 23:
Old : 27: 2 0 2 19 21 21 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 : 59.7 66.8 80.6 84.9 23.3 21.3 29.5 29.0
Old : 59.7 66.8 80.6 84.9 23.3 21.3 29.5 29.0
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,669: 0 0 0 8,309 8,951 8,309 8,951: 1,360 718
Old : 9,669: 0 0 0 8,309 8,951 8,309 8,951: 1,360 718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 120: 0 0 0 100 120 100 120: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.9 92.6 85.9 92.6: 14.1 7.4
Old : 100.0: 0.0 0.0 0.0 85.9 92.6 85.9 92.6: 14.1 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 12 16 12:
Old : 20: 0 0 0 16 12 16 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 : 49.1 66.7 70.5 85.9 47.1 60.6 64.6 77.9
Old : 49.1 66.7 70.5 85.9 47.1 60.6 64.6 77.9
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,396: 1,100 544 1,292 22,658 24,868 25,050 26,704: 3,346 1,692
Old : 28,396: 1,100 544 1,292 22,658 24,868 25,050 26,704: 3,346 1,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 86: 0 0 0 326 76 326 76: -240 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.9 4.5 79.8 87.6 88.2 94.0: 11.8 6.0
Old : 100.0: 3.9 1.9 4.5 79.8 87.6 88.2 94.0: 11.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 21 17 24 19:
Old : 26: 1 2 2 21 17 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 54.2 64.4 76.3 28.8 45.5 44.3 50.5
Old : 45.1 54.2 64.4 76.3 28.8 45.5 44.3 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 20,794: 1,340 0 980 18,010 18,948 20,330 19,928: 464 866
Old : 20,794: 1,340 0 980 18,010 18,948 20,330 19,928: 464 866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 1,362: -40 0 0 1,462 1,842 1,422 1,842: -60 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 4.7 86.6 91.1 97.8 95.8: 2.2 4.2
Old : 100.0: 6.4 0.0 4.7 86.6 91.1 97.8 95.8: 2.2 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 : 27: 1 0 2 21 21 23 23:
Old : 27: 1 0 2 21 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 : 39.3 66.5 62.8 81.2 36.3 58.1 54.4 65.3
Old : 39.3 66.5 62.8 81.2 36.3 58.1 54.4 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,598,793: 245,212 150,596 988,921 1,287,560 1,384,297 2,521,694 2,523,815: 77,099 74,978
Old : 2,598,793: 245,212 150,596 988,921 1,287,560 1,384,297 2,521,694 2,523,815: 77,099 74,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 66,303: 8,878 16,718 24,478 43,356 37,088 76,712 78,283: -10,409 -11,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.8 38.1 49.5 53.3 97.0 97.1: 3.0 2.9
Old : 100.0: 9.4 5.8 38.1 49.5 53.3 97.0 97.1: 3.0 2.9
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 : 361: 108 136 159 83 106 284 317:
Old : 361: 108 136 159 83 106 284 317:
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 : 24.9 24.4 37.3 35.8 7.0 5.3 10.4 8.1
Old : 24.9 24.4 37.3 35.8 7.0 5.3 10.4 8.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,632: 0 700 0 17,632 16,932 17,632 17,632: 0 0
Old : 17,632: 0 700 0 17,632 16,932 17,632 17,632: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 1,598: 0 0 0 1,598 1,598 1,598 1,598: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.0 100.0 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.0 0.0 100.0 96.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 2 0 25 29 25 31:
Old : 34: 0 2 0 25 29 25 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 : 52.6 45.9 74.7 68.1 20.3 22.0 28.7 28.0
Old : 52.6 45.9 74.7 68.1 20.3 22.0 28.7 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 146,220: 26,941 15,261 37,842 72,144 86,154 136,927 139,257: 9,293 6,963
Old : 146,220: 26,941 15,261 37,842 72,144 86,154 136,927 139,257: 9,293 6,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 5,891: 1,268 -810 -2,246 4,796 8,448 3,818 5,392: 2,073 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 10.4 25.9 49.3 58.9 93.6 95.2: 6.4 4.8
Old : 100.0: 18.4 10.4 25.9 49.3 58.9 93.6 95.2: 6.4 4.8
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 : 47: 10 13 22 22 22 47 44:
Old : 47: 10 13 22 22 22 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 36.8 52.5 52.9 20.5 17.9 23.8 24.3
Old : 37.8 36.8 52.5 52.9 20.5 17.9 23.8 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,110: 0 600 0 7,050 6,510 7,050 7,110: 60 0
Old : 7,110: 0 600 0 7,050 6,510 7,050 7,110: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 0.0 99.2 91.6 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 8.4 0.0 99.2 91.6 99.2 100.0: 0.8 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 : 21: 0 1 0 14 12 14 13:
Old : 21: 0 1 0 14 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 67.3 86.8 89.8 46.4 55.2 61.5 65.4
Old : 64.3 67.3 86.8 89.8 46.4 55.2 61.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 20,676: 14,307 2,270 180 3,534 17,837 18,021 20,287: 2,655 389
Old : 20,676: 14,307 2,270 180 3,534 17,837 18,021 20,287: 2,655 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 2,602: 1,914 407 -40 218 2,213 2,092 2,580: 510 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 11.0 0.9 17.1 86.3 87.2 98.1: 12.8 1.9
Old : 100.0: 69.2 11.0 0.9 17.1 86.3 87.2 98.1: 12.8 1.9
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 : 111: 65 15 2 11 22 78 38:
Old : 111: 65 15 2 11 22 78 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 44.5 54.0 66.3 41.7 44.5 54.0 66.2
Old : 41.7 44.5 54.0 66.3 41.7 44.5 54.0 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 16,759: 11,413 2,677 202 1,542 12,711 13,157 15,590: 3,602 1,169
Old : 16,759: 11,413 2,677 202 1,542 12,711 13,157 15,590: 3,602 1,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -88: -731 316 117 340 -680 -274 -247: 186 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 16.0 1.2 9.2 75.8 78.5 93.0: 21.5 7.0
Old : 100.0: 68.1 16.0 1.2 9.2 75.8 78.5 93.0: 21.5 7.0
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 : 100: 53 13 5 10 25 66 41:
Old : 100: 53 13 5 10 25 66 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 : 21.8 44.4 31.5 59.7 21.8 44.4 31.5 59.3
Old : 21.8 44.4 31.5 59.7 21.8 44.4 31.5 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 282,346: 42,892 16,628 46,618 164,359 197,888 253,870 261,134: 28,477 21,212
Old : 282,346: 42,892 16,628 46,618 164,359 197,888 253,870 261,134: 28,477 21,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -310: 2,026 2,721 -1,761 -1,706 -2,629 -1,441 -1,669: 1,131 1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 5.9 16.5 58.2 70.1 89.9 92.5: 10.1 7.5
Old : 100.0: 15.2 5.9 16.5 58.2 70.1 89.9 92.5: 10.1 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 62 31 42 86 93 167 147:
Old : 194: 62 31 42 86 93 167 147:
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 : 19.8 21.1 30.6 34.8 10.0 11.5 15.5 17.5
Old : 19.8 21.1 30.6 34.8 10.0 11.5 15.5 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,720: 2,156 200 805 3,246 5,742 6,207 6,747: 1,513 973
Old : 7,720: 2,156 200 805 3,246 5,742 6,207 6,747: 1,513 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 277: 4 -110 169 -10 300 163 359: 114 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 2.6 10.4 42.0 74.4 80.4 87.4: 19.6 12.6
Old : 100.0: 27.9 2.6 10.4 42.0 74.4 80.4 87.4: 19.6 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 : 22: 8 1 4 11 11 20 16:
Old : 22: 8 1 4 11 11 20 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 : 29.5 49.8 51.4 67.3 27.1 38.0 37.9 50.9
Old : 29.5 49.8 51.4 67.3 27.1 38.0 37.9 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,375: 0 0 250 3,125 3,075 3,375 3,325: 0 50
Old : 3,375: 0 0 250 3,125 3,075 3,375 3,325: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 7.4 92.6 91.1 100.0 98.5: 0.0 1.5
Old : 100.0: 0.0 0.0 7.4 92.6 91.1 100.0 98.5: 0.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 1 15 18 16 19:
Old : 22: 0 0 1 15 18 16 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 : 54.8 45.9 83.0 71.1 19.3 14.8 25.2 23.0
Old : 54.8 45.9 83.0 71.1 19.3 14.8 25.2 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,849: 0 3,979 439 8,973 5,072 9,412 9,490: 437 359
Old : 9,849: 0 3,979 439 8,973 5,072 9,412 9,490: 437 359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 310: 0 275 25 2,360 470 2,385 770: -2,075 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.4 4.5 91.1 51.5 95.6 96.4: 4.4 3.6
Old : 100.0: 0.0 40.4 4.5 91.1 51.5 95.6 96.4: 4.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 20 13 22 15:
Old : 24: 0 2 2 20 13 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 71.6 67.5 87.0 34.7 53.5 54.3 63.0
Old : 42.0 71.6 67.5 87.0 34.7 53.5 54.3 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,005: 1,575 0 825 3,605 5,030 6,005 5,855: 0 150
Old : 6,005: 1,575 0 825 3,605 5,030 6,005 5,855: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 675: 0 0 0 825 675 825 675: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 0.0 13.7 60.0 83.8 100.0 97.5: 0.0 2.5
Old : 100.0: 26.2 0.0 13.7 60.0 83.8 100.0 97.5: 0.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 1 20 17 21 18:
Old : 29: 1 0 1 20 17 21 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 : 62.1 63.4 79.2 81.7 43.4 43.4 53.4 53.4
Old : 62.1 63.4 79.2 81.7 43.4 43.4 53.4 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008