GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,508: 0 150 0 6,508 7,238 6,508 7,388: 1,000 120
Old : 7,508: 0 150 0 6,508 7,238 6,508 7,388: 1,000 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 431: 0 0 0 356 356 356 356: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 86.7 96.4 86.7 98.4: 13.3 1.6
Old : 100.0: 0.0 2.0 0.0 86.7 96.4 86.7 98.4: 13.3 1.6
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 : 28: 0 1 0 18 21 18 22:
Old : 28: 0 1 0 18 21 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 54.9 72.2 75.6 43.2 43.7 54.9 56.1
Old : 53.6 54.9 72.2 75.6 43.2 43.7 54.9 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,857: 0 312 0 9,707 9,435 9,707 9,747: 150 110
Old : 9,857: 0 312 0 9,707 9,435 9,707 9,747: 150 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 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 3.2 0.0 98.5 95.7 98.5 98.9: 1.5 1.1
Old : 100.0: 0.0 3.2 0.0 98.5 95.7 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 3 0 28 31 28 34:
Old : 39: 0 3 0 28 31 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 43.4 74.9 62.3 43.6 32.4 52.8 46.4
Old : 50.0 43.4 74.9 62.3 43.6 32.4 52.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,888: 0 0 0 2,051 2,202 2,051 2,202: 837 686
Old : 2,888: 0 0 0 2,051 2,202 2,051 2,202: 837 686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 201: 0 0 0 224 195 224 195: -23 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 71.0 76.2 71.0 76.2: 29.0 23.8
Old : 100.0: 0.0 0.0 0.0 71.0 76.2 71.0 76.2: 29.0 23.8
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 : 24: 0 0 0 21 21 21 21:
Old : 24: 0 0 0 21 21 21 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 : 35.0 38.2 55.2 56.2 23.4 23.2 31.3 31.9
Old : 35.0 38.2 55.2 56.2 23.4 23.2 31.3 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 5,425: 25 18 151 5,009 5,081 5,185 5,250: 240 175
Old : 5,425: 25 18 151 5,009 5,081 5,185 5,250: 240 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 137: 5 8 51 138 234 194 293: -57 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.3 2.8 92.3 93.7 95.6 96.8: 4.4 3.2
Old : 100.0: 0.5 0.3 2.8 92.3 93.7 95.6 96.8: 4.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 1 3 28 37 31 40:
Old : 40: 2 1 3 28 37 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 33.8 60.1 49.7 18.9 14.2 23.5 20.3
Old : 44.6 33.8 60.1 49.7 18.9 14.2 23.5 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 264,142: 40,713 16,562 45,774 139,051 174,082 225,539 236,417: 38,604 27,725
Old : 264,142: 40,713 16,562 45,774 139,051 174,082 225,539 236,417: 38,604 27,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -13,346: -680 -1,804 -9,066 -3,091 -1,709 -12,837 -12,579: -510 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 6.3 17.3 52.6 65.9 85.4 89.5: 14.6 10.5
Old : 100.0: 15.4 6.3 17.3 52.6 65.9 85.4 89.5: 14.6 10.5
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 : 154: 43 22 34 76 82 137 124:
Old : 154: 43 22 34 76 82 137 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 18.1 30.1 28.5 13.8 11.5 20.5 17.5
Old : 17.5 18.1 30.1 28.5 13.8 11.5 20.5 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 1,231,709: 76,581 162,173 504,459 580,208 530,204 1,161,248 1,196,837: 70,461 34,872
Old : 1,231,709: 76,581 162,173 504,459 580,208 530,204 1,161,248 1,196,837: 70,461 34,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -20,824: 4,165 6,804 -18,480 -1,739 -6,606 -16,055 -18,283: -4,769 -2,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.2 41.0 47.1 43.0 94.3 97.2: 5.7 2.8
Old : 100.0: 6.2 13.2 41.0 47.1 43.0 94.3 97.2: 5.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 71 62 88 84 73 197 185:
Old : 223: 71 62 88 84 73 197 185:
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 : 34.3 33.3 47.9 51.0 6.8 10.3 10.0 13.0
Old : 34.3 33.3 47.9 51.0 6.8 10.3 10.0 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 106,506: 0 12,828 1,540 95,900 79,403 97,440 93,771: 9,066 12,735
Old : 106,506: 0 12,828 1,540 95,900 79,403 97,440 93,771: 9,066 12,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 197: 0 0 5 146 0 151 5: 46 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.0 1.4 90.0 74.6 91.5 88.0: 8.5 12.0
Old : 100.0: 0.0 12.0 1.4 90.0 74.6 91.5 88.0: 8.5 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 4 2 20 17 22 21:
Old : 30: 0 4 2 20 17 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 55.0 72.0 71.0 53.3 54.7 70.6 68.5
Old : 54.6 55.0 72.0 71.0 53.3 54.7 70.6 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,458: 0 9,178 4,233 68,983 56,444 73,216 69,855: 8,242 11,603
Old : 81,458: 0 9,178 4,233 68,983 56,444 73,216 69,855: 8,242 11,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 8: -636 1,113 -221 551 -1,143 -306 -251: 314 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.3 5.2 84.7 69.3 89.9 85.8: 10.1 14.2
Old : 100.0: 0.0 11.3 5.2 84.7 69.3 89.9 85.8: 10.1 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 1 24 19 25 22:
Old : 30: 0 3 1 24 19 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 37.4 67.4 57.5 40.4 37.2 60.1 52.3
Old : 41.9 37.4 67.4 57.5 40.4 37.2 60.1 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 155,983: 17,054 3,188 6,958 122,689 137,482 146,701 147,628: 9,282 8,355
Old : 155,983: 17,054 3,188 6,958 122,689 137,482 146,701 147,628: 9,282 8,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -726: 282 0 -608 -279 -974 -605 -1,582: -121 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 2.0 4.5 78.7 88.1 94.0 94.6: 6.0 5.4
Old : 100.0: 10.9 2.0 4.5 78.7 88.1 94.0 94.6: 6.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 3 2 32 27 35 32:
Old : 43: 3 3 2 32 27 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 38.8 58.8 57.4 36.8 38.2 47.5 52.6
Old : 42.5 38.8 58.8 57.4 36.8 38.2 47.5 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 109,447: 13,878 13,820 1,984 85,252 85,895 101,114 101,699: 8,333 7,748
Old : 109,447: 13,878 13,820 1,984 85,252 85,895 101,114 101,699: 8,333 7,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -735: 0 -856 0 -2,503 -341 -2,503 -1,197: 1,768 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 12.6 1.8 77.9 78.5 92.4 92.9: 7.6 7.1
Old : 100.0: 12.7 12.6 1.8 77.9 78.5 92.4 92.9: 7.6 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 2 19 24 23 26:
Old : 34: 2 2 2 19 24 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 52.8 60.5 70.7 34.9 46.0 57.7 62.2
Old : 35.2 52.8 60.5 70.7 34.9 46.0 57.7 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,475: 14,670 948 2,424 30,021 47,291 47,115 50,663: 8,360 4,812
Old : 55,475: 14,670 948 2,424 30,021 47,291 47,115 50,663: 8,360 4,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 333: -132 0 62 221 89 151 151: 182 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 1.7 4.4 54.1 85.2 84.9 91.3: 15.1 8.7
Old : 100.0: 26.4 1.7 4.4 54.1 85.2 84.9 91.3: 15.1 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 3 12 15 17 18:
Old : 22: 4 1 3 12 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 56.5 76.3 73.8 58.2 52.8 65.9 66.1
Old : 62.6 56.5 76.3 73.8 58.2 52.8 65.9 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,764: 8,965 0 2,253 42,642 51,669 53,860 53,922: 5,904 5,842
Old : 59,764: 8,965 0 2,253 42,642 51,669 53,860 53,922: 5,904 5,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 996: -719 0 211 3,118 1,058 2,610 1,269: -1,614 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.0 3.8 71.4 86.5 90.1 90.2: 9.9 9.8
Old : 100.0: 15.0 0.0 3.8 71.4 86.5 90.1 90.2: 9.9 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 22 25 24 26:
Old : 29: 2 0 1 22 25 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 31.3 73.9 49.7 44.6 31.0 61.5 46.8
Old : 52.9 31.3 73.9 49.7 44.6 31.0 61.5 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,381: 7,458 2,081 3,298 71,766 72,180 82,522 77,559: 4,859 9,822
Old : 87,381: 7,458 2,081 3,298 71,766 72,180 82,522 77,559: 4,859 9,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 1,489: -399 62 -159 3,707 2,287 3,149 2,190: -1,660 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 2.4 3.8 82.1 82.6 94.4 88.8: 5.6 11.2
Old : 100.0: 8.5 2.4 3.8 82.1 82.6 94.4 88.8: 5.6 11.2
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 : 43: 2 2 4 26 31 30 35:
Old : 43: 2 2 4 26 31 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 25.2 68.8 40.1 37.9 24.8 62.4 38.7
Old : 40.8 25.2 68.8 40.1 37.9 24.8 62.4 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 103,798: 1,677 631 4,355 83,257 91,088 89,289 96,074: 14,509 7,724
Old : 103,798: 1,677 631 4,355 83,257 91,088 89,289 96,074: 14,509 7,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 1,260: -915 -246 380 1,733 1,310 1,198 1,444: 62 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.6 4.2 80.2 87.8 86.0 92.6: 14.0 7.4
Old : 100.0: 1.6 0.6 4.2 80.2 87.8 86.0 92.6: 14.0 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 : 37: 3 1 3 25 23 29 26:
Old : 37: 3 1 3 25 23 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 42.2 62.1 65.0 38.7 39.7 57.4 61.3
Old : 41.6 42.2 62.1 65.0 38.7 39.7 57.4 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,804: 20,589 372 2,887 27,657 44,225 51,133 47,484: 6,671 10,320
Old : 57,804: 20,589 372 2,887 27,657 44,225 51,133 47,484: 6,671 10,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 424: 1,429 0 -856 -459 1,280 114 424: 310 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 0.6 5.0 47.8 76.5 88.5 82.1: 11.5 17.9
Old : 100.0: 35.6 0.6 5.0 47.8 76.5 88.5 82.1: 11.5 17.9
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: 4 1 3 16 15 20 19:
Old : 26: 4 1 3 16 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 36.6 63.9 56.9 36.2 26.9 51.9 43.3
Old : 41.1 36.6 63.9 56.9 36.2 26.9 51.9 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 73,180: 5,734 8,352 7,807 55,753 48,914 69,294 65,073: 3,886 8,107
Old : 73,180: 5,734 8,352 7,807 55,753 48,914 69,294 65,073: 3,886 8,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 519: -1,355 2,167 -700 2,574 194 519 1,661: 0 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 11.4 10.7 76.2 66.8 94.7 88.9: 5.3 11.1
Old : 100.0: 7.8 11.4 10.7 76.2 66.8 94.7 88.9: 5.3 11.1
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 : 24: 2 2 4 17 16 21 20:
Old : 24: 2 2 4 17 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 38.0 71.5 61.3 43.1 28.1 58.2 44.2
Old : 49.5 38.0 71.5 61.3 43.1 28.1 58.2 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,100: 20,779 0 1,957 59,857 76,072 82,593 78,029: 4,507 9,071
Old : 87,100: 20,779 0 1,957 59,857 76,072 82,593 78,029: 4,507 9,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 693: 1,659 -41 -478 -550 1,150 631 631: 62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 2.2 68.7 87.3 94.8 89.6: 5.2 10.4
Old : 100.0: 23.9 0.0 2.2 68.7 87.3 94.8 89.6: 5.2 10.4
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 : 34: 3 0 2 24 27 27 29:
Old : 34: 3 0 2 24 27 27 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 : 49.3 36.4 69.8 57.2 41.0 27.7 52.0 42.6
Old : 49.3 36.4 69.8 57.2 41.0 27.7 52.0 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 120,490: 10,760 0 5,277 94,930 103,884 110,967 109,161: 9,523 11,329
Old : 120,490: 10,760 0 5,277 94,930 103,884 110,967 109,161: 9,523 11,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -687: 1,342 -461 -951 -1,181 362 -790 -1,050: 103 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 4.4 78.8 86.2 92.1 90.6: 7.9 9.4
Old : 100.0: 8.9 0.0 4.4 78.8 86.2 92.1 90.6: 7.9 9.4
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 : 41: 3 0 2 29 32 32 34:
Old : 41: 3 0 2 29 32 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 30.5 63.8 48.7 36.5 29.3 56.4 45.3
Old : 42.8 30.5 63.8 48.7 36.5 29.3 56.4 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,797: 1,551 0 694 28,112 32,733 30,357 33,427: 11,440 8,370
Old : 41,797: 1,551 0 694 28,112 32,733 30,357 33,427: 11,440 8,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -9: 306 0 -186 -182 124 -62 -62: 53 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 1.7 67.3 78.3 72.6 80.0: 27.4 20.0
Old : 100.0: 3.7 0.0 1.7 67.3 78.3 72.6 80.0: 27.4 20.0
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 : 23: 1 0 1 14 18 15 19:
Old : 23: 1 0 1 14 18 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 40.5 67.8 64.2 52.3 40.5 59.9 62.7
Old : 53.6 40.5 67.8 64.2 52.3 40.5 59.9 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 23,761: 9,429 0 0 11,516 22,955 20,945 22,955: 2,816 806
Old : 23,761: 9,429 0 0 11,516 22,955 20,945 22,955: 2,816 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 0.0 0.0 48.5 96.6 88.1 96.6: 11.9 3.4
Old : 100.0: 39.7 0.0 0.0 48.5 96.6 88.1 96.6: 11.9 3.4
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 : 23: 6 0 0 7 14 13 14:
Old : 23: 6 0 0 7 14 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 75.1 80.1 88.0 58.9 66.1 70.3 76.9
Old : 68.2 75.1 80.1 88.0 58.9 66.1 70.3 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 136,443: 2,246 18,807 20,610 97,772 90,317 120,628 129,734: 15,815 6,709
Old : 136,443: 2,246 18,807 20,610 97,772 90,317 120,628 129,734: 15,815 6,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -554: 1,188 1,964 -1,922 543 276 -191 318: -363 -872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 13.8 15.1 71.7 66.2 88.4 95.1: 11.6 4.9
Old : 100.0: 1.6 13.8 15.1 71.7 66.2 88.4 95.1: 11.6 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 : 41: 2 5 7 34 28 41 35:
Old : 41: 2 5 7 34 28 41 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 : 26.6 39.6 44.9 60.8 22.4 32.6 31.7 44.0
Old : 26.6 39.6 44.9 60.8 22.4 32.6 31.7 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,004: 3,099 4,170 4,570 73,641 67,020 81,310 75,760: 7,694 13,244
Old : 89,004: 3,099 4,170 4,570 73,641 67,020 81,310 75,760: 7,694 13,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -1,564: 2,755 -301 -1,289 -1,411 135 55 -1,455: -1,619 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.7 5.1 82.7 75.3 91.4 85.1: 8.6 14.9
Old : 100.0: 3.5 4.7 5.1 82.7 75.3 91.4 85.1: 8.6 14.9
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 : 32: 3 1 4 20 23 24 27:
Old : 32: 3 1 4 20 23 24 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 : 60.5 42.6 74.3 59.8 54.7 42.1 63.1 56.7
Old : 60.5 42.6 74.3 59.8 54.7 42.1 63.1 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,228: 10,285 0 0 50,747 58,880 61,032 58,880: 2,196 4,348
Old : 63,228: 10,285 0 0 50,747 58,880 61,032 58,880: 2,196 4,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 2,976: 2,077 0 0 713 2,666 2,790 2,666: 186 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 0.0 0.0 80.3 93.1 96.5 93.1: 3.5 6.9
Old : 100.0: 16.3 0.0 0.0 80.3 93.1 96.5 93.1: 3.5 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 : 30: 6 0 0 14 20 20 20:
Old : 30: 6 0 0 14 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 42.2 78.8 72.7 49.1 36.8 63.5 56.3
Old : 56.3 42.2 78.8 72.7 49.1 36.8 63.5 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 253,301: 14,392 6,691 2,989 229,490 234,083 246,871 243,763: 6,430 9,538
Old : 253,301: 14,392 6,691 2,989 229,490 234,083 246,871 243,763: 6,430 9,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 1,713: 972 -4 -396 1,747 2,051 2,323 1,651: -610 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.6 1.2 90.6 92.4 97.5 96.2: 2.5 3.8
Old : 100.0: 5.7 2.6 1.2 90.6 92.4 97.5 96.2: 2.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 3 5 7 52 47 59 55:
Old : 68: 3 5 7 52 47 59 55:
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 : 33.3 55.5 51.3 66.3 29.1 51.1 43.9 57.5
Old : 33.3 55.5 51.3 66.3 29.1 51.1 43.9 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 205,235: 8,164 4,107 11,601 173,953 181,819 193,718 197,527: 11,517 7,708
Old : 205,235: 8,164 4,107 11,601 173,953 181,819 193,718 197,527: 11,517 7,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 1,529: 0 158 -38 1,774 2,110 1,736 2,230: -207 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.0 5.7 84.8 88.6 94.4 96.2: 5.6 3.8
Old : 100.0: 4.0 2.0 5.7 84.8 88.6 94.4 96.2: 5.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 3 4 40 34 45 38:
Old : 47: 2 3 4 40 34 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 : 29.5 40.8 47.9 63.0 24.3 38.3 38.0 54.8
Old : 29.5 40.8 47.9 63.0 24.3 38.3 38.0 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 222,749: 2,964 12,199 10,653 191,260 190,606 204,877 213,458: 17,872 9,291
Old : 222,749: 2,964 12,199 10,653 191,260 190,606 204,877 213,458: 17,872 9,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -666: 0 -1,547 275 -1,994 -602 -1,719 -1,874: 1,053 1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.5 4.8 85.9 85.6 92.0 95.8: 8.0 4.2
Old : 100.0: 1.3 5.5 4.8 85.9 85.6 92.0 95.8: 8.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 5 5 43 38 49 44:
Old : 53: 2 5 5 43 38 49 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 : 37.6 37.4 52.9 58.5 36.7 31.1 47.3 46.6
Old : 37.6 37.4 52.9 58.5 36.7 31.1 47.3 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,904: 683 248 2,780 38,313 38,861 41,776 41,889: 9,128 9,015
Old : 50,904: 683 248 2,780 38,313 38,861 41,776 41,889: 9,128 9,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 542: 4 0 118 451 29 573 147: -31 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.5 5.5 75.3 76.3 82.1 82.3: 17.9 17.7
Old : 100.0: 1.3 0.5 5.5 75.3 76.3 82.1 82.3: 17.9 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 19 18 20 20:
Old : 26: 1 1 1 19 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 32.6 51.2 54.4 26.2 26.7 42.5 41.4
Old : 31.8 32.6 51.2 54.4 26.2 26.7 42.5 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 204,621: 25,228 8,252 13,280 149,633 163,061 188,141 184,593: 16,480 20,028
Old : 204,621: 25,228 8,252 13,280 149,633 163,061 188,141 184,593: 16,480 20,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 42: 186 -1,580 549 -480 704 255 -327: -213 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 4.0 6.5 73.1 79.7 91.9 90.2: 8.1 9.8
Old : 100.0: 12.3 4.0 6.5 73.1 79.7 91.9 90.2: 8.1 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 2 5 36 36 42 41:
Old : 44: 4 2 5 36 36 42 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 : 35.0 27.6 50.4 45.0 25.8 25.5 35.2 34.3
Old : 35.0 27.6 50.4 45.0 25.8 25.5 35.2 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,585: 7,261 3,143 4,070 59,913 60,955 71,244 68,168: 5,341 8,417
Old : 76,585: 7,261 3,143 4,070 59,913 60,955 71,244 68,168: 5,341 8,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -746: 85 0 -302 -777 -692 -994 -994: 248 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 4.1 5.3 78.2 79.6 93.0 89.0: 7.0 11.0
Old : 100.0: 9.5 4.1 5.3 78.2 79.6 93.0 89.0: 7.0 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 4 3 27 29 31 35:
Old : 39: 3 4 3 27 29 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 34.1 58.7 50.8 29.7 30.4 46.3 42.2
Old : 36.3 34.1 58.7 50.8 29.7 30.4 46.3 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 2,827,006: 482,333 149,724 859,520 1,458,793 1,797,440 2,800,646 2,806,684: 26,360 20,322
Old : 2,827,006: 482,333 149,724 859,520 1,458,793 1,797,440 2,800,646 2,806,684: 26,360 20,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 37,515: 1,540 7,968 -37 40,392 29,527 41,895 37,458: -4,380 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 5.3 30.4 51.6 63.6 99.1 99.3: 0.9 0.7
Old : 100.0: 17.1 5.3 30.4 51.6 63.6 99.1 99.3: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 26 22 43 110 96 157 141:
Old : 164: 26 22 43 110 96 157 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 40.4 48.4 54.9 14.5 23.0 18.5 26.8
Old : 35.7 40.4 48.4 54.9 14.5 23.0 18.5 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 981,975: 59,287 221,117 234,618 667,716 516,116 961,621 971,851: 20,354 10,124
Old : 981,975: 59,287 221,117 234,618 667,716 516,116 961,621 971,851: 20,354 10,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 15,921: -7,344 9,902 -2,816 14,172 7,450 4,012 14,536: 11,909 1,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 22.5 23.9 68.0 52.6 97.9 99.0: 2.1 1.0
Old : 100.0: 6.0 22.5 23.9 68.0 52.6 97.9 99.0: 2.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 17 28 35 43 42 81 84:
Old : 89: 17 28 35 43 42 81 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 32.2 59.9 50.6 33.1 23.1 40.8 33.1
Old : 41.8 32.2 59.9 50.6 33.1 23.1 40.8 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 11,495: 33 350 0 10,481 10,439 10,514 10,789: 981 706
Old : 11,495: 33 350 0 10,481 10,439 10,514 10,789: 981 706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 49: -330 350 -180 604 -176 94 -6: -45 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.0 0.0 91.2 90.8 91.5 93.9: 8.5 6.1
Old : 100.0: 0.3 3.0 0.0 91.2 90.8 91.5 93.9: 8.5 6.1
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 : 21: 1 1 0 18 12 19 13:
Old : 21: 1 1 0 18 12 19 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 : 52.4 74.9 72.1 87.7 51.3 70.7 69.8 77.6
Old : 52.4 74.9 72.1 87.7 51.3 70.7 69.8 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 100,403: 1,648 510 6,446 91,539 92,259 99,633 99,214: 770 1,189
Old : 100,403: 1,648 510 6,446 91,539 92,259 99,633 99,214: 770 1,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 1,204: -127 2 33 1,278 1,156 1,183 1,191: 20 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.5 6.4 91.2 91.9 99.2 98.8: 0.8 1.2
Old : 100.0: 1.6 0.5 6.4 91.2 91.9 99.2 98.8: 0.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 9 3 10 32 28 44 38:
Old : 47: 9 3 10 32 28 44 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 : 49.7 40.9 69.0 63.5 15.7 16.8 22.8 22.9
Old : 49.7 40.9 69.0 63.5 15.7 16.8 22.8 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 15,474: 1,372 45 420 13,641 14,968 15,433 15,433: 41 41
Old : 15,474: 1,372 45 420 13,641 14,968 15,433 15,433: 41 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 86: 0 0 0 86 86 86 86: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.3 2.7 88.2 96.7 99.7 99.7: 0.3 0.3
Old : 100.0: 8.9 0.3 2.7 88.2 96.7 99.7 99.7: 0.3 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 : 28: 1 1 2 13 21 15 23:
Old : 28: 1 1 2 13 21 15 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 : 68.2 79.1 90.5 87.8 55.1 68.4 74.4 73.3
Old : 68.2 79.1 90.5 87.8 55.1 68.4 74.4 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 31,933: 5,018 80 414 25,820 31,222 31,252 31,716: 681 217
Old : 31,933: 5,018 80 414 25,820 31,222 31,252 31,716: 681 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -55: -2 0 -4 -49 -52 -55 -55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 0.3 1.3 80.9 97.8 97.9 99.3: 2.1 0.7
Old : 100.0: 15.7 0.3 1.3 80.9 97.8 97.9 99.3: 2.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 2 21 22 23 25:
Old : 29: 2 1 2 21 22 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 65.6 81.4 83.0 29.1 27.1 36.2 33.2
Old : 62.8 65.6 81.4 83.0 29.1 27.1 36.2 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 10,520: 159 0 20 8,735 9,960 8,914 9,980: 1,606 540
Old : 10,520: 159 0 20 8,735 9,960 8,914 9,980: 1,606 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.2 83.0 94.7 84.7 94.9: 15.3 5.1
Old : 100.0: 1.5 0.0 0.2 83.0 94.7 84.7 94.9: 15.3 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 : 20: 1 0 1 15 13 16 14:
Old : 20: 1 0 1 15 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 70.3 66.9 88.8 40.4 58.4 55.3 73.2
Old : 44.2 70.3 66.9 88.8 40.4 58.4 55.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,020: 1,008 1,324 904 24,266 25,780 26,178 28,008: 2,842 1,012
Old : 29,020: 1,008 1,324 904 24,266 25,780 26,178 28,008: 2,842 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 50: 0 0 0 48 0 48 0: 2 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.6 3.1 83.6 88.8 90.2 96.5: 9.8 3.5
Old : 100.0: 3.5 4.6 3.1 83.6 88.8 90.2 96.5: 9.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 24 23 27 26:
Old : 30: 1 2 3 24 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 52.5 65.1 71.9 30.0 42.9 43.2 50.0
Old : 46.0 52.5 65.1 71.9 30.0 42.9 43.2 50.0
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, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 21,732: 1,208 366 1,300 18,616 19,382 21,124 21,048: 608 684
Old : 21,732: 1,208 366 1,300 18,616 19,382 21,124 21,048: 608 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -48: 0 56 0 -48 -104 -48 -48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.7 6.0 85.7 89.2 97.2 96.9: 2.8 3.1
Old : 100.0: 5.6 1.7 6.0 85.7 89.2 97.2 96.9: 2.8 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 : 27: 1 2 2 21 21 23 25:
Old : 27: 1 2 2 21 21 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 58.9 67.6 73.3 36.4 42.8 49.1 50.0
Old : 45.0 58.9 67.6 73.3 36.4 42.8 49.1 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 9,884: 1,340 780 140 8,186 8,186 9,666 9,106: 218 778
Old : 9,884: 1,340 780 140 8,186 8,186 9,666 9,106: 218 778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 50: 0 0 0 0 20 0 20: 50 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.9 1.4 82.8 82.8 97.8 92.1: 2.2 7.9
Old : 100.0: 13.6 7.9 1.4 82.8 82.8 97.8 92.1: 2.2 7.9
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 : 20: 2 1 1 14 13 16 15:
Old : 20: 2 1 1 14 13 16 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 : 60.4 53.4 82.9 79.9 41.3 42.3 55.1 53.5
Old : 60.4 53.4 82.9 79.9 41.3 42.3 55.1 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 6,730: 698 0 54 5,744 5,848 6,496 5,902: 234 828
Old : 6,730: 698 0 54 5,744 5,848 6,496 5,902: 234 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.8 85.3 86.9 96.5 87.7: 3.5 12.3
Old : 100.0: 10.4 0.0 0.8 85.3 86.9 96.5 87.7: 3.5 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 : 20: 2 0 1 11 13 13 14:
Old : 20: 2 0 1 11 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 53.9 85.0 76.9 47.6 45.2 64.9 56.3
Old : 62.8 53.9 85.0 76.9 47.6 45.2 64.9 56.3
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, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,532,820: 262,369 138,098 926,834 1,261,199 1,381,358 2,450,402 2,446,290: 82,418 86,530
Old : 2,532,820: 262,369 138,098 926,834 1,261,199 1,381,358 2,450,402 2,446,290: 82,418 86,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 26,430: -11,171 -3,490 18,212 18,830 23,434 25,871 38,156: 559 -11,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.5 36.6 49.8 54.5 96.7 96.6: 3.3 3.4
Old : 100.0: 10.4 5.5 36.6 49.8 54.5 96.7 96.6: 3.3 3.4
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 : 353: 115 121 157 84 101 288 300:
Old : 353: 115 121 157 84 101 288 300:
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 : 24.3 24.1 36.7 35.6 7.1 5.3 10.4 8.3
Old : 24.3 24.1 36.7 35.6 7.1 5.3 10.4 8.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 103,076: 19,263 24,426 3,664 54,582 29,709 77,509 57,799: 25,567 45,277
Old : 103,076: 19,263 24,426 3,664 54,582 29,709 77,509 57,799: 25,567 45,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 23.7 3.6 53.0 28.8 75.2 56.1: 24.8 43.9
Old : 100.0: 18.7 23.7 3.6 53.0 28.8 75.2 56.1: 24.8 43.9
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 : 20: 3 4 4 13 11 18 17:
Old : 20: 3 4 4 13 11 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 31.2 64.1 46.6 45.4 30.8 59.7 42.8
Old : 46.9 31.2 64.1 46.6 45.4 30.8 59.7 42.8
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, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,280: 0 600 50 18,130 17,630 18,180 18,280: 100 0
Old : 18,280: 0 600 50 18,130 17,630 18,180 18,280: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 925: -50 0 50 825 875 825 925: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.3 99.2 96.4 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 3.3 0.3 99.2 96.4 99.5 100.0: 0.5 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 : 37: 0 1 1 30 32 31 34:
Old : 37: 0 1 1 30 32 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 39.2 65.2 63.8 22.6 27.5 33.1 35.8
Old : 44.9 39.2 65.2 63.8 22.6 27.5 33.1 35.8
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, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 120,645: 21,566 19,893 29,559 62,391 62,634 113,516 112,086: 7,129 8,559
Old : 120,645: 21,566 19,893 29,559 62,391 62,634 113,516 112,086: 7,129 8,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 2,236: 1,600 -1,728 818 -275 2,874 2,143 1,964: 93 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 16.5 24.5 51.7 51.9 94.1 92.9: 5.9 7.1
Old : 100.0: 17.9 16.5 24.5 51.7 51.9 94.1 92.9: 5.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 13 13 22 21 38 35:
Old : 39: 4 13 13 22 21 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 31.1 55.4 51.0 22.4 15.3 29.7 23.2
Old : 40.3 31.1 55.4 51.0 22.4 15.3 29.7 23.2
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, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,225: 50 600 0 9,175 8,625 9,225 9,225: 0 0
Old : 9,225: 50 600 0 9,175 8,625 9,225 9,225: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 6.5 0.0 99.5 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 6.5 0.0 99.5 93.5 100.0 100.0: 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 : 21: 1 1 0 9 15 10 16:
Old : 21: 1 1 0 9 15 10 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 : 84.6 68.6 98.4 86.2 82.4 68.6 85.9 81.8
Old : 84.6 68.6 98.4 86.2 82.4 68.6 85.9 81.8
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, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 16,698: 9,881 2,618 152 4,556 13,258 14,589 16,028: 2,109 670
Old : 16,698: 9,881 2,618 152 4,556 13,258 14,589 16,028: 2,109 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -673: -1,183 -116 28 715 -820 -440 -908: -233 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 15.7 0.9 27.3 79.4 87.4 96.0: 12.6 4.0
Old : 100.0: 59.2 15.7 0.9 27.3 79.4 87.4 96.0: 12.6 4.0
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 : 98: 46 16 3 17 24 66 42:
Old : 98: 46 16 3 17 24 66 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 41.3 57.5 60.2 44.1 37.9 56.8 54.9
Old : 44.1 41.3 57.5 60.2 44.1 37.9 56.8 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 13,612: 8,781 2,492 116 1,522 9,885 10,419 12,493: 3,193 1,119
Old : 13,612: 8,781 2,492 116 1,522 9,885 10,419 12,493: 3,193 1,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -367: -600 358 -14 -145 -702 -759 -358: 392 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 18.3 0.9 11.2 72.6 76.5 91.8: 23.5 8.2
Old : 100.0: 64.5 18.3 0.9 11.2 72.6 76.5 91.8: 23.5 8.2
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 : 85: 44 8 2 9 25 54 34:
Old : 85: 44 8 2 9 25 54 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 41.2 31.3 63.8 19.1 41.2 31.3 63.0
Old : 19.1 41.2 31.3 63.8 19.1 41.2 31.3 63.0
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, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 235,990: 60,664 9,316 30,107 122,375 181,988 213,146 221,411: 22,844 14,579
Old : 235,990: 60,664 9,316 30,107 122,375 181,988 213,146 221,411: 22,844 14,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -13,306: -2,460 1,203 -6,111 -5,567 -6,802 -14,139 -11,710: 833 -1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 3.9 12.8 51.9 77.1 90.3 93.8: 9.7 6.2
Old : 100.0: 25.7 3.9 12.8 51.9 77.1 90.3 93.8: 9.7 6.2
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 : 181: 60 22 29 85 95 161 130:
Old : 181: 60 22 29 85 95 161 130:
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 : 15.4 26.8 26.9 40.4 10.9 15.4 16.4 22.8
Old : 15.4 26.8 26.9 40.4 10.9 15.4 16.4 22.8
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, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,900: 0 0 300 3,600 3,600 3,900 3,900: 0 0
Old : 3,900: 0 0 300 3,600 3,600 3,900 3,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 250: 0 0 0 250 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 7.7 92.3 92.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 7.7 92.3 92.3 100.0 100.0: 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 : 25: 0 0 2 19 20 21 22:
Old : 25: 0 0 2 19 20 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 44.9 66.7 65.4 17.9 16.7 25.6 24.4
Old : 48.7 44.9 66.7 65.4 17.9 16.7 25.6 24.4
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, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 5,018: 280 308 396 3,564 3,464 4,240 4,168: 778 850
Old : 5,018: 280 308 396 3,564 3,464 4,240 4,168: 778 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 273: 0 -300 273 0 0 273 -27: 0 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.1 7.9 71.0 69.0 84.5 83.1: 15.5 16.9
Old : 100.0: 5.6 6.1 7.9 71.0 69.0 84.5 83.1: 15.5 16.9
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 : 21: 1 1 1 13 15 15 16:
Old : 21: 1 1 1 13 15 15 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 : 44.8 46.4 65.8 68.8 42.5 32.1 51.5 45.7
Old : 44.8 46.4 65.8 68.8 42.5 32.1 51.5 45.7
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, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,955: 975 0 50 2,930 3,755 3,955 3,805: 0 150
Old : 3,955: 975 0 50 2,930 3,755 3,955 3,805: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 705: -50 0 50 705 655 705 705: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 0.0 1.3 74.1 94.9 100.0 96.2: 0.0 3.8
Old : 100.0: 24.7 0.0 1.3 74.1 94.9 100.0 96.2: 0.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 1 18 17 20 18:
Old : 31: 1 0 1 18 17 20 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 : 54.5 55.1 74.7 74.7 53.2 54.5 72.2 72.8
Old : 54.5 55.1 74.7 74.7 53.2 54.5 72.2 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008