GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, July 24, 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 : 8,863: 1,775 0 75 6,113 8,638 7,963 8,713: 900 150
Old : 8,863: 1,775 0 75 6,113 8,638 7,963 8,713: 900 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,000: 0 0 0 1,000 1,000 1,000 1,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 0.0 0.8 69.0 97.5 89.8 98.3: 10.2 1.7
Old : 100.0: 20.0 0.0 0.8 69.0 97.5 89.8 98.3: 10.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 17 17 19 18:
Old : 26: 2 0 1 17 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 61.8 76.3 80.4 45.0 53.0 54.8 63.0
Old : 63.0 61.8 76.3 80.4 45.0 53.0 54.8 63.0
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 - Futures Only, July 24, 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 : 14,677: 0 4,571 300 13,702 8,293 14,002 13,164: 675 1,513
Old : 14,677: 0 4,571 300 13,702 8,293 14,002 13,164: 675 1,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 790: 0 -775 300 730 1,445 1,030 970: -240 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 31.1 2.0 93.4 56.5 95.4 89.7: 4.6 10.3
Old : 100.0: 0.0 31.1 2.0 93.4 56.5 95.4 89.7: 4.6 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 3 1 24 27 25 30:
Old : 35: 0 3 1 24 27 25 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 46.1 74.7 62.9 56.1 37.3 64.1 48.4
Old : 59.0 46.1 74.7 62.9 56.1 37.3 64.1 48.4
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 - Futures Only, July 24, 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 : 2,375: 45 0 15 1,502 1,640 1,562 1,655: 813 720
Old : 2,375: 45 0 15 1,502 1,640 1,562 1,655: 813 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.6 63.2 69.1 65.8 69.7: 34.2 30.3
Old : 100.0: 1.9 0.0 0.6 63.2 69.1 65.8 69.7: 34.2 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 18 21 19 22:
Old : 23: 1 0 1 18 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 32.9 49.9 47.2 25.9 23.2 31.7 31.4
Old : 37.0 32.9 49.9 47.2 25.9 23.2 31.7 31.4
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 - Futures Only, July 24, 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 : 3,922: 0 45 40 3,533 3,363 3,573 3,448: 349 474
Old : 3,922: 0 45 40 3,533 3,363 3,573 3,448: 349 474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 126: 0 -10 0 136 155 136 145: -10 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 1.0 90.1 85.7 91.1 87.9: 8.9 12.1
Old : 100.0: 0.0 1.1 1.0 90.1 85.7 91.1 87.9: 8.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 1 1 28 34 29 35:
Old : 36: 0 1 1 28 34 29 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 : 31.5 30.7 52.0 48.9 26.4 26.5 38.5 37.8
Old : 31.5 30.7 52.0 48.9 26.4 26.5 38.5 37.8
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 - Futures Only, July 24, 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 : 239,062: 37,813 22,934 29,477 134,221 162,076 201,511 214,487: 37,551 24,575
Old : 239,062: 37,813 22,934 29,477 134,221 162,076 201,511 214,487: 37,551 24,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 613: -5,955 1,687 -817 3,951 -1,716 -2,821 -846: 3,434 1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.6 12.3 56.1 67.8 84.3 89.7: 15.7 10.3
Old : 100.0: 15.8 9.6 12.3 56.1 67.8 84.3 89.7: 15.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 43 22 29 60 72 120 110:
Old : 144: 43 22 29 60 72 120 110:
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 : 20.6 18.5 32.5 30.5 14.4 11.3 22.3 19.1
Old : 20.6 18.5 32.5 30.5 14.4 11.3 22.3 19.1
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 - Futures Only, July 24, 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 : 836,827: 90,629 163,772 287,132 389,230 350,482 766,991 801,386: 69,836 35,441
Old : 836,827: 90,629 163,772 287,132 389,230 350,482 766,991 801,386: 69,836 35,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 5,994: 463 12,457 -1,998 4,617 -6,722 3,082 3,737: 2,912 2,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 19.6 34.3 46.5 41.9 91.7 95.8: 8.3 4.2
Old : 100.0: 10.8 19.6 34.3 46.5 41.9 91.7 95.8: 8.3 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 : 248: 63 85 75 85 70 200 188:
Old : 248: 63 85 75 85 70 200 188:
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 : 28.2 28.4 40.7 43.3 10.2 14.0 15.6 19.8
Old : 28.2 28.4 40.7 43.3 10.2 14.0 15.6 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, July 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 84,414: 1,124 15,439 2,776 73,826 59,363 77,726 77,578: 6,688 6,836
Old : 84,414: 1,124 15,439 2,776 73,826 59,363 77,726 77,578: 6,688 6,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 885: -16 284 -34 1,281 568 1,231 818: -346 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 18.3 3.3 87.5 70.3 92.1 91.9: 7.9 8.1
Old : 100.0: 1.3 18.3 3.3 87.5 70.3 92.1 91.9: 7.9 8.1
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 : 33: 1 4 2 25 23 27 28:
Old : 33: 1 4 2 25 23 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 40.3 68.1 59.2 43.7 39.3 55.8 55.6
Old : 48.5 40.3 68.1 59.2 43.7 39.3 55.8 55.6
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 - Futures Only, July 24, 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 : 75,953: 0 7,101 2,579 66,253 57,091 68,832 66,771: 7,121 9,182
Old : 75,953: 0 7,101 2,579 66,253 57,091 68,832 66,771: 7,121 9,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 2,051: 0 1,979 -541 2,380 466 1,839 1,904: 212 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 3.4 87.2 75.2 90.6 87.9: 9.4 12.1
Old : 100.0: 0.0 9.3 3.4 87.2 75.2 90.6 87.9: 9.4 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 2 2 29 22 31 24:
Old : 36: 0 2 2 29 22 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 44.0 60.7 62.5 41.0 39.8 59.9 56.5
Old : 41.0 44.0 60.7 62.5 41.0 39.8 59.9 56.5
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 - Futures Only, July 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 126,642: 14,087 1,824 6,854 96,797 113,024 117,738 121,702: 8,904 4,940
Old : 126,642: 14,087 1,824 6,854 96,797 113,024 117,738 121,702: 8,904 4,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 5,057: -2,300 1,824 362 4,986 4,023 3,048 6,209: 2,009 -1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.4 5.4 76.4 89.2 93.0 96.1: 7.0 3.9
Old : 100.0: 11.1 1.4 5.4 76.4 89.2 93.0 96.1: 7.0 3.9
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 : 42: 6 1 5 30 30 36 36:
Old : 42: 6 1 5 30 30 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 46.6 57.3 62.1 39.5 45.2 49.2 55.8
Old : 43.5 46.6 57.3 62.1 39.5 45.2 49.2 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, July 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,061: 12,391 9,487 5,576 69,413 76,293 87,380 91,356: 12,681 8,705
Old : 100,061: 12,391 9,487 5,576 69,413 76,293 87,380 91,356: 12,681 8,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,804: 0 2,052 -1,014 3,483 2,353 2,469 3,391: -665 -1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.5 5.6 69.4 76.2 87.3 91.3: 12.7 8.7
Old : 100.0: 12.4 9.5 5.6 69.4 76.2 87.3 91.3: 12.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 3 20 21 25 24:
Old : 30: 3 2 3 20 21 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 53.2 64.6 70.5 47.2 50.8 59.1 64.3
Old : 49.2 53.2 64.6 70.5 47.2 50.8 59.1 64.3
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 - Futures Only, July 24, 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 : 71,332: 8,982 130 5,933 52,308 58,724 67,223 64,787: 4,109 6,545
Old : 71,332: 8,982 130 5,933 52,308 58,724 67,223 64,787: 4,109 6,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -438: 99 93 -638 194 107 -345 -438: -93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.2 8.3 73.3 82.3 94.2 90.8: 5.8 9.2
Old : 100.0: 12.6 0.2 8.3 73.3 82.3 94.2 90.8: 5.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 4 17 19 21 23:
Old : 29: 3 1 4 17 19 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 53.9 74.5 67.9 50.5 46.8 63.1 58.5
Old : 53.8 53.9 74.5 67.9 50.5 46.8 63.1 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, July 24, 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 : 67,466: 8,685 0 1,849 51,141 57,416 61,675 59,265: 5,791 8,201
Old : 67,466: 8,685 0 1,849 51,141 57,416 61,675 59,265: 5,791 8,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 3,301: -64 0 277 2,656 3,845 2,869 4,122: 432 -821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.0 2.7 75.8 85.1 91.4 87.8: 8.6 12.2
Old : 100.0: 12.9 0.0 2.7 75.8 85.1 91.4 87.8: 8.6 12.2
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: 2 0 2 22 22 24 24:
Old : 30: 2 0 2 22 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 37.8 76.0 55.8 51.0 35.5 62.9 50.5
Old : 59.4 37.8 76.0 55.8 51.0 35.5 62.9 50.5
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 - Futures Only, July 24, 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 : 92,053: 6,364 3,387 3,508 75,387 79,070 85,259 85,965: 6,794 6,088
Old : 92,053: 6,364 3,387 3,508 75,387 79,070 85,259 85,965: 6,794 6,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,891: 574 -493 665 960 3,455 2,199 3,627: -308 -1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.7 3.8 81.9 85.9 92.6 93.4: 7.4 6.6
Old : 100.0: 6.9 3.7 3.8 81.9 85.9 92.6 93.4: 7.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 2 5 28 33 35 38:
Old : 47: 5 2 5 28 33 35 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 : 47.4 25.2 64.5 42.0 35.6 18.6 48.4 33.0
Old : 47.4 25.2 64.5 42.0 35.6 18.6 48.4 33.0
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 - Futures Only, July 24, 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 : 98,840: 2,850 1,864 4,717 76,493 82,242 84,060 88,823: 14,780 10,017
Old : 98,840: 2,850 1,864 4,717 76,493 82,242 84,060 88,823: 14,780 10,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 6,179: 2,850 -1,381 -4 4,373 8,214 7,219 6,829: -1,040 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.9 4.8 77.4 83.2 85.0 89.9: 15.0 10.1
Old : 100.0: 2.9 1.9 4.8 77.4 83.2 85.0 89.9: 15.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 2 24 22 26 25:
Old : 35: 1 2 2 24 22 26 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 : 35.6 42.4 58.2 62.3 34.3 39.4 49.2 56.4
Old : 35.6 42.4 58.2 62.3 34.3 39.4 49.2 56.4
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 - Futures Only, July 24, 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 : 38,947: 9,120 2,506 1,135 24,622 26,653 34,877 30,294: 4,070 8,653
Old : 38,947: 9,120 2,506 1,135 24,622 26,653 34,877 30,294: 4,070 8,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,349: -836 -372 876 2,036 578 2,076 1,082: -727 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 6.4 2.9 63.2 68.4 89.5 77.8: 10.5 22.2
Old : 100.0: 23.4 6.4 2.9 63.2 68.4 89.5 77.8: 10.5 22.2
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 : 23: 3 1 3 15 12 19 15:
Old : 23: 3 1 3 15 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 41.2 69.3 65.0 39.2 38.8 57.3 56.2
Old : 46.9 41.2 69.3 65.0 39.2 38.8 57.3 56.2
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 - Futures Only, July 24, 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 : 64,128: 8,319 4,449 4,720 47,194 42,996 60,233 52,165: 3,895 11,963
Old : 64,128: 8,319 4,449 4,720 47,194 42,996 60,233 52,165: 3,895 11,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 6.9 7.4 73.6 67.0 93.9 81.3: 6.1 18.7
Old : 100.0: 13.0 6.9 7.4 73.6 67.0 93.9 81.3: 6.1 18.7
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 : 20: 2 2 4 14 13 18 17:
Old : 20: 2 2 4 14 13 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 : 58.7 40.6 77.1 66.1 49.0 32.9 65.4 51.6
Old : 58.7 40.6 77.1 66.1 49.0 32.9 65.4 51.6
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 - Futures Only, July 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,925: 16,262 0 1,654 59,802 75,919 77,718 77,573: 6,207 6,352
Old : 83,925: 16,262 0 1,654 59,802 75,919 77,718 77,573: 6,207 6,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,211: -26 0 0 1,117 967 1,091 967: 120 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 0.0 2.0 71.3 90.5 92.6 92.4: 7.4 7.6
Old : 100.0: 19.4 0.0 2.0 71.3 90.5 92.6 92.4: 7.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 2 27 22 30 24:
Old : 32: 3 0 2 27 22 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 47.5 62.6 62.7 29.4 32.8 42.7 44.9
Old : 40.1 47.5 62.6 62.7 29.4 32.8 42.7 44.9
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 - Futures Only, July 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 116,094: 5,635 8,506 6,253 95,878 88,430 107,766 103,189: 8,328 12,905
Old : 116,094: 5,635 8,506 6,253 95,878 88,430 107,766 103,189: 8,328 12,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 2,800: 2,125 -372 -845 -133 1,618 1,147 401: 1,653 2,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 7.3 5.4 82.6 76.2 92.8 88.9: 7.2 11.1
Old : 100.0: 4.9 7.3 5.4 82.6 76.2 92.8 88.9: 7.2 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 : 45: 3 2 3 31 30 35 34:
Old : 45: 3 2 3 31 30 35 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 : 35.3 30.4 55.0 49.7 31.4 28.8 46.1 46.5
Old : 35.3 30.4 55.0 49.7 31.4 28.8 46.1 46.5
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 - Futures Only, July 24, 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 : 57,134: 0 2,664 1,679 45,446 42,406 47,125 46,749: 10,009 10,385
Old : 57,134: 0 2,664 1,679 45,446 42,406 47,125 46,749: 10,009 10,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 188: 0 -428 188 0 428 188 188: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 2.9 79.5 74.2 82.5 81.8: 17.5 18.2
Old : 100.0: 0.0 4.7 2.9 79.5 74.2 82.5 81.8: 17.5 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 18 19 20 21:
Old : 27: 0 2 2 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 38.6 63.7 63.1 45.4 38.2 61.4 57.6
Old : 46.1 38.6 63.7 63.1 45.4 38.2 61.4 57.6
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 - Futures Only, July 24, 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 : 31,074: 6,948 7,744 0 23,418 23,206 30,366 30,950: 708 124
Old : 31,074: 6,948 7,744 0 23,418 23,206 30,366 30,950: 708 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 0: 0 -496 0 -124 496 -124 0: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 24.9 0.0 75.4 74.7 97.7 99.6: 2.3 0.4
Old : 100.0: 22.4 24.9 0.0 75.4 74.7 97.7 99.6: 2.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 0 10 10 13 12:
Old : 22: 3 2 0 10 10 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 64.8 87.4 88.1 49.0 47.4 62.5 66.3
Old : 65.2 64.8 87.4 88.1 49.0 47.4 62.5 66.3
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 - Futures Only, July 24, 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 : 150,411: 3,894 17,613 19,083 116,169 106,376 139,146 143,072: 11,265 7,339
Old : 150,411: 3,894 17,613 19,083 116,169 106,376 139,146 143,072: 11,265 7,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 6,334: 350 -1,151 2,247 3,924 4,937 6,521 6,033: -187 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.7 12.7 77.2 70.7 92.5 95.1: 7.5 4.9
Old : 100.0: 2.6 11.7 12.7 77.2 70.7 92.5 95.1: 7.5 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 : 47: 3 6 8 35 32 43 41:
Old : 47: 3 6 8 35 32 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 31.5 47.7 56.0 27.0 28.7 36.6 42.0
Old : 32.2 31.5 47.7 56.0 27.0 28.7 36.6 42.0
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 - Futures Only, July 24, 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 : 92,792: 3,918 3,849 3,454 79,359 76,979 86,731 84,282: 6,061 8,510
Old : 92,792: 3,918 3,849 3,454 79,359 76,979 86,731 84,282: 6,061 8,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -55: 785 -454 125 -297 330 613 1: -668 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.1 3.7 85.5 83.0 93.5 90.8: 6.5 9.2
Old : 100.0: 4.2 4.1 3.7 85.5 83.0 93.5 90.8: 6.5 9.2
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 : 36: 4 1 4 23 25 27 30:
Old : 36: 4 1 4 23 25 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 36.0 69.7 57.2 51.7 31.8 60.8 50.5
Old : 54.1 36.0 69.7 57.2 51.7 31.8 60.8 50.5
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 - Futures Only, July 24, 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 : 65,388: 6,948 7,744 0 54,971 53,288 61,919 61,032: 3,469 4,356
Old : 65,388: 6,948 7,744 0 54,971 53,288 61,919 61,032: 3,469 4,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 364: 0 -496 0 -364 988 -364 492: 728 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.8 0.0 84.1 81.5 94.7 93.3: 5.3 6.7
Old : 100.0: 10.6 11.8 0.0 84.1 81.5 94.7 93.3: 5.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 0 17 18 20 20:
Old : 30: 3 2 0 17 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 : 56.4 44.5 79.3 73.0 47.2 42.5 61.3 59.9
Old : 56.4 44.5 79.3 73.0 47.2 42.5 61.3 59.9
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 - Futures Only, July 24, 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 : 271,441: 18,044 978 3,977 243,091 256,249 265,112 261,204: 6,329 10,237
Old : 271,441: 18,044 978 3,977 243,091 256,249 265,112 261,204: 6,329 10,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 2,673: -1,612 -522 315 4,057 4,348 2,760 4,141: -87 -1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.4 1.5 89.6 94.4 97.7 96.2: 2.3 3.8
Old : 100.0: 6.6 0.4 1.5 89.6 94.4 97.7 96.2: 2.3 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 : 63: 4 2 5 49 51 54 57:
Old : 63: 4 2 5 49 51 54 57:
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 : 33.7 53.4 52.8 64.5 30.0 47.0 45.1 55.7
Old : 33.7 53.4 52.8 64.5 30.0 47.0 45.1 55.7
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 - Futures Only, July 24, 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 : 184,490: 6,463 4,419 14,167 151,235 159,330 171,865 177,916: 12,625 6,574
Old : 184,490: 6,463 4,419 14,167 151,235 159,330 171,865 177,916: 12,625 6,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 3,949: -631 439 212 5,556 3,204 5,137 3,855: -1,188 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.4 7.7 82.0 86.4 93.2 96.4: 6.8 3.6
Old : 100.0: 3.5 2.4 7.7 82.0 86.4 93.2 96.4: 6.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 3 5 41 36 47 42:
Old : 50: 3 3 5 41 36 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 38.3 47.5 60.7 28.0 34.9 40.2 49.8
Old : 32.1 38.3 47.5 60.7 28.0 34.9 40.2 49.8
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 - Futures Only, July 24, 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 : 183,037: 1,186 11,834 10,783 156,046 148,974 168,015 171,591: 15,022 11,446
Old : 183,037: 1,186 11,834 10,783 156,046 148,974 168,015 171,591: 15,022 11,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 5,357: 403 3,831 -682 7,598 2,995 7,319 6,144: -1,962 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 6.5 5.9 85.3 81.4 91.8 93.7: 8.2 6.3
Old : 100.0: 0.6 6.5 5.9 85.3 81.4 91.8 93.7: 8.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 4 5 43 36 48 42:
Old : 53: 2 4 5 43 36 48 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 : 33.8 38.9 53.0 57.4 31.2 35.9 47.5 47.8
Old : 33.8 38.9 53.0 57.4 31.2 35.9 47.5 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, July 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,613: 0 612 2,075 44,531 43,758 46,606 46,445: 12,007 12,168
Old : 58,613: 0 612 2,075 44,531 43,758 46,606 46,445: 12,007 12,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,538: 0 -1,160 170 1,277 1,771 1,447 781: 91 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 3.5 76.0 74.7 79.5 79.2: 20.5 20.8
Old : 100.0: 0.0 1.0 3.5 76.0 74.7 79.5 79.2: 20.5 20.8
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 : 23: 0 1 1 20 16 21 17:
Old : 23: 0 1 1 20 16 21 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 : 38.6 42.0 56.2 62.7 34.3 37.1 48.1 49.6
Old : 38.6 42.0 56.2 62.7 34.3 37.1 48.1 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, July 24, 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 : 241,138: 27,377 5,738 20,649 177,192 199,740 225,218 226,127: 15,920 15,011
Old : 241,138: 27,377 5,738 20,649 177,192 199,740 225,218 226,127: 15,920 15,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -717: -1,998 -1,383 -722 869 -259 -1,851 -2,364: 1,134 1,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 2.4 8.6 73.5 82.8 93.4 93.8: 6.6 6.2
Old : 100.0: 11.4 2.4 8.6 73.5 82.8 93.4 93.8: 6.6 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 : 57: 9 2 9 43 43 54 52:
Old : 57: 9 2 9 43 43 54 52:
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 : 31.1 34.2 46.3 49.0 24.8 29.7 37.2 39.0
Old : 31.1 34.2 46.3 49.0 24.8 29.7 37.2 39.0
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 - Futures Only, July 24, 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 : 67,883: 2,596 6,026 5,843 52,215 48,611 60,654 60,480: 7,229 7,403
Old : 67,883: 2,596 6,026 5,843 52,215 48,611 60,654 60,480: 7,229 7,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,865: 1,584 -1,128 234 -1,018 2,213 800 1,319: 1,065 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 8.9 8.6 76.9 71.6 89.4 89.1: 10.6 10.9
Old : 100.0: 3.8 8.9 8.6 76.9 71.6 89.4 89.1: 10.6 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 5 5 20 25 26 32:
Old : 37: 3 5 5 20 25 26 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 22.4 57.2 39.3 33.6 17.7 42.8 30.6
Old : 36.1 22.4 57.2 39.3 33.6 17.7 42.8 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, July 24, 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 : 2,756,008: 363,738 140,844 864,070 1,502,113 1,736,905 2,729,921 2,741,819: 26,087 14,189
Old : 2,756,008: 363,738 140,844 864,070 1,502,113 1,736,905 2,729,921 2,741,819: 26,087 14,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 88,137: 36,620 -12,575 38,915 18,168 65,098 93,703 91,438: -5,566 -3,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 5.1 31.4 54.5 63.0 99.1 99.5: 0.9 0.5
Old : 100.0: 13.2 5.1 31.4 54.5 63.0 99.1 99.5: 0.9 0.5
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 : 160: 30 18 44 109 95 156 142:
Old : 160: 30 18 44 109 95 156 142:
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 : 29.2 38.7 44.1 52.8 9.7 20.3 15.5 23.6
Old : 29.2 38.7 44.1 52.8 9.7 20.3 15.5 23.6
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 - Futures Only, July 24, 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 : 1,119,640: 102,231 295,275 240,706 774,603 581,449 1,117,540 1,117,430: 2,100 2,210
Old : 1,119,640: 102,231 295,275 240,706 774,603 581,449 1,117,540 1,117,430: 2,100 2,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 30,155: 392 10,235 11,006 20,511 12,150 31,909 33,391: -1,754 -3,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 26.4 21.5 69.2 51.9 99.8 99.8: 0.2 0.2
Old : 100.0: 9.1 26.4 21.5 69.2 51.9 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 22 21 33 43 43 78 84:
Old : 88: 22 21 33 43 43 78 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 : 44.2 37.6 65.1 58.3 31.5 23.2 42.4 37.3
Old : 44.2 37.6 65.1 58.3 31.5 23.2 42.4 37.3
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 - Futures Only, July 24, 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 : 39,882: 4,025 1,639 651 34,032 36,972 38,708 39,262: 1,174 620
Old : 39,882: 4,025 1,639 651 34,032 36,972 38,708 39,262: 1,174 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 833: 220 640 0 541 123 761 763: 72 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 4.1 1.6 85.3 92.7 97.1 98.4: 2.9 1.6
Old : 100.0: 10.1 4.1 1.6 85.3 92.7 97.1 98.4: 2.9 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 : 50: 7 3 5 32 33 41 39:
Old : 50: 7 3 5 32 33 41 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 42.0 69.3 61.6 41.7 38.7 51.2 51.1
Old : 50.4 42.0 69.3 61.6 41.7 38.7 51.2 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, July 24, 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 : 18,828: 1,417 88 615 16,688 17,979 18,720 18,682: 108 146
Old : 18,828: 1,417 88 615 16,688 17,979 18,720 18,682: 108 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.5 3.3 88.6 95.5 99.4 99.2: 0.6 0.8
Old : 100.0: 7.5 0.5 3.3 88.6 95.5 99.4 99.2: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 2 14 20 16 23:
Old : 27: 2 1 2 14 20 16 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 : 65.3 73.2 87.7 89.9 45.7 58.8 60.2 62.9
Old : 65.3 73.2 87.7 89.9 45.7 58.8 60.2 62.9
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 - Futures Only, July 24, 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 : 19,847: 6,062 260 296 12,976 18,877 19,334 19,433: 513 414
Old : 19,847: 6,062 260 296 12,976 18,877 19,334 19,433: 513 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -20: 0 -100 80 -80 4 0 -16: -20 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 1.3 1.5 65.4 95.1 97.4 97.9: 2.6 2.1
Old : 100.0: 30.5 1.3 1.5 65.4 95.1 97.4 97.9: 2.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 3 16 18 19 22:
Old : 26: 2 2 3 16 18 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 62.2 83.5 80.4 55.1 50.0 67.8 62.8
Old : 63.5 62.2 83.5 80.4 55.1 50.0 67.8 62.8
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 - Futures Only, July 24, 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 : 12,528: 709 416 126 11,103 11,752 11,938 12,294: 590 234
Old : 12,528: 709 416 126 11,103 11,752 11,938 12,294: 590 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 92: 0 40 0 98 48 98 88: -6 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.3 1.0 88.6 93.8 95.3 98.1: 4.7 1.9
Old : 100.0: 5.7 3.3 1.0 88.6 93.8 95.3 98.1: 4.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 3 16 14 19 17:
Old : 24: 1 2 3 16 14 19 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 : 45.8 72.7 68.6 85.8 42.4 63.2 59.2 73.3
Old : 45.8 72.7 68.6 85.8 42.4 63.2 59.2 73.3
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 - Futures Only, July 24, 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 : 29,941: 961 1,070 259 26,901 28,372 28,121 29,701: 1,820 240
Old : 29,941: 961 1,070 259 26,901 28,372 28,121 29,701: 1,820 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -368: 0 600 0 -368 -728 -368 -128: 0 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.6 0.9 89.8 94.8 93.9 99.2: 6.1 0.8
Old : 100.0: 3.2 3.6 0.9 89.8 94.8 93.9 99.2: 6.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 2 21 22 23 25:
Old : 31: 1 2 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 : 53.2 46.6 70.7 73.3 38.4 37.7 49.5 51.6
Old : 53.2 46.6 70.7 73.3 38.4 37.7 49.5 51.6
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 - Futures Only, July 24, 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 : 27,602: 240 656 1,392 25,136 25,006 26,768 27,054: 834 548
Old : 27,602: 240 656 1,392 25,136 25,006 26,768 27,054: 834 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 412: 0 140 0 324 474 324 614: 88 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.4 5.0 91.1 90.6 97.0 98.0: 3.0 2.0
Old : 100.0: 0.9 2.4 5.0 91.1 90.6 97.0 98.0: 3.0 2.0
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 2 2 19 18 21 21:
Old : 23: 1 2 2 19 18 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 : 54.9 63.6 77.0 83.3 34.7 40.9 44.2 48.8
Old : 54.9 63.6 77.0 83.3 34.7 40.9 44.2 48.8
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 - Futures Only, July 24, 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 : 10,194: 1,200 500 580 7,772 8,078 9,552 9,158: 642 1,036
Old : 10,194: 1,200 500 580 7,772 8,078 9,552 9,158: 642 1,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 480: 480 -60 60 -60 0 480 0: 0 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.9 5.7 76.2 79.2 93.7 89.8: 6.3 10.2
Old : 100.0: 11.8 4.9 5.7 76.2 79.2 93.7 89.8: 6.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 14 13 17 15:
Old : 21: 1 2 2 14 13 17 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 : 56.3 55.4 79.0 75.1 41.5 34.3 51.8 44.5
Old : 56.3 55.4 79.0 75.1 41.5 34.3 51.8 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, July 24, 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 : 1,485,746: 255,068 144,162 281,114 876,777 990,712 1,412,959 1,415,988: 72,787 69,758
Old : 1,485,746: 255,068 144,162 281,114 876,777 990,712 1,412,959 1,415,988: 72,787 69,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -63,679: 6,100 6,741 -32,725 -29,290 -21,742 -55,915 -47,726: -7,764 -15,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.7 18.9 59.0 66.7 95.1 95.3: 4.9 4.7
Old : 100.0: 17.2 9.7 18.9 59.0 66.7 95.1 95.3: 4.9 4.7
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 : 328: 103 98 124 84 102 263 268:
Old : 328: 103 98 124 84 102 263 268:
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 : 25.3 25.6 36.1 34.7 9.6 8.1 15.2 12.5
Old : 25.3 25.6 36.1 34.7 9.6 8.1 15.2 12.5
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 - Futures Only, July 24, 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 : 98,552: 20,879 15,189 3,284 50,325 44,916 74,488 63,389: 24,064 35,163
Old : 98,552: 20,879 15,189 3,284 50,325 44,916 74,488 63,389: 24,064 35,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 2,940: -977 164 367 3,528 4,296 2,918 4,827: 22 -1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 15.4 3.3 51.1 45.6 75.6 64.3: 24.4 35.7
Old : 100.0: 21.2 15.4 3.3 51.1 45.6 75.6 64.3: 24.4 35.7
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: 3 3 4 16 14 21 19:
Old : 22: 3 3 4 16 14 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 30.1 60.6 48.4 39.9 28.6 55.4 44.5
Old : 41.3 30.1 60.6 48.4 39.9 28.6 55.4 44.5
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 - Futures Only, July 24, 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 : 10,894: 0 325 225 10,344 10,019 10,569 10,569: 325 325
Old : 10,894: 0 325 225 10,344 10,019 10,569 10,569: 325 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,296: 0 75 75 1,046 971 1,121 1,121: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 2.1 95.0 92.0 97.0 97.0: 3.0 3.0
Old : 100.0: 0.0 3.0 2.1 95.0 92.0 97.0 97.0: 3.0 3.0
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 : 28: 0 2 1 22 20 23 22:
Old : 28: 0 2 1 22 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 45.1 68.8 71.8 30.8 24.2 38.5 35.5
Old : 47.3 45.1 68.8 71.8 30.8 24.2 38.5 35.5
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 - Futures Only, July 24, 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 : 84,787: 7,106 20,871 20,794 51,713 36,536 79,613 78,201: 5,174 6,586
Old : 84,787: 7,106 20,871 20,794 51,713 36,536 79,613 78,201: 5,174 6,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 956: -1,019 1,459 -753 1,889 303 117 1,009: 839 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 24.6 24.5 61.0 43.1 93.9 92.2: 6.1 7.8
Old : 100.0: 8.4 24.6 24.5 61.0 43.1 93.9 92.2: 6.1 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 12 15 18 17 34 34:
Old : 36: 6 12 15 18 17 34 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 : 32.9 37.2 52.8 59.0 16.4 16.4 24.3 21.7
Old : 32.9 37.2 52.8 59.0 16.4 16.4 24.3 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, July 24, 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 : 18,966: 13,161 1,283 180 3,123 17,322 16,464 18,785: 2,502 181
Old : 18,966: 13,161 1,283 180 3,123 17,322 16,464 18,785: 2,502 181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,242: 333 -43 91 865 1,317 1,289 1,365: -47 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 6.8 0.9 16.5 91.3 86.8 99.0: 13.2 1.0
Old : 100.0: 69.4 6.8 0.9 16.5 91.3 86.8 99.0: 13.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 72 11 6 13 25 89 39:
Old : 120: 72 11 6 13 25 89 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 41.4 54.2 62.6 39.9 41.4 54.2 62.6
Old : 39.9 41.4 54.2 62.6 39.9 41.4 54.2 62.6
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 - Futures Only, July 24, 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 : 18,768: 13,685 1,409 0 1,745 16,470 15,430 17,879: 3,338 889
Old : 18,768: 13,685 1,409 0 1,745 16,470 15,430 17,879: 3,338 889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,767: 1,553 86 0 24 1,707 1,577 1,793: 190 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 7.5 0.0 9.3 87.8 82.2 95.3: 17.8 4.7
Old : 100.0: 72.9 7.5 0.0 9.3 87.8 82.2 95.3: 17.8 4.7
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 : 88: 44 9 0 8 29 52 38:
Old : 88: 44 9 0 8 29 52 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 : 33.3 43.3 45.3 62.3 33.3 43.3 45.3 62.3
Old : 33.3 43.3 45.3 62.3 33.3 43.3 45.3 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, July 24, 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 : 193,827: 45,878 10,971 14,440 116,952 155,819 177,270 181,230: 16,557 12,597
Old : 193,827: 45,878 10,971 14,440 116,952 155,819 177,270 181,230: 16,557 12,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 7,791: -1,303 -446 -332 9,750 8,626 8,115 7,848: -324 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 5.7 7.4 60.3 80.4 91.5 93.5: 8.5 6.5
Old : 100.0: 23.7 5.7 7.4 60.3 80.4 91.5 93.5: 8.5 6.5
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 : 175: 59 19 30 83 89 152 129:
Old : 175: 59 19 30 83 89 152 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 28.7 35.4 42.4 9.7 13.1 15.4 21.4
Old : 22.3 28.7 35.4 42.4 9.7 13.1 15.4 21.4
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 - Futures Only, July 24, 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 : 3,040: 50 0 50 2,940 2,990 3,040 3,040: 0 0
Old : 3,040: 50 0 50 2,940 2,990 3,040 3,040: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 1.6 96.7 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 0.0 1.6 96.7 98.4 100.0 100.0: 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 0 1 12 13 13 14:
Old : 21: 1 0 1 12 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 : 60.9 57.6 86.8 85.2 46.1 41.1 55.9 55.9
Old : 60.9 57.6 86.8 85.2 46.1 41.1 55.9 55.9
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 - Futures Only, July 24, 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 : 3,925: 350 50 0 3,575 3,775 3,925 3,825: 0 100
Old : 3,925: 350 50 0 3,575 3,775 3,925 3,825: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 125: 0 0 0 125 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.3 0.0 91.1 96.2 100.0 97.5: 0.0 2.5
Old : 100.0: 8.9 1.3 0.0 91.1 96.2 100.0 97.5: 0.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 11 17 13 18:
Old : 23: 2 1 0 11 17 13 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 : 65.6 53.5 92.4 72.6 58.6 42.0 73.9 59.9
Old : 65.6 53.5 92.4 72.6 58.6 42.0 73.9 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008