GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, July 31, 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 : 9,463: 1,775 0 75 6,713 9,238 8,563 9,313: 900 150
Old : 9,463: 1,775 0 75 6,713 9,238 8,563 9,313: 900 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 0.0 0.8 70.9 97.6 90.5 98.4: 9.5 1.6
Old : 100.0: 18.8 0.0 0.8 70.9 97.6 90.5 98.4: 9.5 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 : 27: 2 0 1 18 20 20 21:
Old : 27: 2 0 1 18 20 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 : 61.7 60.0 75.7 77.4 45.5 48.6 52.6 57.9
Old : 61.7 60.0 75.7 77.4 45.5 48.6 52.6 57.9
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 31, 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 : 14,587: 600 4,191 0 13,312 8,833 13,912 13,024: 675 1,563
Old : 14,587: 600 4,191 0 13,312 8,833 13,912 13,024: 675 1,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -90: 600 -380 -300 -390 540 -90 -140: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 28.7 0.0 91.3 60.6 95.4 89.3: 4.6 10.7
Old : 100.0: 4.1 28.7 0.0 91.3 60.6 95.4 89.3: 4.6 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 3 0 24 27 25 30:
Old : 36: 1 3 0 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 : 57.3 49.7 73.9 63.6 54.1 40.0 63.6 51.0
Old : 57.3 49.7 73.9 63.6 54.1 40.0 63.6 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, July 31, 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 : 2,381: 15 0 30 1,582 1,710 1,627 1,740: 754 641
Old : 2,381: 15 0 30 1,582 1,710 1,627 1,740: 754 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 6: -30 0 15 80 70 65 85: -59 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 1.3 66.4 71.8 68.3 73.1: 31.7 26.9
Old : 100.0: 0.6 0.0 1.3 66.4 71.8 68.3 73.1: 31.7 26.9
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: 1 0 1 19 24 20 25:
Old : 26: 1 0 1 19 24 20 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 : 37.9 29.4 51.2 43.6 28.3 22.3 34.0 31.3
Old : 37.9 29.4 51.2 43.6 28.3 22.3 34.0 31.3
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 31, 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 : 4,116: 0 35 40 3,737 3,627 3,777 3,702: 339 414
Old : 4,116: 0 35 40 3,737 3,627 3,777 3,702: 339 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 194: 0 -10 0 204 264 204 254: -10 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 1.0 90.8 88.1 91.8 89.9: 8.2 10.1
Old : 100.0: 0.0 0.9 1.0 90.8 88.1 91.8 89.9: 8.2 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 : 37: 0 1 1 30 35 31 36:
Old : 37: 0 1 1 30 35 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 29.3 50.7 47.4 24.9 25.1 36.7 36.7
Old : 30.6 29.3 50.7 47.4 24.9 25.1 36.7 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, July 31, 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 : 233,209: 41,539 21,813 27,199 131,560 162,337 200,298 211,349: 32,911 21,860
Old : 233,209: 41,539 21,813 27,199 131,560 162,337 200,298 211,349: 32,911 21,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -5,853: 3,726 -1,121 -2,278 -2,661 261 -1,213 -3,138: -4,640 -2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.4 11.7 56.4 69.6 85.9 90.6: 14.1 9.4
Old : 100.0: 17.8 9.4 11.7 56.4 69.6 85.9 90.6: 14.1 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 : 156: 44 23 30 67 80 129 119:
Old : 156: 44 23 30 67 80 129 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 18.6 33.3 31.5 14.8 12.5 23.5 21.1
Old : 21.0 18.6 33.3 31.5 14.8 12.5 23.5 21.1
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 31, 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 : 809,913: 84,841 157,122 278,606 377,808 339,192 741,255 774,920: 68,658 34,993
Old : 809,913: 84,841 157,122 278,606 377,808 339,192 741,255 774,920: 68,658 34,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -26,914: -5,788 -6,650 -8,526 -11,422 -11,290 -25,736 -26,466: -1,178 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 19.4 34.4 46.6 41.9 91.5 95.7: 8.5 4.3
Old : 100.0: 10.5 19.4 34.4 46.6 41.9 91.5 95.7: 8.5 4.3
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 : 230: 61 75 73 84 71 193 178:
Old : 230: 61 75 73 84 71 193 178:
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 : 28.7 28.6 41.7 43.3 10.2 13.6 16.1 19.2
Old : 28.7 28.6 41.7 43.3 10.2 13.6 16.1 19.2
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,356: 1,484 15,657 2,247 74,782 60,902 78,513 78,806: 6,843 6,550
Old : 85,356: 1,484 15,657 2,247 74,782 60,902 78,513 78,806: 6,843 6,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 942: 360 218 -529 956 1,539 787 1,228: 155 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 18.3 2.6 87.6 71.4 92.0 92.3: 8.0 7.7
Old : 100.0: 1.7 18.3 2.6 87.6 71.4 92.0 92.3: 8.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 4 2 25 24 27 29:
Old : 34: 1 4 2 25 24 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 : 48.5 39.8 68.6 58.5 44.1 38.8 56.4 54.9
Old : 48.5 39.8 68.6 58.5 44.1 38.8 56.4 54.9
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,070: 0 7,565 2,344 67,114 57,753 69,458 67,662: 7,612 9,408
Old : 77,070: 0 7,565 2,344 67,114 57,753 69,458 67,662: 7,612 9,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,117: 0 464 -235 861 662 626 891: 491 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.8 3.0 87.1 74.9 90.1 87.8: 9.9 12.2
Old : 100.0: 0.0 9.8 3.0 87.1 74.9 90.1 87.8: 9.9 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 : 35: 0 2 2 29 21 31 23:
Old : 35: 0 2 2 29 21 31 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 : 41.4 43.7 60.8 62.8 41.4 38.9 60.3 56.5
Old : 41.4 43.7 60.8 62.8 41.4 38.9 60.3 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 31, 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 : 133,179: 14,245 0 7,482 104,136 120,854 125,863 128,336: 7,316 4,843
Old : 133,179: 14,245 0 7,482 104,136 120,854 125,863 128,336: 7,316 4,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 6,537: 158 -1,824 628 7,339 7,830 8,125 6,634: -1,588 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 5.6 78.2 90.7 94.5 96.4: 5.5 3.6
Old : 100.0: 10.7 0.0 5.6 78.2 90.7 94.5 96.4: 5.5 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 : 44: 6 0 5 33 32 39 37:
Old : 44: 6 0 5 33 32 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 47.3 56.9 63.3 36.7 46.6 47.1 58.6
Old : 42.1 47.3 56.9 63.3 36.7 46.6 47.1 58.6
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 - Futures Only, July 31, 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 : 103,472: 12,391 9,121 5,680 74,008 80,880 92,079 95,681: 11,393 7,791
Old : 103,472: 12,391 9,121 5,680 74,008 80,880 92,079 95,681: 11,393 7,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 3,411: 0 -366 104 4,595 4,587 4,699 4,325: -1,288 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 8.8 5.5 71.5 78.2 89.0 92.5: 11.0 7.5
Old : 100.0: 12.0 8.8 5.5 71.5 78.2 89.0 92.5: 11.0 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 3 23 23 28 26:
Old : 33: 3 2 3 23 23 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 51.8 61.6 68.5 41.1 49.3 55.2 62.4
Old : 42.4 51.8 61.6 68.5 41.1 49.3 55.2 62.4
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 31, 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 : 72,114: 8,130 72 6,869 53,006 58,618 68,005 65,559: 4,109 6,555
Old : 72,114: 8,130 72 6,869 53,006 58,618 68,005 65,559: 4,109 6,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 782: -852 -58 936 698 -106 782 772: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.1 9.5 73.5 81.3 94.3 90.9: 5.7 9.1
Old : 100.0: 11.3 0.1 9.5 73.5 81.3 94.3 90.9: 5.7 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 54.4 52.1 74.8 66.0 50.8 45.1 61.0 56.3
Old : 54.4 52.1 74.8 66.0 50.8 45.1 61.0 56.3
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 31, 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 : 66,356: 7,490 0 2,057 51,541 58,408 61,088 60,465: 5,268 5,891
Old : 66,356: 7,490 0 2,057 51,541 58,408 61,088 60,465: 5,268 5,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -1,110: -1,195 0 208 400 992 -587 1,200: -523 -2,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.0 3.1 77.7 88.0 92.1 91.1: 7.9 8.9
Old : 100.0: 11.3 0.0 3.1 77.7 88.0 92.1 91.1: 7.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 2 25 24 27 26:
Old : 32: 2 0 2 25 24 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 : 57.4 35.8 75.2 54.8 48.4 33.4 61.0 48.6
Old : 57.4 35.8 75.2 54.8 48.4 33.4 61.0 48.6
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 31, 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 : 91,078: 6,600 5,349 1,916 76,251 75,899 84,767 83,164: 6,311 7,914
Old : 91,078: 6,600 5,349 1,916 76,251 75,899 84,767 83,164: 6,311 7,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -975: 236 1,962 -1,592 864 -3,171 -492 -2,801: -483 1,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.9 2.1 83.7 83.3 93.1 91.3: 6.9 8.7
Old : 100.0: 7.2 5.9 2.1 83.7 83.3 93.1 91.3: 6.9 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 : 46: 3 4 4 30 31 36 36:
Old : 46: 3 4 4 30 31 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 : 48.2 25.0 65.5 42.6 37.2 18.6 49.7 33.4
Old : 48.2 25.0 65.5 42.6 37.2 18.6 49.7 33.4
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 31, 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 : 102,252: 3,375 2,468 4,819 79,207 84,310 87,401 91,597: 14,851 10,655
Old : 102,252: 3,375 2,468 4,819 79,207 84,310 87,401 91,597: 14,851 10,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 3,412: 525 604 102 2,714 2,068 3,341 2,774: 71 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.4 4.7 77.5 82.5 85.5 89.6: 14.5 10.4
Old : 100.0: 3.3 2.4 4.7 77.5 82.5 85.5 89.6: 14.5 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 : 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 : 37.8 41.0 60.0 59.5 34.5 38.1 51.1 54.6
Old : 37.8 41.0 60.0 59.5 34.5 38.1 51.1 54.6
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 31, 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 : 40,793: 8,755 1,638 1,806 26,686 30,842 37,247 34,286: 3,546 6,507
Old : 40,793: 8,755 1,638 1,806 26,686 30,842 37,247 34,286: 3,546 6,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,846: -365 -868 671 2,064 4,189 2,370 3,992: -524 -2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 4.0 4.4 65.4 75.6 91.3 84.0: 8.7 16.0
Old : 100.0: 21.5 4.0 4.4 65.4 75.6 91.3 84.0: 8.7 16.0
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: 3 1 3 16 14 20 17:
Old : 25: 3 1 3 16 14 20 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 : 42.2 41.0 64.3 67.2 35.0 38.3 53.3 53.1
Old : 42.2 41.0 64.3 67.2 35.0 38.3 53.3 53.1
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 31, 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 : 66,779: 7,056 6,177 5,378 49,538 43,869 61,972 55,424: 4,807 11,355
Old : 66,779: 7,056 6,177 5,378 49,538 43,869 61,972 55,424: 4,807 11,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 2,651: -1,263 1,728 658 2,344 873 1,739 3,259: 912 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.2 8.1 74.2 65.7 92.8 83.0: 7.2 17.0
Old : 100.0: 10.6 9.2 8.1 74.2 65.7 92.8 83.0: 7.2 17.0
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: 2 2 4 15 14 19 18:
Old : 21: 2 2 4 15 14 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 : 58.2 40.6 75.8 63.9 48.4 33.6 64.2 51.1
Old : 58.2 40.6 75.8 63.9 48.4 33.6 64.2 51.1
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 31, 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 : 83,685: 16,151 0 1,906 59,421 75,673 77,478 77,579: 6,207 6,106
Old : 83,685: 16,151 0 1,906 59,421 75,673 77,478 77,579: 6,207 6,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -240: -111 0 252 -381 -246 -240 6: 0 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 0.0 2.3 71.0 90.4 92.6 92.7: 7.4 7.3
Old : 100.0: 19.3 0.0 2.3 71.0 90.4 92.6 92.7: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 2 27 23 30 25:
Old : 33: 3 0 2 27 23 30 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 : 40.2 44.0 62.6 59.8 29.0 29.7 41.2 42.6
Old : 40.2 44.0 62.6 59.8 29.0 29.7 41.2 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 - Futures Only, July 31, 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 : 117,250: 8,250 8,384 5,804 94,968 89,963 109,022 104,151: 8,228 13,099
Old : 117,250: 8,250 8,384 5,804 94,968 89,963 109,022 104,151: 8,228 13,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,156: 2,615 -122 -449 -910 1,533 1,256 962: -100 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.2 5.0 81.0 76.7 93.0 88.8: 7.0 11.2
Old : 100.0: 7.0 7.2 5.0 81.0 76.7 93.0 88.8: 7.0 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 : 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 : 36.1 30.6 55.0 50.2 30.9 28.5 47.0 46.0
Old : 36.1 30.6 55.0 50.2 30.9 28.5 47.0 46.0
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 31, 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 : 57,500: 0 2,183 1,980 45,415 42,764 47,395 46,927: 10,105 10,573
Old : 57,500: 0 2,183 1,980 45,415 42,764 47,395 46,927: 10,105 10,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 366: 0 -481 301 -31 358 270 178: 96 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 3.4 79.0 74.4 82.4 81.6: 17.6 18.4
Old : 100.0: 0.0 3.8 3.4 79.0 74.4 82.4 81.6: 17.6 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 45.8 38.8 63.3 63.0 45.1 38.4 61.0 57.5
Old : 45.8 38.8 63.3 63.0 45.1 38.4 61.0 57.5
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 31, 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 : 33,678: 8,126 8,116 0 25,122 25,407 33,248 33,523: 430 155
Old : 33,678: 8,126 8,116 0 25,122 25,407 33,248 33,523: 430 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 2,604: 1,178 372 0 1,704 2,201 2,882 2,573: -278 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 24.1 0.0 74.6 75.4 98.7 99.5: 1.3 0.5
Old : 100.0: 24.1 24.1 0.0 74.6 75.4 98.7 99.5: 1.3 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 : 35: 4 3 0 15 16 19 19:
Old : 35: 4 3 0 15 16 19 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 : 61.8 60.5 80.1 81.7 45.1 44.5 57.0 61.6
Old : 61.8 60.5 80.1 81.7 45.1 44.5 57.0 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders - Futures Only, July 31, 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 : 26,225: 1,875 0 0 24,226 24,965 26,101 24,965: 124 1,260
Old : 26,225: 1,875 0 0 24,226 24,965 26,101 24,965: 124 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 0.0 92.4 95.2 99.5 95.2: 0.5 4.8
Old : 100.0: 7.1 0.0 0.0 92.4 95.2 99.5 95.2: 0.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 12 12 14 12:
Old : 21: 2 0 0 12 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 73.8 87.3 90.6 65.6 68.5 86.8 83.9
Old : 66.1 73.8 87.3 90.6 65.6 68.5 86.8 83.9
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 - Futures Only, July 31, 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 : 152,891: 4,386 17,363 19,861 117,863 108,680 142,110 145,904: 10,781 6,987
Old : 152,891: 4,386 17,363 19,861 117,863 108,680 142,110 145,904: 10,781 6,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 2,480: 492 -250 778 1,694 2,304 2,964 2,832: -484 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 11.4 13.0 77.1 71.1 92.9 95.4: 7.1 4.6
Old : 100.0: 2.9 11.4 13.0 77.1 71.1 92.9 95.4: 7.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 6 8 37 33 45 42:
Old : 48: 3 6 8 37 33 45 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 : 31.1 31.5 46.5 55.3 25.6 27.9 35.2 41.4
Old : 31.1 31.5 46.5 55.3 25.6 27.9 35.2 41.4
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 31, 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 : 93,471: 1,231 3,849 3,486 81,107 77,595 85,824 84,930: 7,647 8,541
Old : 93,471: 1,231 3,849 3,486 81,107 77,595 85,824 84,930: 7,647 8,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 679: -2,687 0 32 1,748 616 -907 648: 1,586 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.1 3.7 86.8 83.0 91.8 90.9: 8.2 9.1
Old : 100.0: 1.3 4.1 3.7 86.8 83.0 91.8 90.9: 8.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 3 23 25 26 29:
Old : 35: 3 1 3 23 25 26 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 : 54.2 36.0 69.7 57.6 51.7 32.6 60.8 50.8
Old : 54.2 36.0 69.7 57.6 51.7 32.6 60.8 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, July 31, 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 : 67,165: 10,814 7,372 0 54,604 54,936 65,418 62,308: 1,747 4,857
Old : 67,165: 10,814 7,372 0 54,604 54,936 65,418 62,308: 1,747 4,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,777: 3,866 -372 0 -367 1,648 3,499 1,276: -1,722 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.0 0.0 81.3 81.8 97.4 92.8: 2.6 7.2
Old : 100.0: 16.1 11.0 0.0 81.3 81.8 97.4 92.8: 2.6 7.2
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: 5 2 0 21 24 26 26:
Old : 40: 5 2 0 21 24 26 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 : 55.7 43.8 76.8 71.0 46.7 41.3 60.5 58.2
Old : 55.7 43.8 76.8 71.0 46.7 41.3 60.5 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, July 31, 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 : 279,538: 15,265 2,496 5,611 251,688 260,700 272,564 268,807: 6,974 10,731
Old : 279,538: 15,265 2,496 5,611 251,688 260,700 272,564 268,807: 6,974 10,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 8,097: -2,779 1,518 1,634 8,597 4,451 7,452 7,603: 645 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.9 2.0 90.0 93.3 97.5 96.2: 2.5 3.8
Old : 100.0: 5.5 0.9 2.0 90.0 93.3 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 : 63: 4 3 5 49 48 54 55:
Old : 63: 4 3 5 49 48 54 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 : 33.7 52.4 51.7 63.1 30.1 45.5 44.0 54.9
Old : 33.7 52.4 51.7 63.1 30.1 45.5 44.0 54.9
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 31, 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 : 189,963: 6,463 5,880 12,939 158,252 165,986 177,654 184,805: 12,309 5,158
Old : 189,963: 6,463 5,880 12,939 158,252 165,986 177,654 184,805: 12,309 5,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 5,473: 0 1,461 -1,228 7,017 6,656 5,789 6,889: -316 -1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.1 6.8 83.3 87.4 93.5 97.3: 6.5 2.7
Old : 100.0: 3.4 3.1 6.8 83.3 87.4 93.5 97.3: 6.5 2.7
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 : 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 : 31.4 38.4 46.9 59.8 26.9 34.0 39.0 47.0
Old : 31.4 38.4 46.9 59.8 26.9 34.0 39.0 47.0
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 31, 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 : 185,052: 1,099 14,018 10,797 159,750 148,204 171,646 173,019: 13,406 12,033
Old : 185,052: 1,099 14,018 10,797 159,750 148,204 171,646 173,019: 13,406 12,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 2,015: -87 2,184 14 3,704 -770 3,631 1,428: -1,616 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 7.6 5.8 86.3 80.1 92.8 93.5: 7.2 6.5
Old : 100.0: 0.6 7.6 5.8 86.3 80.1 92.8 93.5: 7.2 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 : 55: 1 5 5 45 37 50 43:
Old : 55: 1 5 5 45 37 50 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 38.5 51.9 56.5 30.8 34.6 46.1 47.6
Old : 33.9 38.5 51.9 56.5 30.8 34.6 46.1 47.6
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 - Futures Only, July 31, 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 : 59,021: 0 215 2,361 44,287 44,091 46,648 46,667: 12,373 12,354
Old : 59,021: 0 215 2,361 44,287 44,091 46,648 46,667: 12,373 12,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 408: 0 -397 286 -244 333 42 222: 366 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 4.0 75.0 74.7 79.0 79.1: 21.0 20.9
Old : 100.0: 0.0 0.4 4.0 75.0 74.7 79.0 79.1: 21.0 20.9
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 : 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 : 37.9 38.8 55.1 59.9 34.3 33.3 45.9 45.5
Old : 37.9 38.8 55.1 59.9 34.3 33.3 45.9 45.5
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 31, 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 : 242,754: 27,287 4,767 20,895 178,838 202,023 227,020 227,685: 15,734 15,069
Old : 242,754: 27,287 4,767 20,895 178,838 202,023 227,020 227,685: 15,734 15,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,616: -90 -971 246 1,646 2,283 1,802 1,558: -186 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 2.0 8.6 73.7 83.2 93.5 93.8: 6.5 6.2
Old : 100.0: 11.2 2.0 8.6 73.7 83.2 93.5 93.8: 6.5 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: 8 3 9 43 43 54 52:
Old : 57: 8 3 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 : 31.0 33.0 45.5 47.5 24.2 28.2 36.4 37.1
Old : 31.0 33.0 45.5 47.5 24.2 28.2 36.4 37.1
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,606: 4,341 5,424 5,497 53,419 52,159 63,257 63,080: 7,349 7,526
Old : 70,606: 4,341 5,424 5,497 53,419 52,159 63,257 63,080: 7,349 7,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 2,723: 1,745 -602 -346 1,204 3,548 2,603 2,600: 120 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.7 7.8 75.7 73.9 89.6 89.3: 10.4 10.7
Old : 100.0: 6.1 7.7 7.8 75.7 73.9 89.6 89.3: 10.4 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 4 5 20 25 26 32:
Old : 37: 4 4 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 : 34.7 24.1 56.1 40.5 32.3 17.6 42.6 30.1
Old : 34.7 24.1 56.1 40.5 32.3 17.6 42.6 30.1
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 31, 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 : 2,699,432: 346,608 124,781 873,073 1,446,831 1,686,717 2,666,512 2,684,571: 32,920 14,861
Old : 2,699,432: 346,608 124,781 873,073 1,446,831 1,686,717 2,666,512 2,684,571: 32,920 14,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -56,576: -17,130 -16,063 9,003 -55,282 -50,188 -63,409 -57,248: 6,833 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.6 32.3 53.6 62.5 98.8 99.4: 1.2 0.6
Old : 100.0: 12.8 4.6 32.3 53.6 62.5 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 25 20 43 101 92 145 138:
Old : 150: 25 20 43 101 92 145 138:
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 : 29.8 39.2 44.4 53.4 10.0 20.0 15.2 23.4
Old : 29.8 39.2 44.4 53.4 10.0 20.0 15.2 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, July 31, 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 : 1,004,825: 56,843 195,586 256,558 689,429 550,538 1,002,830 1,002,682: 1,995 2,143
Old : 1,004,825: 56,843 195,586 256,558 689,429 550,538 1,002,830 1,002,682: 1,995 2,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -114,815: -45,388 -99,689 15,852 -85,174 -30,911 -114,710 -114,748: -105 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 19.5 25.5 68.6 54.8 99.8 99.8: 0.2 0.2
Old : 100.0: 5.7 19.5 25.5 68.6 54.8 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 : 84: 19 22 36 42 41 79 81:
Old : 84: 19 22 36 42 41 79 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 34.4 65.5 55.0 31.0 21.8 38.4 31.9
Old : 46.2 34.4 65.5 55.0 31.0 21.8 38.4 31.9
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 31, 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 : 38,664: 3,476 682 609 33,146 36,439 37,231 37,730: 1,433 934
Old : 38,664: 3,476 682 609 33,146 36,439 37,231 37,730: 1,433 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -1,218: -549 -957 -42 -886 -533 -1,477 -1,532: 259 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 1.8 1.6 85.7 94.2 96.3 97.6: 3.7 2.4
Old : 100.0: 9.0 1.8 1.6 85.7 94.2 96.3 97.6: 3.7 2.4
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 : 48: 7 3 5 31 30 40 36:
Old : 48: 7 3 5 31 30 40 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 : 54.2 44.5 72.5 64.2 40.3 39.7 53.3 51.1
Old : 54.2 44.5 72.5 64.2 40.3 39.7 53.3 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 31, 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 24, 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 31, 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 : 20,255: 6,062 340 216 13,446 19,267 19,724 19,823: 531 432
Old : 20,255: 6,062 340 216 13,446 19,267 19,724 19,823: 531 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 408: 0 80 -80 470 390 390 390: 18 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 1.7 1.1 66.4 95.1 97.4 97.9: 2.6 2.1
Old : 100.0: 29.9 1.7 1.1 66.4 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 2 16 18 18 22:
Old : 26: 2 2 2 16 18 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 : 63.7 63.3 83.4 80.8 55.5 50.8 67.3 63.0
Old : 63.7 63.3 83.4 80.8 55.5 50.8 67.3 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, July 31, 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 : 12,136: 555 370 96 10,937 11,440 11,588 11,906: 548 230
Old : 12,136: 555 370 96 10,937 11,440 11,588 11,906: 548 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -392: -154 -46 -30 -166 -312 -350 -388: -42 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 3.0 0.8 90.1 94.3 95.5 98.1: 4.5 1.9
Old : 100.0: 4.6 3.0 0.8 90.1 94.3 95.5 98.1: 4.5 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 : 47.2 71.3 72.6 87.5 43.6 59.2 59.7 71.5
Old : 47.2 71.3 72.6 87.5 43.6 59.2 59.7 71.5
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 31, 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 : 30,371: 961 1,390 259 27,531 28,002 28,751 29,651: 1,620 720
Old : 30,371: 961 1,390 259 27,531 28,002 28,751 29,651: 1,620 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 430: 0 320 0 630 -370 630 -50: -200 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.6 0.9 90.6 92.2 94.7 97.6: 5.3 2.4
Old : 100.0: 3.2 4.6 0.9 90.6 92.2 94.7 97.6: 5.3 2.4
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 : 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 : 52.8 47.1 70.8 72.0 37.9 37.7 48.9 50.6
Old : 52.8 47.1 70.8 72.0 37.9 37.7 48.9 50.6
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 31, 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 : 27,724: 240 616 1,432 25,218 25,028 26,890 27,076: 834 648
Old : 27,724: 240 616 1,432 25,218 25,028 26,890 27,076: 834 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 122: 0 -40 40 82 22 122 22: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.2 5.2 91.0 90.3 97.0 97.7: 3.0 2.3
Old : 100.0: 0.9 2.2 5.2 91.0 90.3 97.0 97.7: 3.0 2.3
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 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 : 53.9 64.7 76.7 84.5 37.4 42.6 48.0 51.1
Old : 53.9 64.7 76.7 84.5 37.4 42.6 48.0 51.1
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 31, 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 : 10,708: 1,200 500 580 8,286 9,072 10,066 10,152: 642 556
Old : 10,708: 1,200 500 580 8,286 9,072 10,066 10,152: 642 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 514: 0 0 0 514 994 514 994: 0 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 4.7 5.4 77.4 84.7 94.0 94.8: 6.0 5.2
Old : 100.0: 11.2 4.7 5.4 77.4 84.7 94.0 94.8: 6.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 58.2 57.5 79.8 81.8 39.6 40.9 48.5 48.9
Old : 58.2 57.5 79.8 81.8 39.6 40.9 48.5 48.9
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 31, 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 : 1,521,237: 266,519 136,904 283,275 895,645 1,017,457 1,445,439 1,437,636: 75,798 83,601
Old : 1,521,237: 266,519 136,904 283,275 895,645 1,017,457 1,445,439 1,437,636: 75,798 83,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 35,491: 11,451 -7,258 2,161 18,868 26,745 32,480 21,648: 3,011 13,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 9.0 18.6 58.9 66.9 95.0 94.5: 5.0 5.5
Old : 100.0: 17.5 9.0 18.6 58.9 66.9 95.0 94.5: 5.0 5.5
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 : 340: 117 96 137 83 101 280 274:
Old : 340: 117 96 137 83 101 280 274:
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 : 24.2 25.4 35.0 34.5 9.1 7.9 14.4 11.6
Old : 24.2 25.4 35.0 34.5 9.1 7.9 14.4 11.6
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 31, 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 : 93,522: 19,444 17,295 2,784 49,017 40,430 71,245 60,509: 22,277 33,013
Old : 93,522: 19,444 17,295 2,784 49,017 40,430 71,245 60,509: 22,277 33,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -5,030: -1,435 2,106 -500 -1,308 -4,486 -3,243 -2,880: -1,787 -2,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.5 3.0 52.4 43.2 76.2 64.7: 23.8 35.3
Old : 100.0: 20.8 18.5 3.0 52.4 43.2 76.2 64.7: 23.8 35.3
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: 2 4 4 17 15 22 20:
Old : 23: 2 4 4 17 15 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 29.9 59.9 47.4 39.4 28.2 54.6 42.7
Old : 40.2 29.9 59.9 47.4 39.4 28.2 54.6 42.7
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 31, 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 : 11,389: 0 250 0 11,389 11,139 11,389 11,389: 0 0
Old : 11,389: 0 250 0 11,389 11,139 11,389 11,389: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 495: 0 -75 -225 1,045 1,120 820 820: -325 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 100.0 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.2 0.0 100.0 97.8 100.0 100.0: 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 : 29: 0 1 0 24 22 24 23:
Old : 29: 0 1 0 24 22 24 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 : 44.1 47.3 67.2 73.7 33.4 28.4 42.9 38.8
Old : 44.1 47.3 67.2 73.7 33.4 28.4 42.9 38.8
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 - Futures Only, July 31, 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 : 86,218: 6,856 21,789 20,765 52,667 36,126 80,288 78,680: 5,930 7,538
Old : 86,218: 6,856 21,789 20,765 52,667 36,126 80,288 78,680: 5,930 7,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,431: -250 918 -29 954 -410 675 479: 756 952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 25.3 24.1 61.1 41.9 93.1 91.3: 6.9 8.7
Old : 100.0: 8.0 25.3 24.1 61.1 41.9 93.1 91.3: 6.9 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 : 37: 6 12 15 19 17 35 34:
Old : 37: 6 12 15 19 17 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 : 32.4 36.8 52.2 58.6 16.6 16.6 24.7 22.3
Old : 32.4 36.8 52.2 58.6 16.6 16.6 24.7 22.3
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 31, 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 : 18,623: 12,864 1,463 183 3,183 16,627 16,230 18,273: 2,393 350
Old : 18,623: 12,864 1,463 183 3,183 16,627 16,230 18,273: 2,393 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -343: -297 180 3 60 -695 -234 -512: -109 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 7.9 1.0 17.1 89.3 87.2 98.1: 12.8 1.9
Old : 100.0: 69.1 7.9 1.0 17.1 89.3 87.2 98.1: 12.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 63 12 6 13 26 80 42:
Old : 114: 63 12 6 13 26 80 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 : 42.2 39.6 57.5 60.9 42.2 39.6 57.5 60.9
Old : 42.2 39.6 57.5 60.9 42.2 39.6 57.5 60.9
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 - Futures Only, July 31, 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 : 14,773: 9,037 878 0 2,768 13,139 11,805 14,017: 2,968 756
Old : 14,773: 9,037 878 0 2,768 13,139 11,805 14,017: 2,968 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -3,995: -4,648 -531 0 1,023 -3,331 -3,625 -3,862: -370 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 5.9 0.0 18.7 88.9 79.9 94.9: 20.1 5.1
Old : 100.0: 61.2 5.9 0.0 18.7 88.9 79.9 94.9: 20.1 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 : 73: 32 5 0 11 25 43 30:
Old : 73: 32 5 0 11 25 43 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 : 30.9 53.0 43.1 69.0 30.9 53.0 43.1 69.0
Old : 30.9 53.0 43.1 69.0 30.9 53.0 43.1 69.0
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 - Futures Only, July 31, 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 : 186,555: 48,527 11,401 13,485 110,624 149,469 172,636 174,355: 13,919 12,200
Old : 186,555: 48,527 11,401 13,485 110,624 149,469 172,636 174,355: 13,919 12,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -7,272: 2,649 430 -955 -6,328 -6,350 -4,634 -6,875: -2,638 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 6.1 7.2 59.3 80.1 92.5 93.5: 7.5 6.5
Old : 100.0: 26.0 6.1 7.2 59.3 80.1 92.5 93.5: 7.5 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 : 172: 57 22 25 74 82 140 121:
Old : 172: 57 22 25 74 82 140 121:
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 : 23.2 29.2 36.4 42.7 10.6 13.9 17.0 23.7
Old : 23.2 29.2 36.4 42.7 10.6 13.9 17.0 23.7
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 31, 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 : 3,290: 0 0 0 3,290 3,290 3,290 3,290: 0 0
Old : 3,290: 0 0 0 3,290 3,290 3,290 3,290: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 250: -50 0 -50 350 300 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 13 15 13 15:
Old : 21: 0 0 0 13 15 13 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 : 60.8 59.0 86.3 84.8 42.6 38.0 51.7 51.7
Old : 60.8 59.0 86.3 84.8 42.6 38.0 51.7 51.7
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 - Futures Only, July 31, 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 : 4,175: 350 50 0 3,825 4,125 4,175 4,175: 0 0
Old : 4,175: 350 50 0 3,825 4,125 4,175 4,175: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 250: 0 0 0 250 350 250 350: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 1.2 0.0 91.6 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 8.4 1.2 0.0 91.6 98.8 100.0 100.0: 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 : 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 : 60.5 56.3 91.6 75.4 56.9 45.5 75.4 63.5
Old : 60.5 56.3 91.6 75.4 56.9 45.5 75.4 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008