GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, August 14, 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 : 8,453: 370 0 50 6,933 8,253 7,353 8,303: 1,100 150
Old : 8,453: 370 0 50 6,933 8,253 7,353 8,303: 1,100 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 215: -1,080 0 0 1,245 165 165 165: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.6 82.0 97.6 87.0 98.2: 13.0 1.8
Old : 100.0: 4.4 0.0 0.6 82.0 97.6 87.0 98.2: 13.0 1.8
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 : 26: 1 0 1 17 20 18 21:
Old : 26: 1 0 1 17 20 18 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 : 55.5 55.8 76.0 75.1 42.1 38.3 48.8 53.1
Old : 55.5 55.8 76.0 75.1 42.1 38.3 48.8 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, August 14, 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 : 13,887: 700 3,233 0 12,996 9,356 13,696 12,589: 191 1,298
Old : 13,887: 700 3,233 0 12,996 9,356 13,696 12,589: 191 1,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 812: 0 0 0 1,307 1,026 1,307 1,026: -495 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 23.3 0.0 93.6 67.4 98.6 90.7: 1.4 9.3
Old : 100.0: 5.0 23.3 0.0 93.6 67.4 98.6 90.7: 1.4 9.3
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 : 39: 2 3 0 26 29 28 32:
Old : 39: 2 3 0 26 29 28 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 : 55.9 49.3 73.9 63.3 52.3 40.4 63.8 52.5
Old : 55.9 49.3 73.9 63.3 52.3 40.4 63.8 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, August 14, 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 : 3,415: 45 45 0 3,094 2,919 3,139 2,964: 276 451
Old : 3,415: 45 45 0 3,094 2,919 3,139 2,964: 276 451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 108: 45 0 0 41 86 86 86: 22 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.3 0.0 90.6 85.5 91.9 86.8: 8.1 13.2
Old : 100.0: 1.3 1.3 0.0 90.6 85.5 91.9 86.8: 8.1 13.2
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 : 37: 1 1 0 29 33 30 34:
Old : 37: 1 1 0 29 33 30 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 : 32.6 29.5 52.2 46.8 26.8 25.0 39.2 33.9
Old : 32.6 29.5 52.2 46.8 26.8 25.0 39.2 33.9
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, August 14, 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 : 217,825: 26,496 19,412 21,503 137,955 152,279 185,954 193,194: 31,871 24,631
Old : 217,825: 26,496 19,412 21,503 137,955 152,279 185,954 193,194: 31,871 24,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -515: -2,189 -5,518 2,136 1,894 6,606 1,841 3,224: -2,356 -3,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.9 9.9 63.3 69.9 85.4 88.7: 14.6 11.3
Old : 100.0: 12.2 8.9 9.9 63.3 69.9 85.4 88.7: 14.6 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 35 23 33 70 74 121 119:
Old : 143: 35 23 33 70 74 121 119:
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 : 23.4 18.7 35.9 30.5 16.8 12.6 26.1 19.5
Old : 23.4 18.7 35.9 30.5 16.8 12.6 26.1 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, August 14, 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 : 769,438: 79,774 141,577 257,255 366,952 338,781 703,981 737,613: 65,457 31,825
Old : 769,438: 79,774 141,577 257,255 366,952 338,781 703,981 737,613: 65,457 31,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -29,177: -2,742 -7,351 -21,819 -4,607 3,648 -29,168 -25,522: -9 -3,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.4 33.4 47.7 44.0 91.5 95.9: 8.5 4.1
Old : 100.0: 10.4 18.4 33.4 47.7 44.0 91.5 95.9: 8.5 4.1
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 : 236: 63 72 88 86 76 209 186:
Old : 236: 63 72 88 86 76 209 186:
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 : 28.0 26.8 40.9 43.1 10.3 14.6 16.4 18.6
Old : 28.0 26.8 40.9 43.1 10.3 14.6 16.4 18.6
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, August 14, 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 : 84,023: 0 15,620 3,137 73,615 57,992 76,752 76,749: 7,271 7,274
Old : 84,023: 0 15,620 3,137 73,615 57,992 76,752 76,749: 7,271 7,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 719: -1,642 488 1,028 1,264 -925 650 591: 69 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.6 3.7 87.6 69.0 91.3 91.3: 8.7 8.7
Old : 100.0: 0.0 18.6 3.7 87.6 69.0 91.3 91.3: 8.7 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 : 32: 0 5 2 23 23 25 28:
Old : 32: 0 5 2 23 23 25 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 : 48.6 41.4 68.4 59.9 45.2 40.5 58.8 56.6
Old : 48.6 41.4 68.4 59.9 45.2 40.5 58.8 56.6
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, August 14, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 73,524: 0 7,394 2,069 65,454 54,972 67,523 64,435: 6,001 9,089
Old : 73,524: 0 7,394 2,069 65,454 54,972 67,523 64,435: 6,001 9,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 3,107: 0 1,958 196 2,719 732 2,915 2,886: 192 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.1 2.8 89.0 74.8 91.8 87.6: 8.2 12.4
Old : 100.0: 0.0 10.1 2.8 89.0 74.8 91.8 87.6: 8.2 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 2 29 20 31 22:
Old : 35: 0 2 2 29 20 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 41.1 60.3 61.7 41.4 35.2 60.0 52.2
Old : 41.4 41.1 60.3 61.7 41.4 35.2 60.0 52.2
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, August 14, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 136,347: 18,975 307 4,449 105,386 126,183 128,810 130,939: 7,537 5,408
Old : 136,347: 18,975 307 4,449 105,386 126,183 128,810 130,939: 7,537 5,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 6,747: 4,301 0 -1,860 4,281 8,955 6,722 7,095: 25 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.2 3.3 77.3 92.5 94.5 96.0: 5.5 4.0
Old : 100.0: 13.9 0.2 3.3 77.3 92.5 94.5 96.0: 5.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 1 4 32 31 38 35:
Old : 44: 5 1 4 32 31 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 47.6 57.9 62.8 38.4 46.9 48.2 59.4
Old : 42.5 47.6 57.9 62.8 38.4 46.9 48.2 59.4
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, August 14, 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 : 103,585: 12,922 12,015 3,993 76,311 81,057 93,226 97,065: 10,359 6,520
Old : 103,585: 12,922 12,015 3,993 76,311 81,057 93,226 97,065: 10,359 6,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 2,717: 0 1,928 -306 3,936 915 3,630 2,537: -913 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.6 3.9 73.7 78.3 90.0 93.7: 10.0 6.3
Old : 100.0: 12.5 11.6 3.9 73.7 78.3 90.0 93.7: 10.0 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 : 34: 3 2 3 23 24 28 27:
Old : 34: 3 2 3 23 24 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 54.7 61.7 72.3 37.2 53.3 54.0 65.9
Old : 38.3 54.7 61.7 72.3 37.2 53.3 54.0 65.9
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, August 14, 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 : 65,175: 11,901 14 4,734 44,608 54,693 61,243 59,441: 3,932 5,734
Old : 65,175: 11,901 14 4,734 44,608 54,693 61,243 59,441: 3,932 5,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 174: 1,124 10 -582 -428 806 114 234: 60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 0.0 7.3 68.4 83.9 94.0 91.2: 6.0 8.8
Old : 100.0: 18.3 0.0 7.3 68.4 83.9 94.0 91.2: 6.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 4 17 19 21 23:
Old : 27: 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 : 59.1 55.4 78.4 68.7 53.8 48.0 65.6 57.9
Old : 59.1 55.4 78.4 68.7 53.8 48.0 65.6 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, August 14, 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 : 58,958: 5,195 0 2,883 46,207 49,375 54,285 52,258: 4,673 6,700
Old : 58,958: 5,195 0 2,883 46,207 49,375 54,285 52,258: 4,673 6,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 590: 402 0 -117 367 2,353 652 2,236: -62 -1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 4.9 78.4 83.7 92.1 88.6: 7.9 11.4
Old : 100.0: 8.8 0.0 4.9 78.4 83.7 92.1 88.6: 7.9 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 2 24 23 26 25:
Old : 31: 2 0 2 24 23 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 : 56.5 32.7 76.2 52.5 47.5 29.7 58.6 45.4
Old : 56.5 32.7 76.2 52.5 47.5 29.7 58.6 45.4
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, August 14, 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 : 85,295: 5,984 4,609 2,395 69,397 70,487 77,776 77,491: 7,519 7,804
Old : 85,295: 5,984 4,609 2,395 69,397 70,487 77,776 77,491: 7,519 7,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -265: -454 1,558 -331 -78 -1,621 -863 -394: 598 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.4 2.8 81.4 82.6 91.2 90.9: 8.8 9.1
Old : 100.0: 7.0 5.4 2.8 81.4 82.6 91.2 90.9: 8.8 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 : 40: 2 3 4 25 30 30 34:
Old : 40: 2 3 4 25 30 30 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 : 49.5 25.6 67.4 43.3 40.8 19.1 53.6 34.3
Old : 49.5 25.6 67.4 43.3 40.8 19.1 53.6 34.3
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, August 14, 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 : 98,948: 4,446 2,155 4,461 75,273 81,855 84,180 88,471: 14,768 10,477
Old : 98,948: 4,446 2,155 4,461 75,273 81,855 84,180 88,471: 14,768 10,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 362: -856 -244 604 1,774 442 1,522 802: -1,160 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.2 4.5 76.1 82.7 85.1 89.4: 14.9 10.6
Old : 100.0: 4.5 2.2 4.5 76.1 82.7 85.1 89.4: 14.9 10.6
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 : 33: 1 2 2 22 20 24 23:
Old : 33: 1 2 2 22 20 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 : 40.0 43.5 63.2 61.9 36.0 40.7 54.7 57.0
Old : 40.0 43.5 63.2 61.9 36.0 40.7 54.7 57.0
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, August 14, 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 : 39,202: 8,098 1,576 2,140 25,426 29,457 35,664 33,173: 3,538 6,029
Old : 39,202: 8,098 1,576 2,140 25,426 29,457 35,664 33,173: 3,538 6,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,648: -397 0 364 1,315 1,586 1,282 1,950: 366 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 4.0 5.5 64.9 75.1 91.0 84.6: 9.0 15.4
Old : 100.0: 20.7 4.0 5.5 64.9 75.1 91.0 84.6: 9.0 15.4
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 : 25: 3 1 3 17 13 21 16:
Old : 25: 3 1 3 17 13 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 44.1 60.2 70.1 33.4 40.1 53.6 55.5
Old : 38.2 44.1 60.2 70.1 33.4 40.1 53.6 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, August 14, 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 : 65,639: 4,190 6,851 5,170 52,511 43,522 61,871 55,543: 3,768 10,096
Old : 65,639: 4,190 6,851 5,170 52,511 43,522 61,871 55,543: 3,768 10,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 3,862: -184 -694 768 2,646 4,196 3,230 4,270: 632 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 10.4 7.9 80.0 66.3 94.3 84.6: 5.7 15.4
Old : 100.0: 6.4 10.4 7.9 80.0 66.3 94.3 84.6: 5.7 15.4
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 : 24: 2 2 4 17 17 21 21:
Old : 24: 2 2 4 17 17 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 : 58.9 38.5 76.3 60.0 53.6 33.3 65.0 50.6
Old : 58.9 38.5 76.3 60.0 53.6 33.3 65.0 50.6
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, August 14, 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 : 88,507: 18,905 400 4,383 59,333 80,363 82,621 85,146: 5,886 3,361
Old : 88,507: 18,905 400 4,383 59,333 80,363 82,621 85,146: 5,886 3,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 5,885: 3,143 400 2,543 786 3,421 6,472 6,364: -587 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.5 5.0 67.0 90.8 93.3 96.2: 6.7 3.8
Old : 100.0: 21.4 0.5 5.0 67.0 90.8 93.3 96.2: 6.7 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 : 34: 2 1 2 27 26 30 28:
Old : 34: 2 1 2 27 26 30 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 39.9 67.2 58.1 37.2 31.6 48.5 44.1
Old : 48.5 39.9 67.2 58.1 37.2 31.6 48.5 44.1
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, August 14, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 109,331: 7,591 7,761 5,819 87,952 84,564 101,362 98,144: 7,969 11,187
Old : 109,331: 7,591 7,761 5,819 87,952 84,564 101,362 98,144: 7,969 11,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 37: 1,858 0 -306 -835 2,170 717 1,864: -680 -1,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.1 5.3 80.4 77.3 92.7 89.8: 7.3 10.2
Old : 100.0: 6.9 7.1 5.3 80.4 77.3 92.7 89.8: 7.3 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 : 43: 3 2 3 30 29 34 33:
Old : 43: 3 2 3 30 29 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 30.3 56.6 50.2 28.8 28.5 45.6 46.2
Old : 36.0 30.3 56.6 50.2 28.8 28.5 45.6 46.2
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, August 14, 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 : 53,013: 0 2,125 1,858 42,021 38,989 43,879 42,972: 9,134 10,041
Old : 53,013: 0 2,125 1,858 42,021 38,989 43,879 42,972: 9,134 10,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 182: 0 275 -122 304 29 182 182: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 3.5 79.3 73.5 82.8 81.1: 17.2 18.9
Old : 100.0: 0.0 4.0 3.5 79.3 73.5 82.8 81.1: 17.2 18.9
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 : 27: 0 2 2 18 18 20 20:
Old : 27: 0 2 2 18 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 : 48.4 38.5 65.7 63.5 48.0 38.0 63.8 58.4
Old : 48.4 38.5 65.7 63.5 48.0 38.0 63.8 58.4
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, August 14, 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 : 141,928: 1,592 16,582 20,336 108,150 99,272 130,078 136,190: 11,850 5,738
Old : 141,928: 1,592 16,582 20,336 108,150 99,272 130,078 136,190: 11,850 5,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 2,305: -987 1,028 2,273 2,732 1,681 4,018 4,982: -1,713 -2,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 11.7 14.3 76.2 69.9 91.7 96.0: 8.3 4.0
Old : 100.0: 1.1 11.7 14.3 76.2 69.9 91.7 96.0: 8.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 7 8 36 31 44 40:
Old : 46: 2 7 8 36 31 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 34.9 46.1 57.1 26.0 30.3 35.9 43.0
Old : 30.5 34.9 46.1 57.1 26.0 30.3 35.9 43.0
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, August 14, 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 : 88,819: 458 4,197 3,795 76,465 71,718 80,718 79,710: 8,101 9,109
Old : 88,819: 458 4,197 3,795 76,465 71,718 80,718 79,710: 8,101 9,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 2,043: -696 267 368 721 1,989 393 2,624: 1,650 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.7 4.3 86.1 80.7 90.9 89.7: 9.1 10.3
Old : 100.0: 0.5 4.7 4.3 86.1 80.7 90.9 89.7: 9.1 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 : 34: 2 2 3 21 24 24 28:
Old : 34: 2 2 3 21 24 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 33.1 71.4 55.0 54.2 30.4 62.0 48.3
Old : 58.0 33.1 71.4 55.0 54.2 30.4 62.0 48.3
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, August 14, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,997: 8,644 4,148 0 47,226 48,867 55,870 53,015: 1,127 3,982
Old : 56,997: 8,644 4,148 0 47,226 48,867 55,870 53,015: 1,127 3,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 7.3 0.0 82.9 85.7 98.0 93.0: 2.0 7.0
Old : 100.0: 15.2 7.3 0.0 82.9 85.7 98.0 93.0: 2.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 15 16 17 17:
Old : 24: 2 1 0 15 16 17 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 : 61.2 50.0 85.7 79.1 50.6 45.8 67.1 62.3
Old : 61.2 50.0 85.7 79.1 50.6 45.8 67.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, August 14, 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 : 263,384: 17,735 1,506 4,685 233,784 247,786 256,204 253,977: 7,180 9,407
Old : 263,384: 17,735 1,506 4,685 233,784 247,786 256,204 253,977: 7,180 9,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 2,792: 1,652 185 -746 1,215 3,869 2,121 3,308: 671 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.6 1.8 88.8 94.1 97.3 96.4: 2.7 3.6
Old : 100.0: 6.7 0.6 1.8 88.8 94.1 97.3 96.4: 2.7 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 : 63: 4 2 5 47 49 52 55:
Old : 63: 4 2 5 47 49 52 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 : 34.9 53.8 53.2 64.5 30.7 49.6 45.0 56.9
Old : 34.9 53.8 53.2 64.5 30.7 49.6 45.0 56.9
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, August 14, 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 : 182,583: 6,712 2,457 11,918 152,022 163,326 170,652 177,701: 11,931 4,882
Old : 182,583: 6,712 2,457 11,918 152,022 163,326 170,652 177,701: 11,931 4,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 423: 500 -968 -1,204 1,003 2,411 299 239: 124 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.3 6.5 83.3 89.5 93.5 97.3: 6.5 2.7
Old : 100.0: 3.7 1.3 6.5 83.3 89.5 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 : 48: 4 2 4 40 37 45 42:
Old : 48: 4 2 4 40 37 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 : 31.9 38.7 49.1 58.9 26.5 35.1 39.1 49.3
Old : 31.9 38.7 49.1 58.9 26.5 35.1 39.1 49.3
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, August 14, 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 : 178,370: 3,805 18,220 6,154 151,589 139,567 161,548 163,941: 16,822 14,429
Old : 178,370: 3,805 18,220 6,154 151,589 139,567 161,548 163,941: 16,822 14,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 355: 214 1,795 -412 -1,488 -1,816 -1,686 -433: 2,041 788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 10.2 3.5 85.0 78.2 90.6 91.9: 9.4 8.1
Old : 100.0: 2.1 10.2 3.5 85.0 78.2 90.6 91.9: 9.4 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 : 48: 2 4 4 37 34 41 40:
Old : 48: 2 4 4 37 34 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 40.0 52.4 58.2 32.0 36.5 46.5 50.3
Old : 34.9 40.0 52.4 58.2 32.0 36.5 46.5 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, August 14, 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 : 57,678: 0 974 1,681 45,684 43,836 47,365 46,491: 10,313 11,187
Old : 57,678: 0 974 1,681 45,684 43,836 47,365 46,491: 10,313 11,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,801: 0 273 -182 2,412 1,977 2,230 2,068: -429 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 2.9 79.2 76.0 82.1 80.6: 17.9 19.4
Old : 100.0: 0.0 1.7 2.9 79.2 76.0 82.1 80.6: 17.9 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 22 18 23 19:
Old : 26: 0 1 1 22 18 23 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 : 36.0 37.8 53.4 59.4 32.0 32.0 47.6 43.0
Old : 36.0 37.8 53.4 59.4 32.0 32.0 47.6 43.0
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, August 14, 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 : 227,071: 26,698 5,922 18,002 167,197 181,006 211,897 204,930: 15,174 22,141
Old : 227,071: 26,698 5,922 18,002 167,197 181,006 211,897 204,930: 15,174 22,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,860: 179 490 -462 2,182 1,709 1,899 1,737: -39 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.6 7.9 73.6 79.7 93.3 90.2: 6.7 9.8
Old : 100.0: 11.8 2.6 7.9 73.6 79.7 93.3 90.2: 6.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 2 8 40 40 49 48:
Old : 51: 7 2 8 40 40 49 48:
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 30.7 44.3 47.6 26.1 23.4 37.4 33.0
Old : 31.4 30.7 44.3 47.6 26.1 23.4 37.4 33.0
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, August 14, 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 : 69,854: 3,914 6,225 5,076 53,250 49,215 62,240 60,516: 7,614 9,338
Old : 69,854: 3,914 6,225 5,076 53,250 49,215 62,240 60,516: 7,614 9,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 4,685: 1,284 770 26 2,922 4,158 4,232 4,954: 453 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.9 7.3 76.2 70.5 89.1 86.6: 10.9 13.4
Old : 100.0: 5.6 8.9 7.3 76.2 70.5 89.1 86.6: 10.9 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 4 4 19 23 24 29:
Old : 34: 3 4 4 19 23 24 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 : 35.4 29.7 58.6 49.2 33.6 25.2 45.7 37.0
Old : 35.4 29.7 58.6 49.2 33.6 25.2 45.7 37.0
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, August 14, 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 : 2,762,663: 365,935 113,561 891,193 1,477,469 1,743,945 2,734,597 2,748,699: 28,066 13,964
Old : 2,762,663: 365,935 113,561 891,193 1,477,469 1,743,945 2,734,597 2,748,699: 28,066 13,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 42,639: 32,226 -5,230 6,475 6,224 46,352 44,925 47,597: -2,286 -4,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.1 32.3 53.5 63.1 99.0 99.5: 1.0 0.5
Old : 100.0: 13.2 4.1 32.3 53.5 63.1 99.0 99.5: 1.0 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 : 153: 25 20 40 105 94 148 138:
Old : 153: 25 20 40 105 94 148 138:
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 : 30.0 39.1 44.6 53.4 12.0 20.8 16.9 24.2
Old : 30.0 39.1 44.6 53.4 12.0 20.8 16.9 24.2
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, August 14, 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 : 1,022,812: 77,585 222,079 250,214 691,399 548,058 1,019,198 1,020,351: 3,614 2,461
Old : 1,022,812: 77,585 222,079 250,214 691,399 548,058 1,019,198 1,020,351: 3,614 2,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 11,682: 9,584 22,098 -2,766 4,326 -8,268 11,144 11,064: 538 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 21.7 24.5 67.6 53.6 99.6 99.8: 0.4 0.2
Old : 100.0: 7.6 21.7 24.5 67.6 53.6 99.6 99.8: 0.4 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 : 87: 22 20 38 44 42 83 83:
Old : 87: 22 20 38 44 42 83 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 34.3 62.4 54.0 31.3 24.4 39.0 33.7
Old : 44.6 34.3 62.4 54.0 31.3 24.4 39.0 33.7
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, August 14, 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 : 39,866: 3,635 682 384 34,666 38,022 38,685 39,088: 1,181 778
Old : 39,866: 3,635 682 384 34,666 38,022 38,685 39,088: 1,181 778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,463: 0 0 -154 1,604 1,544 1,450 1,390: 13 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.7 1.0 87.0 95.4 97.0 98.0: 3.0 2.0
Old : 100.0: 9.1 1.7 1.0 87.0 95.4 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 : 48: 6 3 4 32 31 40 36:
Old : 48: 6 3 4 32 31 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 : 49.7 45.1 71.9 65.2 40.2 42.1 55.7 53.9
Old : 49.7 45.1 71.9 65.2 40.2 42.1 55.7 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, August 14, 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 : 17,610: 1,438 46 489 15,577 16,969 17,504 17,504: 106 106
Old : 17,610: 1,438 46 489 15,577 16,969 17,504 17,504: 106 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 19: 0 0 0 0 38 0 38: 19 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.3 2.8 88.5 96.4 99.4 99.4: 0.6 0.6
Old : 100.0: 8.2 0.3 2.8 88.5 96.4 99.4 99.4: 0.6 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 : 29: 2 1 2 14 22 16 25:
Old : 29: 2 1 2 14 22 16 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 : 66.4 76.0 88.5 90.8 47.6 61.4 62.6 65.0
Old : 66.4 76.0 88.5 90.8 47.6 61.4 62.6 65.0
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, August 14, 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 : 19,411: 6,063 200 215 12,618 18,606 18,896 19,021: 515 390
Old : 19,411: 6,063 200 215 12,618 18,606 18,896 19,021: 515 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 30: 0 0 0 27 30 27 30: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 1.0 1.1 65.0 95.9 97.3 98.0: 2.7 2.0
Old : 100.0: 31.2 1.0 1.1 65.0 95.9 97.3 98.0: 2.7 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 : 25: 2 1 2 17 18 19 21:
Old : 25: 2 1 2 17 18 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 64.4 84.2 82.0 55.5 52.0 67.5 63.8
Old : 64.1 64.4 84.2 82.0 55.5 52.0 67.5 63.8
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, August 14, 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 : 12,130: 555 358 66 10,925 11,464 11,546 11,888: 584 242
Old : 12,130: 555 358 66 10,925 11,464 11,546 11,888: 584 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -6: 0 0 -30 0 24 -30 -6: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 3.0 0.5 90.1 94.5 95.2 98.0: 4.8 2.0
Old : 100.0: 4.6 3.0 0.5 90.1 94.5 95.2 98.0: 4.8 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 : 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 : 47.3 71.6 72.4 87.7 43.6 59.5 59.6 71.6
Old : 47.3 71.6 72.4 87.7 43.6 59.5 59.6 71.6
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, August 14, 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 : 29,106: 1,008 1,230 212 26,310 26,902 27,530 28,344: 1,576 762
Old : 29,106: 1,008 1,230 212 26,310 26,902 27,530 28,344: 1,576 762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 0: 0 -20 0 0 0 0 -20: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.2 0.7 90.4 92.4 94.6 97.4: 5.4 2.6
Old : 100.0: 3.5 4.2 0.7 90.4 92.4 94.6 97.4: 5.4 2.6
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 : 31: 1 1 2 22 23 24 25:
Old : 31: 1 1 2 22 23 24 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 : 48.5 48.5 66.8 73.7 34.2 38.5 47.1 50.3
Old : 48.5 48.5 66.8 73.7 34.2 38.5 47.1 50.3
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, August 14, 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 : 25,750: 332 456 700 23,744 23,746 24,776 24,902: 974 848
Old : 25,750: 332 456 700 23,744 23,746 24,776 24,902: 974 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -626: 0 0 -560 -66 -66 -626 -626: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.8 2.7 92.2 92.2 96.2 96.7: 3.8 3.3
Old : 100.0: 1.3 1.8 2.7 92.2 92.2 96.2 96.7: 3.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 19 17 21 20:
Old : 23: 2 1 2 19 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 66.6 74.5 85.7 38.1 44.4 49.5 53.5
Old : 54.1 66.6 74.5 85.7 38.1 44.4 49.5 53.5
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, August 14, 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 : 10,186: 1,220 410 520 7,871 8,722 9,611 9,652: 575 534
Old : 10,186: 1,220 410 520 7,871 8,722 9,611 9,652: 575 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -10: 0 40 -40 30 -10 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 4.0 5.1 77.3 85.6 94.4 94.8: 5.6 5.2
Old : 100.0: 12.0 4.0 5.1 77.3 85.6 94.4 94.8: 5.6 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: 2 1 2 14 13 17 15:
Old : 21: 2 1 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 : 59.2 57.9 80.5 82.1 40.1 41.3 49.3 49.4
Old : 59.2 57.9 80.5 82.1 40.1 41.3 49.3 49.4
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, August 14, 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 : 1,516,963: 220,585 154,478 427,396 789,913 860,484 1,437,894 1,442,358: 79,069 74,605
Old : 1,516,963: 220,585 154,478 427,396 789,913 860,484 1,437,894 1,442,358: 79,069 74,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 12,146: -12,983 29,832 135,068 -103,957 -153,585 18,128 11,315: -5,982 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 10.2 28.2 52.1 56.7 94.8 95.1: 5.2 4.9
Old : 100.0: 14.5 10.2 28.2 52.1 56.7 94.8 95.1: 5.2 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 : 315: 102 91 134 79 100 257 268:
Old : 315: 102 91 134 79 100 257 268:
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 : 22.4 22.7 33.2 31.9 9.2 6.7 14.6 10.4
Old : 22.4 22.7 33.2 31.9 9.2 6.7 14.6 10.4
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, August 14, 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 : 94,865: 20,776 15,739 2,858 49,481 44,647 73,115 63,244: 21,750 31,621
Old : 94,865: 20,776 15,739 2,858 49,481 44,647 73,115 63,244: 21,750 31,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,062: 897 -296 -443 118 389 572 -350: 490 1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 16.6 3.0 52.2 47.1 77.1 66.7: 22.9 33.3
Old : 100.0: 21.9 16.6 3.0 52.2 47.1 77.1 66.7: 22.9 33.3
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 : 24: 3 3 4 18 16 23 21:
Old : 24: 3 3 4 18 16 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 30.8 59.9 48.8 39.9 28.5 54.8 44.4
Old : 40.6 30.8 59.9 48.8 39.9 28.5 54.8 44.4
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, August 14, 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 : 9,861: 0 350 0 9,861 9,511 9,861 9,861: 0 0
Old : 9,861: 0 350 0 9,861 9,511 9,861 9,861: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 253: 0 0 0 253 253 253 253: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 100.0 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.5 0.0 100.0 96.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 21 22 21 24:
Old : 27: 0 2 0 21 22 21 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 : 44.6 53.4 65.6 76.4 33.3 33.6 44.1 44.4
Old : 44.6 53.4 65.6 76.4 33.3 33.6 44.1 44.4
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, August 14, 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 : 91,683: 6,556 22,649 22,622 56,037 38,100 85,215 83,371: 6,468 8,312
Old : 91,683: 6,556 22,649 22,622 56,037 38,100 85,215 83,371: 6,468 8,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 3,663: -63 264 700 2,682 2,507 3,319 3,471: 344 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 24.7 24.7 61.1 41.6 92.9 90.9: 7.1 9.1
Old : 100.0: 7.2 24.7 24.7 61.1 41.6 92.9 90.9: 7.1 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 : 39: 6 12 15 20 18 36 36:
Old : 39: 6 12 15 20 18 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 : 31.3 36.2 51.5 56.8 16.0 16.0 24.5 21.4
Old : 31.3 36.2 51.5 56.8 16.0 16.0 24.5 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, August 14, 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 : 17,996: 12,047 2,023 420 3,353 15,029 15,820 17,472: 2,176 524
Old : 17,996: 12,047 2,023 420 3,353 15,029 15,820 17,472: 2,176 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -924: -697 583 163 -221 -1,787 -755 -1,041: -169 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 11.2 2.3 18.6 83.5 87.9 97.1: 12.1 2.9
Old : 100.0: 66.9 11.2 2.3 18.6 83.5 87.9 97.1: 12.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 60 17 4 13 25 76 45:
Old : 115: 60 17 4 13 25 76 45:
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 : 45.6 37.3 59.4 56.6 44.9 37.3 58.7 56.6
Old : 45.6 37.3 59.4 56.6 44.9 37.3 58.7 56.6
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, August 14, 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 : 12,933: 7,150 768 0 3,045 11,314 10,195 12,082: 2,738 851
Old : 12,933: 7,150 768 0 3,045 11,314 10,195 12,082: 2,738 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -1,640: -1,796 -226 0 515 -1,452 -1,281 -1,678: -359 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 5.9 0.0 23.5 87.5 78.8 93.4: 21.2 6.6
Old : 100.0: 55.3 5.9 0.0 23.5 87.5 78.8 93.4: 21.2 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 : 74: 36 5 0 10 23 46 28:
Old : 74: 36 5 0 10 23 46 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 : 23.9 59.2 37.7 73.6 23.9 59.2 37.7 73.6
Old : 23.9 59.2 37.7 73.6 23.9 59.2 37.7 73.6
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, August 14, 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 : 188,129: 41,354 15,811 14,041 118,065 143,633 173,460 173,485: 14,669 14,644
Old : 188,129: 41,354 15,811 14,041 118,065 143,633 173,460 173,485: 14,669 14,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 2,084: -4,625 1,988 -432 7,180 -609 2,123 947: -39 1,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.4 7.5 62.8 76.3 92.2 92.2: 7.8 7.8
Old : 100.0: 22.0 8.4 7.5 62.8 76.3 92.2 92.2: 7.8 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 : 176: 55 25 30 76 84 145 127:
Old : 176: 55 25 30 76 84 145 127:
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 31.3 38.9 43.9 12.1 12.8 18.5 20.5
Old : 24.2 31.3 38.9 43.9 12.1 12.8 18.5 20.5
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, August 14, 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 : 3,625: 350 0 0 3,275 3,525 3,625 3,525: 0 100
Old : 3,625: 350 0 0 3,275 3,525 3,625 3,525: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 0.0 90.3 97.2 100.0 97.2: 0.0 2.8
Old : 100.0: 9.7 0.0 0.0 90.3 97.2 100.0 97.2: 0.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 0 12 17 14 17:
Old : 23: 2 0 0 12 17 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 59.3 91.0 78.6 57.9 51.0 76.6 67.6
Old : 64.8 59.3 91.0 78.6 57.9 51.0 76.6 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008