GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, August 28, 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 : 8,407: 265 25 50 7,142 8,282 7,457 8,357: 950 50
Old : 8,407: 265 25 50 7,142 8,282 7,457 8,357: 950 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 259: -105 25 0 364 234 259 259: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.3 0.6 85.0 98.5 88.7 99.4: 11.3 0.6
Old : 100.0: 3.2 0.3 0.6 85.0 98.5 88.7 99.4: 11.3 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 : 28: 1 1 1 20 22 21 24:
Old : 28: 1 1 1 20 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 : 54.7 49.2 73.7 70.1 39.3 32.4 46.2 47.7
Old : 54.7 49.2 73.7 70.1 39.3 32.4 46.2 47.7
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 28, 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 : 13,737: 700 3,233 0 12,351 8,992 13,051 12,225: 686 1,512
Old : 13,737: 700 3,233 0 12,351 8,992 13,051 12,225: 686 1,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 23.5 0.0 89.9 65.5 95.0 89.0: 5.0 11.0
Old : 100.0: 5.1 23.5 0.0 89.9 65.5 95.0 89.0: 5.0 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 3 0 25 28 27 31:
Old : 38: 2 3 0 25 28 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 49.6 73.4 63.3 51.2 40.8 61.2 53.4
Old : 56.5 49.6 73.4 63.3 51.2 40.8 61.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, August 28, 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 : 2,557: 0 0 0 1,613 1,893 1,613 1,893: 944 664
Old : 2,557: 0 0 0 1,613 1,893 1,613 1,893: 944 664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 302: 0 0 0 203 410 203 410: 99 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 63.1 74.0 63.1 74.0: 36.9 26.0
Old : 100.0: 0.0 0.0 0.0 63.1 74.0 63.1 74.0: 36.9 26.0
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: 0 0 0 19 22 19 22:
Old : 23: 0 0 0 19 22 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 26.9 51.4 44.3 29.9 22.4 34.5 33.9
Old : 39.4 26.9 51.4 44.3 29.9 22.4 34.5 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, August 28, 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 : 3,635: 50 90 52 3,289 2,939 3,391 3,081: 244 554
Old : 3,635: 50 90 52 3,289 2,939 3,391 3,081: 244 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 180: -10 45 52 210 90 252 187: -72 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.5 1.4 90.5 80.9 93.3 84.8: 6.7 15.2
Old : 100.0: 1.4 2.5 1.4 90.5 80.9 93.3 84.8: 6.7 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 2 1 33 36 35 38:
Old : 40: 1 2 1 33 36 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 25.4 50.0 41.0 24.9 18.4 38.0 28.7
Old : 29.8 25.4 50.0 41.0 24.9 18.4 38.0 28.7
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, August 28, 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 : 218,000: 32,313 13,484 18,692 133,874 158,050 184,879 190,226: 33,121 27,774
Old : 218,000: 32,313 13,484 18,692 133,874 158,050 184,879 190,226: 33,121 27,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 2,140: 5,023 -5,142 -805 -3,369 6,916 849 969: 1,291 1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 6.2 8.6 61.4 72.5 84.8 87.3: 15.2 12.7
Old : 100.0: 14.8 6.2 8.6 61.4 72.5 84.8 87.3: 15.2 12.7
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 : 136: 32 22 30 68 70 118 110:
Old : 136: 32 22 30 68 70 118 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 19.2 34.4 31.6 17.4 14.5 26.5 23.2
Old : 22.4 19.2 34.4 31.6 17.4 14.5 26.5 23.2
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 28, 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 : 771,157: 78,005 144,423 259,566 361,864 334,024 699,435 738,013: 71,722 33,144
Old : 771,157: 78,005 144,423 259,566 361,864 334,024 699,435 738,013: 71,722 33,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 8,106: 1,592 8,079 -2,528 4,743 -930 3,807 4,621: 4,299 3,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 18.7 33.7 46.9 43.3 90.7 95.7: 9.3 4.3
Old : 100.0: 10.1 18.7 33.7 46.9 43.3 90.7 95.7: 9.3 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 : 218: 56 72 74 82 67 187 170:
Old : 218: 56 72 74 82 67 187 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 28.3 40.7 43.1 10.0 14.0 15.3 19.1
Old : 27.8 28.3 40.7 43.1 10.0 14.0 15.3 19.1
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 28, 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 : 85,721: 139 15,281 2,852 76,393 59,285 79,384 77,418: 6,337 8,303
Old : 85,721: 139 15,281 2,852 76,393 59,285 79,384 77,418: 6,337 8,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,311: 139 -419 -269 3,221 2,233 3,091 1,545: -1,780 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 17.8 3.3 89.1 69.2 92.6 90.3: 7.4 9.7
Old : 100.0: 0.2 17.8 3.3 89.1 69.2 92.6 90.3: 7.4 9.7
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: 1 4 2 23 23 25 28:
Old : 32: 1 4 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 : 49.1 41.9 68.8 59.9 47.7 41.1 62.4 56.9
Old : 49.1 41.9 68.8 59.9 47.7 41.1 62.4 56.9
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, August 28, 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 : 74,434: 0 10,160 1,879 67,450 53,134 69,329 65,173: 5,105 9,261
Old : 74,434: 0 10,160 1,879 67,450 53,134 69,329 65,173: 5,105 9,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 410: 0 1,081 170 516 -1,265 686 -14: -276 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.6 2.5 90.6 71.4 93.1 87.6: 6.9 12.4
Old : 100.0: 0.0 13.6 2.5 90.6 71.4 93.1 87.6: 6.9 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 31 21 33 23:
Old : 35: 0 2 2 31 21 33 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 : 40.2 40.9 59.3 60.5 40.2 35.5 58.4 49.9
Old : 40.2 40.9 59.3 60.5 40.2 35.5 58.4 49.9
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 28, 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 : 140,236: 24,671 853 4,375 104,895 130,052 133,941 135,280: 6,295 4,956
Old : 140,236: 24,671 853 4,375 104,895 130,052 133,941 135,280: 6,295 4,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 6,620: 5,788 546 662 411 5,383 6,861 6,591: -241 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 0.6 3.1 74.8 92.7 95.5 96.5: 4.5 3.5
Old : 100.0: 17.6 0.6 3.1 74.8 92.7 95.5 96.5: 4.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 2 5 33 32 40 37:
Old : 45: 5 2 5 33 32 40 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 : 44.5 48.4 58.8 64.8 41.3 47.6 52.0 59.1
Old : 44.5 48.4 58.8 64.8 41.3 47.6 52.0 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, August 28, 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 : 108,780: 12,922 13,772 3,997 80,350 83,453 97,269 101,222: 11,511 7,558
Old : 108,780: 12,922 13,772 3,997 80,350 83,453 97,269 101,222: 11,511 7,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,858: 0 1,348 -186 1,924 -1,254 1,738 -92: 120 1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 12.7 3.7 73.9 76.7 89.4 93.1: 10.6 6.9
Old : 100.0: 11.9 12.7 3.7 73.9 76.7 89.4 93.1: 10.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 2 3 24 25 29 28:
Old : 35: 3 2 3 24 25 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 53.4 60.4 70.4 35.5 51.5 52.4 63.4
Old : 37.8 53.4 60.4 70.4 35.5 51.5 52.4 63.4
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, August 28, 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 : 65,623: 10,247 756 4,672 47,228 54,549 62,147 59,977: 3,476 5,646
Old : 65,623: 10,247 756 4,672 47,228 54,549 62,147 59,977: 3,476 5,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 395: -1,430 -2 480 1,801 -115 851 363: -456 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 1.2 7.1 72.0 83.1 94.7 91.4: 5.3 8.6
Old : 100.0: 15.6 1.2 7.1 72.0 83.1 94.7 91.4: 5.3 8.6
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: 3 2 5 19 20 24 25:
Old : 31: 3 2 5 19 20 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 : 57.0 55.1 75.4 67.3 52.0 47.9 63.5 56.4
Old : 57.0 55.1 75.4 67.3 52.0 47.9 63.5 56.4
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 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,807: 4,683 861 4,580 50,751 50,704 60,014 56,145: 4,793 8,662
Old : 64,807: 4,683 861 4,580 50,751 50,704 60,014 56,145: 4,793 8,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 4,327: -1,358 527 1,661 4,578 965 4,881 3,153: -554 1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.3 7.1 78.3 78.2 92.6 86.6: 7.4 13.4
Old : 100.0: 7.2 1.3 7.1 78.3 78.2 92.6 86.6: 7.4 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 : 33: 2 2 2 24 23 26 27:
Old : 33: 2 2 2 24 23 26 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 : 53.3 32.9 75.4 53.1 44.8 30.5 57.6 44.6
Old : 53.3 32.9 75.4 53.1 44.8 30.5 57.6 44.6
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, August 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 92,655: 5,648 3,840 3,653 73,216 77,842 82,517 85,335: 10,138 7,320
Old : 92,655: 5,648 3,840 3,653 73,216 77,842 82,517 85,335: 10,138 7,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 471: -2,890 -245 195 332 -581 -2,363 -631: 2,834 1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.1 3.9 79.0 84.0 89.1 92.1: 10.9 7.9
Old : 100.0: 6.1 4.1 3.9 79.0 84.0 89.1 92.1: 10.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 3 4 28 29 33 33:
Old : 42: 2 3 4 28 29 33 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 : 44.6 27.4 62.8 44.2 34.5 22.6 48.4 36.8
Old : 44.6 27.4 62.8 44.2 34.5 22.6 48.4 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, August 28, 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 : 101,856: 4,958 3,084 4,511 77,343 84,163 86,812 91,758: 15,044 10,098
Old : 101,856: 4,958 3,084 4,511 77,343 84,163 86,812 91,758: 15,044 10,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 296: 854 759 -1,154 810 1,040 510 645: -214 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.0 4.4 75.9 82.6 85.2 90.1: 14.8 9.9
Old : 100.0: 4.9 3.0 4.4 75.9 82.6 85.2 90.1: 14.8 9.9
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 : 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 : 40.9 42.9 64.1 60.7 36.7 40.2 55.7 56.2
Old : 40.9 42.9 64.1 60.7 36.7 40.2 55.7 56.2
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 28, 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 : 43,142: 4,736 1,942 3,990 30,544 29,931 39,270 35,863: 3,872 7,279
Old : 43,142: 4,736 1,942 3,990 30,544 29,931 39,270 35,863: 3,872 7,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 3,016: -2,078 428 896 3,436 1,084 2,254 2,408: 762 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 4.5 9.2 70.8 69.4 91.0 83.1: 9.0 16.9
Old : 100.0: 11.0 4.5 9.2 70.8 69.4 91.0 83.1: 9.0 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 3 17 14 21 17:
Old : 26: 3 1 3 17 14 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 : 34.7 41.4 58.8 67.2 31.8 37.8 49.9 52.6
Old : 34.7 41.4 58.8 67.2 31.8 37.8 49.9 52.6
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 28, 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 : 65,540: 5,255 1,776 6,124 50,090 47,564 61,469 55,464: 4,071 10,076
Old : 65,540: 5,255 1,776 6,124 50,090 47,564 61,469 55,464: 4,071 10,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -1,872: -434 -5,252 1,592 -3,112 1,788 -1,954 -1,872: 82 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 2.7 9.3 76.4 72.6 93.8 84.6: 6.2 15.4
Old : 100.0: 8.0 2.7 9.3 76.4 72.6 93.8 84.6: 6.2 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 16 17 20 21:
Old : 24: 2 2 4 16 17 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 : 54.4 36.7 73.2 60.1 49.4 33.0 63.5 50.4
Old : 54.4 36.7 73.2 60.1 49.4 33.0 63.5 50.4
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 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 92,012: 17,585 0 5,211 61,854 82,756 84,650 87,967: 7,362 4,045
Old : 92,012: 17,585 0 5,211 61,854 82,756 84,650 87,967: 7,362 4,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,774: 2,546 -466 -908 -732 2,764 906 1,390: 868 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 0.0 5.7 67.2 89.9 92.0 95.6: 8.0 4.4
Old : 100.0: 19.1 0.0 5.7 67.2 89.9 92.0 95.6: 8.0 4.4
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 : 36: 3 0 2 29 29 32 31:
Old : 36: 3 0 2 29 29 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 37.9 62.9 56.3 33.7 27.0 45.3 42.0
Old : 45.3 37.9 62.9 56.3 33.7 27.0 45.3 42.0
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 28, 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 : 113,351: 10,789 7,901 4,588 87,149 87,356 102,526 99,845: 10,825 13,506
Old : 113,351: 10,789 7,901 4,588 87,149 87,356 102,526 99,845: 10,825 13,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 3,000: 1,139 -346 -283 1,461 1,005 2,317 376: 683 2,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 7.0 4.0 76.9 77.1 90.5 88.1: 9.5 11.9
Old : 100.0: 9.5 7.0 4.0 76.9 77.1 90.5 88.1: 9.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 2 3 28 29 33 33:
Old : 43: 4 2 3 28 29 33 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 : 38.9 29.5 59.4 49.5 29.5 28.3 49.0 46.7
Old : 38.9 29.5 59.4 49.5 29.5 28.3 49.0 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, August 28, 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 : 56,912: 0 4,678 1,071 46,676 41,363 47,747 47,112: 9,165 9,800
Old : 56,912: 0 4,678 1,071 46,676 41,363 47,747 47,112: 9,165 9,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 2,807: 0 1,463 -395 4,067 1,964 3,672 3,032: -865 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 1.9 82.0 72.7 83.9 82.8: 16.1 17.2
Old : 100.0: 0.0 8.2 1.9 82.0 72.7 83.9 82.8: 16.1 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 1 19 19 20 21:
Old : 29: 0 2 1 19 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 : 45.1 38.9 65.0 64.3 44.7 37.1 63.8 60.9
Old : 45.1 38.9 65.0 64.3 44.7 37.1 63.8 60.9
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, August 28, 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 : 24,009: 6,560 3,728 0 16,630 20,011 23,190 23,739: 819 270
Old : 24,009: 6,560 3,728 0 16,630 20,011 23,190 23,739: 819 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 15.5 0.0 69.3 83.3 96.6 98.9: 3.4 1.1
Old : 100.0: 27.3 15.5 0.0 69.3 83.3 96.6 98.9: 3.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 10 11 12 12:
Old : 20: 2 1 0 10 11 12 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 : 78.5 72.6 92.2 90.3 53.9 49.1 61.0 62.8
Old : 78.5 72.6 92.2 90.3 53.9 49.1 61.0 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A23
Commitments of Traders - Futures Only, August 28, 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 : 12,015: 3,260 240 0 6,968 10,809 10,228 11,049: 1,787 966
Old : 12,015: 3,260 240 0 6,968 10,809 10,228 11,049: 1,787 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 2.0 0.0 58.0 90.0 85.1 92.0: 14.9 8.0
Old : 100.0: 27.1 2.0 0.0 58.0 90.0 85.1 92.0: 14.9 8.0
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 : 20: 4 1 0 6 11 10 12:
Old : 20: 4 1 0 6 11 10 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 : 68.1 56.9 81.1 84.7 67.8 54.8 80.0 82.6
Old : 68.1 56.9 81.1 84.7 67.8 54.8 80.0 82.6
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 28, 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 : 145,562: 1,107 22,071 15,176 117,748 101,965 134,031 139,212: 11,531 6,350
Old : 145,562: 1,107 22,071 15,176 117,748 101,965 134,031 139,212: 11,531 6,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 2,526: 0 5,068 -4,670 8,193 1,977 3,523 2,375: -997 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 15.2 10.4 80.9 70.0 92.1 95.6: 7.9 4.4
Old : 100.0: 0.8 15.2 10.4 80.9 70.0 92.1 95.6: 7.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 8 7 36 30 43 39:
Old : 46: 1 8 7 36 30 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 33.2 45.6 55.1 24.8 27.5 35.7 39.2
Old : 29.3 33.2 45.6 55.1 24.8 27.5 35.7 39.2
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 28, 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 : 90,179: 12 4,133 4,651 77,642 68,877 82,305 77,661: 7,874 12,518
Old : 90,179: 12 4,133 4,651 77,642 68,877 82,305 77,661: 7,874 12,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 332: 0 -12 526 85 -395 611 119: -279 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 5.2 86.1 76.4 91.3 86.1: 8.7 13.9
Old : 100.0: 0.0 4.6 5.2 86.1 76.4 91.3 86.1: 8.7 13.9
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 : 33: 1 3 3 21 22 24 26:
Old : 33: 1 3 3 21 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 32.6 73.5 53.8 53.7 30.3 61.7 47.6
Old : 58.2 32.6 73.5 53.8 53.7 30.3 61.7 47.6
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 28, 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 : 58,227: 9,033 3,728 0 47,886 50,217 56,919 53,945: 1,308 4,282
Old : 58,227: 9,033 3,728 0 47,886 50,217 56,919 53,945: 1,308 4,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,530: 480 0 0 930 1,230 1,410 1,230: 120 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 6.4 0.0 82.2 86.2 97.8 92.6: 2.2 7.4
Old : 100.0: 15.5 6.4 0.0 82.2 86.2 97.8 92.6: 2.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 0 17 19 20 20:
Old : 30: 3 1 0 17 19 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 : 59.9 48.1 84.0 76.0 49.6 44.0 65.7 59.6
Old : 59.9 48.1 84.0 76.0 49.6 44.0 65.7 59.6
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 28, 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 : 269,233: 16,947 1,690 6,047 238,207 250,766 261,201 258,503: 8,032 10,730
Old : 269,233: 16,947 1,690 6,047 238,207 250,766 261,201 258,503: 8,032 10,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 3,931: -143 153 333 3,651 3,098 3,841 3,584: 90 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.6 2.2 88.5 93.1 97.0 96.0: 3.0 4.0
Old : 100.0: 6.3 0.6 2.2 88.5 93.1 97.0 96.0: 3.0 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 : 63: 4 2 5 50 47 55 53:
Old : 63: 4 2 5 50 47 55 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 53.5 52.6 65.3 28.4 49.5 43.6 57.0
Old : 33.8 53.5 52.6 65.3 28.4 49.5 43.6 57.0
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 28, 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 : 185,663: 7,577 2,205 12,550 152,722 165,591 172,849 180,346: 12,814 5,317
Old : 185,663: 7,577 2,205 12,550 152,722 165,591 172,849 180,346: 12,814 5,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 3,092: 619 574 161 1,605 2,041 2,385 2,776: 707 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.2 6.8 82.3 89.2 93.1 97.1: 6.9 2.9
Old : 100.0: 4.1 1.2 6.8 82.3 89.2 93.1 97.1: 6.9 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 : 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 : 29.8 36.9 47.1 57.1 25.1 34.4 37.7 46.2
Old : 29.8 36.9 47.1 57.1 25.1 34.4 37.7 46.2
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 28, 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 : 186,648: 5,528 14,763 8,999 155,810 151,054 170,337 174,816: 16,311 11,832
Old : 186,648: 5,528 14,763 8,999 155,810 151,054 170,337 174,816: 16,311 11,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 5,681: 979 -171 1,654 4,712 6,170 7,345 7,653: -1,664 -1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 7.9 4.8 83.5 80.9 91.3 93.7: 8.7 6.3
Old : 100.0: 3.0 7.9 4.8 83.5 80.9 91.3 93.7: 8.7 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 : 52: 4 3 6 41 37 47 44:
Old : 52: 4 3 6 41 37 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 35.5 50.8 55.7 31.5 32.6 44.5 46.7
Old : 32.0 35.5 50.8 55.7 31.5 32.6 44.5 46.7
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 28, 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 : 58,873: 0 3,768 1,316 46,678 42,532 47,994 47,616: 10,879 11,257
Old : 58,873: 0 3,768 1,316 46,678 42,532 47,994 47,616: 10,879 11,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,594: 0 1,180 -398 1,640 680 1,242 1,462: 352 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 2.2 79.3 72.2 81.5 80.9: 18.5 19.1
Old : 100.0: 0.0 6.4 2.2 79.3 72.2 81.5 80.9: 18.5 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 1 22 19 23 21:
Old : 27: 0 2 1 22 19 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 : 34.7 37.3 53.7 59.8 32.1 29.7 47.5 44.8
Old : 34.7 37.3 53.7 59.8 32.1 29.7 47.5 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, August 28, 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 : 231,344: 27,383 3,909 17,837 169,444 186,037 214,664 207,783: 16,680 23,561
Old : 231,344: 27,383 3,909 17,837 169,444 186,037 214,664 207,783: 16,680 23,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 2,201: 1,092 1,594 -1,024 1,166 419 1,234 989: 967 1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 1.7 7.7 73.2 80.4 92.8 89.8: 7.2 10.2
Old : 100.0: 11.8 1.7 7.7 73.2 80.4 92.8 89.8: 7.2 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 : 49: 6 2 6 40 39 48 45:
Old : 49: 6 2 6 40 39 48 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 : 30.0 29.9 42.9 46.4 22.9 23.1 33.9 32.7
Old : 30.0 29.9 42.9 46.4 22.9 23.1 33.9 32.7
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 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,788: 3,914 9,512 5,033 59,887 51,363 68,834 65,908: 6,954 9,880
Old : 75,788: 3,914 9,512 5,033 59,887 51,363 68,834 65,908: 6,954 9,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 4,600: 0 3,417 -148 5,108 967 4,960 4,236: -360 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 12.6 6.6 79.0 67.8 90.8 87.0: 9.2 13.0
Old : 100.0: 5.2 12.6 6.6 79.0 67.8 90.8 87.0: 9.2 13.0
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 : 36: 3 4 4 23 25 28 31:
Old : 36: 3 4 4 23 25 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 29.0 57.1 46.3 31.9 21.2 44.6 35.8
Old : 34.3 29.0 57.1 46.3 31.9 21.2 44.6 35.8
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 28, 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 : 2,824,213: 378,800 137,492 912,795 1,508,509 1,755,952 2,800,104 2,806,239: 24,109 17,974
Old : 2,824,213: 378,800 137,492 912,795 1,508,509 1,755,952 2,800,104 2,806,239: 24,109 17,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 48,231: -9,275 5,149 25,392 35,533 16,700 51,650 47,241: -3,419 990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.9 32.3 53.4 62.2 99.1 99.4: 0.9 0.6
Old : 100.0: 13.4 4.9 32.3 53.4 62.2 99.1 99.4: 0.9 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 : 171: 26 24 44 116 99 164 147:
Old : 171: 26 24 44 116 99 164 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 38.8 44.9 52.5 12.3 21.3 17.0 25.0
Old : 30.5 38.8 44.9 52.5 12.3 21.3 17.0 25.0
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 28, 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 : 1,099,261: 94,785 228,892 273,677 720,506 586,748 1,088,968 1,089,317: 10,293 9,944
Old : 1,099,261: 94,785 228,892 273,677 720,506 586,748 1,088,968 1,089,317: 10,293 9,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 51,977: 6,135 2,257 13,317 25,250 28,030 44,702 43,604: 7,275 8,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 20.8 24.9 65.5 53.4 99.1 99.1: 0.9 0.9
Old : 100.0: 8.6 20.8 24.9 65.5 53.4 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 25 21 41 42 42 85 86:
Old : 90: 25 21 41 42 42 85 86:
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 : 42.3 32.7 60.6 52.1 29.6 23.4 37.0 34.2
Old : 42.3 32.7 60.6 52.1 29.6 23.4 37.0 34.2
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 28, 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 : 40,266: 3,421 792 442 35,692 38,264 39,555 39,498: 711 768
Old : 40,266: 3,421 792 442 35,692 38,264 39,555 39,498: 711 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -134: -14 20 24 -214 -188 -204 -144: 70 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 2.0 1.1 88.6 95.0 98.2 98.1: 1.8 1.9
Old : 100.0: 8.5 2.0 1.1 88.6 95.0 98.2 98.1: 1.8 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 : 48: 6 3 5 32 30 40 36:
Old : 48: 6 3 5 32 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 : 50.1 44.5 71.7 65.3 40.6 41.5 54.4 52.8
Old : 50.1 44.5 71.7 65.3 40.6 41.5 54.4 52.8
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 28, 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 : 17,787: 1,438 46 489 15,754 17,146 17,681 17,681: 106 106
Old : 17,787: 1,438 46 489 15,754 17,146 17,681 17,681: 106 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 72: 0 0 0 72 72 72 72: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.3 2.7 88.6 96.4 99.4 99.4: 0.6 0.6
Old : 100.0: 8.1 0.3 2.7 88.6 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 : 30: 2 1 2 13 23 15 26:
Old : 30: 2 1 2 13 23 15 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 : 66.7 75.2 89.4 89.4 47.6 59.9 62.5 64.1
Old : 66.7 75.2 89.4 89.4 47.6 59.9 62.5 64.1
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 28, 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 : 19,476: 6,063 200 215 12,634 18,671 18,912 19,086: 564 390
Old : 19,476: 6,063 200 215 12,634 18,671 18,912 19,086: 564 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 25: 0 0 0 -15 25 -15 25: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 1.0 1.1 64.9 95.9 97.1 98.0: 2.9 2.0
Old : 100.0: 31.1 1.0 1.1 64.9 95.9 97.1 98.0: 2.9 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 : 26: 2 1 2 18 18 20 21:
Old : 26: 2 1 2 18 18 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 : 63.1 64.1 83.2 81.7 54.6 51.9 66.8 63.6
Old : 63.1 64.1 83.2 81.7 54.6 51.9 66.8 63.6
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 28, 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 : 12,177: 555 414 66 10,948 11,431 11,569 11,911: 608 266
Old : 12,177: 555 414 66 10,948 11,431 11,569 11,911: 608 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 47: 0 56 0 23 -33 23 23: 24 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 3.4 0.5 89.9 93.9 95.0 97.8: 5.0 2.2
Old : 100.0: 4.6 3.4 0.5 89.9 93.9 95.0 97.8: 5.0 2.2
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 : 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 : 47.4 71.0 72.6 87.2 44.7 60.1 60.9 72.1
Old : 47.4 71.0 72.6 87.2 44.7 60.1 60.9 72.1
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 28, 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 : 28,954: 908 654 264 26,066 27,114 27,238 28,032: 1,716 922
Old : 28,954: 908 654 264 26,066 27,114 27,238 28,032: 1,716 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -184: 0 -296 52 -236 60 -184 -184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.3 0.9 90.0 93.6 94.1 96.8: 5.9 3.2
Old : 100.0: 3.1 2.3 0.9 90.0 93.6 94.1 96.8: 5.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 2 23 23 25 25:
Old : 31: 1 1 2 23 23 25 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 : 48.7 51.6 66.9 75.8 34.1 42.3 46.8 51.3
Old : 48.7 51.6 66.9 75.8 34.1 42.3 46.8 51.3
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 28, 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 : 25,644: 552 476 760 23,358 23,560 24,670 24,796: 974 848
Old : 25,644: 552 476 760 23,358 23,560 24,670 24,796: 974 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 120: -60 20 60 120 40 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.9 3.0 91.1 91.9 96.2 96.7: 3.8 3.3
Old : 100.0: 2.2 1.9 3.0 91.1 91.9 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 65.0 73.5 84.0 38.2 44.4 47.2 52.4
Old : 54.1 65.0 73.5 84.0 38.2 44.4 47.2 52.4
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 28, 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 : 10,376: 1,220 410 580 7,997 8,852 9,797 9,842: 579 534
Old : 10,376: 1,220 410 580 7,997 8,852 9,797 9,842: 579 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 60: 0 -120 80 -24 100 56 60: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.0 5.6 77.1 85.3 94.4 94.9: 5.6 5.1
Old : 100.0: 11.8 4.0 5.6 77.1 85.3 94.4 94.9: 5.6 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 : 23: 2 1 2 16 15 19 17:
Old : 23: 2 1 2 16 15 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 : 58.3 56.8 79.2 80.6 39.1 40.5 47.8 47.9
Old : 58.3 56.8 79.2 80.6 39.1 40.5 47.8 47.9
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, August 28, 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 : 1,432,723: 202,843 195,413 378,938 782,357 789,516 1,364,138 1,363,867: 68,585 68,856
Old : 1,432,723: 202,843 195,413 378,938 782,357 789,516 1,364,138 1,363,867: 68,585 68,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 10,548: -4,134 11,243 8,957 2,763 -14,790 7,586 5,410: 2,962 5,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 13.6 26.4 54.6 55.1 95.2 95.2: 4.8 4.8
Old : 100.0: 14.2 13.6 26.4 54.6 55.1 95.2 95.2: 4.8 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 : 293: 79 99 114 79 95 232 249:
Old : 293: 79 99 114 79 95 232 249:
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 : 24.1 23.4 35.9 32.9 10.7 6.1 16.8 10.4
Old : 24.1 23.4 35.9 32.9 10.7 6.1 16.8 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 28, 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 : 96,918: 19,685 16,113 3,050 50,725 44,664 73,460 63,827: 23,458 33,091
Old : 96,918: 19,685 16,113 3,050 50,725 44,664 73,460 63,827: 23,458 33,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 2,024: -240 -272 663 782 41 1,205 432: 819 1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.6 3.1 52.3 46.1 75.8 65.9: 24.2 34.1
Old : 100.0: 20.3 16.6 3.1 52.3 46.1 75.8 65.9: 24.2 34.1
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 : 23: 2 3 3 18 16 22 20:
Old : 23: 2 3 3 18 16 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 : 39.6 30.5 58.0 48.7 38.9 27.8 53.0 43.2
Old : 39.6 30.5 58.0 48.7 38.9 27.8 53.0 43.2
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 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,826: 0 350 0 10,826 10,476 10,826 10,826: 0 0
Old : 10,826: 0 350 0 10,826 10,476 10,826 10,826: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 653: 0 0 0 653 653 653 653: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 100.0 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.2 0.0 100.0 96.8 100.0 100.0: 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 : 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 : 40.5 54.5 63.7 79.4 30.3 32.8 41.7 42.5
Old : 40.5 54.5 63.7 79.4 30.3 32.8 41.7 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, August 28, 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 : 90,433: 6,603 21,882 24,016 54,024 37,959 84,643 83,857: 5,790 6,576
Old : 90,433: 6,603 21,882 24,016 54,024 37,959 84,643 83,857: 5,790 6,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 2,363: -641 -201 1,559 1,203 464 2,121 1,822: 242 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 24.2 26.6 59.7 42.0 93.6 92.7: 6.4 7.3
Old : 100.0: 7.3 24.2 26.6 59.7 42.0 93.6 92.7: 6.4 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 : 39: 6 14 16 19 17 38 34:
Old : 39: 6 14 16 19 17 38 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 : 31.8 37.0 52.1 57.9 15.5 16.7 24.1 22.4
Old : 31.8 37.0 52.1 57.9 15.5 16.7 24.1 22.4
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 28, 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 : 17,819: 10,509 2,778 1,149 4,364 13,102 16,022 17,029: 1,797 790
Old : 17,819: 10,509 2,778 1,149 4,364 13,102 16,022 17,029: 1,797 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 142: -63 421 30 302 -413 269 38: -127 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 15.6 6.4 24.5 73.5 89.9 95.6: 10.1 4.4
Old : 100.0: 59.0 15.6 6.4 24.5 73.5 89.9 95.6: 10.1 4.4
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 : 108: 48 26 5 15 23 67 51:
Old : 108: 48 26 5 15 23 67 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 37.5 58.6 54.3 45.0 33.4 54.3 48.3
Old : 45.0 37.5 58.6 54.3 45.0 33.4 54.3 48.3
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 28, 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 : 10,529: 5,478 1,106 152 2,957 8,253 8,587 9,511: 1,942 1,018
Old : 10,529: 5,478 1,106 152 2,957 8,253 8,587 9,511: 1,942 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -590: -262 -245 152 -130 26 -240 -67: -350 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 10.5 1.4 28.1 78.4 81.6 90.3: 18.4 9.7
Old : 100.0: 52.0 10.5 1.4 28.1 78.4 81.6 90.3: 18.4 9.7
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 : 69: 30 8 2 11 19 42 29:
Old : 69: 30 8 2 11 19 42 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 : 25.9 56.1 40.7 69.3 25.9 56.1 40.7 69.3
Old : 25.9 56.1 40.7 69.3 25.9 56.1 40.7 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, August 28, 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 : 180,320: 39,204 14,953 12,244 111,983 137,870 163,431 165,067: 16,889 15,253
Old : 180,320: 39,204 14,953 12,244 111,983 137,870 163,431 165,067: 16,889 15,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -8,327: -917 -2,346 -963 -6,965 -4,881 -8,845 -8,190: 518 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 8.3 6.8 62.1 76.5 90.6 91.5: 9.4 8.5
Old : 100.0: 21.7 8.3 6.8 62.1 76.5 90.6 91.5: 9.4 8.5
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 : 184: 43 36 32 84 97 151 144:
Old : 184: 43 36 32 84 97 151 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 27.7 36.9 40.3 12.3 12.9 19.1 21.5
Old : 22.3 27.7 36.9 40.3 12.3 12.9 19.1 21.5
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 28, 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 : 3,775: 350 0 0 3,375 3,625 3,725 3,625: 50 150
Old : 3,775: 350 0 0 3,375 3,625 3,725 3,625: 50 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -50: 0 0 0 -50 -100 -50 -100: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.0 0.0 89.4 96.0 98.7 96.0: 1.3 4.0
Old : 100.0: 9.3 0.0 0.0 89.4 96.0 98.7 96.0: 1.3 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 : 25: 2 0 0 12 18 14 18:
Old : 25: 2 0 0 12 18 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 54.3 90.1 75.5 55.6 45.0 76.2 63.6
Old : 62.3 54.3 90.1 75.5 55.6 45.0 76.2 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008