GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, September 4, 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 : 9,234: 265 25 50 7,969 9,109 8,284 9,184: 950 50
Old : 9,234: 265 25 50 7,969 9,109 8,284 9,184: 950 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 827: 0 0 0 827 827 827 827: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.3 0.5 86.3 98.6 89.7 99.5: 10.3 0.5
Old : 100.0: 2.9 0.3 0.5 86.3 98.6 89.7 99.5: 10.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 21 24 22 26:
Old : 30: 1 1 1 21 24 22 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 : 49.8 45.7 67.7 65.3 35.8 29.0 40.7 42.5
Old : 49.8 45.7 67.7 65.3 35.8 29.0 40.7 42.5
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, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,022: 700 3,208 0 13,181 10,656 13,881 13,864: 141 158
Old : 14,022: 700 3,208 0 13,181 10,656 13,881 13,864: 141 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 285: 0 -25 0 830 1,664 830 1,639: -545 -1,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 22.9 0.0 94.0 76.0 99.0 98.9: 1.0 1.1
Old : 100.0: 5.0 22.9 0.0 94.0 76.0 99.0 98.9: 1.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 0 27 29 29 31:
Old : 39: 2 2 0 27 29 29 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 : 55.3 50.0 73.4 68.5 50.0 44.1 60.7 58.6
Old : 55.3 50.0 73.4 68.5 50.0 44.1 60.7 58.6
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, September 4, 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 : 2,629: 0 0 0 1,568 1,784 1,568 1,784: 1,061 845
Old : 2,629: 0 0 0 1,568 1,784 1,568 1,784: 1,061 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 72: 0 0 0 -45 -109 -45 -109: 117 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 59.6 67.9 59.6 67.9: 40.4 32.1
Old : 100.0: 0.0 0.0 0.0 59.6 67.9 59.6 67.9: 40.4 32.1
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 : 25: 0 0 0 22 23 22 23:
Old : 25: 0 0 0 22 23 22 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 : 33.5 25.4 45.9 42.8 24.2 21.5 31.5 33.0
Old : 33.5 25.4 45.9 42.8 24.2 21.5 31.5 33.0
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, September 4, 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 : 3,792: 0 60 0 3,294 3,035 3,294 3,095: 498 697
Old : 3,792: 0 60 0 3,294 3,035 3,294 3,095: 498 697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 157: -50 -30 -52 5 96 -97 14: 254 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 86.9 80.0 86.9 81.6: 13.1 18.4
Old : 100.0: 0.0 1.6 0.0 86.9 80.0 86.9 81.6: 13.1 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 1 0 32 34 32 35:
Old : 36: 0 1 0 32 34 32 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 : 25.2 23.4 44.5 40.5 20.8 17.6 31.1 26.5
Old : 25.2 23.4 44.5 40.5 20.8 17.6 31.1 26.5
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, September 4, 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 : 223,064: 40,528 14,545 19,040 130,434 164,768 190,002 198,353: 33,062 24,711
Old : 223,064: 40,528 14,545 19,040 130,434 164,768 190,002 198,353: 33,062 24,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 5,064: 8,215 1,061 348 -3,440 6,718 5,123 8,127: -59 -3,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.5 8.5 58.5 73.9 85.2 88.9: 14.8 11.1
Old : 100.0: 18.2 6.5 8.5 58.5 73.9 85.2 88.9: 14.8 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 41 22 35 66 70 124 114:
Old : 142: 41 22 35 66 70 124 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 20.9 33.1 32.8 16.4 15.7 25.8 25.0
Old : 21.3 20.9 33.1 32.8 16.4 15.7 25.8 25.0
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, September 4, 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 : 772,043: 83,596 148,092 257,013 359,143 330,162 699,752 735,267: 72,291 36,776
Old : 772,043: 83,596 148,092 257,013 359,143 330,162 699,752 735,267: 72,291 36,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 886: 5,591 3,669 -2,553 -2,721 -3,862 317 -2,746: 569 3,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 19.2 33.3 46.5 42.8 90.6 95.2: 9.4 4.8
Old : 100.0: 10.8 19.2 33.3 46.5 42.8 90.6 95.2: 9.4 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 : 220: 60 67 75 82 69 187 174:
Old : 220: 60 67 75 82 69 187 174:
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 : 27.9 28.0 40.3 42.6 10.2 14.0 15.4 19.3
Old : 27.9 28.0 40.3 42.6 10.2 14.0 15.4 19.3
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, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,863: 321 15,842 2,589 70,380 55,039 73,290 73,470: 8,573 8,393
Old : 81,863: 321 15,842 2,589 70,380 55,039 73,290 73,470: 8,573 8,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -3,858: 182 561 -263 -6,013 -4,246 -6,094 -3,948: 2,236 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 19.4 3.2 86.0 67.2 89.5 89.7: 10.5 10.3
Old : 100.0: 0.4 19.4 3.2 86.0 67.2 89.5 89.7: 10.5 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 : 31: 1 4 2 21 22 23 27:
Old : 31: 1 4 2 21 22 23 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 : 50.1 42.0 70.5 61.0 48.7 41.5 65.1 58.0
Old : 50.1 42.0 70.5 61.0 48.7 41.5 65.1 58.0
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, September 4, 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 : 65,093: 0 8,211 2,104 57,122 46,970 59,226 57,285: 5,867 7,808
Old : 65,093: 0 8,211 2,104 57,122 46,970 59,226 57,285: 5,867 7,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -9,341: 0 -1,949 225 -10,328 -6,164 -10,103 -7,888: 762 -1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.6 3.2 87.8 72.2 91.0 88.0: 9.0 12.0
Old : 100.0: 0.0 12.6 3.2 87.8 72.2 91.0 88.0: 9.0 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 2 28 22 30 24:
Old : 31: 0 2 2 28 22 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 35.6 62.7 55.9 38.2 28.9 56.8 47.7
Old : 42.2 35.6 62.7 55.9 38.2 28.9 56.8 47.7
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, September 4, 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 : 134,321: 27,432 1,450 3,058 95,545 125,627 126,035 130,135: 8,286 4,186
Old : 134,321: 27,432 1,450 3,058 95,545 125,627 126,035 130,135: 8,286 4,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -5,915: 2,761 597 -1,317 -9,350 -4,425 -7,906 -5,145: 1,991 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 1.1 2.3 71.1 93.5 93.8 96.9: 6.2 3.1
Old : 100.0: 20.4 1.1 2.3 71.1 93.5 93.8 96.9: 6.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 2 5 31 31 38 36:
Old : 45: 5 2 5 31 31 38 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 : 47.4 48.8 61.6 66.0 44.6 48.2 54.4 59.9
Old : 47.4 48.8 61.6 66.0 44.6 48.2 54.4 59.9
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, September 4, 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 : 113,125: 12,922 14,743 5,774 84,352 85,050 103,048 105,567: 10,077 7,558
Old : 113,125: 12,922 14,743 5,774 84,352 85,050 103,048 105,567: 10,077 7,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 4,345: 0 971 1,777 4,002 1,597 5,779 4,345: -1,434 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.0 5.1 74.6 75.2 91.1 93.3: 8.9 6.7
Old : 100.0: 11.4 13.0 5.1 74.6 75.2 91.1 93.3: 8.9 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 2 3 25 25 30 28:
Old : 36: 3 2 3 25 25 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 : 37.1 55.5 59.2 71.9 35.2 52.1 53.1 63.6
Old : 37.1 55.5 59.2 71.9 35.2 52.1 53.1 63.6
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, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,177: 11,826 2,011 4,261 38,160 47,703 54,247 53,975: 4,930 5,202
Old : 59,177: 11,826 2,011 4,261 38,160 47,703 54,247 53,975: 4,930 5,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -6,446: 1,579 1,255 -411 -9,068 -6,846 -7,900 -6,002: 1,454 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.4 7.2 64.5 80.6 91.7 91.2: 8.3 8.8
Old : 100.0: 20.0 3.4 7.2 64.5 80.6 91.7 91.2: 8.3 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 : 26: 3 2 5 16 17 21 22:
Old : 26: 3 2 5 16 17 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 58.1 79.1 70.5 57.4 48.9 65.7 58.2
Old : 61.3 58.1 79.1 70.5 57.4 48.9 65.7 58.2
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, September 4, 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 : 56,911: 5,434 1,085 3,597 43,130 42,255 52,161 46,937: 4,750 9,974
Old : 56,911: 5,434 1,085 3,597 43,130 42,255 52,161 46,937: 4,750 9,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -7,896: 751 224 -983 -7,621 -8,449 -7,853 -9,208: -43 1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.9 6.3 75.8 74.2 91.7 82.5: 8.3 17.5
Old : 100.0: 9.5 1.9 6.3 75.8 74.2 91.7 82.5: 8.3 17.5
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 : 29: 2 2 2 20 22 22 26:
Old : 29: 2 2 2 20 22 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 33.5 79.9 53.6 48.0 31.1 63.2 45.3
Old : 55.5 33.5 79.9 53.6 48.0 31.1 63.2 45.3
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, September 4, 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 : 95,822: 5,946 4,014 3,801 74,879 75,926 84,626 83,741: 11,196 12,081
Old : 95,822: 5,946 4,014 3,801 74,879 75,926 84,626 83,741: 11,196 12,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 3,167: 298 174 148 1,663 -1,916 2,109 -1,594: 1,058 4,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.2 4.0 78.1 79.2 88.3 87.4: 11.7 12.6
Old : 100.0: 6.2 4.2 4.0 78.1 79.2 88.3 87.4: 11.7 12.6
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 : 41: 2 3 4 27 28 32 32:
Old : 41: 2 3 4 27 28 32 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 : 44.0 27.4 62.7 43.9 34.3 22.3 47.7 36.6
Old : 44.0 27.4 62.7 43.9 34.3 22.3 47.7 36.6
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, September 4, 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 : 104,930: 5,058 4,604 3,812 80,222 85,514 89,092 93,930: 15,838 11,000
Old : 104,930: 5,058 4,604 3,812 80,222 85,514 89,092 93,930: 15,838 11,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 3,074: 100 1,520 -699 2,879 1,351 2,280 2,172: 794 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.4 3.6 76.5 81.5 84.9 89.5: 15.1 10.5
Old : 100.0: 4.8 4.4 3.6 76.5 81.5 84.9 89.5: 15.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 41.4 41.4 63.9 59.5 37.3 38.8 55.7 55.3
Old : 41.4 41.4 63.9 59.5 37.3 38.8 55.7 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,520: 6,730 1,880 3,460 27,402 29,395 37,592 34,735: 3,928 6,785
Old : 41,520: 6,730 1,880 3,460 27,402 29,395 37,592 34,735: 3,928 6,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -1,622: 1,994 -62 -530 -3,142 -536 -1,678 -1,128: 56 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 4.5 8.3 66.0 70.8 90.5 83.7: 9.5 16.3
Old : 100.0: 16.2 4.5 8.3 66.0 70.8 90.5 83.7: 9.5 16.3
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 1 3 16 11 20 14:
Old : 24: 3 1 3 16 11 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 45.0 60.8 71.2 34.0 41.2 54.5 58.3
Old : 36.3 45.0 60.8 71.2 34.0 41.2 54.5 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, September 4, 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 : 60,940: 4,259 1,134 6,710 43,698 43,532 54,667 51,376: 6,273 9,564
Old : 60,940: 4,259 1,134 6,710 43,698 43,532 54,667 51,376: 6,273 9,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -4,600: -996 -642 586 -6,392 -4,032 -6,802 -4,088: 2,202 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.9 11.0 71.7 71.4 89.7 84.3: 10.3 15.7
Old : 100.0: 7.0 1.9 11.0 71.7 71.4 89.7 84.3: 10.3 15.7
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 : 21: 2 2 4 13 16 17 20:
Old : 21: 2 2 4 13 16 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 37.8 76.4 59.6 51.8 35.2 62.6 50.2
Old : 56.7 37.8 76.4 59.6 51.8 35.2 62.6 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, September 4, 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 : 86,672: 18,785 1,144 3,791 56,546 77,978 79,122 82,913: 7,550 3,759
Old : 86,672: 18,785 1,144 3,791 56,546 77,978 79,122 82,913: 7,550 3,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -5,340: 1,200 1,144 -1,420 -5,308 -4,778 -5,528 -5,054: 188 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 1.3 4.4 65.2 90.0 91.3 95.7: 8.7 4.3
Old : 100.0: 21.7 1.3 4.4 65.2 90.0 91.3 95.7: 8.7 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 : 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 40.8 64.7 60.5 37.5 31.0 49.1 47.2
Old : 48.5 40.8 64.7 60.5 37.5 31.0 49.1 47.2
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, September 4, 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 : 114,685: 10,361 7,961 4,589 88,498 87,844 103,448 100,394: 11,237 14,291
Old : 114,685: 10,361 7,961 4,589 88,498 87,844 103,448 100,394: 11,237 14,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 1,334: -428 60 1 1,349 488 922 549: 412 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.9 4.0 77.2 76.6 90.2 87.5: 9.8 12.5
Old : 100.0: 9.0 6.9 4.0 77.2 76.6 90.2 87.5: 9.8 12.5
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 : 43: 4 2 3 28 28 33 32:
Old : 43: 4 2 3 28 28 33 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 : 39.8 29.3 59.7 48.8 30.8 28.2 50.5 46.2
Old : 39.8 29.3 59.7 48.8 30.8 28.2 50.5 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, September 4, 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 : 56,809: 0 4,392 1,232 46,339 41,405 47,571 47,029: 9,238 9,780
Old : 56,809: 0 4,392 1,232 46,339 41,405 47,571 47,029: 9,238 9,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -103: 0 -286 161 -337 42 -176 -83: 73 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.7 2.2 81.6 72.9 83.7 82.8: 16.3 17.2
Old : 100.0: 0.0 7.7 2.2 81.6 72.9 83.7 82.8: 16.3 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 : 45.2 38.9 64.4 64.3 44.7 36.8 63.3 60.6
Old : 45.2 38.9 64.4 64.3 44.7 36.8 63.3 60.6
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, September 4, 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 : 134,527: 657 20,667 14,718 108,529 93,443 123,904 128,828: 10,623 5,699
Old : 134,527: 657 20,667 14,718 108,529 93,443 123,904 128,828: 10,623 5,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -11,035: -450 -1,404 -458 -9,219 -8,522 -10,127 -10,384: -908 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 15.4 10.9 80.7 69.5 92.1 95.8: 7.9 4.2
Old : 100.0: 0.5 15.4 10.9 80.7 69.5 92.1 95.8: 7.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 7 6 37 31 43 39:
Old : 46: 1 7 6 37 31 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 : 29.2 34.3 46.6 57.1 25.1 30.1 36.0 40.6
Old : 29.2 34.3 46.6 57.1 25.1 30.1 36.0 40.6
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, September 4, 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 : 84,481: 1,756 3,663 3,280 73,753 66,234 78,789 73,177: 5,692 11,304
Old : 84,481: 1,756 3,663 3,280 73,753 66,234 78,789 73,177: 5,692 11,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -5,698: 1,744 -470 -1,371 -3,889 -2,643 -3,516 -4,484: -2,182 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.3 3.9 87.3 78.4 93.3 86.6: 6.7 13.4
Old : 100.0: 2.1 4.3 3.9 87.3 78.4 93.3 86.6: 6.7 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: 3 1 3 20 23 23 27:
Old : 33: 3 1 3 20 23 23 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 : 61.1 34.7 76.4 57.2 55.8 32.6 63.8 51.2
Old : 61.1 34.7 76.4 57.2 55.8 32.6 63.8 51.2
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, September 4, 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 : 51,725: 8,493 2,108 0 42,224 46,147 50,717 48,255: 1,008 3,470
Old : 51,725: 8,493 2,108 0 42,224 46,147 50,717 48,255: 1,008 3,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -6,502: -540 -1,620 0 -5,662 -4,070 -6,202 -5,690: -300 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 4.1 0.0 81.6 89.2 98.1 93.3: 1.9 6.7
Old : 100.0: 16.4 4.1 0.0 81.6 89.2 98.1 93.3: 1.9 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 63.5 54.0 87.0 81.2 49.5 48.5 66.6 62.3
Old : 63.5 54.0 87.0 81.2 49.5 48.5 66.6 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, September 4, 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 : 252,640: 16,182 1,386 5,489 222,765 236,033 244,436 242,908: 8,204 9,732
Old : 252,640: 16,182 1,386 5,489 222,765 236,033 244,436 242,908: 8,204 9,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -16,593: -765 -304 -558 -15,442 -14,733 -16,765 -15,595: 172 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.5 2.2 88.2 93.4 96.8 96.1: 3.2 3.9
Old : 100.0: 6.4 0.5 2.2 88.2 93.4 96.8 96.1: 3.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 4 2 6 47 47 53 53:
Old : 62: 4 2 6 47 47 53 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 : 36.1 55.7 55.2 67.7 30.9 52.6 46.8 60.0
Old : 36.1 55.7 55.2 67.7 30.9 52.6 46.8 60.0
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, September 4, 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 : 185,699: 9,014 1,601 10,976 153,020 168,837 173,010 181,414: 12,689 4,285
Old : 185,699: 9,014 1,601 10,976 153,020 168,837 173,010 181,414: 12,689 4,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 36: 1,437 -604 -1,574 298 3,246 161 1,068: -125 -1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.9 5.9 82.4 90.9 93.2 97.7: 6.8 2.3
Old : 100.0: 4.9 0.9 5.9 82.4 90.9 93.2 97.7: 6.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 2 4 40 35 45 40:
Old : 47: 4 2 4 40 35 45 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 : 30.8 38.0 48.5 57.4 24.9 36.4 36.7 49.9
Old : 30.8 38.0 48.5 57.4 24.9 36.4 36.7 49.9
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, September 4, 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 : 176,996: 4,801 15,736 7,931 145,288 142,355 158,020 166,022: 18,976 10,974
Old : 176,996: 4,801 15,736 7,931 145,288 142,355 158,020 166,022: 18,976 10,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -9,652: -727 973 -1,068 -10,522 -8,699 -12,317 -8,794: 2,665 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 8.9 4.5 82.1 80.4 89.3 93.8: 10.7 6.2
Old : 100.0: 2.7 8.9 4.5 82.1 80.4 89.3 93.8: 10.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 2 5 6 41 35 47 42:
Old : 50: 2 5 6 41 35 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 35.3 49.5 57.3 29.9 31.0 43.0 47.1
Old : 31.3 35.3 49.5 57.3 29.9 31.0 43.0 47.1
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, September 4, 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 : 54,281: 0 2,891 1,244 43,177 39,945 44,421 44,080: 9,860 10,201
Old : 54,281: 0 2,891 1,244 43,177 39,945 44,421 44,080: 9,860 10,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -4,592: 0 -877 -72 -3,501 -2,587 -3,573 -3,536: -1,019 -1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 2.3 79.5 73.6 81.8 81.2: 18.2 18.8
Old : 100.0: 0.0 5.3 2.3 79.5 73.6 81.8 81.2: 18.2 18.8
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: 0 2 1 21 20 22 22:
Old : 27: 0 2 1 21 20 22 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 : 35.0 36.6 54.5 59.2 30.9 30.7 46.4 45.1
Old : 35.0 36.6 54.5 59.2 30.9 30.7 46.4 45.1
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, September 4, 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 : 213,764: 28,089 5,886 13,750 155,999 172,516 197,838 192,152: 15,926 21,612
Old : 213,764: 28,089 5,886 13,750 155,999 172,516 197,838 192,152: 15,926 21,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -17,580: 706 1,977 -4,087 -13,445 -13,521 -16,826 -15,631: -754 -1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 2.8 6.4 73.0 80.7 92.5 89.9: 7.5 10.1
Old : 100.0: 13.1 2.8 6.4 73.0 80.7 92.5 89.9: 7.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 3 5 39 38 45 44:
Old : 47: 4 3 5 39 38 45 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 : 32.4 31.2 46.3 48.6 24.1 26.6 34.6 35.8
Old : 32.4 31.2 46.3 48.6 24.1 26.6 34.6 35.8
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, September 4, 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 : 68,661: 4,214 10,960 2,899 55,321 44,310 62,434 58,169: 6,227 10,492
Old : 68,661: 4,214 10,960 2,899 55,321 44,310 62,434 58,169: 6,227 10,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -7,127: 300 1,448 -2,134 -4,566 -7,053 -6,400 -7,739: -727 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 16.0 4.2 80.6 64.5 90.9 84.7: 9.1 15.3
Old : 100.0: 6.1 16.0 4.2 80.6 64.5 90.9 84.7: 9.1 15.3
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 4 4 23 24 27 30:
Old : 34: 2 4 4 23 24 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 33.6 57.2 51.5 31.5 28.2 47.7 40.7
Old : 35.2 33.6 57.2 51.5 31.5 28.2 47.7 40.7
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, September 4, 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 : 2,738,119: 378,790 154,038 879,151 1,452,051 1,687,825 2,709,992 2,721,014: 28,127 17,105
Old : 2,738,119: 378,790 154,038 879,151 1,452,051 1,687,825 2,709,992 2,721,014: 28,127 17,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -86,094: -10 16,616 -32,984 -57,118 -68,857 -90,112 -85,225: 4,018 -869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 5.6 32.1 53.0 61.6 99.0 99.4: 1.0 0.6
Old : 100.0: 13.8 5.6 32.1 53.0 61.6 99.0 99.4: 1.0 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 : 149: 24 19 40 103 92 145 134:
Old : 149: 24 19 40 103 92 145 134:
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 : 30.7 39.9 45.6 53.0 12.8 22.5 18.2 26.2
Old : 30.7 39.9 45.6 53.0 12.8 22.5 18.2 26.2
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, September 4, 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 : 990,190: 80,312 235,937 229,151 675,343 523,640 984,806 988,728: 5,384 1,462
Old : 990,190: 80,312 235,937 229,151 675,343 523,640 984,806 988,728: 5,384 1,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -109,071: -14,473 7,045 -44,526 -45,163 -63,108 -104,162 -100,589: -4,909 -8,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 23.8 23.1 68.2 52.9 99.5 99.9: 0.5 0.1
Old : 100.0: 8.1 23.8 23.1 68.2 52.9 99.5 99.9: 0.5 0.1
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 : 85: 21 22 36 41 40 79 81:
Old : 85: 21 22 36 41 40 79 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 33.8 64.5 52.3 31.8 28.3 41.4 38.2
Old : 45.8 33.8 64.5 52.3 31.8 28.3 41.4 38.2
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, September 4, 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 : 37,865: 2,328 560 390 34,331 36,157 37,049 37,107: 816 758
Old : 37,865: 2,328 560 390 34,331 36,157 37,049 37,107: 816 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -2,401: -1,093 -232 -52 -1,361 -2,107 -2,506 -2,391: 105 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.5 1.0 90.7 95.5 97.8 98.0: 2.2 2.0
Old : 100.0: 6.1 1.5 1.0 90.7 95.5 97.8 98.0: 2.2 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 : 43: 7 2 4 28 28 36 33:
Old : 43: 7 2 4 28 28 36 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 : 48.8 45.4 70.7 65.2 42.9 42.2 55.3 53.6
Old : 48.8 45.4 70.7 65.2 42.9 42.2 55.3 53.6
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, September 4, 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 28, 2007 :
: 0: 0 0 0 0 0 0 0: 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, September 4, 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 : 18,749: 5,624 160 254 12,307 18,007 18,185 18,421: 564 328
Old : 18,749: 5,624 160 254 12,307 18,007 18,185 18,421: 564 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -727: -439 -40 39 -327 -664 -727 -665: 0 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 0.9 1.4 65.6 96.0 97.0 98.3: 3.0 1.7
Old : 100.0: 30.0 0.9 1.4 65.6 96.0 97.0 98.3: 3.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 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 : 64.1 65.5 84.6 83.2 55.0 54.2 67.9 65.5
Old : 64.1 65.5 84.6 83.2 55.0 54.2 67.9 65.5
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, September 4, 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 : 11,467: 422 368 36 10,219 10,797 10,677 11,201: 790 266
Old : 11,467: 422 368 36 10,219 10,797 10,677 11,201: 790 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -710: -133 -46 -30 -729 -634 -892 -710: 182 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.2 0.3 89.1 94.2 93.1 97.7: 6.9 2.3
Old : 100.0: 3.7 3.2 0.3 89.1 94.2 93.1 97.7: 6.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 15 13 18 15:
Old : 22: 1 2 2 15 13 18 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 : 48.0 71.6 72.4 88.3 44.3 61.0 60.9 73.6
Old : 48.0 71.6 72.4 88.3 44.3 61.0 60.9 73.6
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, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,675: 955 554 217 24,855 26,012 26,027 26,783: 1,648 892
Old : 27,675: 955 554 217 24,855 26,012 26,027 26,783: 1,648 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -1,279: 47 -100 -47 -1,211 -1,102 -1,211 -1,249: -68 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.0 0.8 89.8 94.0 94.0 96.8: 6.0 3.2
Old : 100.0: 3.5 2.0 0.8 89.8 94.0 94.0 96.8: 6.0 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 : 29: 1 1 2 22 21 24 23:
Old : 29: 1 1 2 22 21 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 : 49.1 53.4 67.1 78.3 33.9 43.5 47.4 52.3
Old : 49.1 53.4 67.1 78.3 33.9 43.5 47.4 52.3
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, September 4, 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 : 24,466: 772 444 460 22,110 22,754 23,342 23,658: 1,124 808
Old : 24,466: 772 444 460 22,110 22,754 23,342 23,658: 1,124 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -1,178: 220 -32 -300 -1,248 -806 -1,328 -1,138: 150 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.8 1.9 90.4 93.0 95.4 96.7: 4.6 3.3
Old : 100.0: 3.2 1.8 1.9 90.4 93.0 95.4 96.7: 4.6 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 16 21 19:
Old : 23: 2 1 2 19 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 67.1 72.3 85.1 36.7 45.3 46.0 53.1
Old : 53.6 67.1 72.3 85.1 36.7 45.3 46.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 9,918: 1,320 400 480 7,606 8,526 9,406 9,406: 512 512
Old : 9,918: 1,320 400 480 7,606 8,526 9,406 9,406: 512 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -458: 100 -10 -100 -391 -326 -391 -436: -67 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 4.0 4.8 76.7 86.0 94.8 94.8: 5.2 5.2
Old : 100.0: 13.3 4.0 4.8 76.7 86.0 94.8 94.8: 5.2 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 : 23: 2 1 2 15 15 18 17:
Old : 23: 2 1 2 15 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 56.9 79.9 80.6 39.6 40.0 49.3 48.1
Old : 59.4 56.9 79.9 80.6 39.6 40.0 49.3 48.1
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, September 4, 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 : 1,489,231: 221,536 188,679 402,861 796,540 812,988 1,420,937 1,404,528: 68,294 84,703
Old : 1,489,231: 221,536 188,679 402,861 796,540 812,988 1,420,937 1,404,528: 68,294 84,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 56,508: 18,693 -6,734 23,923 14,183 23,472 56,799 40,661: -291 15,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 12.7 27.1 53.5 54.6 95.4 94.3: 4.6 5.7
Old : 100.0: 14.9 12.7 27.1 53.5 54.6 95.4 94.3: 4.6 5.7
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 : 304: 93 93 121 80 96 251 249:
Old : 304: 93 93 121 80 96 251 249:
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 : 23.5 22.6 34.6 31.9 10.7 6.0 16.4 10.3
Old : 23.5 22.6 34.6 31.9 10.7 6.0 16.4 10.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, September 4, 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 : 90,577: 18,802 14,325 3,896 44,874 39,876 67,572 58,097: 23,005 32,480
Old : 90,577: 18,802 14,325 3,896 44,874 39,876 67,572 58,097: 23,005 32,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -6,341: -883 -1,788 846 -5,851 -4,788 -5,888 -5,730: -453 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 15.8 4.3 49.5 44.0 74.6 64.1: 25.4 35.9
Old : 100.0: 20.8 15.8 4.3 49.5 44.0 74.6 64.1: 25.4 35.9
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 : 22: 2 3 3 17 15 21 19:
Old : 22: 2 3 3 17 15 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 30.6 59.0 48.3 40.5 26.6 53.5 41.0
Old : 40.8 30.6 59.0 48.3 40.5 26.6 53.5 41.0
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, September 4, 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 : 9,944: 0 100 0 9,944 9,844 9,944 9,944: 0 0
Old : 9,944: 0 100 0 9,944 9,844 9,944 9,944: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -882: 0 -250 0 -882 -632 -882 -882: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 100.0 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.0 0.0 100.0 99.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 21 17 21 18:
Old : 25: 0 1 0 21 17 21 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 : 43.1 58.3 67.5 82.1 32.0 32.7 41.1 41.3
Old : 43.1 58.3 67.5 82.1 32.0 32.7 41.1 41.3
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, September 4, 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 : 92,737: 7,552 22,888 24,270 54,097 39,908 85,919 87,066: 6,818 5,671
Old : 92,737: 7,552 22,888 24,270 54,097 39,908 85,919 87,066: 6,818 5,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 2,304: 949 1,006 254 73 1,949 1,276 3,209: 1,028 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 24.7 26.2 58.3 43.0 92.6 93.9: 7.4 6.1
Old : 100.0: 8.1 24.7 26.2 58.3 43.0 92.6 93.9: 7.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 15 18 19 17 40 36:
Old : 41: 7 15 18 19 17 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 : 31.2 36.6 50.2 57.0 14.4 16.6 22.4 22.2
Old : 31.2 36.6 50.2 57.0 14.4 16.6 22.4 22.2
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, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 16,511: 10,835 3,328 413 3,620 12,048 14,868 15,789: 1,643 722
Old : 16,511: 10,835 3,328 413 3,620 12,048 14,868 15,789: 1,643 722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -1,308: 326 550 -736 -744 -1,054 -1,154 -1,240: -154 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 20.2 2.5 21.9 73.0 90.0 95.6: 10.0 4.4
Old : 100.0: 65.6 20.2 2.5 21.9 73.0 90.0 95.6: 10.0 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 : 104: 47 25 5 14 22 66 47:
Old : 104: 47 25 5 14 22 66 47:
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 : 50.8 36.7 61.2 54.8 50.8 35.4 61.2 53.1
Old : 50.8 36.7 61.2 54.8 50.8 35.4 61.2 53.1
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, September 4, 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 : 10,881: 5,273 979 539 3,025 8,324 8,837 9,842: 2,044 1,039
Old : 10,881: 5,273 979 539 3,025 8,324 8,837 9,842: 2,044 1,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 352: -205 -127 387 68 71 250 331: 102 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 9.0 5.0 27.8 76.5 81.2 90.5: 18.8 9.5
Old : 100.0: 48.5 9.0 5.0 27.8 76.5 81.2 90.5: 18.8 9.5
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 : 69: 30 7 4 12 18 45 29:
Old : 69: 30 7 4 12 18 45 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 : 23.7 51.1 36.5 65.4 23.7 51.1 36.5 65.4
Old : 23.7 51.1 36.5 65.4 23.7 51.1 36.5 65.4
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, September 4, 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 : 173,903: 44,360 14,335 12,456 102,343 135,514 159,159 162,305: 14,744 11,598
Old : 173,903: 44,360 14,335 12,456 102,343 135,514 159,159 162,305: 14,744 11,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -6,417: 5,156 -618 212 -9,640 -2,356 -4,272 -2,762: -2,145 -3,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 8.2 7.2 58.9 77.9 91.5 93.3: 8.5 6.7
Old : 100.0: 25.5 8.2 7.2 58.9 77.9 91.5 93.3: 8.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 54 30 26 69 80 142 120:
Old : 175: 54 30 26 69 80 142 120:
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 30.6 36.9 43.7 11.6 16.2 17.5 25.5
Old : 22.4 30.6 36.9 43.7 11.6 16.2 17.5 25.5
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, September 4, 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 : 3,825: 350 0 0 3,325 3,725 3,675 3,725: 150 100
Old : 3,825: 350 0 0 3,325 3,725 3,675 3,725: 150 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 50: 0 0 0 -50 100 -50 100: 100 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.0 86.9 97.4 96.1 97.4: 3.9 2.6
Old : 100.0: 9.2 0.0 0.0 86.9 97.4 96.1 97.4: 3.9 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 : 25: 2 0 0 14 18 16 18:
Old : 25: 2 0 0 14 18 16 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 : 61.4 56.2 85.0 77.1 54.9 47.1 71.2 65.4
Old : 61.4 56.2 85.0 77.1 54.9 47.1 71.2 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008