GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, September 25, 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 : 8,729: 0 225 0 7,729 8,304 7,729 8,529: 1,000 200
Old : 8,729: 0 225 0 7,729 8,304 7,729 8,529: 1,000 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 425: 0 150 0 425 175 425 325: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 88.5 95.1 88.5 97.7: 11.5 2.3
Old : 100.0: 0.0 2.6 0.0 88.5 95.1 88.5 97.7: 11.5 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 : 32: 0 2 0 22 23 22 25:
Old : 32: 0 2 0 22 23 22 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 : 43.5 44.0 63.1 66.0 30.0 26.5 36.3 37.6
Old : 43.5 44.0 63.1 66.0 30.0 26.5 36.3 37.6
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 25, 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 : 12,369: 0 2,251 0 12,249 9,999 12,249 12,250: 120 119
Old : 12,369: 0 2,251 0 12,249 9,999 12,249 12,250: 120 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 180: 0 0 0 180 180 180 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.2 0.0 99.0 80.8 99.0 99.0: 1.0 1.0
Old : 100.0: 0.0 18.2 0.0 99.0 80.8 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 2 0 29 24 29 26:
Old : 36: 0 2 0 29 24 29 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 : 53.5 49.3 73.2 69.7 48.2 43.8 59.1 59.3
Old : 53.5 49.3 73.2 69.7 48.2 43.8 59.1 59.3
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 25, 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 : 2,564: 0 0 0 1,633 1,695 1,633 1,695: 931 869
Old : 2,564: 0 0 0 1,633 1,695 1,633 1,695: 931 869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 63.7 66.1 63.7 66.1: 36.3 33.9
Old : 100.0: 0.0 0.0 0.0 63.7 66.1 63.7 66.1: 36.3 33.9
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 : 21: 0 0 0 19 19 19 19:
Old : 21: 0 0 0 19 19 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 31.9 47.8 50.0 18.9 20.0 24.9 26.5
Old : 32.0 31.9 47.8 50.0 18.9 20.0 24.9 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,183: 0 23 183 3,627 3,486 3,810 3,692: 373 491
Old : 4,183: 0 23 183 3,627 3,486 3,810 3,692: 373 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 475: 0 -10 92 353 418 445 500: 30 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 4.4 86.7 83.3 91.1 88.3: 8.9 11.7
Old : 100.0: 0.0 0.5 4.4 86.7 83.3 91.1 88.3: 8.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 2 31 35 33 37:
Old : 37: 0 1 2 31 35 33 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 : 30.6 25.5 50.9 43.1 19.7 15.4 28.4 23.0
Old : 30.6 25.5 50.9 43.1 19.7 15.4 28.4 23.0
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 25, 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 : 241,699: 51,653 15,079 22,015 130,543 177,631 204,211 214,725: 37,488 26,974
Old : 241,699: 51,653 15,079 22,015 130,543 177,631 204,211 214,725: 37,488 26,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,810: -1,665 -935 -1,383 5,498 2,622 2,450 304: -640 1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.2 9.1 54.0 73.5 84.5 88.8: 15.5 11.2
Old : 100.0: 21.4 6.2 9.1 54.0 73.5 84.5 88.8: 15.5 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 52 21 35 65 70 133 115:
Old : 151: 52 21 35 65 70 133 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 23.9 31.6 34.8 15.2 18.2 23.7 25.4
Old : 20.1 23.9 31.6 34.8 15.2 18.2 23.7 25.4
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 25, 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 : 755,963: 70,110 135,091 254,910 365,065 329,903 690,085 719,904: 65,878 36,059
Old : 755,963: 70,110 135,091 254,910 365,065 329,903 690,085 719,904: 65,878 36,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -41,255: -13,788 -8,202 -7,685 -20,481 -25,825 -41,954 -41,712: 699 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 17.9 33.7 48.3 43.6 91.3 95.2: 8.7 4.8
Old : 100.0: 9.3 17.9 33.7 48.3 43.6 91.3 95.2: 8.7 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 : 200: 49 61 76 78 65 178 159:
Old : 200: 49 61 76 78 65 178 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 30.4 41.6 44.5 10.1 14.3 15.2 18.7
Old : 28.0 30.4 41.6 44.5 10.1 14.3 15.2 18.7
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 25, 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 : 95,481: 49 12,610 2,596 82,617 66,788 85,262 81,994: 10,219 13,487
Old : 95,481: 49 12,610 2,596 82,617 66,788 85,262 81,994: 10,219 13,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 4,050: -147 1,045 -98 4,323 2,979 4,078 3,926: -28 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 13.2 2.7 86.5 69.9 89.3 85.9: 10.7 14.1
Old : 100.0: 0.1 13.2 2.7 86.5 69.9 89.3 85.9: 10.7 14.1
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 : 32: 1 3 2 23 22 25 26:
Old : 32: 1 3 2 23 22 25 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 : 47.1 41.2 67.0 59.3 46.4 40.4 63.7 57.3
Old : 47.1 41.2 67.0 59.3 46.4 40.4 63.7 57.3
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 25, 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 : 79,637: 0 12,465 2,094 71,888 56,426 73,982 70,985: 5,655 8,652
Old : 79,637: 0 12,465 2,094 71,888 56,426 73,982 70,985: 5,655 8,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 8,001: 0 4,753 -1,316 9,407 3,810 8,091 7,247: -90 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.7 2.6 90.3 70.9 92.9 89.1: 7.1 10.9
Old : 100.0: 0.0 15.7 2.6 90.3 70.9 92.9 89.1: 7.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 2 29 22 31 24:
Old : 32: 0 2 2 29 22 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 35.5 63.2 60.2 40.2 31.5 60.6 50.3
Old : 41.6 35.5 63.2 60.2 40.2 31.5 60.6 50.3
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 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 152,609: 26,516 904 5,302 113,909 142,349 145,727 148,555: 6,882 4,054
Old : 152,609: 26,516 904 5,302 113,909 142,349 145,727 148,555: 6,882 4,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 5,432: -2,196 -546 2,004 5,292 3,554 5,100 5,012: 332 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 0.6 3.5 74.6 93.3 95.5 97.3: 4.5 2.7
Old : 100.0: 17.4 0.6 3.5 74.6 93.3 95.5 97.3: 4.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 1 4 37 36 42 40:
Old : 49: 4 1 4 37 36 42 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 : 46.8 44.0 61.7 62.0 43.0 43.5 53.8 56.6
Old : 46.8 44.0 61.7 62.0 43.0 43.5 53.8 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, September 25, 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 : 111,735: 13,676 12,944 4,515 86,433 84,989 104,624 102,448: 7,111 9,287
Old : 111,735: 13,676 12,944 4,515 86,433 84,989 104,624 102,448: 7,111 9,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,628: 0 756 -695 3,666 1,165 2,971 1,226: -1,343 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.6 4.0 77.4 76.1 93.6 91.7: 6.4 8.3
Old : 100.0: 12.2 11.6 4.0 77.4 76.1 93.6 91.7: 6.4 8.3
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 : 36: 3 2 3 26 25 31 28:
Old : 36: 3 2 3 26 25 31 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 : 35.7 55.3 61.3 72.9 34.3 51.6 56.8 64.7
Old : 35.7 55.3 61.3 72.9 34.3 51.6 56.8 64.7
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 25, 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 : 61,918: 13,229 987 5,157 39,058 49,901 57,444 56,045: 4,474 5,873
Old : 61,918: 13,229 987 5,157 39,058 49,901 57,444 56,045: 4,474 5,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,274: -277 184 187 1,445 779 1,355 1,150: -81 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 1.6 8.3 63.1 80.6 92.8 90.5: 7.2 9.5
Old : 100.0: 21.4 1.6 8.3 63.1 80.6 92.8 90.5: 7.2 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 : 28: 3 2 5 17 19 22 24:
Old : 28: 3 2 5 17 19 22 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 : 62.1 55.2 78.8 67.7 57.4 46.9 63.8 56.2
Old : 62.1 55.2 78.8 67.7 57.4 46.9 63.8 56.2
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 25, 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 : 60,581: 6,302 403 3,889 44,691 48,714 54,882 53,006: 5,699 7,575
Old : 60,581: 6,302 403 3,889 44,691 48,714 54,882 53,006: 5,699 7,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 465: -240 62 488 -31 -329 217 221: 248 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.7 6.4 73.8 80.4 90.6 87.5: 9.4 12.5
Old : 100.0: 10.4 0.7 6.4 73.8 80.4 90.6 87.5: 9.4 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 : 30: 2 1 3 20 25 23 28:
Old : 30: 2 1 3 20 25 23 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 : 55.5 32.6 79.1 52.8 45.4 30.4 61.4 45.5
Old : 55.5 32.6 79.1 52.8 45.4 30.4 61.4 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 93,503: 6,399 4,049 2,880 75,921 78,627 85,200 85,556: 8,303 7,947
Old : 93,503: 6,399 4,049 2,880 75,921 78,627 85,200 85,556: 8,303 7,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -167: -830 988 3 1,506 2,046 679 3,037: -846 -3,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 4.3 3.1 81.2 84.1 91.1 91.5: 8.9 8.5
Old : 100.0: 6.8 4.3 3.1 81.2 84.1 91.1 91.5: 8.9 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 : 45: 2 4 4 27 31 32 36:
Old : 45: 2 4 4 27 31 32 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 : 42.7 27.2 63.2 44.7 34.7 23.8 50.0 39.0
Old : 42.7 27.2 63.2 44.7 34.7 23.8 50.0 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, September 25, 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 : 99,963: 3,660 5,210 3,536 81,822 81,372 89,018 90,118: 10,945 9,845
Old : 99,963: 3,660 5,210 3,536 81,822 81,372 89,018 90,118: 10,945 9,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,632: 775 536 -254 6,578 2,160 7,099 2,442: -5,467 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.2 3.5 81.9 81.4 89.1 90.2: 10.9 9.8
Old : 100.0: 3.7 5.2 3.5 81.9 81.4 89.1 90.2: 10.9 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 3 3 27 23 30 27:
Old : 39: 1 3 3 27 23 30 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 : 40.0 42.0 63.0 60.1 37.6 39.2 56.1 55.9
Old : 40.0 42.0 63.0 60.1 37.6 39.2 56.1 55.9
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 25, 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 : 48,750: 10,505 0 5,250 30,219 36,699 45,974 41,949: 2,776 6,801
Old : 48,750: 10,505 0 5,250 30,219 36,699 45,974 41,949: 2,776 6,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 2,850: 1,770 0 60 826 3,646 2,656 3,706: 194 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 0.0 10.8 62.0 75.3 94.3 86.0: 5.7 14.0
Old : 100.0: 21.5 0.0 10.8 62.0 75.3 94.3 86.0: 5.7 14.0
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: 4 0 3 18 13 22 16:
Old : 26: 4 0 3 18 13 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 43.8 61.8 69.9 32.2 40.4 48.6 56.1
Old : 39.0 43.8 61.8 69.9 32.2 40.4 48.6 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,065: 5,485 1,234 6,173 48,660 47,634 60,318 55,041: 6,747 12,024
Old : 67,065: 5,485 1,234 6,173 48,660 47,634 60,318 55,041: 6,747 12,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 2,731: -988 -816 611 2,540 1,772 2,163 1,567: 568 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 1.8 9.2 72.6 71.0 89.9 82.1: 10.1 17.9
Old : 100.0: 8.2 1.8 9.2 72.6 71.0 89.9 82.1: 10.1 17.9
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 2 4 15 17 19 21:
Old : 22: 2 2 4 15 17 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 34.0 75.6 54.7 50.2 29.7 61.9 44.7
Old : 56.0 34.0 75.6 54.7 50.2 29.7 61.9 44.7
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 25, 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 : 90,493: 23,316 2,872 1,058 60,123 82,759 84,497 86,689: 5,996 3,804
Old : 90,493: 23,316 2,872 1,058 60,123 82,759 84,497 86,689: 5,996 3,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,672: 2,127 496 -509 -6 1,317 1,612 1,304: 60 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 3.2 1.2 66.4 91.5 93.4 95.8: 6.6 4.2
Old : 100.0: 25.8 3.2 1.2 66.4 91.5 93.4 95.8: 6.6 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 : 37: 2 1 2 30 29 33 31:
Old : 37: 2 1 2 30 29 33 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 : 50.3 39.6 67.3 58.9 41.4 30.1 53.3 46.2
Old : 50.3 39.6 67.3 58.9 41.4 30.1 53.3 46.2
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 25, 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 : 123,539: 13,293 7,794 4,876 94,563 99,324 112,732 111,994: 10,807 11,545
Old : 123,539: 13,293 7,794 4,876 94,563 99,324 112,732 111,994: 10,807 11,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 9,216: 7,010 1,039 -878 3,830 10,369 9,962 10,530: -746 -1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.3 3.9 76.5 80.4 91.3 90.7: 8.7 9.3
Old : 100.0: 10.8 6.3 3.9 76.5 80.4 91.3 90.7: 8.7 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 2 2 28 28 32 31:
Old : 42: 3 2 2 28 28 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 : 44.9 32.8 62.3 52.7 36.0 32.1 53.4 51.3
Old : 44.9 32.8 62.3 52.7 36.0 32.1 53.4 51.3
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 25, 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 : 52,955: 0 3,007 1,974 42,022 38,671 43,996 43,652: 8,959 9,303
Old : 52,955: 0 3,007 1,974 42,022 38,671 43,996 43,652: 8,959 9,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 159: 0 -438 311 -220 218 91 91: 68 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 3.7 79.4 73.0 83.1 82.4: 16.9 17.6
Old : 100.0: 0.0 5.7 3.7 79.4 73.0 83.1 82.4: 16.9 17.6
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: 0 2 1 19 18 20 20:
Old : 28: 0 2 1 19 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 38.7 66.0 65.1 45.9 37.1 63.5 59.9
Old : 46.7 38.7 66.0 65.1 45.9 37.1 63.5 59.9
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, September 25, 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 : 29,445: 7,506 2,728 0 21,351 26,097 28,857 28,825: 588 620
Old : 29,445: 7,506 2,728 0 21,351 26,097 28,857 28,825: 588 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 9.3 0.0 72.5 88.6 98.0 97.9: 2.0 2.1
Old : 100.0: 25.5 9.3 0.0 72.5 88.6 98.0 97.9: 2.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 0 13 15 15 18:
Old : 29: 2 3 0 13 15 15 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 : 67.5 62.0 87.6 79.6 54.0 50.1 72.1 65.5
Old : 67.5 62.0 87.6 79.6 54.0 50.1 72.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders - Futures Only, September 25, 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 : 17,977: 1,240 0 0 15,685 17,144 16,925 17,144: 1,052 833
Old : 17,977: 1,240 0 0 15,685 17,144 16,925 17,144: 1,052 833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.0 87.3 95.4 94.1 95.4: 5.9 4.6
Old : 100.0: 6.9 0.0 0.0 87.3 95.4 94.1 95.4: 5.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 11 10 13 10:
Old : 20: 2 0 0 11 10 13 10:
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 : 71.3 79.9 86.1 92.6 66.5 79.9 81.3 87.2
Old : 71.3 79.9 86.1 92.6 66.5 79.9 81.3 87.2
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 25, 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 : 135,813: 657 21,209 12,889 112,136 95,544 125,682 129,642: 10,131 6,171
Old : 135,813: 657 21,209 12,889 112,136 95,544 125,682 129,642: 10,131 6,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -569: 0 -1,031 337 -569 428 -232 -266: -337 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 15.6 9.5 82.6 70.3 92.5 95.5: 7.5 4.5
Old : 100.0: 0.5 15.6 9.5 82.6 70.3 92.5 95.5: 7.5 4.5
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 : 48: 1 7 7 38 32 45 40:
Old : 48: 1 7 7 38 32 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 : 28.6 35.3 46.2 57.6 26.5 29.5 37.7 42.9
Old : 28.6 35.3 46.2 57.6 26.5 29.5 37.7 42.9
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 25, 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 : 90,944: 424 3,542 5,052 80,601 68,422 86,077 77,016: 4,867 13,928
Old : 90,944: 424 3,542 5,052 80,601 68,422 86,077 77,016: 4,867 13,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 2,808: -405 -1,142 1,705 1,632 1,879 2,932 2,442: -124 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.9 5.6 88.6 75.2 94.6 84.7: 5.4 15.3
Old : 100.0: 0.5 3.9 5.6 88.6 75.2 94.6 84.7: 5.4 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 : 36: 2 2 4 23 23 27 27:
Old : 36: 2 2 4 23 23 27 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 : 60.0 34.9 74.8 55.1 53.7 34.5 63.7 49.6
Old : 60.0 34.9 74.8 55.1 53.7 34.5 63.7 49.6
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, September 25, 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 : 62,035: 9,826 2,728 0 51,047 55,961 60,873 58,689: 1,162 3,346
Old : 62,035: 9,826 2,728 0 51,047 55,961 60,873 58,689: 1,162 3,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 5,549: 1,333 868 0 4,185 4,835 5,518 5,703: 31 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 4.4 0.0 82.3 90.2 98.1 94.6: 1.9 5.4
Old : 100.0: 15.8 4.4 0.0 82.3 90.2 98.1 94.6: 1.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 3 0 16 25 19 28:
Old : 34: 3 3 0 16 25 19 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 : 60.0 44.7 79.8 71.4 49.5 42.6 64.7 58.8
Old : 60.0 44.7 79.8 71.4 49.5 42.6 64.7 58.8
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 25, 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 : 261,361: 17,250 271 7,307 224,734 244,049 249,291 251,627: 12,070 9,734
Old : 261,361: 17,250 271 7,307 224,734 244,049 249,291 251,627: 12,070 9,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,813: -2,687 -511 1,662 1,257 505 232 1,656: 1,581 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.1 2.8 86.0 93.4 95.4 96.3: 4.6 3.7
Old : 100.0: 6.6 0.1 2.8 86.0 93.4 95.4 96.3: 4.6 3.7
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 : 64: 4 2 6 50 49 56 55:
Old : 64: 4 2 6 50 49 56 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 54.9 53.7 66.6 29.2 51.7 44.6 59.1
Old : 34.6 54.9 53.7 66.6 29.2 51.7 44.6 59.1
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 25, 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 : 201,339: 8,388 0 13,038 167,059 184,070 188,485 197,108: 12,854 4,231
Old : 201,339: 8,388 0 13,038 167,059 184,070 188,485 197,108: 12,854 4,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 609: 1,487 -757 -848 -45 2,037 594 432: 15 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 6.5 83.0 91.4 93.6 97.9: 6.4 2.1
Old : 100.0: 4.2 0.0 6.5 83.0 91.4 93.6 97.9: 6.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 6 0 5 42 36 48 41:
Old : 49: 6 0 5 42 36 48 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 36.6 49.5 58.0 23.7 33.7 35.4 48.3
Old : 31.1 36.6 49.5 58.0 23.7 33.7 35.4 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, September 25, 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 : 205,850: 3,598 11,227 9,876 175,262 174,869 188,736 195,972: 17,114 9,878
Old : 205,850: 3,598 11,227 9,876 175,262 174,869 188,736 195,972: 17,114 9,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 7,080: -2,633 -2,488 1,571 7,296 7,298 6,234 6,381: 846 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.5 4.8 85.1 84.9 91.7 95.2: 8.3 4.8
Old : 100.0: 1.7 5.5 4.8 85.1 84.9 91.7 95.2: 8.3 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 : 54: 4 3 6 44 38 50 45:
Old : 54: 4 3 6 44 38 50 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 : 34.0 31.6 51.1 55.7 33.0 25.1 46.7 41.6
Old : 34.0 31.6 51.1 55.7 33.0 25.1 46.7 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,290: 0 3,706 1,124 42,257 38,871 43,381 43,701: 9,909 9,589
Old : 53,290: 0 3,706 1,124 42,257 38,871 43,381 43,701: 9,909 9,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -220: 0 62 62 58 754 120 878: -340 -1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 2.1 79.3 72.9 81.4 82.0: 18.6 18.0
Old : 100.0: 0.0 7.0 2.1 79.3 72.9 81.4 82.0: 18.6 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 21 22 23 24:
Old : 28: 0 2 2 21 22 23 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 : 34.4 32.1 53.2 54.8 30.7 28.2 46.4 42.0
Old : 34.4 32.1 53.2 54.8 30.7 28.2 46.4 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, September 25, 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 : 221,126: 24,907 10,621 14,537 166,461 175,295 205,905 200,453: 15,221 20,673
Old : 221,126: 24,907 10,621 14,537 166,461 175,295 205,905 200,453: 15,221 20,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,224: -2,144 -692 688 3,950 2,879 2,494 2,875: -1,270 -1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.8 6.6 75.3 79.3 93.1 90.7: 6.9 9.3
Old : 100.0: 11.3 4.8 6.6 75.3 79.3 93.1 90.7: 6.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 3 6 40 41 46 48:
Old : 51: 4 3 6 40 41 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 29.8 46.5 46.7 22.8 25.0 33.1 35.8
Old : 31.6 29.8 46.5 46.7 22.8 25.0 33.1 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 25, 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 : 76,379: 4,214 12,753 3,669 63,502 50,289 71,385 66,711: 4,994 9,668
Old : 76,379: 4,214 12,753 3,669 63,502 50,289 71,385 66,711: 4,994 9,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -81: 0 -115 260 575 659 835 804: -916 -885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 16.7 4.8 83.1 65.8 93.5 87.3: 6.5 12.7
Old : 100.0: 5.5 16.7 4.8 83.1 65.8 93.5 87.3: 6.5 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 : 40: 2 4 5 28 27 33 33:
Old : 40: 2 4 5 28 27 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 : 33.6 33.8 55.4 50.5 29.2 27.2 46.5 39.5
Old : 33.6 33.8 55.4 50.5 29.2 27.2 46.5 39.5
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 25, 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 : 2,857,033: 423,037 226,606 878,025 1,532,166 1,734,783 2,833,228 2,839,414: 23,805 17,619
Old : 2,857,033: 423,037 226,606 878,025 1,532,166 1,734,783 2,833,228 2,839,414: 23,805 17,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 23,066: 21,007 20,955 -1,050 6,791 2,400 26,748 22,305: -3,682 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.9 30.7 53.6 60.7 99.2 99.4: 0.8 0.6
Old : 100.0: 14.8 7.9 30.7 53.6 60.7 99.2 99.4: 0.8 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 : 168: 31 22 43 111 98 159 146:
Old : 168: 31 22 43 111 98 159 146:
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 : 31.6 41.5 46.8 54.5 14.7 24.2 19.8 27.8
Old : 31.6 41.5 46.8 54.5 14.7 24.2 19.8 27.8
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 25, 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 : 1,055,670: 110,644 203,386 270,321 664,024 575,368 1,044,989 1,049,075: 10,681 6,595
Old : 1,055,670: 110,644 203,386 270,321 664,024 575,368 1,044,989 1,049,075: 10,681 6,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 26,693: -11,807 -20,688 17,159 13,283 25,695 18,635 22,166: 8,058 4,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 19.3 25.6 62.9 54.5 99.0 99.4: 1.0 0.6
Old : 100.0: 10.5 19.3 25.6 62.9 54.5 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 : 92: 28 21 35 41 42 83 84:
Old : 92: 28 21 35 41 42 83 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 31.6 59.1 49.8 29.2 24.8 35.7 34.8
Old : 41.8 31.6 59.1 49.8 29.2 24.8 35.7 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 11,592: 798 0 675 9,725 10,617 11,198 11,292: 394 300
Old : 11,592: 798 0 675 9,725 10,617 11,198 11,292: 394 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 5.8 83.9 91.6 96.6 97.4: 3.4 2.6
Old : 100.0: 6.9 0.0 5.8 83.9 91.6 96.6 97.4: 3.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 2 16 13 19 15:
Old : 20: 3 0 2 16 13 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 68.4 75.6 88.8 48.3 61.0 63.0 69.0
Old : 52.1 68.4 75.6 88.8 48.3 61.0 63.0 69.0
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 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 38,357: 2,492 440 430 34,615 36,668 37,537 37,538: 820 819
Old : 38,357: 2,492 440 430 34,615 36,668 37,537 37,538: 820 819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 266: 160 -100 40 56 296 256 236: 10 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.1 1.1 90.2 95.6 97.9 97.9: 2.1 2.1
Old : 100.0: 6.5 1.1 1.1 90.2 95.6 97.9 97.9: 2.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 1 5 29 28 40 33:
Old : 45: 10 1 5 29 28 40 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 : 48.0 45.9 69.6 65.7 42.2 42.8 54.4 54.2
Old : 48.0 45.9 69.6 65.7 42.2 42.8 54.4 54.2
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 25, 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 : 16,401: 1,484 0 351 14,483 15,967 16,318 16,318: 83 83
Old : 16,401: 1,484 0 351 14,483 15,967 16,318 16,318: 83 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 63: 0 0 0 63 63 63 63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 2.1 88.3 97.4 99.5 99.5: 0.5 0.5
Old : 100.0: 9.0 0.0 2.1 88.3 97.4 99.5 99.5: 0.5 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 : 26: 2 0 2 13 20 15 22:
Old : 26: 2 0 2 13 20 15 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 : 69.1 78.8 90.4 90.6 50.7 63.1 65.5 67.5
Old : 69.1 78.8 90.4 90.6 50.7 63.1 65.5 67.5
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 25, 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 : 18,389: 5,144 160 334 12,347 17,567 17,825 18,061: 564 328
Old : 18,389: 5,144 160 334 12,347 17,567 17,825 18,061: 564 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 0.9 1.8 67.1 95.5 96.9 98.2: 3.1 1.8
Old : 100.0: 28.0 0.9 1.8 67.1 95.5 96.9 98.2: 3.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 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 : 63.3 64.2 84.2 82.2 53.7 52.6 66.8 64.2
Old : 63.3 64.2 84.2 82.2 53.7 52.6 66.8 64.2
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 25, 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 : 11,533: 422 362 66 9,451 10,821 9,939 11,249: 1,594 284
Old : 11,533: 422 362 66 9,451 10,821 9,939 11,249: 1,594 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -18: 0 18 6 0 -18 6 6: -24 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.1 0.6 81.9 93.8 86.2 97.5: 13.8 2.5
Old : 100.0: 3.7 3.1 0.6 81.9 93.8 86.2 97.5: 13.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 46.9 70.9 66.4 87.9 40.6 60.3 55.8 72.8
Old : 46.9 70.9 66.4 87.9 40.6 60.3 55.8 72.8
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 25, 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 : 28,747: 955 894 217 25,707 26,744 26,879 27,855: 1,868 892
Old : 28,747: 955 894 217 25,707 26,744 26,879 27,855: 1,868 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,240: 0 160 0 1,240 1,080 1,240 1,240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.1 0.8 89.4 93.0 93.5 96.9: 6.5 3.1
Old : 100.0: 3.3 3.1 0.8 89.4 93.0 93.5 96.9: 6.5 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 : 29: 1 1 2 22 22 24 24:
Old : 29: 1 1 2 22 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 53.7 67.1 76.0 33.3 42.6 47.2 52.4
Old : 46.1 53.7 67.1 76.0 33.3 42.6 47.2 52.4
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 25, 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 : 24,866: 912 390 444 22,632 23,224 23,988 24,058: 878 808
Old : 24,866: 912 390 444 22,632 23,224 23,988 24,058: 878 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 240: 0 0 0 240 0 240 0: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.6 1.8 91.0 93.4 96.5 96.8: 3.5 3.2
Old : 100.0: 3.7 1.6 1.8 91.0 93.4 96.5 96.8: 3.5 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 : 23: 2 1 3 19 17 22 20:
Old : 23: 2 1 3 19 17 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 : 54.4 67.1 73.3 84.6 36.6 44.2 45.8 51.8
Old : 54.4 67.1 73.3 84.6 36.6 44.2 45.8 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, September 25, 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 : 9,866: 1,080 440 560 7,714 8,354 9,354 9,354: 512 512
Old : 9,866: 1,080 440 560 7,714 8,354 9,354 9,354: 512 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 120: 0 120 0 120 0 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 4.5 5.7 78.2 84.7 94.8 94.8: 5.2 5.2
Old : 100.0: 10.9 4.5 5.7 78.2 84.7 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 : 58.0 54.8 79.3 80.0 37.5 40.8 48.0 48.6
Old : 58.0 54.8 79.3 80.0 37.5 40.8 48.0 48.6
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 25, 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 : 1,409,620: 243,458 215,377 377,095 716,674 746,503 1,337,227 1,338,975: 72,393 70,645
Old : 1,409,620: 243,458 215,377 377,095 716,674 746,503 1,337,227 1,338,975: 72,393 70,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -78,761: 5,122 16,110 -15,416 -60,739 -60,358 -71,033 -59,664: -7,728 -19,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.3 26.8 50.8 53.0 94.9 95.0: 5.1 5.0
Old : 100.0: 17.3 15.3 26.8 50.8 53.0 94.9 95.0: 5.1 5.0
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 : 327: 89 116 128 80 102 265 266:
Old : 327: 89 116 128 80 102 265 266:
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 : 23.1 21.8 34.9 31.3 11.1 6.9 17.4 11.7
Old : 23.1 21.8 34.9 31.3 11.1 6.9 17.4 11.7
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 25, 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 : 100,084: 19,089 17,847 5,726 50,330 41,668 75,145 65,241: 24,939 34,843
Old : 100,084: 19,089 17,847 5,726 50,330 41,668 75,145 65,241: 24,939 34,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 3,827: -70 2,661 2,537 1,222 1,296 3,689 6,494: 138 -2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.8 5.7 50.3 41.6 75.1 65.2: 24.9 34.8
Old : 100.0: 19.1 17.8 5.7 50.3 41.6 75.1 65.2: 24.9 34.8
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 : 24: 2 4 5 16 16 22 22:
Old : 24: 2 4 5 16 16 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 : 39.4 29.9 57.8 45.1 39.0 27.1 52.5 39.1
Old : 39.4 29.9 57.8 45.1 39.0 27.1 52.5 39.1
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 25, 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 : 12,981: 50 0 0 12,881 12,931 12,931 12,931: 50 50
Old : 12,981: 50 0 0 12,881 12,931 12,931 12,931: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,417: 50 0 0 1,317 1,367 1,367 1,367: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.2 99.6 99.6 99.6: 0.4 0.4
Old : 100.0: 0.4 0.0 0.0 99.2 99.6 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 27 27 28 27:
Old : 33: 1 0 0 27 27 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 53.5 60.6 75.6 24.6 31.3 35.9 39.4
Old : 35.0 53.5 60.6 75.6 24.6 31.3 35.9 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, September 25, 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 : 104,816: 8,468 23,291 29,944 61,551 47,187 99,963 100,422: 4,853 4,394
Old : 104,816: 8,468 23,291 29,944 61,551 47,187 99,963 100,422: 4,853 4,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 5,043: -1,818 1,352 3,596 3,893 439 5,671 5,387: -628 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 22.2 28.6 58.7 45.0 95.4 95.8: 4.6 4.2
Old : 100.0: 8.1 22.2 28.6 58.7 45.0 95.4 95.8: 4.6 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: 10 14 20 22 19 44 41:
Old : 46: 10 14 20 22 19 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 33.5 51.1 55.7 15.7 19.2 24.2 23.6
Old : 32.0 33.5 51.1 55.7 15.7 19.2 24.2 23.6
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 25, 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 : 15,799: 9,796 3,528 125 4,012 11,624 13,933 15,277: 1,866 522
Old : 15,799: 9,796 3,528 125 4,012 11,624 13,933 15,277: 1,866 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -18: 188 -223 -87 -325 453 -224 143: 206 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 22.3 0.8 25.4 73.6 88.2 96.7: 11.8 3.3
Old : 100.0: 62.0 22.3 0.8 25.4 73.6 88.2 96.7: 11.8 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 : 111: 54 23 3 15 21 72 45:
Old : 111: 54 23 3 15 21 72 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 : 43.6 37.6 55.4 57.0 43.6 35.2 54.8 53.4
Old : 43.6 37.6 55.4 57.0 43.6 35.2 54.8 53.4
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 25, 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 : 13,729: 8,772 841 696 1,765 11,282 11,233 12,819: 2,496 910
Old : 13,729: 8,772 841 696 1,765 11,282 11,233 12,819: 2,496 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,524: 1,669 -307 523 -789 1,119 1,403 1,335: 121 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 6.1 5.1 12.9 82.2 81.8 93.4: 18.2 6.6
Old : 100.0: 63.9 6.1 5.1 12.9 82.2 81.8 93.4: 18.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 38 6 5 7 23 50 32:
Old : 75: 38 6 5 7 23 50 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 : 21.7 49.3 35.1 67.4 21.7 49.3 35.1 67.2
Old : 21.7 49.3 35.1 67.4 21.7 49.3 35.1 67.2
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 25, 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 : 196,935: 59,122 11,940 11,630 109,832 159,620 180,584 183,190: 16,351 13,745
Old : 196,935: 59,122 11,940 11,630 109,832 159,620 180,584 183,190: 16,351 13,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 661: 431 -1,741 1,861 -1,770 394 522 514: 139 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 6.1 5.9 55.8 81.1 91.7 93.0: 8.3 7.0
Old : 100.0: 30.0 6.1 5.9 55.8 81.1 91.7 93.0: 8.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 60 29 28 76 87 155 126:
Old : 184: 60 29 28 76 87 155 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 31.7 33.4 45.1 12.7 17.2 18.5 25.7
Old : 21.0 31.7 33.4 45.1 12.7 17.2 18.5 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, September 25, 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 : 3,250: 50 0 0 3,200 3,000 3,250 3,000: 0 250
Old : 3,250: 50 0 0 3,200 3,000 3,250 3,000: 0 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -150: -250 0 0 150 -200 -100 -200: -50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.5 92.3 100.0 92.3: 0.0 7.7
Old : 100.0: 1.5 0.0 0.0 98.5 92.3 100.0 92.3: 0.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 14 15 15 15:
Old : 24: 1 0 0 14 15 15 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 : 66.2 55.4 86.2 80.0 60.8 50.8 79.2 70.8
Old : 66.2 55.4 86.2 80.0 60.8 50.8 79.2 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008