GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, October 2, 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 : 7,020: 0 200 0 6,070 6,770 6,070 6,970: 950 50
Old : 7,020: 0 200 0 6,070 6,770 6,070 6,970: 950 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -1,709: 0 -25 0 -1,659 -1,534 -1,659 -1,559: -50 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 86.5 96.4 86.5 99.3: 13.5 0.7
Old : 100.0: 0.0 2.8 0.0 86.5 96.4 86.5 99.3: 13.5 0.7
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: 0 1 0 18 18 18 19:
Old : 26: 0 1 0 18 18 18 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 : 46.6 45.7 68.7 71.3 34.3 27.6 42.1 44.7
Old : 46.6 45.7 68.7 71.3 34.3 27.6 42.1 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 11,540: 0 1,199 0 11,180 10,251 11,180 11,450: 360 90
Old : 11,540: 0 1,199 0 11,180 10,251 11,180 11,450: 360 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -829: 0 -1,052 0 -1,069 252 -1,069 -800: 240 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 0.0 96.9 88.8 96.9 99.2: 3.1 0.8
Old : 100.0: 0.0 10.4 0.0 96.9 88.8 96.9 99.2: 3.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 45.3 43.8 69.3 67.8 41.5 38.2 55.4 54.8
Old : 45.3 43.8 69.3 67.8 41.5 38.2 55.4 54.8
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, October 2, 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 : 2,121: 0 0 0 1,524 1,387 1,524 1,387: 597 734
Old : 2,121: 0 0 0 1,524 1,387 1,524 1,387: 597 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -443: 0 0 0 -109 -308 -109 -308: -334 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 71.9 65.4 71.9 65.4: 28.1 34.6
Old : 100.0: 0.0 0.0 0.0 71.9 65.4 71.9 65.4: 28.1 34.6
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: 0 0 0 18 19 18 19:
Old : 20: 0 0 0 18 19 18 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 : 34.1 30.7 53.3 48.2 26.5 19.1 34.4 25.9
Old : 34.1 30.7 53.3 48.2 26.5 19.1 34.4 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, October 2, 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 : 3,906: 0 34 167 3,444 3,308 3,611 3,509: 295 397
Old : 3,906: 0 34 167 3,444 3,308 3,611 3,509: 295 397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -277: 0 11 -16 -183 -178 -199 -183: -78 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 4.3 88.2 84.7 92.4 89.8: 7.6 10.2
Old : 100.0: 0.0 0.9 4.3 88.2 84.7 92.4 89.8: 7.6 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 2 2 28 29 30 31:
Old : 34: 0 2 2 28 29 30 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 : 39.6 33.7 58.4 50.2 21.7 16.6 30.4 23.8
Old : 39.6 33.7 58.4 50.2 21.7 16.6 30.4 23.8
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, October 2, 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 : 225,427: 42,337 13,946 22,946 124,058 163,404 189,341 200,296: 36,086 25,131
Old : 225,427: 42,337 13,946 22,946 124,058 163,404 189,341 200,296: 36,086 25,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -16,272: -9,316 -1,133 931 -6,485 -14,227 -14,870 -14,429: -1,402 -1,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.2 10.2 55.0 72.5 84.0 88.9: 16.0 11.1
Old : 100.0: 18.8 6.2 10.2 55.0 72.5 84.0 88.9: 16.0 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 : 147: 49 21 38 56 69 122 115:
Old : 147: 49 21 38 56 69 122 115:
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 : 21.5 24.3 32.9 34.2 16.2 18.6 24.7 25.7
Old : 21.5 24.3 32.9 34.2 16.2 18.6 24.7 25.7
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, October 2, 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 : 758,406: 73,895 129,808 263,081 356,413 329,116 693,389 722,005: 65,017 36,401
Old : 758,406: 73,895 129,808 263,081 356,413 329,116 693,389 722,005: 65,017 36,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 2,443: 3,785 -5,283 8,171 -8,652 -787 3,304 2,101: -861 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 17.1 34.7 47.0 43.4 91.4 95.2: 8.6 4.8
Old : 100.0: 9.7 17.1 34.7 47.0 43.4 91.4 95.2: 8.6 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 : 213: 56 61 78 80 67 188 164:
Old : 213: 56 61 78 80 67 188 164:
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 30.5 41.4 44.2 9.7 14.0 14.8 18.2
Old : 28.0 30.5 41.4 44.2 9.7 14.0 14.8 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, October 2, 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 : 89,748: 157 12,632 1,577 77,434 62,766 79,168 76,975: 10,580 12,773
Old : 89,748: 157 12,632 1,577 77,434 62,766 79,168 76,975: 10,580 12,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -5,733: 108 22 -1,019 -5,183 -4,022 -6,094 -5,019: 361 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 14.1 1.8 86.3 69.9 88.2 85.8: 11.8 14.2
Old : 100.0: 0.2 14.1 1.8 86.3 69.9 88.2 85.8: 11.8 14.2
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 : 30: 1 3 2 22 18 24 22:
Old : 30: 1 3 2 22 18 24 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 : 49.6 43.9 69.2 62.3 49.3 43.0 67.7 60.2
Old : 49.6 43.9 69.2 62.3 49.3 43.0 67.7 60.2
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,477: 0 9,666 3,031 66,805 51,958 69,836 64,655: 7,641 12,822
Old : 77,477: 0 9,666 3,031 66,805 51,958 69,836 64,655: 7,641 12,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -2,160: 0 -2,799 937 -5,083 -4,468 -4,146 -6,330: 1,986 4,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 3.9 86.2 67.1 90.1 83.5: 9.9 16.5
Old : 100.0: 0.0 12.5 3.9 86.2 67.1 90.1 83.5: 9.9 16.5
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 : 27: 0 2 1 23 17 24 19:
Old : 27: 0 2 1 23 17 24 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 : 44.9 33.4 67.3 58.0 43.5 28.8 63.8 49.0
Old : 44.9 33.4 67.3 58.0 43.5 28.8 63.8 49.0
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, October 2, 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 : 147,375: 26,149 1,520 2,618 108,058 134,716 136,825 138,854: 10,550 8,521
Old : 147,375: 26,149 1,520 2,618 108,058 134,716 136,825 138,854: 10,550 8,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -5,234: 1,242 616 -1,524 -8,620 -8,793 -8,902 -9,701: 3,668 4,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 1.0 1.8 73.3 91.4 92.8 94.2: 7.2 5.8
Old : 100.0: 17.7 1.0 1.8 73.3 91.4 92.8 94.2: 7.2 5.8
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 : 44: 2 1 1 31 32 33 34:
Old : 44: 2 1 1 31 32 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 43.8 63.6 63.7 45.3 43.3 55.7 59.3
Old : 48.4 43.8 63.6 63.7 45.3 43.3 55.7 59.3
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 109,802: 14,028 11,004 3,741 81,101 84,395 98,870 99,140: 10,932 10,662
Old : 109,802: 14,028 11,004 3,741 81,101 84,395 98,870 99,140: 10,932 10,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -1,933: 1,028 -1,940 -774 -6,008 -594 -5,754 -3,308: 3,821 1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.0 3.4 73.9 76.9 90.0 90.3: 10.0 9.7
Old : 100.0: 12.8 10.0 3.4 73.9 76.9 90.0 90.3: 10.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 17 16 21 18:
Old : 26: 2 2 2 17 16 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 : 34.7 59.1 59.6 78.6 34.0 50.9 57.3 65.5
Old : 34.7 59.1 59.6 78.6 34.0 50.9 57.3 65.5
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, October 2, 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 : 54,273: 6,481 682 3,293 38,614 41,392 48,388 45,367: 5,885 8,906
Old : 54,273: 6,481 682 3,293 38,614 41,392 48,388 45,367: 5,885 8,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -6,308: 179 279 -596 -6,077 -7,322 -6,494 -7,639: 186 1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.3 6.1 71.1 76.3 89.2 83.6: 10.8 16.4
Old : 100.0: 11.9 1.3 6.1 71.1 76.3 89.2 83.6: 10.8 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 16 21 18 23:
Old : 26: 2 1 1 16 21 18 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 : 56.5 33.0 81.3 51.5 48.8 30.5 64.0 45.3
Old : 56.5 33.0 81.3 51.5 48.8 30.5 64.0 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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 88,000: 7,591 3,084 4,912 67,802 68,452 80,305 76,448: 7,695 11,552
Old : 88,000: 7,591 3,084 4,912 67,802 68,452 80,305 76,448: 7,695 11,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -5,503: 1,192 -965 2,032 -8,119 -10,175 -4,895 -9,108: -608 3,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.5 5.6 77.0 77.8 91.3 86.9: 8.7 13.1
Old : 100.0: 8.6 3.5 5.6 77.0 77.8 91.3 86.9: 8.7 13.1
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 3 23 27 26 31:
Old : 39: 2 2 3 23 27 26 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 : 43.8 25.5 65.3 42.4 34.0 22.7 49.2 36.8
Old : 43.8 25.5 65.3 42.4 34.0 22.7 49.2 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, October 2, 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 : 93,892: 3,202 2,965 3,438 68,547 78,500 75,187 84,903: 18,705 8,989
Old : 93,892: 3,202 2,965 3,438 68,547 78,500 75,187 84,903: 18,705 8,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -6,071: -458 -2,245 -98 -13,275 -2,872 -13,831 -5,215: 7,760 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.2 3.7 73.0 83.6 80.1 90.4: 19.9 9.6
Old : 100.0: 3.4 3.2 3.7 73.0 83.6 80.1 90.4: 19.9 9.6
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: 1 2 3 19 21 22 24:
Old : 30: 1 2 3 19 21 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 : 40.7 43.4 63.9 62.1 38.0 40.7 57.2 57.7
Old : 40.7 43.4 63.9 62.1 38.0 40.7 57.2 57.7
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, October 2, 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 : 50,111: 10,276 0 5,357 30,888 35,484 46,521 40,841: 3,590 9,270
Old : 50,111: 10,276 0 5,357 30,888 35,484 46,521 40,841: 3,590 9,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 1,361: -229 0 107 669 -1,215 547 -1,108: 814 2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 0.0 10.7 61.6 70.8 92.8 81.5: 7.2 18.5
Old : 100.0: 20.5 0.0 10.7 61.6 70.8 92.8 81.5: 7.2 18.5
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 : 23: 4 0 3 16 9 20 12:
Old : 23: 4 0 3 16 9 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 44.8 66.5 70.5 37.3 42.6 51.5 54.9
Old : 43.5 44.8 66.5 70.5 37.3 42.6 51.5 54.9
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,260: 6,807 4,755 5,405 51,409 48,406 63,621 58,566: 5,639 10,694
Old : 69,260: 6,807 4,755 5,405 51,409 48,406 63,621 58,566: 5,639 10,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 2,195: 1,322 3,521 -768 2,749 772 3,303 3,525: -1,108 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.9 7.8 74.2 69.9 91.9 84.6: 8.1 15.4
Old : 100.0: 9.8 6.9 7.8 74.2 69.9 91.9 84.6: 8.1 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 3 14 15 18 18:
Old : 22: 2 2 3 14 15 18 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 : 54.1 34.8 74.9 59.2 47.3 28.4 65.8 49.6
Old : 54.1 34.8 74.9 59.2 47.3 28.4 65.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,950: 22,811 2,928 1,362 54,283 75,490 78,456 79,780: 5,494 4,170
Old : 83,950: 22,811 2,928 1,362 54,283 75,490 78,456 79,780: 5,494 4,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -6,543: -505 56 304 -5,840 -7,269 -6,041 -6,909: -502 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.5 1.6 64.7 89.9 93.5 95.0: 6.5 5.0
Old : 100.0: 27.2 3.5 1.6 64.7 89.9 93.5 95.0: 6.5 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 : 33: 2 1 2 24 27 27 29:
Old : 33: 2 1 2 24 27 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 41.1 69.6 62.5 44.9 31.3 55.3 48.3
Old : 54.2 41.1 69.6 62.5 44.9 31.3 55.3 48.3
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 117,640: 14,116 6,233 3,783 86,991 93,727 104,890 103,743: 12,750 13,897
Old : 117,640: 14,116 6,233 3,783 86,991 93,727 104,890 103,743: 12,750 13,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -5,899: 823 -1,561 -1,093 -7,572 -5,597 -7,842 -8,251: 1,943 2,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.3 3.2 73.9 79.7 89.2 88.2: 10.8 11.8
Old : 100.0: 12.0 5.3 3.2 73.9 79.7 89.2 88.2: 10.8 11.8
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 : 36: 2 1 2 22 27 25 29:
Old : 36: 2 1 2 22 27 25 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 : 47.7 33.7 66.4 54.5 41.0 33.4 59.4 53.1
Old : 47.7 33.7 66.4 54.5 41.0 33.4 59.4 53.1
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, October 2, 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 : 47,883: 0 1,665 2,061 37,117 35,525 39,178 39,251: 8,705 8,632
Old : 47,883: 0 1,665 2,061 37,117 35,525 39,178 39,251: 8,705 8,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -5,072: 0 -1,342 87 -4,905 -3,146 -4,818 -4,401: -254 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 4.3 77.5 74.2 81.8 82.0: 18.2 18.0
Old : 100.0: 0.0 3.5 4.3 77.5 74.2 81.8 82.0: 18.2 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 : 25: 0 1 1 16 17 17 18:
Old : 25: 0 1 1 16 17 17 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 : 52.0 38.4 70.8 66.6 51.1 38.4 67.9 61.4
Old : 52.0 38.4 70.8 66.6 51.1 38.4 67.9 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, October 2, 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 : 126,115: 230 19,672 14,006 98,965 83,982 113,201 117,660: 12,914 8,455
Old : 126,115: 230 19,672 14,006 98,965 83,982 113,201 117,660: 12,914 8,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -9,698: -427 -1,537 1,117 -13,171 -11,562 -12,481 -11,982: 2,783 2,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 15.6 11.1 78.5 66.6 89.8 93.3: 10.2 6.7
Old : 100.0: 0.2 15.6 11.1 78.5 66.6 89.8 93.3: 10.2 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 : 39: 2 5 7 30 24 37 31:
Old : 39: 2 5 7 30 24 37 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 : 30.3 37.8 48.5 60.1 27.9 31.1 38.9 44.9
Old : 30.3 37.8 48.5 60.1 27.9 31.1 38.9 44.9
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, October 2, 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 : 84,104: 710 3,053 3,988 72,444 60,594 77,142 67,635: 6,962 16,469
Old : 84,104: 710 3,053 3,988 72,444 60,594 77,142 67,635: 6,962 16,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -6,840: 286 -489 -1,064 -8,157 -7,828 -8,935 -9,381: 2,095 2,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.6 4.7 86.1 72.0 91.7 80.4: 8.3 19.6
Old : 100.0: 0.8 3.6 4.7 86.1 72.0 91.7 80.4: 8.3 19.6
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 2 3 19 20 22 24:
Old : 30: 2 2 3 19 20 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 : 63.7 38.8 74.6 57.8 56.6 38.8 64.4 55.1
Old : 63.7 38.8 74.6 57.8 56.6 38.8 64.4 55.1
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, October 2, 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 : 241,663: 11,985 765 5,053 211,313 224,260 228,351 230,078: 13,312 11,585
Old : 241,663: 11,985 765 5,053 211,313 224,260 228,351 230,078: 13,312 11,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -19,698: -5,265 494 -2,254 -13,421 -19,789 -20,940 -21,549: 1,242 1,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.3 2.1 87.4 92.8 94.5 95.2: 5.5 4.8
Old : 100.0: 5.0 0.3 2.1 87.4 92.8 94.5 95.2: 5.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 2 6 43 42 49 48:
Old : 56: 4 2 6 43 42 49 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 58.3 54.1 69.7 31.2 55.1 46.2 61.9
Old : 36.2 58.3 54.1 69.7 31.2 55.1 46.2 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, October 2, 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 : 191,123: 9,172 712 10,254 159,454 175,801 178,880 186,767: 12,243 4,356
Old : 191,123: 9,172 712 10,254 159,454 175,801 178,880 186,767: 12,243 4,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -10,216: 784 712 -2,784 -7,605 -8,269 -9,605 -10,341: -611 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.4 5.4 83.4 92.0 93.6 97.7: 6.4 2.3
Old : 100.0: 4.8 0.4 5.4 83.4 92.0 93.6 97.7: 6.4 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 : 46: 4 1 4 37 33 42 37:
Old : 46: 4 1 4 37 33 42 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 : 32.4 39.9 51.8 61.3 24.7 36.8 37.9 53.3
Old : 32.4 39.9 51.8 61.3 24.7 36.8 37.9 53.3
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, October 2, 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 : 209,073: 4,173 14,277 12,262 176,612 173,275 193,047 199,814: 16,026 9,259
Old : 209,073: 4,173 14,277 12,262 176,612 173,275 193,047 199,814: 16,026 9,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 3,223: 575 3,050 2,386 1,350 -1,594 4,311 3,842: -1,088 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 6.8 5.9 84.5 82.9 92.3 95.6: 7.7 4.4
Old : 100.0: 2.0 6.8 5.9 84.5 82.9 92.3 95.6: 7.7 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 : 50: 2 4 5 41 35 46 41:
Old : 50: 2 4 5 41 35 46 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 : 37.6 31.1 53.8 54.6 36.7 24.9 49.2 43.8
Old : 37.6 31.1 53.8 54.6 36.7 24.9 49.2 43.8
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, October 2, 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 : 48,044: 0 2,730 1,274 37,653 34,084 38,927 38,088: 9,117 9,956
Old : 48,044: 0 2,730 1,274 37,653 34,084 38,927 38,088: 9,117 9,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -5,246: 0 -976 150 -4,604 -4,787 -4,454 -5,613: -792 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 2.7 78.4 70.9 81.0 79.3: 19.0 20.7
Old : 100.0: 0.0 5.7 2.7 78.4 70.9 81.0 79.3: 19.0 20.7
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 : 25: 0 2 1 17 19 18 21:
Old : 25: 0 2 1 17 19 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 33.5 54.0 56.8 29.4 28.8 46.7 45.1
Old : 33.4 33.5 54.0 56.8 29.4 28.8 46.7 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, October 2, 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 : 204,928: 25,961 9,653 12,903 151,043 161,616 189,907 184,172: 15,021 20,756
Old : 204,928: 25,961 9,653 12,903 151,043 161,616 189,907 184,172: 15,021 20,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -16,198: 1,054 -968 -1,634 -15,418 -13,679 -15,998 -16,281: -200 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.7 6.3 73.7 78.9 92.7 89.9: 7.3 10.1
Old : 100.0: 12.7 4.7 6.3 73.7 78.9 92.7 89.9: 7.3 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: 5 1 6 39 37 45 43:
Old : 47: 5 1 6 39 37 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 30.0 47.8 47.9 24.8 25.1 34.8 36.5
Old : 32.7 30.0 47.8 47.9 24.8 25.1 34.8 36.5
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, October 2, 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 : 71,310: 5,113 9,281 4,614 55,965 47,293 65,692 61,188: 5,618 10,122
Old : 71,310: 5,113 9,281 4,614 55,965 47,293 65,692 61,188: 5,618 10,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -5,069: 899 -3,472 945 -7,537 -2,996 -5,693 -5,523: 624 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 13.0 6.5 78.5 66.3 92.1 85.8: 7.9 14.2
Old : 100.0: 7.2 13.0 6.5 78.5 66.3 92.1 85.8: 7.9 14.2
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 : 32: 2 5 4 23 22 28 28:
Old : 32: 2 5 4 23 22 28 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 : 33.3 34.5 56.0 51.3 29.1 26.9 48.2 40.6
Old : 33.3 34.5 56.0 51.3 29.1 26.9 48.2 40.6
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, October 2, 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 : 2,701,848: 442,914 172,720 837,725 1,389,338 1,673,045 2,669,977 2,683,490: 31,871 18,358
Old : 2,701,848: 442,914 172,720 837,725 1,389,338 1,673,045 2,669,977 2,683,490: 31,871 18,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -155,185: 20,161 -53,886 -39,387 -144,025 -62,651 -163,251 -155,924: 8,066 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 6.4 31.0 51.4 61.9 98.8 99.3: 1.2 0.7
Old : 100.0: 16.4 6.4 31.0 51.4 61.9 98.8 99.3: 1.2 0.7
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 : 153: 28 20 43 100 92 147 137:
Old : 153: 28 20 43 100 92 147 137:
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 41.3 47.9 55.5 15.1 23.3 20.1 27.0
Old : 33.6 41.3 47.9 55.5 15.1 23.3 20.1 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 2, 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 : 894,335: 67,464 191,907 208,263 614,681 491,249 890,408 891,419: 3,927 2,916
Old : 894,335: 67,464 191,907 208,263 614,681 491,249 890,408 891,419: 3,927 2,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -161,335: -43,180 -11,479 -62,058 -49,343 -84,119 -154,581 -157,656: -6,754 -3,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 21.5 23.3 68.7 54.9 99.6 99.7: 0.4 0.3
Old : 100.0: 7.5 21.5 23.3 68.7 54.9 99.6 99.7: 0.4 0.3
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 : 82: 15 25 34 40 40 74 80:
Old : 82: 15 25 34 40 40 74 80:
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 : 44.4 33.0 63.0 52.6 34.7 26.2 41.5 36.5
Old : 44.4 33.0 63.0 52.6 34.7 26.2 41.5 36.5
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, October 2, 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 : 36,105: 2,340 520 540 31,865 34,067 34,745 35,127: 1,360 978
Old : 36,105: 2,340 520 540 31,865 34,067 34,745 35,127: 1,360 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -2,252: -152 80 110 -2,750 -2,601 -2,792 -2,411: 540 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.4 1.5 88.3 94.4 96.2 97.3: 3.8 2.7
Old : 100.0: 6.5 1.4 1.5 88.3 94.4 96.2 97.3: 3.8 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 : 41: 8 2 4 28 25 37 30:
Old : 41: 8 2 4 28 25 37 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 : 48.7 46.1 70.4 66.6 42.3 42.6 52.5 53.5
Old : 48.7 46.1 70.4 66.6 42.3 42.6 52.5 53.5
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, October 2, 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 : 15,404: 1,579 0 256 13,441 15,084 15,276 15,340: 128 64
Old : 15,404: 1,579 0 256 13,441 15,084 15,276 15,340: 128 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -997: 95 0 -95 -1,042 -883 -1,042 -978: 45 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 1.7 87.3 97.9 99.2 99.6: 0.8 0.4
Old : 100.0: 10.3 0.0 1.7 87.3 97.9 99.2 99.6: 0.8 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 : 26: 2 0 1 12 19 14 20:
Old : 26: 2 0 1 12 19 14 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 : 71.9 81.6 90.4 91.5 54.7 66.5 68.3 70.5
Old : 71.9 81.6 90.4 91.5 54.7 66.5 68.3 70.5
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, October 2, 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 : 18,001: 5,195 120 283 12,016 17,532 17,494 17,935: 507 66
Old : 18,001: 5,195 120 283 12,016 17,532 17,494 17,935: 507 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -388: 51 -40 -51 -331 -35 -331 -126: -57 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 0.7 1.6 66.8 97.4 97.2 99.6: 2.8 0.4
Old : 100.0: 28.9 0.7 1.6 66.8 97.4 97.2 99.6: 2.8 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 : 27: 2 1 2 19 18 21 21:
Old : 27: 2 1 2 19 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 64.6 84.8 83.4 54.3 54.0 67.1 65.3
Old : 64.2 64.6 84.8 83.4 54.3 54.0 67.1 65.3
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, October 2, 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 : 10,772: 240 162 84 9,134 10,168 9,458 10,414: 1,314 358
Old : 10,772: 240 162 84 9,134 10,168 9,458 10,414: 1,314 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -761: -182 -200 18 -317 -653 -481 -835: -280 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.5 0.8 84.8 94.4 87.8 96.7: 12.2 3.3
Old : 100.0: 2.2 1.5 0.8 84.8 94.4 87.8 96.7: 12.2 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 : 22: 1 1 2 16 13 18 15:
Old : 22: 1 1 2 16 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 : 46.8 71.5 66.1 88.7 40.8 61.0 56.6 73.8
Old : 46.8 71.5 66.1 88.7 40.8 61.0 56.6 73.8
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, October 2, 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 : 27,494: 962 884 210 24,568 25,458 25,740 26,552: 1,754 942
Old : 27,494: 962 884 210 24,568 25,458 25,740 26,552: 1,754 942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -1,253: 7 -10 -7 -1,139 -1,286 -1,139 -1,303: -114 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.2 0.8 89.4 92.6 93.6 96.6: 6.4 3.4
Old : 100.0: 3.5 3.2 0.8 89.4 92.6 93.6 96.6: 6.4 3.4
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 : 28: 1 1 2 23 20 25 22:
Old : 28: 1 1 2 23 20 25 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 : 46.9 55.6 67.7 78.4 33.4 43.5 47.2 53.3
Old : 46.9 55.6 67.7 78.4 33.4 43.5 47.2 53.3
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, October 2, 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 : 23,650: 932 318 764 21,132 21,784 22,828 22,866: 822 784
Old : 23,650: 932 318 764 21,132 21,784 22,828 22,866: 822 784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -1,216: 20 -72 320 -1,500 -1,440 -1,160 -1,192: -56 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.3 3.2 89.4 92.1 96.5 96.7: 3.5 3.3
Old : 100.0: 3.9 1.3 3.2 89.4 92.1 96.5 96.7: 3.5 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 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 67.2 74.0 83.4 35.4 43.6 44.4 50.2
Old : 54.4 67.2 74.0 83.4 35.4 43.6 44.4 50.2
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, October 2, 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 : 9,448: 1,180 520 380 7,423 8,038 8,983 8,938: 465 510
Old : 9,448: 1,180 520 380 7,423 8,038 8,983 8,938: 465 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -418: 100 80 -180 -291 -316 -371 -416: -47 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 5.5 4.0 78.6 85.1 95.1 94.6: 4.9 5.4
Old : 100.0: 12.5 5.5 4.0 78.6 85.1 95.1 94.6: 4.9 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 : 20: 2 1 2 13 14 16 16:
Old : 20: 2 1 2 13 14 16 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 : 58.8 54.4 79.9 79.7 38.1 39.6 49.8 49.5
Old : 58.8 54.4 79.9 79.7 38.1 39.6 49.8 49.5
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, October 2, 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 : 1,426,044: 239,250 197,788 388,492 719,520 764,046 1,347,262 1,350,326: 78,782 75,718
Old : 1,426,044: 239,250 197,788 388,492 719,520 764,046 1,347,262 1,350,326: 78,782 75,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 16,424: -4,208 -17,589 11,397 2,846 17,543 10,035 11,351: 6,389 5,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.9 27.2 50.5 53.6 94.5 94.7: 5.5 5.3
Old : 100.0: 16.8 13.9 27.2 50.5 53.6 94.5 94.7: 5.5 5.3
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 : 318: 89 111 127 81 98 262 260:
Old : 318: 89 111 127 81 98 262 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 23.1 35.1 32.4 11.4 7.4 17.5 12.2
Old : 24.1 23.1 35.1 32.4 11.4 7.4 17.5 12.2
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 94,649: 17,573 18,046 5,917 46,261 31,911 69,751 55,874: 24,898 38,775
Old : 94,649: 17,573 18,046 5,917 46,261 31,911 69,751 55,874: 24,898 38,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -5,435: -1,516 199 191 -4,069 -9,757 -5,394 -9,367: -41 3,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 19.1 6.3 48.9 33.7 73.7 59.0: 26.3 41.0
Old : 100.0: 18.6 19.1 6.3 48.9 33.7 73.7 59.0: 26.3 41.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 4 5 13 12 19 18:
Old : 21: 2 4 5 13 12 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 30.1 59.7 46.2 40.4 27.2 54.4 38.9
Old : 41.3 30.1 59.7 46.2 40.4 27.2 54.4 38.9
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 11,547: 0 0 0 11,547 11,547 11,547 11,547: 0 0
Old : 11,547: 0 0 0 11,547 11,547 11,547 11,547: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -1,434: -50 0 0 -1,334 -1,384 -1,384 -1,384: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 27 29 27 29:
Old : 31: 0 0 0 27 29 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 48.9 60.0 71.4 27.2 30.1 36.8 37.5
Old : 36.2 48.9 60.0 71.4 27.2 30.1 36.8 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, October 2, 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 : 107,017: 8,729 24,047 30,171 61,966 47,801 100,866 102,019: 6,151 4,998
Old : 107,017: 8,729 24,047 30,171 61,966 47,801 100,866 102,019: 6,151 4,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 2,201: 261 756 227 415 614 903 1,597: 1,298 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 22.5 28.2 57.9 44.7 94.3 95.3: 5.7 4.7
Old : 100.0: 8.2 22.5 28.2 57.9 44.7 94.3 95.3: 5.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 15 20 22 19 44 41:
Old : 46: 9 15 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 : 31.2 32.7 49.6 55.2 14.9 18.8 23.6 23.4
Old : 31.2 32.7 49.6 55.2 14.9 18.8 23.6 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 2, 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 : 15,946: 9,808 3,324 5 4,059 12,116 13,872 15,445: 2,074 501
Old : 15,946: 9,808 3,324 5 4,059 12,116 13,872 15,445: 2,074 501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 147: 12 -204 -120 47 492 -61 168: 208 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 20.8 0.0 25.5 76.0 87.0 96.9: 13.0 3.1
Old : 100.0: 61.5 20.8 0.0 25.5 76.0 87.0 96.9: 13.0 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 : 107: 51 23 1 12 23 64 46:
Old : 107: 51 23 1 12 23 64 46:
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 : 43.8 37.1 56.7 56.1 43.8 33.4 55.2 52.1
Old : 43.8 37.1 56.7 56.1 43.8 33.4 55.2 52.1
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 14,621: 9,569 1,714 89 1,774 12,076 11,432 13,879: 3,189 742
Old : 14,621: 9,569 1,714 89 1,774 12,076 11,432 13,879: 3,189 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 892: 797 873 -607 9 794 199 1,060: 693 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 11.7 0.6 12.1 82.6 78.2 94.9: 21.8 5.1
Old : 100.0: 65.4 11.7 0.6 12.1 82.6 78.2 94.9: 21.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 39 7 1 8 26 48 33:
Old : 77: 39 7 1 8 26 48 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 : 20.3 50.4 32.8 67.8 20.3 50.3 32.8 67.5
Old : 20.3 50.4 32.8 67.8 20.3 50.3 32.8 67.5
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, October 2, 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 : 189,668: 56,477 12,095 9,922 105,078 152,541 171,477 174,558: 18,191 15,110
Old : 189,668: 56,477 12,095 9,922 105,078 152,541 171,477 174,558: 18,191 15,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -7,267: -2,645 155 -1,708 -4,754 -7,079 -9,107 -8,632: 1,840 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 6.4 5.2 55.4 80.4 90.4 92.0: 9.6 8.0
Old : 100.0: 29.8 6.4 5.2 55.4 80.4 90.4 92.0: 9.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 60 25 25 70 80 147 113:
Old : 172: 60 25 25 70 80 147 113:
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 : 21.6 31.4 34.1 45.1 12.9 15.5 19.2 23.7
Old : 21.6 31.4 34.1 45.1 12.9 15.5 19.2 23.7
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, October 2, 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 : 2,750: 50 0 0 2,700 2,550 2,750 2,550: 0 200
Old : 2,750: 50 0 0 2,700 2,550 2,750 2,550: 0 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -500: 0 0 0 -500 -450 -500 -450: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 98.2 92.7 100.0 92.7: 0.0 7.3
Old : 100.0: 1.8 0.0 0.0 98.2 92.7 100.0 92.7: 0.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 11 12 12 12:
Old : 20: 1 0 0 11 12 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 60.0 91.8 81.8 64.5 54.5 83.6 73.6
Old : 69.1 60.0 91.8 81.8 64.5 54.5 83.6 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008