GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, October 9, 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 : 7,170: 0 575 0 6,120 6,445 6,120 7,020: 1,050 150
Old : 7,170: 0 575 0 6,120 6,445 6,120 7,020: 1,050 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 150: 0 375 0 50 -325 50 50: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 0.0 85.4 89.9 85.4 97.9: 14.6 2.1
Old : 100.0: 0.0 8.0 0.0 85.4 89.9 85.4 97.9: 14.6 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 : 27: 0 2 0 18 18 18 20:
Old : 27: 0 2 0 18 18 18 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 : 45.0 44.4 66.2 66.7 35.3 26.7 43.0 42.7
Old : 45.0 44.4 66.2 66.7 35.3 26.7 43.0 42.7
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 9, 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 : 12,085: 300 1,079 120 11,305 10,796 11,725 11,995: 360 90
Old : 12,085: 300 1,079 120 11,305 10,796 11,725 11,995: 360 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 545: 300 -120 120 125 545 545 545: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.9 1.0 93.5 89.3 97.0 99.3: 3.0 0.7
Old : 100.0: 2.5 8.9 1.0 93.5 89.3 97.0 99.3: 3.0 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 : 39: 1 1 1 29 27 31 29:
Old : 39: 1 1 1 29 27 31 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 : 41.8 41.4 65.2 65.9 37.8 36.1 51.2 52.7
Old : 41.8 41.4 65.2 65.9 37.8 36.1 51.2 52.7
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 9, 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 : 4,709: 0 24 156 4,317 4,173 4,473 4,353: 236 356
Old : 4,709: 0 24 156 4,317 4,173 4,473 4,353: 236 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 803: 0 -10 -11 873 865 862 844: -59 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 3.3 91.7 88.6 95.0 92.4: 5.0 7.6
Old : 100.0: 0.0 0.5 3.3 91.7 88.6 95.0 92.4: 5.0 7.6
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 : 39: 0 1 2 32 34 34 36:
Old : 39: 0 1 2 32 34 34 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 : 43.0 37.1 60.4 51.3 19.1 13.9 26.3 20.2
Old : 43.0 37.1 60.4 51.3 19.1 13.9 26.3 20.2
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 9, 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 : 219,935: 41,893 15,118 22,509 119,805 155,563 184,207 193,190: 35,728 26,745
Old : 219,935: 41,893 15,118 22,509 119,805 155,563 184,207 193,190: 35,728 26,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -5,492: -444 1,172 -437 -4,253 -7,841 -5,134 -7,106: -358 1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 6.9 10.2 54.5 70.7 83.8 87.8: 16.2 12.2
Old : 100.0: 19.0 6.9 10.2 54.5 70.7 83.8 87.8: 16.2 12.2
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 : 143: 46 24 37 54 67 120 111:
Old : 143: 46 24 37 54 67 120 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 22.9 32.6 33.4 17.0 18.1 25.5 25.1
Old : 22.1 22.9 32.6 33.4 17.0 18.1 25.5 25.1
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 9, 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 : 740,498: 74,943 135,830 253,924 347,982 315,567 676,849 705,321: 63,649 35,177
Old : 740,498: 74,943 135,830 253,924 347,982 315,567 676,849 705,321: 63,649 35,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -17,908: 1,048 6,022 -9,157 -8,431 -13,549 -16,540 -16,684: -1,368 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 18.3 34.3 47.0 42.6 91.4 95.2: 8.6 4.8
Old : 100.0: 10.1 18.3 34.3 47.0 42.6 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 : 211: 53 64 78 80 66 184 166:
Old : 211: 53 64 78 80 66 184 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 29.5 40.6 43.3 9.9 14.6 15.1 19.4
Old : 27.0 29.5 40.6 43.3 9.9 14.6 15.1 19.4
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 9, 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 : 93,969: 266 12,900 1,426 81,697 67,352 83,389 81,678: 10,580 12,291
Old : 93,969: 266 12,900 1,426 81,697 67,352 83,389 81,678: 10,580 12,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 4,221: 109 268 -151 4,263 4,586 4,221 4,703: 0 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 13.7 1.5 86.9 71.7 88.7 86.9: 11.3 13.1
Old : 100.0: 0.3 13.7 1.5 86.9 71.7 88.7 86.9: 11.3 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 : 30: 1 3 2 21 18 23 22:
Old : 30: 1 3 2 21 18 23 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 : 50.6 46.7 70.1 64.4 50.4 45.9 68.7 62.4
Old : 50.6 46.7 70.1 64.4 50.4 45.9 68.7 62.4
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 9, 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 : 78,456: 0 11,702 2,671 68,656 49,917 71,327 64,290: 7,129 14,166
Old : 78,456: 0 11,702 2,671 68,656 49,917 71,327 64,290: 7,129 14,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 979: 0 2,036 -360 1,851 -2,041 1,491 -365: -512 1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.9 3.4 87.5 63.6 90.9 81.9: 9.1 18.1
Old : 100.0: 0.0 14.9 3.4 87.5 63.6 90.9 81.9: 9.1 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 1 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 : 46.2 34.9 69.8 56.3 44.8 29.5 65.1 48.9
Old : 46.2 34.9 69.8 56.3 44.8 29.5 65.1 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, October 9, 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 : 148,675: 22,633 1,824 2,618 113,516 134,190 138,767 138,632: 9,908 10,043
Old : 148,675: 22,633 1,824 2,618 113,516 134,190 138,767 138,632: 9,908 10,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,300: -3,516 304 0 5,458 -526 1,942 -222: -642 1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 1.2 1.8 76.4 90.3 93.3 93.2: 6.7 6.8
Old : 100.0: 15.2 1.2 1.8 76.4 90.3 93.3 93.2: 6.7 6.8
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 : 45: 2 1 1 33 33 35 35:
Old : 45: 2 1 1 33 33 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 43.0 63.6 61.3 45.6 42.5 55.0 57.5
Old : 48.4 43.0 63.6 61.3 45.6 42.5 55.0 57.5
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 9, 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 : 110,136: 14,028 11,156 4,105 81,071 85,733 99,204 100,994: 10,932 9,142
Old : 110,136: 14,028 11,156 4,105 81,071 85,733 99,204 100,994: 10,932 9,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 334: 0 152 364 -30 1,338 334 1,854: 0 -1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.1 3.7 73.6 77.8 90.1 91.7: 9.9 8.3
Old : 100.0: 12.7 10.1 3.7 73.6 77.8 90.1 91.7: 9.9 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 : 28: 2 3 2 17 17 21 20:
Old : 28: 2 3 2 17 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 58.7 59.4 78.1 33.9 50.2 57.1 64.8
Old : 34.6 58.7 59.4 78.1 33.9 50.2 57.1 64.8
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,367: 16,251 768 1,827 32,528 47,277 50,606 49,872: 6,761 7,495
Old : 57,367: 16,251 768 1,827 32,528 47,277 50,606 49,872: 6,761 7,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -4,551: 3,022 -219 -3,330 -6,530 -2,624 -6,838 -6,173: 2,287 1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 1.3 3.2 56.7 82.4 88.2 86.9: 11.8 13.1
Old : 100.0: 28.3 1.3 3.2 56.7 82.4 88.2 86.9: 11.8 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 : 20: 4 1 3 9 13 14 16:
Old : 20: 4 1 3 9 13 14 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 : 65.8 61.2 81.3 75.1 62.4 54.1 69.4 65.5
Old : 65.8 61.2 81.3 75.1 62.4 54.1 69.4 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 9, 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 : 54,385: 7,006 0 3,198 37,442 42,121 47,646 45,319: 6,739 9,066
Old : 54,385: 7,006 0 3,198 37,442 42,121 47,646 45,319: 6,739 9,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 112: 525 -682 -95 -1,172 729 -742 -48: 854 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.0 5.9 68.8 77.4 87.6 83.3: 12.4 16.7
Old : 100.0: 12.9 0.0 5.9 68.8 77.4 87.6 83.3: 12.4 16.7
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: 2 0 1 16 21 18 22:
Old : 25: 2 0 1 16 21 18 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 : 55.3 33.2 79.1 53.1 47.8 31.6 63.5 46.3
Old : 55.3 33.2 79.1 53.1 47.8 31.6 63.5 46.3
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 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,255: 5,467 2,112 5,473 67,010 66,702 77,950 74,287: 8,305 11,968
Old : 86,255: 5,467 2,112 5,473 67,010 66,702 77,950 74,287: 8,305 11,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -1,745: -2,124 -972 561 -792 -1,750 -2,355 -2,161: 610 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.4 6.3 77.7 77.3 90.4 86.1: 9.6 13.9
Old : 100.0: 6.3 2.4 6.3 77.7 77.3 90.4 86.1: 9.6 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 3 23 28 26 32:
Old : 39: 2 2 3 23 28 26 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 : 42.3 26.4 63.6 42.9 33.7 23.8 50.2 36.7
Old : 42.3 26.4 63.6 42.9 33.7 23.8 50.2 36.7
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 9, 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 : 95,056: 4,546 2,842 2,774 71,185 81,028 78,505 86,644: 16,551 8,412
Old : 95,056: 4,546 2,842 2,774 71,185 81,028 78,505 86,644: 16,551 8,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,164: 1,344 -123 -664 2,638 2,528 3,318 1,741: -2,154 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.0 2.9 74.9 85.2 82.6 91.2: 17.4 8.8
Old : 100.0: 4.8 3.0 2.9 74.9 85.2 82.6 91.2: 17.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 3 22 22 25 25:
Old : 32: 1 2 3 22 22 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 42.8 63.8 62.5 37.5 40.1 57.9 58.1
Old : 40.2 42.8 63.8 62.5 37.5 40.1 57.9 58.1
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 9, 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 : 54,113: 11,810 1,602 4,691 33,657 39,467 50,158 45,760: 3,955 8,353
Old : 54,113: 11,810 1,602 4,691 33,657 39,467 50,158 45,760: 3,955 8,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 4,002: 1,534 1,602 -666 2,769 3,983 3,637 4,919: 365 -917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 3.0 8.7 62.2 72.9 92.7 84.6: 7.3 15.4
Old : 100.0: 21.8 3.0 8.7 62.2 72.9 92.7 84.6: 7.3 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 3 16 11 20 15:
Old : 25: 4 1 3 16 11 20 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 : 41.5 44.8 65.9 68.2 38.7 42.7 52.8 56.9
Old : 41.5 44.8 65.9 68.2 38.7 42.7 52.8 56.9
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 9, 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 : 70,695: 6,751 5,349 6,461 52,224 49,273 65,436 61,083: 5,259 9,612
Old : 70,695: 6,751 5,349 6,461 52,224 49,273 65,436 61,083: 5,259 9,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,435: -56 594 1,056 815 867 1,815 2,517: -380 -1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 7.6 9.1 73.9 69.7 92.6 86.4: 7.4 13.6
Old : 100.0: 9.5 7.6 9.1 73.9 69.7 92.6 86.4: 7.4 13.6
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 : 23: 2 3 4 14 15 19 19:
Old : 23: 2 3 4 14 15 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 : 53.0 35.5 73.8 58.9 46.5 29.3 65.0 49.0
Old : 53.0 35.5 73.8 58.9 46.5 29.3 65.0 49.0
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 9, 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 : 83,654: 20,648 3,147 1,076 56,452 74,544 78,176 78,767: 5,478 4,887
Old : 83,654: 20,648 3,147 1,076 56,452 74,544 78,176 78,767: 5,478 4,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -296: -2,163 219 -286 2,169 -946 -280 -1,013: -16 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.8 1.3 67.5 89.1 93.5 94.2: 6.5 5.8
Old : 100.0: 24.7 3.8 1.3 67.5 89.1 93.5 94.2: 6.5 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 : 32: 2 1 1 23 26 25 28:
Old : 32: 2 1 1 23 26 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 41.0 71.3 62.4 42.8 32.9 55.6 49.6
Old : 53.2 41.0 71.3 62.4 42.8 32.9 55.6 49.6
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 9, 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 : 121,247: 11,200 4,210 5,931 92,579 98,050 109,710 108,191: 11,537 13,056
Old : 121,247: 11,200 4,210 5,931 92,579 98,050 109,710 108,191: 11,537 13,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,607: -2,916 -2,023 2,148 5,588 4,323 4,820 4,448: -1,213 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.5 4.9 76.4 80.9 90.5 89.2: 9.5 10.8
Old : 100.0: 9.2 3.5 4.9 76.4 80.9 90.5 89.2: 9.5 10.8
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 : 45.6 33.7 66.5 52.5 37.6 33.4 58.2 51.0
Old : 45.6 33.7 66.5 52.5 37.6 33.4 58.2 51.0
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 9, 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 : 49,059: 0 1,407 2,079 38,213 37,243 40,292 40,729: 8,767 8,330
Old : 49,059: 0 1,407 2,079 38,213 37,243 40,292 40,729: 8,767 8,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,176: 0 -258 18 1,096 1,718 1,114 1,478: 62 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 4.2 77.9 75.9 82.1 83.0: 17.9 17.0
Old : 100.0: 0.0 2.9 4.2 77.9 75.9 82.1 83.0: 17.9 17.0
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 18 17 19:
Old : 25: 0 1 1 16 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 37.4 71.4 65.1 52.9 37.4 65.7 59.9
Old : 53.7 37.4 71.4 65.1 52.9 37.4 65.7 59.9
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 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 134,047: 484 17,936 18,057 102,440 89,509 120,981 125,502: 13,066 8,545
Old : 134,047: 484 17,936 18,057 102,440 89,509 120,981 125,502: 13,066 8,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 7,932: 254 -1,736 4,051 3,475 5,527 7,780 7,842: 152 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 13.4 13.5 76.4 66.8 90.3 93.6: 9.7 6.4
Old : 100.0: 0.4 13.4 13.5 76.4 66.8 90.3 93.6: 9.7 6.4
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 : 39: 2 5 7 31 23 38 30:
Old : 39: 2 5 7 31 23 38 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 : 27.7 38.2 45.1 61.2 25.0 30.3 36.3 44.3
Old : 27.7 38.2 45.1 61.2 25.0 30.3 36.3 44.3
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 9, 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 : 87,457: 688 4,117 4,147 75,505 63,029 80,340 71,293: 7,117 16,164
Old : 87,457: 688 4,117 4,147 75,505 63,029 80,340 71,293: 7,117 16,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,353: -22 1,064 159 3,061 2,435 3,198 3,658: 155 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.7 4.7 86.3 72.1 91.9 81.5: 8.1 18.5
Old : 100.0: 0.8 4.7 4.7 86.3 72.1 91.9 81.5: 8.1 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 : 32: 2 3 3 21 20 25 24:
Old : 32: 2 3 3 21 20 25 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 : 63.1 40.2 73.9 58.8 56.7 40.0 64.5 55.7
Old : 63.1 40.2 73.9 58.8 56.7 40.0 64.5 55.7
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 9, 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 : 245,470: 13,888 126 4,502 213,326 229,461 231,716 234,089: 13,754 11,381
Old : 245,470: 13,888 126 4,502 213,326 229,461 231,716 234,089: 13,754 11,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,807: 1,903 -639 -551 2,013 5,201 3,365 4,011: 442 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.1 1.8 86.9 93.5 94.4 95.4: 5.6 4.6
Old : 100.0: 5.7 0.1 1.8 86.9 93.5 94.4 95.4: 5.6 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 : 58: 5 1 6 46 42 52 48:
Old : 58: 5 1 6 46 42 52 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 : 35.4 57.3 53.5 69.0 30.0 53.9 45.4 61.1
Old : 35.4 57.3 53.5 69.0 30.0 53.9 45.4 61.1
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, October 9, 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 : 194,609: 7,194 2,701 11,864 163,350 175,402 182,408 189,967: 12,201 4,642
Old : 194,609: 7,194 2,701 11,864 163,350 175,402 182,408 189,967: 12,201 4,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,486: -1,978 1,989 1,610 3,896 -399 3,528 3,200: -42 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.4 6.1 83.9 90.1 93.7 97.6: 6.3 2.4
Old : 100.0: 3.7 1.4 6.1 83.9 90.1 93.7 97.6: 6.3 2.4
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 : 47: 2 3 4 38 34 43 38:
Old : 47: 2 3 4 38 34 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 39.5 50.3 61.3 24.3 36.5 37.0 52.0
Old : 31.9 39.5 50.3 61.3 24.3 36.5 37.0 52.0
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 9, 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 : 217,051: 3,245 11,890 13,578 184,001 181,817 200,824 207,285: 16,227 9,766
Old : 217,051: 3,245 11,890 13,578 184,001 181,817 200,824 207,285: 16,227 9,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 7,978: -928 -2,387 1,316 7,389 8,542 7,777 7,471: 201 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 5.5 6.3 84.8 83.8 92.5 95.5: 7.5 4.5
Old : 100.0: 1.5 5.5 6.3 84.8 83.8 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 : 50: 1 5 5 41 36 46 42:
Old : 50: 1 5 5 41 36 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 31.4 54.3 54.0 37.3 25.4 49.3 43.0
Old : 38.1 31.4 54.3 54.0 37.3 25.4 49.3 43.0
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 9, 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 : 50,445: 0 2,064 1,810 39,760 38,596 41,570 42,470: 8,875 7,975
Old : 50,445: 0 2,064 1,810 39,760 38,596 41,570 42,470: 8,875 7,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 2,401: 0 -666 536 2,107 4,512 2,643 4,382: -242 -1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 3.6 78.8 76.5 82.4 84.2: 17.6 15.8
Old : 100.0: 0.0 4.1 3.6 78.8 76.5 82.4 84.2: 17.6 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 1 19 21 20 23:
Old : 27: 0 2 1 19 21 20 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 : 31.0 32.6 50.3 55.4 28.0 26.0 43.2 40.6
Old : 31.0 32.6 50.3 55.4 28.0 26.0 43.2 40.6
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 9, 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 : 210,117: 24,768 9,214 14,287 155,921 165,708 194,976 189,209: 15,141 20,908
Old : 210,117: 24,768 9,214 14,287 155,921 165,708 194,976 189,209: 15,141 20,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 5,189: -1,193 -439 1,384 4,878 4,092 5,069 5,037: 120 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.4 6.8 74.2 78.9 92.8 90.0: 7.2 10.0
Old : 100.0: 11.8 4.4 6.8 74.2 78.9 92.8 90.0: 7.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 2 5 38 36 44 41:
Old : 46: 4 2 5 38 36 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 : 31.3 29.4 47.0 46.9 24.4 24.1 35.2 35.3
Old : 31.3 29.4 47.0 46.9 24.4 24.1 35.2 35.3
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 9, 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 : 76,453: 5,113 9,590 4,204 60,410 51,332 69,727 65,126: 6,726 11,327
Old : 76,453: 5,113 9,590 4,204 60,410 51,332 69,727 65,126: 6,726 11,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 5,143: 0 309 -410 4,445 4,039 4,035 3,938: 1,108 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 12.5 5.5 79.0 67.1 91.2 85.2: 8.8 14.8
Old : 100.0: 6.7 12.5 5.5 79.0 67.1 91.2 85.2: 8.8 14.8
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 : 31: 2 4 3 24 22 28 27:
Old : 31: 2 4 3 24 22 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 : 31.7 38.9 53.2 55.4 28.4 30.9 45.8 44.4
Old : 31.7 38.9 53.2 55.4 28.4 30.9 45.8 44.4
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 9, 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 : 2,702,905: 430,443 174,572 858,039 1,383,415 1,654,373 2,671,897 2,686,984: 31,008 15,921
Old : 2,702,905: 430,443 174,572 858,039 1,383,415 1,654,373 2,671,897 2,686,984: 31,008 15,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,057: -12,471 1,852 20,314 -5,923 -18,672 1,920 3,494: -863 -2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 6.5 31.7 51.2 61.2 98.9 99.4: 1.1 0.6
Old : 100.0: 15.9 6.5 31.7 51.2 61.2 98.9 99.4: 1.1 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 : 153: 28 21 45 100 91 148 138:
Old : 153: 28 21 45 100 91 148 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 40.9 47.9 55.2 14.6 23.3 19.6 26.9
Old : 34.0 40.9 47.9 55.2 14.6 23.3 19.6 26.9
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 9, 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 : 901,203: 62,853 198,463 213,962 618,051 482,910 894,866 895,335: 6,337 5,868
Old : 901,203: 62,853 198,463 213,962 618,051 482,910 894,866 895,335: 6,337 5,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 6,868: -4,611 6,556 5,699 3,370 -8,339 4,458 3,916: 2,410 2,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 22.0 23.7 68.6 53.6 99.3 99.3: 0.7 0.7
Old : 100.0: 7.0 22.0 23.7 68.6 53.6 99.3 99.3: 0.7 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 : 86: 17 26 32 42 41 78 80:
Old : 86: 17 26 32 42 41 78 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 : 44.1 32.6 61.9 51.1 34.4 26.1 40.4 35.2
Old : 44.1 32.6 61.9 51.1 34.4 26.1 40.4 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 9, 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 : 35,913: 2,300 480 580 31,743 33,895 34,623 34,955: 1,290 958
Old : 35,913: 2,300 480 580 31,743 33,895 34,623 34,955: 1,290 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -192: -40 -40 40 -122 -172 -122 -172: -70 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.3 1.6 88.4 94.4 96.4 97.3: 3.6 2.7
Old : 100.0: 6.4 1.3 1.6 88.4 94.4 96.4 97.3: 3.6 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 5 28 25 38 30:
Old : 41: 8 2 5 28 25 38 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 : 44.9 46.0 67.1 67.6 35.8 40.1 47.5 51.2
Old : 44.9 46.0 67.1 67.6 35.8 40.1 47.5 51.2
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, October 9, 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: October 2, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 9, 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: October 2, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 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 9, 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 : 10,758: 240 162 84 9,120 10,154 9,444 10,400: 1,314 358
Old : 10,758: 240 162 84 9,120 10,154 9,444 10,400: 1,314 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -14: 0 0 0 -14 -14 -14 -14: 0 0
: : :
: : 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 : 46.9 70.8 66.2 88.7 40.8 60.2 56.7 73.4
Old : 46.9 70.8 66.2 88.7 40.8 60.2 56.7 73.4
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 9, 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 : 28,348: 962 924 930 24,762 25,588 26,654 27,442: 1,694 906
Old : 28,348: 962 924 930 24,762 25,588 26,654 27,442: 1,694 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 854: 0 40 720 194 130 914 890: -60 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.3 3.3 87.4 90.3 94.0 96.8: 6.0 3.2
Old : 100.0: 3.4 3.3 3.3 87.4 90.3 94.0 96.8: 6.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 24 21 27 24:
Old : 30: 1 2 3 24 21 27 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 : 45.0 55.2 65.2 76.5 32.0 43.9 45.3 52.1
Old : 45.0 55.2 65.2 76.5 32.0 43.9 45.3 52.1
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 9, 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 : 23,900: 932 318 764 21,382 21,794 23,078 22,876: 822 1,024
Old : 23,900: 932 318 764 21,382 21,794 23,078 22,876: 822 1,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 250: 0 0 0 250 10 250 10: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.3 3.2 89.5 91.2 96.6 95.7: 3.4 4.3
Old : 100.0: 3.9 1.3 3.2 89.5 91.2 96.6 95.7: 3.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.7 66.5 73.2 82.6 32.9 42.3 42.4 48.9
Old : 53.7 66.5 73.2 82.6 32.9 42.3 42.4 48.9
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 9, 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: October 2, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 9, 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 : 1,440,924: 247,233 193,863 391,295 722,288 772,262 1,360,816 1,357,420: 80,108 83,504
Old : 1,440,924: 247,233 193,863 391,295 722,288 772,262 1,360,816 1,357,420: 80,108 83,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 14,880: 7,983 -3,925 2,803 2,768 8,216 13,554 7,094: 1,326 7,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.5 27.2 50.1 53.6 94.4 94.2: 5.6 5.8
Old : 100.0: 17.2 13.5 27.2 50.1 53.6 94.4 94.2: 5.6 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 : 318: 89 109 121 78 100 255 261:
Old : 318: 89 109 121 78 100 255 261:
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 : 24.3 23.7 35.0 32.6 11.4 7.2 17.2 11.8
Old : 24.3 23.7 35.0 32.6 11.4 7.2 17.2 11.8
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 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 96,760: 19,193 17,251 6,610 46,051 33,936 71,854 57,797: 24,906 38,963
Old : 96,760: 19,193 17,251 6,610 46,051 33,936 71,854 57,797: 24,906 38,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 2,111: 1,620 -795 693 -210 2,025 2,103 1,923: 8 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 17.8 6.8 47.6 35.1 74.3 59.7: 25.7 40.3
Old : 100.0: 19.8 17.8 6.8 47.6 35.1 74.3 59.7: 25.7 40.3
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 : 21: 3 4 5 13 12 19 18:
Old : 21: 3 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 29.1 58.8 47.2 40.5 25.4 53.3 38.9
Old : 41.3 29.1 58.8 47.2 40.5 25.4 53.3 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 9, 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 : 11,697: 0 0 0 11,697 11,697 11,697 11,697: 0 0
Old : 11,697: 0 0 0 11,697 11,697 11,697 11,697: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : 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 : 32: 0 0 0 28 30 28 30:
Old : 32: 0 0 0 28 30 28 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 : 36.0 49.2 58.8 69.6 26.9 31.0 36.9 37.9
Old : 36.0 49.2 58.8 69.6 26.9 31.0 36.9 37.9
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 9, 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 : 109,535: 9,818 27,659 29,785 63,776 47,066 103,379 104,510: 6,156 5,025
Old : 109,535: 9,818 27,659 29,785 63,776 47,066 103,379 104,510: 6,156 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 2,518: 1,089 3,612 -386 1,810 -735 2,513 2,491: 5 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 25.3 27.2 58.2 43.0 94.4 95.4: 5.6 4.6
Old : 100.0: 9.0 25.3 27.2 58.2 43.0 94.4 95.4: 5.6 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 : 47: 7 18 20 22 19 44 42:
Old : 47: 7 18 20 22 19 44 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 31.2 50.5 53.4 16.8 17.9 25.7 23.7
Old : 32.9 31.2 50.5 53.4 16.8 17.9 25.7 23.7
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 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 16,109: 10,373 3,146 27 3,752 12,478 14,152 15,651: 1,957 458
Old : 16,109: 10,373 3,146 27 3,752 12,478 14,152 15,651: 1,957 458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 163: 565 -178 22 -307 362 280 206: -117 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 19.5 0.2 23.3 77.5 87.9 97.2: 12.1 2.8
Old : 100.0: 64.4 19.5 0.2 23.3 77.5 87.9 97.2: 12.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 50 20 3 14 24 67 44:
Old : 104: 50 20 3 14 24 67 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 37.2 59.7 57.5 47.4 34.2 58.7 53.9
Old : 47.4 37.2 59.7 57.5 47.4 34.2 58.7 53.9
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 9, 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 : 14,894: 9,492 1,631 149 2,202 12,230 11,843 14,010: 3,051 884
Old : 14,894: 9,492 1,631 149 2,202 12,230 11,843 14,010: 3,051 884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 273: -77 -83 60 428 154 411 131: -138 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 11.0 1.0 14.8 82.1 79.5 94.1: 20.5 5.9
Old : 100.0: 63.7 11.0 1.0 14.8 82.1 79.5 94.1: 20.5 5.9
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 : 80: 40 8 1 7 26 48 34:
Old : 80: 40 8 1 7 26 48 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 : 18.6 48.4 31.4 64.9 18.6 48.4 31.4 64.9
Old : 18.6 48.4 31.4 64.9 18.6 48.4 31.4 64.9
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 9, 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 : 190,786: 57,988 10,843 9,091 105,828 157,074 172,907 177,008: 17,879 13,778
Old : 190,786: 57,988 10,843 9,091 105,828 157,074 172,907 177,008: 17,879 13,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,118: 1,511 -1,252 -831 750 4,533 1,430 2,450: -312 -1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 5.7 4.8 55.5 82.3 90.6 92.8: 9.4 7.2
Old : 100.0: 30.4 5.7 4.8 55.5 82.3 90.6 92.8: 9.4 7.2
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 : 181: 61 25 24 75 85 152 118:
Old : 181: 61 25 24 75 85 152 118:
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 : 20.9 32.9 34.0 46.7 12.0 15.8 18.3 24.6
Old : 20.9 32.9 34.0 46.7 12.0 15.8 18.3 24.6
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 9, 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 : 2,675: 50 0 0 2,625 2,525 2,675 2,525: 0 150
Old : 2,675: 50 0 0 2,625 2,525 2,675 2,525: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -75: 0 0 0 -75 -25 -75 -25: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 98.1 94.4 100.0 94.4: 0.0 5.6
Old : 100.0: 1.9 0.0 0.0 98.1 94.4 100.0 94.4: 0.0 5.6
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 : 21: 1 0 0 12 13 13 13:
Old : 21: 1 0 0 12 13 13 13:
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 : 67.3 61.7 90.7 82.2 62.6 56.1 82.2 72.0
Old : 67.3 61.7 90.7 82.2 62.6 56.1 82.2 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008