GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, November 6, 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 : 6,507: 0 600 0 5,607 5,907 5,607 6,507: 900 0
Old : 6,507: 0 600 0 5,607 5,907 5,607 6,507: 900 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -1,188: 0 -125 0 -1,188 -1,063 -1,188 -1,188: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 0.0 86.2 90.8 86.2 100.0: 13.8 0.0
Old : 100.0: 0.0 9.2 0.0 86.2 90.8 86.2 100.0: 13.8 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 : 26: 0 2 0 14 19 14 21:
Old : 26: 0 2 0 14 19 14 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 : 53.1 55.2 74.9 76.4 45.4 37.4 56.3 56.2
Old : 53.1 55.2 74.9 76.4 45.4 37.4 56.3 56.2
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, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,180: 400 222 0 8,630 8,848 9,030 9,070: 150 110
Old : 9,180: 400 222 0 8,630 8,848 9,030 9,070: 150 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -3,160: -75 -857 -120 -2,965 -2,173 -3,160 -3,150: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.4 0.0 94.0 96.4 98.4 98.8: 1.6 1.2
Old : 100.0: 4.4 2.4 0.0 94.0 96.4 98.4 98.8: 1.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 2 0 29 28 31 30:
Old : 40: 2 2 0 29 28 31 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 : 50.6 44.5 69.4 64.4 47.7 36.8 58.7 53.7
Old : 50.6 44.5 69.4 64.4 47.7 36.8 58.7 53.7
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, November 6, 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 : 2,299: 0 0 0 1,555 1,627 1,555 1,627: 744 672
Old : 2,299: 0 0 0 1,555 1,627 1,555 1,627: 744 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -313: 0 0 0 -341 -179 -341 -179: 28 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 67.6 70.8 67.6 70.8: 32.4 29.2
Old : 100.0: 0.0 0.0 0.0 67.6 70.8 67.6 70.8: 32.4 29.2
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 : 21: 0 0 0 16 17 16 17:
Old : 21: 0 0 0 16 17 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 36.4 54.0 54.2 26.4 22.6 34.8 32.6
Old : 36.5 36.4 54.0 54.2 26.4 22.6 34.8 32.6
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, November 6, 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 : 5,216: 20 10 125 4,676 4,732 4,821 4,867: 395 349
Old : 5,216: 20 10 125 4,676 4,732 4,821 4,867: 395 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -785: 20 -34 24 -932 -810 -888 -820: 103 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.2 2.4 89.6 90.7 92.4 93.3: 7.6 6.7
Old : 100.0: 0.4 0.2 2.4 89.6 90.7 92.4 93.3: 7.6 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 : 37: 1 1 2 29 33 31 35:
Old : 37: 1 1 2 29 33 31 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 : 45.3 38.7 61.0 54.6 12.7 10.9 18.6 16.3
Old : 45.3 38.7 61.0 54.6 12.7 10.9 18.6 16.3
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, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 223,136: 41,008 19,779 24,919 119,941 154,461 185,868 199,159: 37,268 23,977
Old : 223,136: 41,008 19,779 24,919 119,941 154,461 185,868 199,159: 37,268 23,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -12,593: -7,599 1,617 -2,547 -4,505 -10,459 -14,651 -11,389: 2,058 -1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 8.9 11.2 53.8 69.2 83.3 89.3: 16.7 10.7
Old : 100.0: 18.4 8.9 11.2 53.8 69.2 83.3 89.3: 16.7 10.7
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 : 149: 43 23 36 62 72 125 118:
Old : 149: 43 23 36 62 72 125 118:
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 : 21.5 18.6 33.5 29.9 17.7 14.9 27.1 22.5
Old : 21.5 18.6 33.5 29.9 17.7 14.9 27.1 22.5
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, November 6, 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 : 766,001: 70,304 125,662 275,759 353,581 332,515 699,644 733,936: 66,357 32,065
Old : 766,001: 70,304 125,662 275,759 353,581 332,515 699,644 733,936: 66,357 32,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 24,450: -3,176 715 16,291 9,397 11,293 22,512 28,299: 1,938 -3,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 16.4 36.0 46.2 43.4 91.3 95.8: 8.7 4.2
Old : 100.0: 9.2 16.4 36.0 46.2 43.4 91.3 95.8: 8.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 58 48 72 79 68 180 153:
Old : 198: 58 48 72 79 68 180 153:
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 : 27.2 32.1 40.9 47.2 9.9 15.4 14.3 19.6
Old : 27.2 32.1 40.9 47.2 9.9 15.4 14.3 19.6
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, November 6, 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 : 106,416: 0 11,928 2,116 95,370 78,483 97,486 92,527: 8,930 13,889
Old : 106,416: 0 11,928 2,116 95,370 78,483 97,486 92,527: 8,930 13,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -3,764: -143 -376 385 -1,872 -4,059 -1,630 -4,050: -2,134 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 2.0 89.6 73.8 91.6 86.9: 8.4 13.1
Old : 100.0: 0.0 11.2 2.0 89.6 73.8 91.6 86.9: 8.4 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 : 29: 0 4 2 20 16 22 20:
Old : 29: 0 4 2 20 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 56.0 71.4 71.7 52.3 55.6 70.1 69.0
Old : 53.6 56.0 71.4 71.7 52.3 55.6 70.1 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,595: 0 9,084 2,956 64,749 52,554 67,705 64,594: 6,890 10,001
Old : 74,595: 0 9,084 2,956 64,749 52,554 67,705 64,594: 6,890 10,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -7,191: 0 1,158 -1,952 -6,296 -6,639 -8,248 -7,433: 1,057 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 4.0 86.8 70.5 90.8 86.6: 9.2 13.4
Old : 100.0: 0.0 12.2 4.0 86.8 70.5 90.8 86.6: 9.2 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 1 24 20 25 22:
Old : 29: 0 2 1 24 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 : 45.7 34.0 70.9 56.5 44.1 32.2 64.8 50.3
Old : 45.7 34.0 70.9 56.5 44.1 32.2 64.8 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, November 6, 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 : 143,035: 18,022 3,039 3,222 112,162 126,988 133,406 133,249: 9,629 9,786
Old : 143,035: 18,022 3,039 3,222 112,162 126,988 133,406 133,249: 9,629 9,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -5,801: -3,159 -299 212 -2,549 -7,711 -5,496 -7,798: -305 1,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 2.1 2.3 78.4 88.8 93.3 93.2: 6.7 6.8
Old : 100.0: 12.6 2.1 2.3 78.4 88.8 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 : 44: 2 3 1 34 29 36 33:
Old : 44: 2 3 1 34 29 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 42.9 64.1 60.5 44.5 42.3 54.2 56.4
Old : 47.8 42.9 64.1 60.5 44.5 42.3 54.2 56.4
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, November 6, 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 : 107,087: 13,878 10,714 3,804 81,256 82,349 98,938 96,867: 8,149 10,220
Old : 107,087: 13,878 10,714 3,804 81,256 82,349 98,938 96,867: 8,149 10,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -4,645: -150 45 0 -1,769 -5,175 -1,919 -5,130: -2,726 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.0 3.6 75.9 76.9 92.4 90.5: 7.6 9.5
Old : 100.0: 13.0 10.0 3.6 75.9 76.9 92.4 90.5: 7.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 2 18 20 22 22:
Old : 31: 2 2 2 18 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 58.3 59.9 76.3 34.9 49.8 57.2 63.7
Old : 35.5 58.3 59.9 76.3 34.9 49.8 57.2 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,461: 14,458 948 1,622 30,082 46,323 46,162 48,893: 7,299 4,568
Old : 53,461: 14,458 948 1,622 30,082 46,323 46,162 48,893: 7,299 4,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -6,121: -461 180 -1,193 -4,329 -3,920 -5,983 -4,933: -138 -1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 1.8 3.0 56.3 86.6 86.3 91.5: 13.7 8.5
Old : 100.0: 27.0 1.8 3.0 56.3 86.6 86.3 91.5: 13.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 3 11 15 16 18:
Old : 22: 4 1 3 11 15 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 58.8 77.8 74.1 60.0 53.9 68.1 65.4
Old : 62.7 58.8 77.8 74.1 60.0 53.9 68.1 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, November 6, 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 : 55,605: 8,507 0 2,038 38,046 46,534 48,591 48,572: 7,014 7,033
Old : 55,605: 8,507 0 2,038 38,046 46,534 48,591 48,572: 7,014 7,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -4,604: -479 0 -1,035 -2,754 -2,067 -4,268 -3,102: -336 -1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 0.0 3.7 68.4 83.7 87.4 87.4: 12.6 12.6
Old : 100.0: 15.3 0.0 3.7 68.4 83.7 87.4 87.4: 12.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 17 22 19 23:
Old : 26: 2 0 1 17 22 19 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 : 54.4 31.7 75.5 50.0 47.1 31.6 61.7 48.6
Old : 54.4 31.7 75.5 50.0 47.1 31.6 61.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,814: 3,364 3,422 3,797 65,419 62,844 72,580 70,063: 7,234 9,751
Old : 79,814: 3,364 3,422 3,797 65,419 62,844 72,580 70,063: 7,234 9,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -9,627: -687 368 -1,024 -8,106 -9,592 -9,817 -10,248: 190 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.3 4.8 82.0 78.7 90.9 87.8: 9.1 12.2
Old : 100.0: 4.2 4.3 4.8 82.0 78.7 90.9 87.8: 9.1 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 : 39: 2 2 4 22 28 26 32:
Old : 39: 2 2 4 22 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 : 49.5 26.8 68.1 43.5 43.0 25.5 57.7 38.9
Old : 49.5 26.8 68.1 43.5 43.0 25.5 57.7 38.9
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, November 6, 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 : 97,662: 1,805 516 3,709 78,147 84,764 83,661 88,989: 14,001 8,673
Old : 97,662: 1,805 516 3,709 78,147 84,764 83,661 88,989: 14,001 8,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -3,097: -3,157 516 528 2,566 -4,717 -63 -3,673: -3,034 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.5 3.8 80.0 86.8 85.7 91.1: 14.3 8.9
Old : 100.0: 1.8 0.5 3.8 80.0 86.8 85.7 91.1: 14.3 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 2 25 22 28 24:
Old : 35: 2 1 2 25 22 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 44.0 62.5 67.4 39.2 41.4 57.0 63.5
Old : 42.8 44.0 62.5 67.4 39.2 41.4 57.0 63.5
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, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,219: 18,202 372 3,792 30,318 42,885 52,312 47,049: 3,907 9,170
Old : 56,219: 18,202 372 3,792 30,318 42,885 52,312 47,049: 3,907 9,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 1,117: 6,196 -48 -1,633 -3,034 2,111 1,529 430: -412 687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 0.7 6.7 53.9 76.3 93.1 83.7: 6.9 16.3
Old : 100.0: 32.4 0.7 6.7 53.9 76.3 93.1 83.7: 6.9 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 3 18 15 22 19:
Old : 27: 4 1 3 18 15 22 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 : 41.7 41.7 67.1 62.8 35.0 33.8 53.7 51.7
Old : 41.7 41.7 67.1 62.8 35.0 33.8 53.7 51.7
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, November 6, 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 : 69,771: 6,198 8,679 5,830 53,687 46,428 65,715 60,937: 4,056 8,834
Old : 69,771: 6,198 8,679 5,830 53,687 46,428 65,715 60,937: 4,056 8,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -3,697: -2,347 -172 391 -817 -3,290 -2,773 -3,071: -924 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.4 8.4 76.9 66.5 94.2 87.3: 5.8 12.7
Old : 100.0: 8.9 12.4 8.4 76.9 66.5 94.2 87.3: 5.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 4 16 15 20 19:
Old : 23: 3 1 4 16 15 20 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 : 54.0 37.9 73.4 61.4 47.1 31.9 63.3 49.0
Old : 54.0 37.9 73.4 61.4 47.1 31.9 63.3 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, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,095: 20,745 2,520 1,972 53,319 72,285 76,036 76,777: 5,059 4,318
Old : 81,095: 20,745 2,520 1,972 53,319 72,285 76,036 76,777: 5,059 4,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -9,139: -5,403 -1,536 524 -5,484 -9,108 -10,363 -10,120: 1,224 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 3.1 2.4 65.7 89.1 93.8 94.7: 6.2 5.3
Old : 100.0: 25.6 3.1 2.4 65.7 89.1 93.8 94.7: 6.2 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 : 35: 2 1 2 26 27 29 29:
Old : 35: 2 1 2 26 27 29 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 : 53.7 38.9 70.1 59.4 41.5 32.0 52.6 46.6
Old : 53.7 38.9 70.1 59.4 41.5 32.0 52.6 46.6
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, November 6, 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 : 115,874: 11,030 981 4,039 90,198 98,730 105,267 103,750: 10,607 12,124
Old : 115,874: 11,030 981 4,039 90,198 98,730 105,267 103,750: 10,607 12,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -10,738: 2,204 -1,574 -4,069 -8,295 -3,837 -10,160 -9,480: -578 -1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.8 3.5 77.8 85.2 90.8 89.5: 9.2 10.5
Old : 100.0: 9.5 0.8 3.5 77.8 85.2 90.8 89.5: 9.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 2 24 29 27 31:
Old : 37: 2 1 2 24 29 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 32.3 64.1 50.5 36.1 31.0 57.4 46.6
Old : 42.0 32.3 64.1 50.5 36.1 31.0 57.4 46.6
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, November 6, 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 : 42,086: 977 0 1,148 32,400 33,084 34,525 34,232: 7,561 7,854
Old : 42,086: 977 0 1,148 32,400 33,084 34,525 34,232: 7,561 7,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -7,248: 200 0 -620 -5,610 -6,242 -6,030 -6,862: -1,218 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 2.7 77.0 78.6 82.0 81.3: 18.0 18.7
Old : 100.0: 2.3 0.0 2.7 77.0 78.6 82.0 81.3: 18.0 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 15 18 16 19:
Old : 24: 1 0 1 15 18 16 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 : 58.0 39.2 75.1 64.7 57.6 39.2 67.6 63.0
Old : 58.0 39.2 75.1 64.7 57.6 39.2 67.6 63.0
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, November 6, 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 : 133,401: 630 13,555 23,758 96,702 88,782 121,090 126,095: 12,311 7,306
Old : 133,401: 630 13,555 23,758 96,702 88,782 121,090 126,095: 12,311 7,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -5,130: 113 -1,729 2,526 -7,959 -5,235 -5,320 -4,438: 190 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 10.2 17.8 72.5 66.6 90.8 94.5: 9.2 5.5
Old : 100.0: 0.5 10.2 17.8 72.5 66.6 90.8 94.5: 9.2 5.5
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 : 40: 1 6 7 32 25 39 32:
Old : 40: 1 6 7 32 25 39 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 : 26.6 39.6 45.2 63.0 22.5 31.6 32.9 43.7
Old : 26.6 39.6 45.2 63.0 22.5 31.6 32.9 43.7
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, November 6, 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 : 87,445: 138 2,628 6,375 71,581 61,823 78,094 70,826: 9,351 16,619
Old : 87,445: 138 2,628 6,375 71,581 61,823 78,094 70,826: 9,351 16,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -9,656: -286 -58 -554 -9,556 -12,177 -10,396 -12,789: 740 3,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.0 7.3 81.9 70.7 89.3 81.0: 10.7 19.0
Old : 100.0: 0.2 3.0 7.3 81.9 70.7 89.3 81.0: 10.7 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 17 18 20 22:
Old : 27: 2 2 3 17 18 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 43.3 74.9 63.0 55.9 42.7 64.3 56.6
Old : 61.4 43.3 74.9 63.0 55.9 42.7 64.3 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, November 6, 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 : 247,313: 8,591 4,689 3,260 227,634 226,802 239,485 234,751: 7,828 12,562
Old : 247,313: 8,591 4,689 3,260 227,634 226,802 239,485 234,751: 7,828 12,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -11,519: -1,807 3,910 -3,258 -5,215 -12,866 -10,280 -12,214: -1,239 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.9 1.3 92.0 91.7 96.8 94.9: 3.2 5.1
Old : 100.0: 3.5 1.9 1.3 92.0 91.7 96.8 94.9: 3.2 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 : 60: 3 3 5 47 43 52 49:
Old : 60: 3 3 5 47 43 52 49:
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 : 34.9 57.0 52.0 68.1 30.0 52.8 43.5 59.3
Old : 34.9 57.0 52.0 68.1 30.0 52.8 43.5 59.3
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, November 6, 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 : 197,514: 8,164 4,436 10,857 166,570 173,829 185,591 189,122: 11,923 8,392
Old : 197,514: 8,164 4,436 10,857 166,570 173,829 185,591 189,122: 11,923 8,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -4,563: 114 -1,505 -373 -3,714 -4,873 -3,973 -6,751: -590 2,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.2 5.5 84.3 88.0 94.0 95.8: 6.0 4.2
Old : 100.0: 4.1 2.2 5.5 84.3 88.0 94.0 95.8: 6.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 3 4 37 31 42 35:
Old : 44: 2 3 4 37 31 42 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 : 31.7 39.5 50.2 62.1 25.3 36.5 39.2 53.6
Old : 31.7 39.5 50.2 62.1 25.3 36.5 39.2 53.6
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, November 6, 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 : 218,199: 3,481 13,006 10,866 188,338 187,405 202,685 211,277: 15,514 6,922
Old : 218,199: 3,481 13,006 10,866 188,338 187,405 202,685 211,277: 15,514 6,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -8,863: 3,113 -38 -3,521 -8,066 -4,350 -8,474 -7,909: -389 -954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 6.0 5.0 86.3 85.9 92.9 96.8: 7.1 3.2
Old : 100.0: 1.6 6.0 5.0 86.3 85.9 92.9 96.8: 7.1 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 : 56: 3 4 5 45 41 51 47:
Old : 56: 3 4 5 45 41 51 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 34.7 53.1 55.9 37.0 29.8 47.6 45.0
Old : 37.9 34.7 53.1 55.9 37.0 29.8 47.6 45.0
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, November 6, 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 : 48,148: 1,467 248 1,998 34,515 37,739 37,980 39,985: 10,168 8,163
Old : 48,148: 1,467 248 1,998 34,515 37,739 37,980 39,985: 10,168 8,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -2,068: 1,467 -1,633 129 -4,824 1,166 -3,228 -338: 1,160 -1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.5 4.1 71.7 78.4 78.9 83.0: 21.1 17.0
Old : 100.0: 3.0 0.5 4.1 71.7 78.4 78.9 83.0: 21.1 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 : 26: 1 1 1 18 19 19 21:
Old : 26: 1 1 1 18 19 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 32.7 53.8 53.5 28.4 27.2 43.1 43.2
Old : 34.3 32.7 53.8 53.5 28.4 27.2 43.1 43.2
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, November 6, 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 : 194,721: 23,887 12,915 10,947 142,848 151,581 177,682 175,443: 17,039 19,278
Old : 194,721: 23,887 12,915 10,947 142,848 151,581 177,682 175,443: 17,039 19,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -18,803: -37 -372 -1,866 -15,896 -14,779 -17,799 -17,017: -1,004 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 6.6 5.6 73.4 77.8 91.2 90.1: 8.8 9.9
Old : 100.0: 12.3 6.6 5.6 73.4 77.8 91.2 90.1: 8.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 2 5 34 36 39 41:
Old : 43: 3 2 5 34 36 39 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 : 34.6 29.7 49.9 48.4 27.8 27.4 36.4 38.9
Old : 34.6 29.7 49.9 48.4 27.8 27.4 36.4 38.9
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, November 6, 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 : 77,282: 4,379 4,919 7,743 59,813 58,020 71,935 70,682: 5,347 6,600
Old : 77,282: 4,379 4,919 7,743 59,813 58,020 71,935 70,682: 5,347 6,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -3,561: -734 1,061 -1,728 -471 -356 -2,933 -1,023: -628 -2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.4 10.0 77.4 75.1 93.1 91.5: 6.9 8.5
Old : 100.0: 5.7 6.4 10.0 77.4 75.1 93.1 91.5: 6.9 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 5 4 25 28 30 34:
Old : 38: 2 5 4 25 28 30 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 : 36.5 37.9 58.2 54.8 29.1 28.3 46.9 39.9
Old : 36.5 37.9 58.2 54.8 29.1 28.3 46.9 39.9
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, November 6, 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 : 2,718,990: 461,871 123,583 844,496 1,384,601 1,734,945 2,690,968 2,703,024: 28,022 15,966
Old : 2,718,990: 461,871 123,583 844,496 1,384,601 1,734,945 2,690,968 2,703,024: 28,022 15,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 31,944: 21,575 -12,953 -1,789 12,258 46,663 32,044 31,921: -100 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 4.5 31.1 50.9 63.8 99.0 99.4: 1.0 0.6
Old : 100.0: 17.0 4.5 31.1 50.9 63.8 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 28 18 42 103 94 149 138:
Old : 156: 28 18 42 103 94 149 138:
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 : 36.9 40.4 49.6 55.6 14.8 23.2 19.5 26.9
Old : 36.9 40.4 49.6 55.6 14.8 23.2 19.5 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, November 6, 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 : 907,581: 80,508 207,784 209,434 614,053 487,499 903,995 904,717: 3,586 2,864
Old : 907,581: 80,508 207,784 209,434 614,053 487,499 903,995 904,717: 3,586 2,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 26,874: -2,816 22,937 6,097 23,381 -1,991 26,662 27,043: 212 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 22.9 23.1 67.7 53.7 99.6 99.7: 0.4 0.3
Old : 100.0: 8.9 22.9 23.1 67.7 53.7 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 : 87: 20 23 33 41 42 77 82:
Old : 87: 20 23 33 41 42 77 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 32.4 59.8 51.3 31.8 23.8 39.4 33.7
Old : 42.2 32.4 59.8 51.3 31.8 23.8 39.4 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders - Futures Only, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 11,536: 198 0 240 10,012 10,875 10,450 11,115: 1,086 421
Old : 11,536: 198 0 240 10,012 10,875 10,450 11,115: 1,086 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 177: 88 0 -195 -61 371 -168 176: 345 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 2.1 86.8 94.3 90.6 96.4: 9.4 3.6
Old : 100.0: 1.7 0.0 2.1 86.8 94.3 90.6 96.4: 9.4 3.6
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: 2 0 1 17 13 19 14:
Old : 21: 2 0 1 17 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 74.4 73.4 89.0 52.2 69.3 68.5 77.3
Old : 52.3 74.4 73.4 89.0 52.2 69.3 68.5 77.3
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, November 6, 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 : 34,781: 2,306 440 465 31,079 33,017 33,850 33,922: 931 859
Old : 34,781: 2,306 440 465 31,079 33,017 33,850 33,922: 931 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -2,938: -2 -100 -152 -2,471 -1,963 -2,625 -2,215: -313 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.3 1.3 89.4 94.9 97.3 97.5: 2.7 2.5
Old : 100.0: 6.6 1.3 1.3 89.4 94.9 97.3 97.5: 2.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 1 7 28 26 38 33:
Old : 42: 8 1 7 28 26 38 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 : 47.7 47.2 70.6 68.1 41.7 44.3 53.6 56.1
Old : 47.7 47.2 70.6 68.1 41.7 44.3 53.6 56.1
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, November 6, 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 : 14,184: 1,372 45 420 12,310 13,678 14,102 14,143: 82 41
Old : 14,184: 1,372 45 420 12,310 13,678 14,102 14,143: 82 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -1,179: 92 0 -92 -1,133 -1,064 -1,133 -1,156: -46 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.3 3.0 86.8 96.4 99.4 99.7: 0.6 0.3
Old : 100.0: 9.7 0.3 3.0 86.8 96.4 99.4 99.7: 0.6 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 : 25: 1 1 2 11 19 13 21:
Old : 25: 1 1 2 11 19 13 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 : 73.5 80.8 93.1 90.0 58.1 66.5 72.7 70.1
Old : 73.5 80.8 93.1 90.0 58.1 66.5 72.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 6, 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 : 17,546: 5,256 80 200 11,409 17,049 16,865 17,329: 681 217
Old : 17,546: 5,256 80 200 11,409 17,049 16,865 17,329: 681 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -593: 41 -40 -41 -760 -666 -760 -747: 167 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 0.5 1.1 65.0 97.2 96.1 98.8: 3.9 1.2
Old : 100.0: 30.0 0.5 1.1 65.0 97.2 96.1 98.8: 3.9 1.2
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 : 28: 2 1 1 19 19 21 21:
Old : 28: 2 1 1 19 19 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 : 64.6 65.2 85.1 84.1 54.6 54.5 67.3 65.4
Old : 64.6 65.2 85.1 84.1 54.6 54.5 67.3 65.4
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, November 6, 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 : 10,502: 159 0 20 8,737 9,938 8,916 9,958: 1,586 544
Old : 10,502: 159 0 20 8,737 9,938 8,916 9,958: 1,586 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -686: -81 -162 -64 -813 -646 -958 -872: 272 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.2 83.2 94.6 84.9 94.8: 15.1 5.2
Old : 100.0: 1.5 0.0 0.2 83.2 94.6 84.9 94.8: 15.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 15 13 16 14:
Old : 20: 1 0 1 15 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 70.4 67.0 88.9 40.7 58.5 55.6 73.3
Old : 44.3 70.4 67.0 88.9 40.7 58.5 55.6 73.3
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, November 6, 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 : 28,630: 1,008 1,104 1,144 24,654 25,466 26,806 27,714: 1,824 916
Old : 28,630: 1,008 1,104 1,144 24,654 25,466 26,806 27,714: 1,824 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -1,180: -34 -40 -26 -1,066 -1,064 -1,126 -1,130: -54 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.9 4.0 86.1 88.9 93.6 96.8: 6.4 3.2
Old : 100.0: 3.5 3.9 4.0 86.1 88.9 93.6 96.8: 6.4 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 23 27 26:
Old : 30: 1 2 3 24 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 52.5 66.9 72.2 31.3 43.3 46.1 51.9
Old : 47.4 52.5 66.9 72.2 31.3 43.3 46.1 51.9
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, November 6, 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 : 23,896: 808 310 1,300 21,240 21,602 23,348 23,212: 548 684
Old : 23,896: 808 310 1,300 21,240 21,602 23,348 23,212: 548 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -1,728: -24 -144 -24 -1,670 -1,540 -1,718 -1,708: -10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.3 5.4 88.9 90.4 97.7 97.1: 2.3 2.9
Old : 100.0: 3.4 1.3 5.4 88.9 90.4 97.7 97.1: 2.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 21 18 23 21:
Old : 26: 1 1 2 21 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 63.0 72.9 78.1 33.2 39.7 44.7 46.4
Old : 51.8 63.0 72.9 78.1 33.2 39.7 44.7 46.4
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, November 6, 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 : 1,513,362: 251,944 163,343 429,587 765,466 832,439 1,446,997 1,425,369: 66,365 87,993
Old : 1,513,362: 251,944 163,343 429,587 765,466 832,439 1,446,997 1,425,369: 66,365 87,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 65,248: 5,602 -17,287 39,263 38,243 45,225 83,108 67,201: -17,860 -1,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 10.8 28.4 50.6 55.0 95.6 94.2: 4.4 5.8
Old : 100.0: 16.6 10.8 28.4 50.6 55.0 95.6 94.2: 4.4 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 : 347: 109 113 134 83 103 280 277:
Old : 347: 109 113 134 83 103 280 277:
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 : 24.4 23.1 35.7 32.6 11.3 7.2 16.5 12.1
Old : 24.4 23.1 35.7 32.6 11.3 7.2 16.5 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, November 6, 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 : 15,102: 50 600 50 15,002 14,452 15,102 15,102: 0 0
Old : 15,102: 50 600 50 15,002 14,452 15,102 15,102: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -1,645: -50 0 50 -1,645 -1,695 -1,645 -1,645: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.0 0.3 99.3 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 4.0 0.3 99.3 95.7 100.0 100.0: 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 : 37: 1 1 1 28 31 29 33:
Old : 37: 1 1 1 28 31 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 50.4 65.2 70.8 28.4 35.7 40.5 43.7
Old : 44.5 50.4 65.2 70.8 28.4 35.7 40.5 43.7
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, November 6, 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 : 129,123: 21,064 26,901 34,353 68,099 61,773 123,516 123,027: 5,607 6,096
Old : 129,123: 21,064 26,901 34,353 68,099 61,773 123,516 123,027: 5,607 6,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 7,405: 1,684 -1,234 3,425 5,167 7,085 10,276 9,276: -2,871 -1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 20.8 26.6 52.7 47.8 95.7 95.3: 4.3 4.7
Old : 100.0: 16.3 20.8 26.6 52.7 47.8 95.7 95.3: 4.3 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 : 47: 7 16 20 23 21 45 42:
Old : 47: 7 16 20 23 21 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 30.4 52.3 51.3 22.6 17.7 29.2 26.8
Old : 37.2 30.4 52.3 51.3 22.6 17.7 29.2 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,075: 50 600 0 9,025 8,475 9,075 9,075: 0 0
Old : 9,075: 50 600 0 9,025 8,475 9,075 9,075: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -1,750: -25 0 0 -1,725 -1,750 -1,750 -1,750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 6.6 0.0 99.4 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 6.6 0.0 99.4 93.4 100.0 100.0: 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 : 20: 1 1 0 8 14 9 15:
Old : 20: 1 1 0 8 14 9 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 : 86.0 69.7 99.4 87.6 83.7 69.7 86.8 83.2
Old : 86.0 69.7 99.4 87.6 83.7 69.7 86.8 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 17,698: 11,426 3,375 86 3,815 13,971 15,327 17,432: 2,371 266
Old : 17,698: 11,426 3,375 86 3,815 13,971 15,327 17,432: 2,371 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 1,225: 854 238 0 246 1,073 1,100 1,311: 125 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 19.1 0.5 21.6 78.9 86.6 98.5: 13.4 1.5
Old : 100.0: 64.6 19.1 0.5 21.6 78.9 86.6 98.5: 13.4 1.5
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 : 101: 53 14 4 12 23 69 38:
Old : 101: 53 14 4 12 23 69 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 : 42.9 35.7 56.6 54.2 42.9 35.7 56.6 53.9
Old : 42.9 35.7 56.6 54.2 42.9 35.7 56.6 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, November 6, 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 : 16,382: 11,377 2,385 0 1,691 13,119 13,068 15,504: 3,314 878
Old : 16,382: 11,377 2,385 0 1,691 13,119 13,068 15,504: 3,314 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 687: 915 241 -1 -129 595 785 835: -98 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 14.6 0.0 10.3 80.1 79.8 94.6: 20.2 5.4
Old : 100.0: 69.4 14.6 0.0 10.3 80.1 79.8 94.6: 20.2 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 : 94: 48 12 0 7 28 55 40:
Old : 94: 48 12 0 7 28 55 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 42.9 33.9 60.3 21.2 42.9 33.9 60.3
Old : 21.2 42.9 33.9 60.3 21.2 42.9 33.9 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, November 6, 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 : 203,363: 57,847 10,057 11,414 114,183 168,241 183,444 189,712: 19,919 13,651
Old : 203,363: 57,847 10,057 11,414 114,183 168,241 183,444 189,712: 19,919 13,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 9,659: -4,597 -1,026 1,544 14,675 10,214 11,622 10,732: -1,963 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 4.9 5.6 56.1 82.7 90.2 93.3: 9.8 6.7
Old : 100.0: 28.4 4.9 5.6 56.1 82.7 90.2 93.3: 9.8 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 : 182: 64 21 33 74 89 156 129:
Old : 182: 64 21 33 74 89 156 129:
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 : 18.4 33.4 31.5 47.0 13.8 19.2 19.7 29.0
Old : 18.4 33.4 31.5 47.0 13.8 19.2 19.7 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,450: 0 0 300 3,150 3,150 3,450 3,450: 0 0
Old : 3,450: 0 0 300 3,150 3,150 3,450 3,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 650: 0 0 50 650 650 700 700: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 8.7 91.3 91.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 8.7 91.3 91.3 100.0 100.0: 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 : 24: 0 0 2 18 18 20 20:
Old : 24: 0 0 2 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 44.9 69.6 65.2 20.3 18.8 27.5 27.5
Old : 50.7 44.9 69.6 65.2 20.3 18.8 27.5 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, November 6, 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 GALLONS) :
: : :
All : 4,592: 230 308 384 3,425 3,250 4,039 3,942: 553 650
Old : 4,592: 230 308 384 3,425 3,250 4,039 3,942: 553 650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 37: -90 48 -111 500 275 299 212: -262 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.7 8.4 74.6 70.8 88.0 85.8: 12.0 14.2
Old : 100.0: 5.0 6.7 8.4 74.6 70.8 88.0 85.8: 12.0 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 : 20: 1 1 1 14 15 16 16:
Old : 20: 1 1 1 14 15 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 : 50.9 49.3 71.7 72.8 47.5 36.8 57.9 52.2
Old : 50.9 49.3 71.7 72.8 47.5 36.8 57.9 52.2
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, November 6, 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: 575 150 0 2,175 2,450 2,750 2,600: 0 150
Old : 2,750: 575 150 0 2,175 2,450 2,750 2,600: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -700: 75 0 0 -775 -650 -700 -650: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 5.5 0.0 79.1 89.1 100.0 94.5: 0.0 5.5
Old : 100.0: 20.9 5.5 0.0 79.1 89.1 100.0 94.5: 0.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 16 14 18 15:
Old : 29: 2 1 0 16 14 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 : 47.3 48.2 70.9 72.7 47.3 48.2 67.3 70.0
Old : 47.3 48.2 70.9 72.7 47.3 48.2 67.3 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008