GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, December 24, 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 : 7,849: 0 100 0 6,877 7,662 6,877 7,762: 972 87
Old : 7,849: 0 100 0 6,877 7,662 6,877 7,762: 972 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 450: 0 0 0 450 440 450 440: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 87.6 97.6 87.6 98.9: 12.4 1.1
Old : 100.0: 0.0 1.3 0.0 87.6 97.6 87.6 98.9: 12.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 20 22 20 23:
Old : 29: 0 1 0 20 22 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 : 57.4 56.6 73.1 77.0 41.1 48.4 49.6 58.9
Old : 57.4 56.6 73.1 77.0 41.1 48.4 49.6 58.9
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, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,998: 0 583 50 8,828 8,295 8,878 8,928: 120 70
Old : 8,998: 0 583 50 8,828 8,295 8,878 8,928: 120 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.6 98.1 92.2 98.7 99.2: 1.3 0.8
Old : 100.0: 0.0 6.5 0.6 98.1 92.2 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 4 1 28 27 29 31:
Old : 40: 0 4 1 28 27 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 46.4 79.0 66.0 45.1 34.7 56.9 48.9
Old : 51.4 46.4 79.0 66.0 45.1 34.7 56.9 48.9
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, December 24, 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 : 2,794: 0 0 0 1,854 2,144 1,854 2,144: 940 650
Old : 2,794: 0 0 0 1,854 2,144 1,854 2,144: 940 650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -48: 0 0 0 -89 -49 -89 -49: 41 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 66.4 76.7 66.4 76.7: 33.6 23.3
Old : 100.0: 0.0 0.0 0.0 66.4 76.7 66.4 76.7: 33.6 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 20 14 20:
Old : 20: 0 0 0 14 20 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 : 34.1 34.8 56.1 57.8 20.9 27.8 25.0 34.6
Old : 34.1 34.8 56.1 57.8 20.9 27.8 25.0 34.6
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, December 24, 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 : 4,333: 0 65 60 3,576 3,543 3,636 3,668: 697 665
Old : 4,333: 0 65 60 3,576 3,543 3,636 3,668: 697 665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 334: 0 55 10 160 180 170 245: 164 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 1.4 82.5 81.8 83.9 84.7: 16.1 15.3
Old : 100.0: 0.0 1.5 1.4 82.5 81.8 83.9 84.7: 16.1 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 1 26 32 27 34:
Old : 34: 0 1 1 26 32 27 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 : 30.1 20.7 48.3 37.7 19.3 15.9 27.0 25.3
Old : 30.1 20.7 48.3 37.7 19.3 15.9 27.0 25.3
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, December 24, 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 : 214,848: 36,442 10,741 27,712 121,991 148,593 186,145 187,046: 28,703 27,802
Old : 214,848: 36,442 10,741 27,712 121,991 148,593 186,145 187,046: 28,703 27,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 2,636: 1,559 -1,094 -1,348 3,214 7,336 3,425 4,894: -789 -2,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 5.0 12.9 56.8 69.2 86.6 87.1: 13.4 12.9
Old : 100.0: 17.0 5.0 12.9 56.8 69.2 86.6 87.1: 13.4 12.9
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 : 149: 37 24 37 70 81 130 123:
Old : 149: 37 24 37 70 81 130 123:
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 : 22.6 20.1 33.9 31.2 16.1 12.6 23.4 19.0
Old : 22.6 20.1 33.9 31.2 16.1 12.6 23.4 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, December 24, 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 : 854,409: 92,848 207,816 272,473 430,441 340,458 795,762 820,747: 58,647 33,662
Old : 854,409: 92,848 207,816 272,473 430,441 340,458 795,762 820,747: 58,647 33,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -3,083: -2,854 13,748 -6,577 10,635 -6,056 1,204 1,115: -4,287 -4,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 24.3 31.9 50.4 39.8 93.1 96.1: 6.9 3.9
Old : 100.0: 10.9 24.3 31.9 50.4 39.8 93.1 96.1: 6.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 51 66 78 85 70 181 176:
Old : 212: 51 66 78 85 70 181 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 35.9 47.4 49.3 16.1 18.6 20.9 23.0
Old : 32.0 35.9 47.4 49.3 16.1 18.6 20.9 23.0
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, December 24, 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 : 100,036: 0 11,296 2,158 94,155 77,295 96,313 90,749: 3,723 9,287
Old : 100,036: 0 11,296 2,158 94,155 77,295 96,313 90,749: 3,723 9,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -1,040: -49 170 239 1,211 -1,165 1,401 -756: -2,441 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.3 2.2 94.1 77.3 96.3 90.7: 3.7 9.3
Old : 100.0: 0.0 11.3 2.2 94.1 77.3 96.3 90.7: 3.7 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 4 2 25 20 27 24:
Old : 32: 0 4 2 25 20 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 : 56.0 59.3 72.8 76.7 54.7 58.9 70.9 72.8
Old : 56.0 59.3 72.8 76.7 54.7 58.9 70.9 72.8
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, December 24, 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 : 81,624: 0 13,090 2,244 74,489 55,746 76,733 71,080: 4,891 10,544
Old : 81,624: 0 13,090 2,244 74,489 55,746 76,733 71,080: 4,891 10,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 1,691: -43 2,064 -987 4,186 1,710 3,156 2,787: -1,465 -1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.0 2.7 91.3 68.3 94.0 87.1: 6.0 12.9
Old : 100.0: 0.0 16.0 2.7 91.3 68.3 94.0 87.1: 6.0 12.9
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 : 33: 0 3 2 23 22 25 25:
Old : 33: 0 3 2 23 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 : 42.4 35.9 65.6 57.7 40.2 34.6 62.3 55.0
Old : 42.4 35.9 65.6 57.7 40.2 34.6 62.3 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 147,011: 17,247 2,320 4,799 112,750 132,027 134,796 139,146: 12,215 7,865
Old : 147,011: 17,247 2,320 4,799 112,750 132,027 134,796 139,146: 12,215 7,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 1,729: 2,838 -93 -151 -745 1,549 1,942 1,305: -213 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 1.6 3.3 76.7 89.8 91.7 94.7: 8.3 5.3
Old : 100.0: 11.7 1.6 3.3 76.7 89.8 91.7 94.7: 8.3 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 : 45: 3 3 3 32 28 36 33:
Old : 45: 3 3 3 32 28 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 42.8 59.1 61.2 39.1 42.6 51.5 58.9
Old : 42.8 42.8 59.1 61.2 39.1 42.6 51.5 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, December 24, 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 : 107,664: 13,723 11,159 936 85,915 89,033 100,574 101,128: 7,090 6,536
Old : 107,664: 13,723 11,159 936 85,915 89,033 100,574 101,128: 7,090 6,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 122: 0 0 0 336 764 336 764: -214 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.4 0.9 79.8 82.7 93.4 93.9: 6.6 6.1
Old : 100.0: 12.7 10.4 0.9 79.8 82.7 93.4 93.9: 6.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 2 23 25 27 27:
Old : 36: 2 2 2 23 25 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 45.4 58.5 63.0 31.9 39.7 51.6 55.5
Old : 34.4 45.4 58.5 63.0 31.9 39.7 51.6 55.5
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, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,111: 13,233 978 1,106 27,792 44,665 42,131 46,749: 7,980 3,362
Old : 50,111: 13,233 978 1,106 27,792 44,665 42,131 46,749: 7,980 3,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 592: 739 30 -274 125 2,633 590 2,389: 2 -1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 2.0 2.2 55.5 89.1 84.1 93.3: 15.9 6.7
Old : 100.0: 26.4 2.0 2.2 55.5 89.1 84.1 93.3: 15.9 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 3 10 16 14 19:
Old : 22: 3 1 3 10 16 14 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 : 61.5 54.8 76.3 73.5 58.1 51.3 65.0 64.3
Old : 61.5 54.8 76.3 73.5 58.1 51.3 65.0 64.3
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, December 24, 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 : 57,668: 4,126 0 3,908 42,771 46,827 50,805 50,735: 6,863 6,933
Old : 57,668: 4,126 0 3,908 42,771 46,827 50,805 50,735: 6,863 6,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 2,168: 889 0 -94 1,340 2,291 2,135 2,197: 33 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 6.8 74.2 81.2 88.1 88.0: 11.9 12.0
Old : 100.0: 7.2 0.0 6.8 74.2 81.2 88.1 88.0: 11.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 17 23 19 24:
Old : 27: 2 0 1 17 23 19 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 : 51.6 32.4 74.3 53.0 42.6 30.1 57.9 47.8
Old : 51.6 32.4 74.3 53.0 42.6 30.1 57.9 47.8
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, December 24, 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 : 87,263: 1,004 2,151 4,240 78,414 74,312 83,658 80,703: 3,605 6,560
Old : 87,263: 1,004 2,151 4,240 78,414 74,312 83,658 80,703: 3,605 6,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 1,731: -2,431 815 1,218 3,934 2,861 2,721 4,894: -990 -3,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.5 4.9 89.9 85.2 95.9 92.5: 4.1 7.5
Old : 100.0: 1.2 2.5 4.9 89.9 85.2 95.9 92.5: 4.1 7.5
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 : 44: 2 2 4 26 32 30 36:
Old : 44: 2 2 4 26 32 30 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 : 45.6 26.6 72.0 43.6 44.7 26.1 62.3 41.1
Old : 45.6 26.6 72.0 43.6 44.7 26.1 62.3 41.1
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, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 109,798: 1,982 1,073 3,439 90,322 97,143 95,743 101,655: 14,055 8,143
Old : 109,798: 1,982 1,073 3,439 90,322 97,143 95,743 101,655: 14,055 8,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 609: -306 -163 -23 430 736 101 550: 508 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.0 3.1 82.3 88.5 87.2 92.6: 12.8 7.4
Old : 100.0: 1.8 1.0 3.1 82.3 88.5 87.2 92.6: 12.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 3 24 23 27 26:
Old : 36: 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 : 47.2 41.7 65.9 64.0 45.3 41.1 57.7 60.3
Old : 47.2 41.7 65.9 64.0 45.3 41.1 57.7 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, December 24, 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 : 57,534: 21,460 0 2,089 31,121 44,318 54,670 46,407: 2,864 11,127
Old : 57,534: 21,460 0 2,089 31,121 44,318 54,670 46,407: 2,864 11,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 43: 403 0 -454 309 -96 258 -550: -215 593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 0.0 3.6 54.1 77.0 95.0 80.7: 5.0 19.3
Old : 100.0: 37.3 0.0 3.6 54.1 77.0 95.0 80.7: 5.0 19.3
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: 5 0 4 18 14 23 18:
Old : 27: 5 0 4 18 14 23 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 : 50.0 36.9 71.0 58.2 40.9 28.8 55.8 43.2
Old : 50.0 36.9 71.0 58.2 40.9 28.8 55.8 43.2
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, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,457: 3,850 8,630 7,093 57,899 43,567 68,842 59,290: 2,615 12,167
Old : 71,457: 3,850 8,630 7,093 57,899 43,567 68,842 59,290: 2,615 12,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 1,470: 253 582 39 1,578 -694 1,870 -73: -400 1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.1 9.9 81.0 61.0 96.3 83.0: 3.7 17.0
Old : 100.0: 5.4 12.1 9.9 81.0 61.0 96.3 83.0: 3.7 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 : 22: 2 2 3 15 14 19 17:
Old : 22: 2 2 3 15 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 40.7 77.2 61.9 52.9 30.1 66.0 46.1
Old : 59.3 40.7 77.2 61.9 52.9 30.1 66.0 46.1
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, December 24, 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 : 82,857: 8,954 0 3,078 66,329 71,052 78,361 74,130: 4,496 8,727
Old : 82,857: 8,954 0 3,078 66,329 71,052 78,361 74,130: 4,496 8,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 1,026: -111 0 84 1,672 1,120 1,645 1,204: -619 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.0 3.7 80.1 85.8 94.6 89.5: 5.4 10.5
Old : 100.0: 10.8 0.0 3.7 80.1 85.8 94.6 89.5: 5.4 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 : 34: 3 0 2 26 27 29 29:
Old : 34: 3 0 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 : 41.5 41.2 64.7 62.7 35.4 33.5 49.6 47.8
Old : 41.5 41.2 64.7 62.7 35.4 33.5 49.6 47.8
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, December 24, 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 : 119,168: 9,670 0 7,479 95,544 104,070 112,693 111,549: 6,475 7,619
Old : 119,168: 9,670 0 7,479 95,544 104,070 112,693 111,549: 6,475 7,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 255: -212 0 156 1,339 588 1,283 744: -1,028 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.0 6.3 80.2 87.3 94.6 93.6: 5.4 6.4
Old : 100.0: 8.1 0.0 6.3 80.2 87.3 94.6 93.6: 5.4 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 : 41: 3 0 2 25 32 28 34:
Old : 41: 3 0 2 25 32 28 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 : 45.0 29.3 65.3 48.9 37.8 26.2 56.1 44.5
Old : 45.0 29.3 65.3 48.9 37.8 26.2 56.1 44.5
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, December 24, 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 : 134,113: 444 19,251 20,394 101,533 86,927 122,371 126,572: 11,742 7,541
Old : 134,113: 444 19,251 20,394 101,533 86,927 122,371 126,572: 11,742 7,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -252: 0 -1,233 182 -887 742 -705 -309: 453 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 14.4 15.2 75.7 64.8 91.2 94.4: 8.8 5.6
Old : 100.0: 0.3 14.4 15.2 75.7 64.8 91.2 94.4: 8.8 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 : 43: 1 6 6 35 29 41 36:
Old : 43: 1 6 6 35 29 41 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 : 27.4 36.3 44.4 58.4 22.2 23.7 30.9 34.7
Old : 27.4 36.3 44.4 58.4 22.2 23.7 30.9 34.7
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, December 24, 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 : 85,172: 5,383 3,745 6,292 65,554 62,754 77,229 72,791: 7,943 12,381
Old : 85,172: 5,383 3,745 6,292 65,554 62,754 77,229 72,791: 7,943 12,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 2,646: 2,876 0 1,021 -1,045 5,242 2,852 6,263: -206 -3,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.4 7.4 77.0 73.7 90.7 85.5: 9.3 14.5
Old : 100.0: 6.3 4.4 7.4 77.0 73.7 90.7 85.5: 9.3 14.5
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: 4 1 4 20 21 24 26:
Old : 31: 4 1 4 20 21 24 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 : 57.1 36.0 72.2 55.1 50.1 34.0 58.8 50.8
Old : 57.1 36.0 72.2 55.1 50.1 34.0 58.8 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,159: 5,314 0 310 48,901 54,297 54,525 54,607: 4,634 4,552
Old : 59,159: 5,314 0 310 48,901 54,297 54,525 54,607: 4,634 4,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 2,418: 1,364 0 0 961 1,426 2,325 1,426: 93 992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.5 82.7 91.8 92.2 92.3: 7.8 7.7
Old : 100.0: 9.0 0.0 0.5 82.7 91.8 92.2 92.3: 7.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 1 13 15 15 16:
Old : 23: 2 0 1 13 15 15 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 : 58.6 42.6 80.6 74.7 51.5 39.7 68.0 61.0
Old : 58.6 42.6 80.6 74.7 51.5 39.7 68.0 61.0
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, December 24, 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 : 253,584: 12,572 5,253 4,557 225,325 227,441 242,454 237,251: 11,130 16,333
Old : 253,584: 12,572 5,253 4,557 225,325 227,441 242,454 237,251: 11,130 16,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 4,194: -1,914 -484 830 5,176 1,800 4,092 2,146: 102 2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 2.1 1.8 88.9 89.7 95.6 93.6: 4.4 6.4
Old : 100.0: 5.0 2.1 1.8 88.9 89.7 95.6 93.6: 4.4 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 : 62: 3 3 6 48 43 54 49:
Old : 62: 3 3 6 48 43 54 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 : 34.8 55.8 52.4 67.1 30.2 52.9 45.8 61.1
Old : 34.8 55.8 52.4 67.1 30.2 52.9 45.8 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, December 24, 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 : 212,216: 8,827 4,785 12,596 179,394 186,317 200,817 203,698: 11,399 8,518
Old : 212,216: 8,827 4,785 12,596 179,394 186,317 200,817 203,698: 11,399 8,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 705: 546 -832 -236 989 1,891 1,299 823: -594 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.3 5.9 84.5 87.8 94.6 96.0: 5.4 4.0
Old : 100.0: 4.2 2.3 5.9 84.5 87.8 94.6 96.0: 5.4 4.0
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 : 48: 2 3 3 37 35 42 38:
Old : 48: 2 3 3 37 35 42 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 : 29.1 39.7 49.4 63.0 23.9 37.0 39.5 53.4
Old : 29.1 39.7 49.4 63.0 23.9 37.0 39.5 53.4
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, December 24, 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 : 216,667: 10,856 11,626 7,323 182,222 190,575 200,401 209,524: 16,266 7,143
Old : 216,667: 10,856 11,626 7,323 182,222 190,575 200,401 209,524: 16,266 7,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -875: 1,847 44 -681 -3,832 -92 -2,666 -729: 1,791 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.4 3.4 84.1 88.0 92.5 96.7: 7.5 3.3
Old : 100.0: 5.0 5.4 3.4 84.1 88.0 92.5 96.7: 7.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 3 4 42 39 47 45:
Old : 54: 4 3 4 42 39 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 36.8 51.4 60.4 33.6 30.4 45.6 47.1
Old : 34.7 36.8 51.4 60.4 33.6 30.4 45.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, December 24, 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 : 49,615: 0 1,726 975 40,130 38,152 41,105 40,853: 8,510 8,762
Old : 49,615: 0 1,726 975 40,130 38,152 41,105 40,853: 8,510 8,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 641: 0 642 -509 -64 508 -573 641: 1,214 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 2.0 80.9 76.9 82.8 82.3: 17.2 17.7
Old : 100.0: 0.0 3.5 2.0 80.9 76.9 82.8 82.3: 17.2 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 19 18 20 19:
Old : 26: 0 1 1 19 18 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 : 32.2 33.1 52.2 54.6 26.3 29.0 42.4 44.1
Old : 32.2 33.1 52.2 54.6 26.3 29.0 42.4 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, December 24, 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 : 207,284: 23,725 5,522 10,729 156,597 171,128 191,051 187,379: 16,233 19,905
Old : 207,284: 23,725 5,522 10,729 156,597 171,128 191,051 187,379: 16,233 19,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 2,970: -1,139 0 -723 4,433 3,296 2,571 2,573: 399 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 2.7 5.2 75.5 82.6 92.2 90.4: 7.8 9.6
Old : 100.0: 11.4 2.7 5.2 75.5 82.6 92.2 90.4: 7.8 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 2 5 34 36 40 41:
Old : 45: 4 2 5 34 36 40 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 : 34.2 30.2 51.2 46.5 25.6 28.4 36.9 37.0
Old : 34.2 30.2 51.2 46.5 25.6 28.4 36.9 37.0
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, December 24, 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 : 82,174: 4,410 7,639 2,115 68,248 63,970 74,773 73,724: 7,401 8,450
Old : 82,174: 4,410 7,639 2,115 68,248 63,970 74,773 73,724: 7,401 8,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 290: 0 -2,504 0 553 2,999 553 495: -263 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.3 2.6 83.1 77.8 91.0 89.7: 9.0 10.3
Old : 100.0: 5.4 9.3 2.6 83.1 77.8 91.0 89.7: 9.0 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 4 1 26 29 29 33:
Old : 39: 2 4 1 26 29 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 : 32.0 30.9 52.9 49.1 23.4 22.8 40.3 35.3
Old : 32.0 30.9 52.9 49.1 23.4 22.8 40.3 35.3
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, December 24, 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 : 2,838,590: 567,215 135,233 882,005 1,345,453 1,789,629 2,794,673 2,806,867: 43,917 31,723
Old : 2,838,590: 567,215 135,233 882,005 1,345,453 1,789,629 2,794,673 2,806,867: 43,917 31,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 51,303: 28,330 -8,784 5,636 9,892 51,230 43,858 48,082: 7,445 3,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.8 31.1 47.4 63.0 98.5 98.9: 1.5 1.1
Old : 100.0: 20.0 4.8 31.1 47.4 63.0 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 33 17 41 107 93 157 136:
Old : 165: 33 17 41 107 93 157 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 39.9 48.4 53.0 16.7 20.4 19.4 25.3
Old : 37.6 39.9 48.4 53.0 16.7 20.4 19.4 25.3
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, December 24, 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 : 994,182: 79,577 263,264 202,382 706,791 522,526 988,750 988,172: 5,432 6,010
Old : 994,182: 79,577 263,264 202,382 706,791 522,526 988,750 988,172: 5,432 6,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 41,403: 11,763 1,358 1,716 26,877 37,539 40,356 40,613: 1,047 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 26.5 20.4 71.1 52.6 99.5 99.4: 0.5 0.6
Old : 100.0: 8.0 26.5 20.4 71.1 52.6 99.5 99.4: 0.5 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 : 89: 20 23 33 44 42 82 80:
Old : 89: 20 23 33 44 42 82 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 : 40.2 32.7 60.8 52.8 32.3 26.9 43.4 38.3
Old : 40.2 32.7 60.8 52.8 32.3 26.9 43.4 38.3
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, December 24, 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 : 11,061: 31 0 0 10,244 10,715 10,275 10,715: 786 346
Old : 11,061: 31 0 0 10,244 10,715 10,275 10,715: 786 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -75: 0 0 0 -15 -90 -15 -90: -60 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 92.6 96.9 92.9 96.9: 7.1 3.1
Old : 100.0: 0.3 0.0 0.0 92.6 96.9 92.9 96.9: 7.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 19 14 20 14:
Old : 23: 1 0 0 19 14 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 73.2 67.8 85.5 47.8 67.8 63.3 75.6
Old : 49.5 73.2 67.8 85.5 47.8 67.8 63.3 75.6
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, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 37,917: 1,702 496 789 34,763 35,773 37,254 37,058: 663 859
Old : 37,917: 1,702 496 789 34,763 35,773 37,254 37,058: 663 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 228: 0 0 0 228 228 228 228: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.3 2.1 91.7 94.3 98.3 97.7: 1.7 2.3
Old : 100.0: 4.5 1.3 2.1 91.7 94.3 98.3 97.7: 1.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 3 5 33 26 41 33:
Old : 46: 7 3 5 33 26 41 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 : 50.6 41.7 71.7 63.8 42.9 38.3 53.0 52.3
Old : 50.6 41.7 71.7 63.8 42.9 38.3 53.0 52.3
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, December 24, 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 : 14,640: 1,456 45 336 12,828 14,239 14,620 14,620: 20 20
Old : 14,640: 1,456 45 336 12,828 14,239 14,620 14,620: 20 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 44: 0 0 0 44 44 44 44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.3 2.3 87.6 97.3 99.9 99.9: 0.1 0.1
Old : 100.0: 9.9 0.3 2.3 87.6 97.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 14 21 16 23:
Old : 28: 1 1 2 14 21 16 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 : 71.0 80.4 94.2 89.8 60.0 73.1 80.2 77.7
Old : 71.0 80.4 94.2 89.8 60.0 73.1 80.2 77.7
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, December 24, 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 : 17,907: 4,307 40 337 12,595 17,075 17,239 17,452: 668 455
Old : 17,907: 4,307 40 337 12,595 17,075 17,239 17,452: 668 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 219: 0 0 0 209 219 209 219: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 0.2 1.9 70.3 95.4 96.3 97.5: 3.7 2.5
Old : 100.0: 24.1 0.2 1.9 70.3 95.4 96.3 97.5: 3.7 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 : 27: 2 1 2 19 19 21 22:
Old : 27: 2 1 2 19 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 67.8 85.0 86.3 41.9 42.1 54.1 54.3
Old : 58.2 67.8 85.0 86.3 41.9 42.1 54.1 54.3
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, December 24, 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 : 10,256: 79 0 10 8,913 9,520 9,002 9,530: 1,254 726
Old : 10,256: 79 0 10 8,913 9,520 9,002 9,530: 1,254 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 56: 0 0 0 56 56 56 56: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.1 86.9 92.8 87.8 92.9: 12.2 7.1
Old : 100.0: 0.8 0.0 0.1 86.9 92.8 87.8 92.9: 12.2 7.1
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 : 21: 1 0 1 16 13 17 14:
Old : 21: 1 0 1 16 13 17 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 : 46.3 67.4 71.8 86.0 45.0 56.1 61.5 72.2
Old : 46.3 67.4 71.8 86.0 45.0 56.1 61.5 72.2
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, December 24, 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 : 28,270: 1,054 1,524 618 23,210 25,130 24,882 27,272: 3,388 998
Old : 28,270: 1,054 1,524 618 23,210 25,130 24,882 27,272: 3,388 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 204: 0 0 0 204 208 204 208: 0 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.4 2.2 82.1 88.9 88.0 96.5: 12.0 3.5
Old : 100.0: 3.7 5.4 2.2 82.1 88.9 88.0 96.5: 12.0 3.5
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: 1 2 3 24 21 27 24:
Old : 29: 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 : 46.4 54.7 66.3 74.1 30.0 45.3 45.3 52.3
Old : 46.4 54.7 66.3 74.1 30.0 45.3 45.3 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, December 24, 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 : 20,434: 1,384 0 1,140 17,348 18,594 19,872 19,734: 562 700
Old : 20,434: 1,384 0 1,140 17,348 18,594 19,872 19,734: 562 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -180: 0 0 0 60 60 60 60: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 5.6 84.9 91.0 97.2 96.6: 2.8 3.4
Old : 100.0: 6.8 0.0 5.6 84.9 91.0 97.2 96.6: 2.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 2 21 23 23 25:
Old : 27: 1 0 2 21 23 23 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 : 40.3 60.1 65.4 75.6 36.5 51.0 52.7 58.3
Old : 40.3 60.1 65.4 75.6 36.5 51.0 52.7 58.3
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, December 24, 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 : 8,906: 1,410 580 190 6,868 7,600 8,468 8,370: 438 536
Old : 8,906: 1,410 580 190 6,868 7,600 8,468 8,370: 438 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 120: 0 -200 120 0 440 120 360: 0 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 6.5 2.1 77.1 85.3 95.1 94.0: 4.9 6.0
Old : 100.0: 15.8 6.5 2.1 77.1 85.3 95.1 94.0: 4.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 14 14 17 16:
Old : 21: 2 1 2 14 14 17 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 : 54.3 53.7 78.4 78.8 46.4 44.7 61.9 61.3
Old : 54.3 53.7 78.4 78.8 46.4 44.7 61.9 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 6,322: 504 0 48 5,562 5,598 6,114 5,646: 208 676
Old : 6,322: 504 0 48 5,562 5,598 6,114 5,646: 208 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 8: 0 0 0 8 8 8 8: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.8 88.0 88.5 96.7 89.3: 3.3 10.7
Old : 100.0: 8.0 0.0 0.8 88.0 88.5 96.7 89.3: 3.3 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 : 20: 2 0 1 12 13 14 14:
Old : 20: 2 0 1 12 13 14 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 : 65.3 55.6 86.6 78.3 51.3 47.6 67.1 60.3
Old : 65.3 55.6 86.6 78.3 51.3 47.6 67.1 60.3
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, December 24, 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 : 1,325,751: 219,382 171,020 333,504 700,750 746,970 1,253,636 1,251,494: 72,115 74,257
Old : 1,325,751: 219,382 171,020 333,504 700,750 746,970 1,253,636 1,251,494: 72,115 74,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -4,499: 6,279 -13,030 255 -13,618 9,407 -7,084 -3,368: 2,585 -1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 12.9 25.2 52.9 56.3 94.6 94.4: 5.4 5.6
Old : 100.0: 16.5 12.9 25.2 52.9 56.3 94.6 94.4: 5.4 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 : 301: 86 107 117 78 96 242 251:
Old : 301: 86 107 117 78 96 242 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 26.7 40.3 36.4 12.5 8.4 19.4 13.6
Old : 28.2 26.7 40.3 36.4 12.5 8.4 19.4 13.6
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, December 24, 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 : 17,114: 0 650 50 17,064 16,414 17,114 17,114: 0 0
Old : 17,114: 0 650 50 17,064 16,414 17,114 17,114: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 774: 0 0 0 924 924 924 924: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.3 99.7 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.8 0.3 99.7 95.9 100.0 100.0: 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: 0 2 1 29 31 30 33:
Old : 37: 0 2 1 29 31 30 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 : 42.8 40.6 64.7 63.7 23.8 24.4 35.7 35.3
Old : 42.8 40.6 64.7 63.7 23.8 24.4 35.7 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, December 24, 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 : 133,829: 23,848 22,497 35,529 65,454 68,409 124,831 126,435: 8,998 7,394
Old : 133,829: 23,848 22,497 35,529 65,454 68,409 124,831 126,435: 8,998 7,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 1,634: 2,044 358 1,268 -553 647 2,759 2,273: -1,125 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 16.8 26.5 48.9 51.1 93.3 94.5: 6.7 5.5
Old : 100.0: 17.8 16.8 26.5 48.9 51.1 93.3 94.5: 6.7 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 : 44: 9 12 16 22 22 43 39:
Old : 44: 9 12 16 22 22 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 31.9 53.0 49.5 21.9 16.2 26.8 24.3
Old : 37.9 31.9 53.0 49.5 21.9 16.2 26.8 24.3
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, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,610: 25 600 0 8,585 8,010 8,610 8,610: 0 0
Old : 8,610: 25 600 0 8,585 8,010 8,610 8,610: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 7.0 0.0 99.7 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 7.0 0.0 99.7 93.0 100.0 100.0: 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 : 24: 1 1 0 15 18 16 19:
Old : 24: 1 1 0 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 : 66.5 64.6 89.1 82.9 60.1 56.9 68.7 66.5
Old : 66.5 64.6 89.1 82.9 60.1 56.9 68.7 66.5
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, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 15,192: 8,993 1,821 115 4,269 12,773 13,377 14,709: 1,815 483
Old : 15,192: 8,993 1,821 115 4,269 12,773 13,377 14,709: 1,815 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 681: -101 -8 85 623 567 607 644: 74 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 12.0 0.8 28.1 84.1 88.1 96.8: 11.9 3.2
Old : 100.0: 59.2 12.0 0.8 28.1 84.1 88.1 96.8: 11.9 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 : 94: 41 19 3 13 23 55 44:
Old : 94: 41 19 3 13 23 55 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 : 46.7 45.3 61.4 64.3 46.7 44.5 61.4 63.5
Old : 46.7 45.3 61.4 64.3 46.7 44.5 61.4 63.5
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, December 24, 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 : 16,670: 11,733 2,524 149 1,084 12,948 12,966 15,621: 3,704 1,049
Old : 16,670: 11,733 2,524 149 1,084 12,948 12,966 15,621: 3,704 1,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 457: 817 -189 45 -313 389 549 245: -92 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 15.1 0.9 6.5 77.7 77.8 93.7: 22.2 6.3
Old : 100.0: 70.4 15.1 0.9 6.5 77.7 77.8 93.7: 22.2 6.3
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 : 94: 48 16 3 7 25 58 41:
Old : 94: 48 16 3 7 25 58 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 : 23.2 44.0 37.0 61.7 23.2 43.9 37.0 60.9
Old : 23.2 44.0 37.0 61.7 23.2 43.9 37.0 60.9
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, December 24, 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 : 215,092: 53,777 9,077 17,049 120,794 170,779 191,620 196,905: 23,472 18,187
Old : 215,092: 53,777 9,077 17,049 120,794 170,779 191,620 196,905: 23,472 18,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 2,195: 3,094 1,404 -1,792 -1,823 1,880 -521 1,492: 2,716 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.2 7.9 56.2 79.4 89.1 91.5: 10.9 8.5
Old : 100.0: 25.0 4.2 7.9 56.2 79.4 89.1 91.5: 10.9 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 : 177: 65 16 30 77 89 158 122:
Old : 177: 65 16 30 77 89 158 122:
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 : 17.4 25.4 28.3 37.7 10.7 13.5 16.1 20.7
Old : 17.4 25.4 28.3 37.7 10.7 13.5 16.1 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
Commitments of Traders - Futures Only, December 24, 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 : 7,625: 2,253 197 760 3,128 5,081 6,141 6,038: 1,484 1,587
Old : 7,625: 2,253 197 760 3,128 5,081 6,141 6,038: 1,484 1,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 2.6 10.0 41.0 66.6 80.5 79.2: 19.5 20.8
Old : 100.0: 29.5 2.6 10.0 41.0 66.6 80.5 79.2: 19.5 20.8
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 : 20: 6 1 5 10 11 19 16:
Old : 20: 6 1 5 10 11 19 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 : 32.2 44.8 55.2 62.1 26.9 29.3 40.6 39.3
Old : 32.2 44.8 55.2 62.1 26.9 29.3 40.6 39.3
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, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,825: 150 0 250 3,425 3,575 3,825 3,825: 0 0
Old : 3,825: 150 0 250 3,425 3,575 3,825 3,825: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 0: 150 0 0 0 0 150 0: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 6.5 89.5 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 0.0 6.5 89.5 93.5 100.0 100.0: 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: 1 0 1 18 19 20 20:
Old : 24: 1 0 1 18 19 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 : 44.4 53.6 68.0 75.8 11.1 15.7 16.3 19.0
Old : 44.4 53.6 68.0 75.8 11.1 15.7 16.3 19.0
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, December 24, 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 : 7,609: 380 873 917 5,069 4,654 6,366 6,444: 1,243 1,165
Old : 7,609: 380 873 917 5,069 4,654 6,366 6,444: 1,243 1,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 685: 0 725 25 580 -170 605 580: 80 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 11.5 12.1 66.6 61.2 83.7 84.7: 16.3 15.3
Old : 100.0: 5.0 11.5 12.1 66.6 61.2 83.7 84.7: 16.3 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 17 15 19 16:
Old : 23: 1 1 1 17 15 19 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 : 42.0 55.7 63.8 75.8 34.9 37.4 50.1 53.7
Old : 42.0 55.7 63.8 75.8 34.9 37.4 50.1 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, December 24, 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 : 5,780: 1,525 0 825 3,430 4,805 5,780 5,630: 0 150
Old : 5,780: 1,525 0 825 3,430 4,805 5,780 5,630: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 0.0 14.3 59.3 83.1 100.0 97.4: 0.0 2.6
Old : 100.0: 26.4 0.0 14.3 59.3 83.1 100.0 97.4: 0.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 17 16 18 17:
Old : 27: 1 0 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 64.1 80.5 84.4 46.4 46.4 57.2 54.2
Old : 64.5 64.1 80.5 84.4 46.4 46.4 57.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, December 24, 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 : 2,505: 192 0 135 1,854 2,265 2,181 2,400: 324 105
Old : 2,505: 192 0 135 1,854 2,265 2,181 2,400: 324 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 5.4 74.0 90.4 87.1 95.8: 12.9 4.2
Old : 100.0: 7.7 0.0 5.4 74.0 90.4 87.1 95.8: 12.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 13 17 14 18:
Old : 20: 1 0 1 13 17 14 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 : 50.2 48.3 73.5 71.0 34.8 35.6 41.0 44.6
Old : 50.2 48.3 73.5 71.0 34.8 35.6 41.0 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008