GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 7,433: 1,775 0 75 4,683 7,308 6,533 7,383: 900 50
Old : 7,433: 1,775 0 75 4,683 7,308 6,533 7,383: 900 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -1,345: 100 0 -100 -1,270 -845 -1,270 -945: -75 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 1.0 63.0 98.3 87.9 99.3: 12.1 0.7
Old : 100.0: 23.9 0.0 1.0 63.0 98.3 87.9 99.3: 12.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 15 16 17 17:
Old : 24: 2 0 1 15 16 17 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 : 67.1 65.9 79.1 87.5 50.5 57.2 57.6 70.9
Old : 67.1 65.9 79.1 87.5 50.5 57.2 57.6 70.9
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 13,862: 0 5,346 0 13,442 7,019 13,442 12,365: 420 1,497
Old : 13,862: 0 5,346 0 13,442 7,019 13,442 12,365: 420 1,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -2,932: 0 -1,141 0 -2,897 -1,752 -2,897 -2,893: -35 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.6 0.0 97.0 50.6 97.0 89.2: 3.0 10.8
Old : 100.0: 0.0 38.6 0.0 97.0 50.6 97.0 89.2: 3.0 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 0 25 24 25 26:
Old : 33: 0 2 0 25 24 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 51.1 77.5 67.6 58.0 45.3 68.7 54.6
Old : 61.1 51.1 77.5 67.6 58.0 45.3 68.7 54.6
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 2,952: 0 55 20 2,513 2,297 2,533 2,372: 419 580
Old : 2,952: 0 55 20 2,513 2,297 2,533 2,372: 419 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -838: 0 55 20 -838 -845 -818 -770: -20 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.7 85.1 77.8 85.8 80.4: 14.2 19.6
Old : 100.0: 0.0 1.9 0.7 85.1 77.8 85.8 80.4: 14.2 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 1 24 26 25 27:
Old : 29: 0 1 1 24 26 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 36.9 55.2 50.9 30.5 32.0 45.2 41.6
Old : 35.2 36.9 55.2 50.9 30.5 32.0 45.2 41.6
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 255,332: 42,653 21,388 38,385 133,610 166,822 214,648 226,594: 40,684 28,738
Old : 255,332: 42,653 21,388 38,385 133,610 166,822 214,648 226,594: 40,684 28,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 4,993: 6,531 901 319 -2,402 2,818 4,448 4,038: 545 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 8.4 15.0 52.3 65.3 84.1 88.7: 15.9 11.3
Old : 100.0: 16.7 8.4 15.0 52.3 65.3 84.1 88.7: 15.9 11.3
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 : 140: 42 27 31 54 65 113 109:
Old : 140: 42 27 31 54 65 113 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 20.7 33.4 31.9 15.3 13.5 22.7 20.9
Old : 20.9 20.7 33.4 31.9 15.3 13.5 22.7 20.9
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 1,283,072: 70,431 161,930 533,035 611,730 552,284 1,215,196 1,247,250: 67,876 35,822
Old : 1,283,072: 70,431 161,930 533,035 611,730 552,284 1,215,196 1,247,250: 67,876 35,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 14,610: -1,021 9,590 35,537 -18,742 -27,560 15,775 17,568: -1,165 -2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.6 41.5 47.7 43.0 94.7 97.2: 5.3 2.8
Old : 100.0: 5.5 12.6 41.5 47.7 43.0 94.7 97.2: 5.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 67 87 92 86 79 208 206:
Old : 248: 67 87 92 86 79 208 206:
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 33.5 46.9 50.3 6.2 7.2 9.4 10.9
Old : 34.2 33.5 46.9 50.3 6.2 7.2 9.4 10.9
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 82,414: 2,112 15,095 2,368 69,590 58,512 74,070 75,975: 8,344 6,439
Old : 82,414: 2,112 15,095 2,368 69,590 58,512 74,070 75,975: 8,344 6,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -5,760: 88 -7 -234 -6,798 -5,796 -6,944 -6,037: 1,184 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 18.3 2.9 84.4 71.0 89.9 92.2: 10.1 7.8
Old : 100.0: 2.6 18.3 2.9 84.4 71.0 89.9 92.2: 10.1 7.8
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 : 30: 2 3 2 22 21 24 26:
Old : 30: 2 3 2 22 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 : 48.6 40.5 68.1 60.5 43.2 39.4 55.0 56.4
Old : 48.6 40.5 68.1 60.5 43.2 39.4 55.0 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 72,494: 0 5,431 2,688 63,050 55,551 65,738 63,670: 6,756 8,824
Old : 72,494: 0 5,431 2,688 63,050 55,551 65,738 63,670: 6,756 8,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -7,083: 0 -521 -305 -6,352 -5,243 -6,657 -6,069: -426 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 3.7 87.0 76.6 90.7 87.8: 9.3 12.2
Old : 100.0: 0.0 7.5 3.7 87.0 76.6 90.7 87.8: 9.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 2 25 22 27 24:
Old : 35: 0 2 2 25 22 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 : 37.6 46.7 58.7 65.0 37.6 41.9 57.4 58.0
Old : 37.6 46.7 58.7 65.0 37.6 41.9 57.4 58.0
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 118,796: 13,864 0 5,890 89,128 106,232 108,882 112,122: 9,914 6,674
Old : 118,796: 13,864 0 5,890 89,128 106,232 108,882 112,122: 9,914 6,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -7,716: 4,660 -345 -8 -13,505 -6,646 -8,853 -6,999: 1,137 -717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.0 5.0 75.0 89.4 91.7 94.4: 8.3 5.6
Old : 100.0: 11.7 0.0 5.0 75.0 89.4 91.7 94.4: 8.3 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 : 37: 5 0 5 27 28 32 33:
Old : 37: 5 0 5 27 28 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 45.7 61.2 63.1 44.0 43.1 52.6 55.1
Old : 47.4 45.7 61.2 63.1 44.0 43.1 52.6 55.1
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 with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,564: 12,391 4,230 9,005 64,647 75,923 86,043 89,158: 11,521 8,406
Old : 97,564: 12,391 4,230 9,005 64,647 75,923 86,043 89,158: 11,521 8,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -6,115: 1,574 -475 -2,191 -7,648 -3,262 -8,265 -5,928: 2,150 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.3 9.2 66.3 77.8 88.2 91.4: 11.8 8.6
Old : 100.0: 12.7 4.3 9.2 66.3 77.8 88.2 91.4: 11.8 8.6
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 : 29: 3 2 3 20 20 25 23:
Old : 29: 3 2 3 20 20 25 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 : 49.5 52.1 63.3 69.3 46.2 50.6 57.0 60.6
Old : 49.5 52.1 63.3 69.3 46.2 50.6 57.0 60.6
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 71,988: 8,222 0 6,731 53,654 58,984 68,607 65,715: 3,381 6,273
Old : 71,988: 8,222 0 6,731 53,654 58,984 68,607 65,715: 3,381 6,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -11,256: 2,692 -1,057 -1,015 -12,272 -8,533 -10,595 -10,605: -661 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.0 9.4 74.5 81.9 95.3 91.3: 4.7 8.7
Old : 100.0: 11.4 0.0 9.4 74.5 81.9 95.3 91.3: 4.7 8.7
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 : 29: 4 0 4 18 18 22 22:
Old : 29: 4 0 4 18 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 53.7 75.3 67.4 52.9 47.4 62.6 59.8
Old : 56.0 53.7 75.3 67.4 52.9 47.4 62.6 59.8
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 63,335: 8,904 0 1,585 47,416 53,729 57,905 55,314: 5,430 8,021
Old : 63,335: 8,904 0 1,585 47,416 53,729 57,905 55,314: 5,430 8,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -5,600: -729 0 -406 -3,784 -3,726 -4,919 -4,132: -681 -1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 2.5 74.9 84.8 91.4 87.3: 8.6 12.7
Old : 100.0: 14.1 0.0 2.5 74.9 84.8 91.4 87.3: 8.6 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 2 21 22 23 24:
Old : 30: 2 0 2 21 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 41.5 78.7 59.0 56.1 41.2 67.8 56.0
Old : 61.7 41.5 78.7 59.0 56.1 41.2 67.8 56.0
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 85,927: 3,919 2,998 2,894 72,039 71,024 78,852 76,916: 7,075 9,011
Old : 85,927: 3,919 2,998 2,894 72,039 71,024 78,852 76,916: 7,075 9,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -6,075: -767 1,109 257 -5,280 -8,070 -5,790 -6,704: -285 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 3.5 3.4 83.8 82.7 91.8 89.5: 8.2 10.5
Old : 100.0: 4.6 3.5 3.4 83.8 82.7 91.8 89.5: 8.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 4 3 22 28 26 33:
Old : 40: 2 4 3 22 28 26 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 : 53.0 27.3 70.6 44.9 42.5 22.2 56.9 37.8
Old : 53.0 27.3 70.6 44.9 42.5 22.2 56.9 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 87,331: 0 3,186 4,887 68,454 68,006 73,341 76,079: 13,990 11,252
Old : 87,331: 0 3,186 4,887 68,454 68,006 73,341 76,079: 13,990 11,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -7,469: -1,216 -1,962 760 -9,939 -6,687 -10,395 -7,889: 2,926 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 5.6 78.4 77.9 84.0 87.1: 16.0 12.9
Old : 100.0: 0.0 3.6 5.6 78.4 77.9 84.0 87.1: 16.0 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 : 31: 0 3 2 21 18 23 21:
Old : 31: 0 3 2 21 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 36.1 59.0 60.4 36.7 33.2 53.1 52.5
Old : 38.4 36.1 59.0 60.4 36.7 33.2 53.1 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 37,125: 9,102 2,878 400 23,777 25,498 33,279 28,776: 3,846 8,349
Old : 37,125: 9,102 2,878 400 23,777 25,498 33,279 28,776: 3,846 8,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -1,909: 1,733 248 -529 -3,082 -1,385 -1,878 -1,666: -31 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 7.8 1.1 64.0 68.7 89.6 77.5: 10.4 22.5
Old : 100.0: 24.5 7.8 1.1 64.0 68.7 89.6 77.5: 10.4 22.5
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 : 21: 3 1 2 12 11 15 14:
Old : 21: 3 1 2 12 11 15 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 : 46.2 42.3 70.9 66.8 41.2 42.3 60.1 55.4
Old : 46.2 42.3 70.9 66.8 41.2 42.3 60.1 55.4
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 80,656: 12,626 0 2,202 60,171 71,922 74,999 74,124: 5,657 6,532
Old : 80,656: 12,626 0 2,202 60,171 71,922 74,999 74,124: 5,657 6,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -3,311: 755 -496 -732 -4,600 -3,946 -4,577 -5,174: 1,266 1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 0.0 2.7 74.6 89.2 93.0 91.9: 7.0 8.1
Old : 100.0: 15.7 0.0 2.7 74.6 89.2 93.0 91.9: 7.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 2 25 22 28 24:
Old : 32: 3 0 2 25 22 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 44.8 61.9 61.9 28.7 32.2 42.7 45.9
Old : 38.3 44.8 61.9 61.9 28.7 32.2 42.7 45.9
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 with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 110,814: 5,431 8,803 5,507 92,535 84,167 103,473 98,477: 7,341 12,337
Old : 110,814: 5,431 8,803 5,507 92,535 84,167 103,473 98,477: 7,341 12,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -9,524: 979 601 -1,883 -8,282 -10,563 -9,186 -11,845: -338 2,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 7.9 5.0 83.5 76.0 93.4 88.9: 6.6 11.1
Old : 100.0: 4.9 7.9 5.0 83.5 76.0 93.4 88.9: 6.6 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 2 3 29 28 33 32:
Old : 42: 3 2 3 29 28 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 30.0 56.0 50.3 33.4 28.3 48.7 47.8
Old : 36.4 30.0 56.0 50.3 33.4 28.3 48.7 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,030: 0 3,265 1,385 44,636 41,157 46,021 45,807: 10,009 10,223
Old : 56,030: 0 3,265 1,385 44,636 41,157 46,021 45,807: 10,009 10,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -4,936: 0 -804 203 -3,792 -3,998 -3,589 -4,599: -1,347 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 2.5 79.7 73.5 82.1 81.8: 17.9 18.2
Old : 100.0: 0.0 5.8 2.5 79.7 73.5 82.1 81.8: 17.9 18.2
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 : 27: 0 2 2 18 19 20 21:
Old : 27: 0 2 2 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 37.2 63.5 62.7 45.0 36.7 61.2 57.6
Old : 45.7 37.2 63.5 62.7 45.0 36.7 61.2 57.6
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 145,287: 2,268 19,176 19,127 113,475 100,413 134,870 138,716: 10,417 6,571
Old : 145,287: 2,268 19,176 19,127 113,475 100,413 134,870 138,716: 10,417 6,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -19,500: -833 3 -373 -18,521 -20,194 -19,727 -20,564: 227 1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 13.2 13.2 78.1 69.1 92.8 95.5: 7.2 4.5
Old : 100.0: 1.6 13.2 13.2 78.1 69.1 92.8 95.5: 7.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 6 7 35 33 42 41:
Old : 46: 2 6 7 35 33 42 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 : 34.0 33.8 49.4 57.6 29.5 28.0 39.6 44.5
Old : 34.0 33.8 49.4 57.6 29.5 28.0 39.6 44.5
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 with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 88,974: 3,730 4,702 3,360 75,731 71,480 82,821 79,542: 6,153 9,432
Old : 88,974: 3,730 4,702 3,360 75,731 71,480 82,821 79,542: 6,153 9,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -4,942: -521 -241 -969 -3,002 -2,783 -4,492 -3,993: -450 -949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.3 3.8 85.1 80.3 93.1 89.4: 6.9 10.6
Old : 100.0: 4.2 5.3 3.8 85.1 80.3 93.1 89.4: 6.9 10.6
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 : 35: 2 3 4 21 24 25 29:
Old : 35: 2 3 4 21 24 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 35.9 70.7 57.4 53.8 31.3 62.9 50.8
Old : 56.1 35.9 70.7 57.4 53.8 31.3 62.9 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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 64,400: 6,700 8,240 0 55,926 52,326 62,626 60,566: 1,774 3,834
Old : 64,400: 6,700 8,240 0 55,926 52,326 62,626 60,566: 1,774 3,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -8,305: -372 -124 0 -7,592 -7,485 -7,964 -7,609: -341 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.8 0.0 86.8 81.3 97.2 94.0: 2.8 6.0
Old : 100.0: 10.4 12.8 0.0 86.8 81.3 97.2 94.0: 2.8 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 : 25: 2 2 0 14 17 16 19:
Old : 25: 2 2 0 14 17 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 : 63.1 49.0 87.8 78.4 55.3 48.3 72.4 66.1
Old : 63.1 49.0 87.8 78.4 55.3 48.3 72.4 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 266,372: 20,432 1,898 3,919 233,568 249,350 257,919 255,167: 8,453 11,205
Old : 266,372: 20,432 1,898 3,919 233,568 249,350 257,919 255,167: 8,453 11,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -20,439: -152 405 -681 -16,636 -19,324 -17,469 -19,600: -2,970 -839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.7 1.5 87.7 93.6 96.8 95.8: 3.2 4.2
Old : 100.0: 7.7 0.7 1.5 87.7 93.6 96.8 95.8: 3.2 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 : 60: 5 2 6 42 48 48 55:
Old : 60: 5 2 6 42 48 48 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 54.0 55.6 65.3 32.1 48.3 49.8 56.7
Old : 34.9 54.0 55.6 65.3 32.1 48.3 49.8 56.7
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 169,756: 6,122 5,999 12,549 137,242 144,748 155,913 163,296: 13,843 6,460
Old : 169,756: 6,122 5,999 12,549 137,242 144,748 155,913 163,296: 13,843 6,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -8,729: 78 -1,543 191 -8,985 -6,616 -8,716 -7,968: -13 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.5 7.4 80.8 85.3 91.8 96.2: 8.2 3.8
Old : 100.0: 3.6 3.5 7.4 80.8 85.3 91.8 96.2: 8.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 3 4 38 33 42 38:
Old : 45: 2 3 4 38 33 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 : 34.8 41.4 50.6 63.3 30.0 37.7 43.5 51.5
Old : 34.8 41.4 50.6 63.3 30.0 37.7 43.5 51.5
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 169,980: 1,867 6,473 11,710 138,987 141,064 152,564 159,247: 17,416 10,733
Old : 169,980: 1,867 6,473 11,710 138,987 141,064 152,564 159,247: 17,416 10,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -5,203: -1,218 1,096 -273 -113 -6,224 -1,604 -5,401: -3,599 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.8 6.9 81.8 83.0 89.8 93.7: 10.2 6.3
Old : 100.0: 1.1 3.8 6.9 81.8 83.0 89.8 93.7: 10.2 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 : 47: 2 4 5 37 33 42 39:
Old : 47: 2 4 5 37 33 42 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 : 33.3 40.3 52.5 57.3 30.5 37.1 46.5 47.4
Old : 33.3 40.3 52.5 57.3 30.5 37.1 46.5 47.4
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 57,299: 0 1,921 2,222 43,677 41,289 45,899 45,432: 11,400 11,867
Old : 57,299: 0 1,921 2,222 43,677 41,289 45,899 45,432: 11,400 11,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -3,203: 0 -264 -250 1,436 -1,643 1,186 -2,157: -4,389 -1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 3.9 76.2 72.1 80.1 79.3: 19.9 20.7
Old : 100.0: 0.0 3.4 3.9 76.2 72.1 80.1 79.3: 19.9 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 20 16 21 17:
Old : 23: 0 1 1 20 16 21 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 : 38.0 39.8 55.4 62.8 33.5 33.1 48.1 47.0
Old : 38.0 39.8 55.4 62.8 33.5 33.1 48.1 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 235,028: 29,925 6,153 21,663 168,519 188,761 220,107 216,577: 14,921 18,451
Old : 235,028: 29,925 6,153 21,663 168,519 188,761 220,107 216,577: 14,921 18,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -14,705: 808 380 -1,993 -11,436 -13,012 -12,621 -14,625: -2,084 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 2.6 9.2 71.7 80.3 93.7 92.1: 6.3 7.9
Old : 100.0: 12.7 2.6 9.2 71.7 80.3 93.7 92.1: 6.3 7.9
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 : 53: 7 3 8 40 40 50 48:
Old : 53: 7 3 8 40 40 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 36.5 46.3 53.3 24.4 32.8 37.6 42.4
Old : 31.9 36.5 46.3 53.3 24.4 32.8 37.6 42.4
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 66,612: 1,012 7,028 5,727 54,471 48,214 61,210 60,969: 5,402 5,643
Old : 66,612: 1,012 7,028 5,727 54,471 48,214 61,210 60,969: 5,402 5,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -4,511: -93 2,458 2,113 -5,649 -9,721 -3,629 -5,150: -882 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 10.6 8.6 81.8 72.4 91.9 91.5: 8.1 8.5
Old : 100.0: 1.5 10.6 8.6 81.8 72.4 91.9 91.5: 8.1 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 : 35: 1 6 5 22 26 27 33:
Old : 35: 1 6 5 22 26 27 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 : 36.9 24.2 60.7 42.5 33.1 19.7 46.7 32.5
Old : 36.9 24.2 60.7 42.5 33.1 19.7 46.7 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 2,586,711: 332,028 153,421 779,460 1,443,989 1,637,279 2,555,477 2,570,160: 31,234 16,551
Old : 2,586,711: 332,028 153,421 779,460 1,443,989 1,637,279 2,555,477 2,570,160: 31,234 16,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -74,130: -14,470 -9,178 -17,901 -49,122 -52,184 -81,493 -79,263: 7,363 5,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 5.9 30.1 55.8 63.3 98.8 99.4: 1.2 0.6
Old : 100.0: 12.8 5.9 30.1 55.8 63.3 98.8 99.4: 1.2 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 : 149: 28 18 45 98 88 144 135:
Old : 149: 28 18 45 98 88 144 135:
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 : 30.2 40.2 44.6 54.6 9.7 20.5 15.5 24.1
Old : 30.2 40.2 44.6 54.6 9.7 20.5 15.5 24.1
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 with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,048,847: 94,974 264,813 204,648 746,174 575,651 1,045,796 1,045,112: 3,051 3,735
Old : 1,048,847: 94,974 264,813 204,648 746,174 575,651 1,045,796 1,045,112: 3,051 3,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -67,497: -12,433 -29,839 -12,151 -34,059 -25,106 -58,643 -67,096: -8,854 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 25.2 19.5 71.1 54.9 99.7 99.6: 0.3 0.4
Old : 100.0: 9.1 25.2 19.5 71.1 54.9 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 18 21 32 40 38 74 75:
Old : 79: 18 21 32 40 38 74 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 36.4 66.7 57.6 34.1 22.0 43.9 35.4
Old : 46.8 36.4 66.7 57.6 34.1 22.0 43.9 35.4
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 10,729: 1,053 0 315 8,900 10,037 10,268 10,352: 461 377
Old : 10,729: 1,053 0 315 8,900 10,037 10,268 10,352: 461 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 754: -287 0 285 800 377 798 662: -44 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.0 2.9 83.0 93.6 95.7 96.5: 4.3 3.5
Old : 100.0: 9.8 0.0 2.9 83.0 93.6 95.7 96.5: 4.3 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 : 20: 2 0 1 16 13 18 14:
Old : 20: 2 0 1 16 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 72.8 80.1 87.5 48.7 60.6 68.1 72.4
Old : 52.4 72.8 80.1 87.5 48.7 60.6 68.1 72.4
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 92,213: 3,960 694 3,428 83,618 87,198 91,006 91,320: 1,208 894
Old : 92,213: 3,960 694 3,428 83,618 87,198 91,006 91,320: 1,208 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -12,210: 364 -142 -908 -11,833 -11,321 -12,377 -12,371: 167 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.8 3.7 90.7 94.6 98.7 99.0: 1.3 1.0
Old : 100.0: 4.3 0.8 3.7 90.7 94.6 98.7 99.0: 1.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 4 9 36 36 49 45:
Old : 54: 9 4 9 36 36 49 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 : 48.0 45.1 71.3 68.4 14.6 16.0 20.7 21.9
Old : 48.0 45.1 71.3 68.4 14.6 16.0 20.7 21.9
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 18,704: 1,417 88 615 16,564 17,855 18,596 18,558: 108 146
Old : 18,704: 1,417 88 615 16,564 17,855 18,596 18,558: 108 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -1,092: 84 0 -63 -1,221 -1,006 -1,200 -1,069: 108 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.5 3.3 88.6 95.5 99.4 99.2: 0.6 0.8
Old : 100.0: 7.6 0.5 3.3 88.6 95.5 99.4 99.2: 0.6 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 : 27: 2 1 2 14 19 16 22:
Old : 27: 2 1 2 14 19 16 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 : 66.6 73.7 87.6 90.5 45.4 59.2 60.3 63.3
Old : 66.6 73.7 87.6 90.5 45.4 59.2 60.3 63.3
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 23,058: 6,062 405 253 15,829 21,201 22,144 21,859: 914 1,200
Old : 23,058: 6,062 405 253 15,829 21,201 22,144 21,859: 914 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -595: 418 -54 -31 -929 -925 -542 -1,009: -53 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 1.8 1.1 68.6 91.9 96.0 94.8: 4.0 5.2
Old : 100.0: 26.3 1.8 1.1 68.6 91.9 96.0 94.8: 4.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 3 18 18 21 22:
Old : 26: 2 2 3 18 18 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 : 59.5 60.1 80.7 77.5 48.3 43.3 59.6 54.5
Old : 59.5 60.1 80.7 77.5 48.3 43.3 59.6 54.5
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 12,336: 709 376 126 10,905 11,604 11,740 12,106: 596 230
Old : 12,336: 709 376 126 10,905 11,604 11,740 12,106: 596 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -723: -125 -22 -10 -528 -755 -663 -787: -60 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.0 1.0 88.4 94.1 95.2 98.1: 4.8 1.9
Old : 100.0: 5.7 3.0 1.0 88.4 94.1 95.2 98.1: 4.8 1.9
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 : 24: 1 2 3 16 14 19 17:
Old : 24: 1 2 3 16 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 : 46.6 73.0 70.0 86.7 43.3 63.4 60.4 73.3
Old : 46.6 73.0 70.0 86.7 43.3 63.4 60.4 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 30,329: 961 510 239 27,309 29,120 28,509 29,869: 1,820 460
Old : 30,329: 961 510 239 27,309 29,120 28,509 29,869: 1,820 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -963: -161 40 -87 -811 -886 -1,059 -933: 96 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.7 0.8 90.0 96.0 94.0 98.5: 6.0 1.5
Old : 100.0: 3.2 1.7 0.8 90.0 96.0 94.0 98.5: 6.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 1 21 21 22 23:
Old : 29: 1 1 1 21 21 22 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 : 53.1 46.8 70.9 72.2 38.6 37.5 49.6 50.1
Old : 53.1 46.8 70.9 72.2 38.6 37.5 49.6 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,286: 240 656 1,392 24,888 24,658 26,520 26,706: 766 580
Old : 27,286: 240 656 1,392 24,888 24,658 26,520 26,706: 766 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 168: 128 92 -228 -56 264 -156 128: 324 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.4 5.1 91.2 90.4 97.2 97.9: 2.8 2.1
Old : 100.0: 0.9 2.4 5.1 91.2 90.4 97.2 97.9: 2.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 2 19 18 21 21:
Old : 23: 1 2 2 19 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 60.2 76.8 80.8 30.7 36.7 41.4 44.6
Old : 53.8 60.2 76.8 80.8 30.7 36.7 41.4 44.6
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 with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 9,234: 0 560 520 8,072 7,598 8,592 8,678: 642 556
Old : 9,234: 0 560 520 8,072 7,598 8,592 8,678: 642 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -610: 0 -108 -32 -505 -440 -537 -580: -73 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 5.6 87.4 82.3 93.0 94.0: 7.0 6.0
Old : 100.0: 0.0 6.1 5.6 87.4 82.3 93.0 94.0: 7.0 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 : 20: 0 2 1 14 13 15 15:
Old : 20: 0 2 1 14 13 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 56.0 82.3 77.8 50.9 43.5 57.8 55.0
Old : 60.5 56.0 82.3 77.8 50.9 43.5 57.8 55.0
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 2,440,230: 241,315 112,394 662,138 1,451,021 1,579,465 2,354,475 2,353,997: 85,755 86,233
Old : 2,440,230: 241,315 112,394 662,138 1,451,021 1,579,465 2,354,475 2,353,997: 85,755 86,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 123,656: 24,146 -1,015 61,662 46,584 65,638 132,391 126,284: -8,736 -2,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.6 27.1 59.5 64.7 96.5 96.5: 3.5 3.5
Old : 100.0: 9.9 4.6 27.1 59.5 64.7 96.5 96.5: 3.5 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 : 362: 123 114 174 90 101 305 314:
Old : 362: 123 114 174 90 101 305 314:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 22.5 32.3 33.2 6.7 4.2 9.6 7.8
Old : 22.1 22.5 32.3 33.2 6.7 4.2 9.6 7.8
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 8,272: 0 350 0 8,272 7,922 8,272 8,272: 0 0
Old : 8,272: 0 350 0 8,272 7,922 8,272 8,272: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -7,715: 0 50 0 -7,465 -7,765 -7,465 -7,715: -250 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.0 100.0 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.2 0.0 100.0 95.8 100.0 100.0: 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 : 27: 0 2 0 21 19 21 21:
Old : 27: 0 2 0 21 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 52.3 76.3 77.5 37.5 32.5 47.6 43.4
Old : 53.3 52.3 76.3 77.5 37.5 32.5 47.6 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 81,895: 4,001 17,918 24,305 48,077 31,920 76,383 74,143: 5,512 7,752
Old : 81,895: 4,001 17,918 24,305 48,077 31,920 76,383 74,143: 5,512 7,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 4,147: 636 2,017 185 3,083 1,473 3,904 3,675: 243 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 21.9 29.7 58.7 39.0 93.3 90.5: 6.7 9.5
Old : 100.0: 4.9 21.9 29.7 58.7 39.0 93.3 90.5: 6.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 11 15 18 16 34 32:
Old : 35: 6 11 15 18 16 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 37.2 52.7 57.7 12.8 16.1 19.9 20.8
Old : 34.1 37.2 52.7 57.7 12.8 16.1 19.9 20.8
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 with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 17,549: 12,355 1,404 14 2,603 15,752 14,972 17,170: 2,577 379
Old : 17,549: 12,355 1,404 14 2,603 15,752 14,972 17,170: 2,577 379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -616: -599 60 2 -100 -718 -697 -656: 81 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 8.0 0.1 14.8 89.8 85.3 97.8: 14.7 2.2
Old : 100.0: 70.4 8.0 0.1 14.8 89.8 85.3 97.8: 14.7 2.2
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 : 117: 67 12 3 14 25 83 38:
Old : 117: 67 12 3 14 25 83 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 : 38.5 39.0 53.2 62.4 38.5 38.9 53.2 62.3
Old : 38.5 39.0 53.2 62.4 38.5 38.9 53.2 62.3
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 with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 14,533: 9,629 1,088 96 2,227 12,656 11,952 13,840: 2,581 693
Old : 14,533: 9,629 1,088 96 2,227 12,656 11,952 13,840: 2,581 693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -755: 340 -98 -449 -230 -26 -339 -573: -416 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 7.5 0.7 15.3 87.1 82.2 95.2: 17.8 4.8
Old : 100.0: 66.3 7.5 0.7 15.3 87.1 82.2 95.2: 17.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 35 6 2 11 26 48 33:
Old : 74: 35 6 2 11 26 48 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 45.7 47.1 62.5 33.7 45.7 47.1 61.9
Old : 33.7 45.7 47.1 62.5 33.7 45.7 47.1 61.9
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 217,812: 49,107 9,232 35,433 106,984 152,841 191,524 197,505: 26,288 20,307
Old : 217,812: 49,107 9,232 35,433 106,984 152,841 191,524 197,505: 26,288 20,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -8,186: -442 836 1,762 -7,559 -7,913 -6,240 -5,316: -1,946 -2,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 4.2 16.3 49.1 70.2 87.9 90.7: 12.1 9.3
Old : 100.0: 22.5 4.2 16.3 49.1 70.2 87.9 90.7: 12.1 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 : 175: 69 19 40 71 81 153 128:
Old : 175: 69 19 40 71 81 153 128:
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 : 19.5 23.3 31.5 35.4 11.3 12.0 16.0 20.4
Old : 19.5 23.3 31.5 35.4 11.3 12.0 16.0 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008