GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 7,633: 1,775 0 75 4,883 7,508 6,733 7,583: 900 50
Old : 7,633: 1,775 0 75 4,883 7,508 6,733 7,583: 900 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 0.0 1.0 64.0 98.4 88.2 99.3: 11.8 0.7
Old : 100.0: 23.3 0.0 1.0 64.0 98.4 88.2 99.3: 11.8 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 16 16 18 17:
Old : 24: 2 0 1 16 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 : 65.3 64.8 77.7 85.9 49.2 56.3 57.1 70.4
Old : 65.3 64.8 77.7 85.9 49.2 56.3 57.1 70.4
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 10, 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 12,947 6,823 12,947 12,169: 915 1,693
Old : 13,862: 0 5,346 0 12,947 6,823 12,947 12,169: 915 1,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 0: 0 0 0 -495 -196 -495 -196: 495 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.6 0.0 93.4 49.2 93.4 87.8: 6.6 12.2
Old : 100.0: 0.0 38.6 0.0 93.4 49.2 93.4 87.8: 6.6 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 : 32: 0 2 0 24 23 24 25:
Old : 32: 0 2 0 24 23 24 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 : 61.1 51.1 76.7 67.6 58.0 44.9 67.8 54.4
Old : 61.1 51.1 76.7 67.6 58.0 44.9 67.8 54.4
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 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,383: 0 0 0 2,964 2,753 2,964 2,753: 419 630
Old : 3,383: 0 0 0 2,964 2,753 2,964 2,753: 419 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 431: 0 -55 -20 451 456 431 381: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.6 81.4 87.6 81.4: 12.4 18.6
Old : 100.0: 0.0 0.0 0.0 87.6 81.4 87.6 81.4: 12.4 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 26 29 26 29:
Old : 30: 0 0 0 26 29 26 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 : 35.3 34.8 54.1 49.0 28.4 30.9 42.4 39.7
Old : 35.3 34.8 54.1 49.0 28.4 30.9 42.4 39.7
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 10, 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 : 261,383: 48,765 19,603 36,073 136,443 178,608 221,282 234,284: 40,101 27,099
Old : 261,383: 48,765 19,603 36,073 136,443 178,608 221,282 234,284: 40,101 27,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 6,051: 6,112 -1,785 -2,311 2,833 11,786 6,634 7,690: -583 -1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 7.5 13.8 52.2 68.3 84.7 89.6: 15.3 10.4
Old : 100.0: 18.7 7.5 13.8 52.2 68.3 84.7 89.6: 15.3 10.4
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 : 148: 48 27 29 58 70 120 112:
Old : 148: 48 27 29 58 70 120 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 21.3 32.9 32.1 15.9 13.5 23.3 21.4
Old : 21.2 21.3 32.9 32.1 15.9 13.5 23.3 21.4
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 10, 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 : 1,306,887: 77,964 172,286 540,602 612,062 554,944 1,230,627 1,267,832: 76,259 39,055
Old : 1,306,887: 77,964 172,286 540,602 612,062 554,944 1,230,627 1,267,832: 76,259 39,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 23,815: 7,533 10,355 7,567 332 2,660 15,431 20,582: 8,383 3,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 13.2 41.4 46.8 42.5 94.2 97.0: 5.8 3.0
Old : 100.0: 6.0 13.2 41.4 46.8 42.5 94.2 97.0: 5.8 3.0
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 : 258: 67 95 101 87 79 222 211:
Old : 258: 67 95 101 87 79 222 211:
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 33.2 46.4 49.9 6.1 7.6 9.5 11.1
Old : 34.0 33.2 46.4 49.9 6.1 7.6 9.5 11.1
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 10, 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 : 82,979: 1,078 15,239 2,810 70,901 58,307 74,789 76,356: 8,190 6,623
Old : 82,979: 1,078 15,239 2,810 70,901 58,307 74,789 76,356: 8,190 6,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 565: -1,034 144 442 1,311 -205 719 381: -154 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 18.4 3.4 85.4 70.3 90.1 92.0: 9.9 8.0
Old : 100.0: 1.3 18.4 3.4 85.4 70.3 90.1 92.0: 9.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 4 2 24 22 26 27:
Old : 32: 1 4 2 24 22 26 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 : 48.6 41.0 67.6 61.0 42.5 40.0 54.6 57.1
Old : 48.6 41.0 67.6 61.0 42.5 40.0 54.6 57.1
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 10, 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 : 73,325: 0 6,021 2,909 63,720 55,329 66,629 64,259: 6,696 9,066
Old : 73,325: 0 6,021 2,909 63,720 55,329 66,629 64,259: 6,696 9,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 831: 0 590 221 670 -222 891 589: -60 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 4.0 86.9 75.5 90.9 87.6: 9.1 12.4
Old : 100.0: 0.0 8.2 4.0 86.9 75.5 90.9 87.6: 9.1 12.4
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 : 35: 0 2 2 26 22 28 24:
Old : 35: 0 2 2 26 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 : 38.2 46.2 58.9 65.4 38.2 41.3 57.8 58.5
Old : 38.2 46.2 58.9 65.4 38.2 41.3 57.8 58.5
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 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 121,112: 12,944 0 6,440 92,398 107,878 111,782 114,318: 9,330 6,794
Old : 121,112: 12,944 0 6,440 92,398 107,878 111,782 114,318: 9,330 6,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,316: -920 0 550 3,270 1,646 2,900 2,196: -584 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 5.3 76.3 89.1 92.3 94.4: 7.7 5.6
Old : 100.0: 10.7 0.0 5.3 76.3 89.1 92.3 94.4: 7.7 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 : 38: 5 0 5 28 28 33 33:
Old : 38: 5 0 5 28 28 33 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 : 45.4 45.0 60.1 62.2 41.4 42.6 51.0 54.3
Old : 45.4 45.0 60.1 62.2 41.4 42.6 51.0 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 98,324: 12,391 7,530 7,537 66,449 74,311 86,377 89,378: 11,947 8,946
Old : 98,324: 12,391 7,530 7,537 66,449 74,311 86,377 89,378: 11,947 8,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 760: 0 3,300 -1,468 1,802 -1,612 334 220: 426 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 7.7 7.7 67.6 75.6 87.8 90.9: 12.2 9.1
Old : 100.0: 12.6 7.7 7.7 67.6 75.6 87.8 90.9: 12.2 9.1
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: 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 : 50.5 53.5 64.5 70.1 48.3 50.7 59.5 63.0
Old : 50.5 53.5 64.5 70.1 48.3 50.7 59.5 63.0
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 10, 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 : 71,708: 10,668 0 5,590 52,069 59,567 68,327 65,157: 3,381 6,551
Old : 71,708: 10,668 0 5,590 52,069 59,567 68,327 65,157: 3,381 6,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -280: 2,446 0 -1,141 -1,585 583 -280 -558: 0 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.0 7.8 72.6 83.1 95.3 90.9: 4.7 9.1
Old : 100.0: 14.9 0.0 7.8 72.6 83.1 95.3 90.9: 4.7 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 0 4 18 19 22 23:
Old : 30: 4 0 4 18 19 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 : 54.2 54.4 75.4 67.9 51.0 48.1 64.0 60.5
Old : 54.2 54.4 75.4 67.9 51.0 48.1 64.0 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 63,786: 9,638 0 1,443 47,337 54,260 58,418 55,703: 5,368 8,083
Old : 63,786: 9,638 0 1,443 47,337 54,260 58,418 55,703: 5,368 8,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 451: 734 0 -142 -79 531 513 389: -62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.0 2.3 74.2 85.1 91.6 87.3: 8.4 12.7
Old : 100.0: 15.1 0.0 2.3 74.2 85.1 91.6 87.3: 8.4 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 : 61.1 41.4 78.5 58.7 55.5 41.1 67.2 55.8
Old : 61.1 41.4 78.5 58.7 55.5 41.1 67.2 55.8
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 with Delta-adjusted Options and Futures Combined, July 10, 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 : 87,430: 4,433 3,182 2,622 73,182 73,560 80,237 79,364: 7,193 8,066
Old : 87,430: 4,433 3,182 2,622 73,182 73,560 80,237 79,364: 7,193 8,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,503: 514 184 -272 1,143 2,536 1,385 2,448: 118 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.6 3.0 83.7 84.1 91.8 90.8: 8.2 9.2
Old : 100.0: 5.1 3.6 3.0 83.7 84.1 91.8 90.8: 8.2 9.2
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 : 41: 2 4 3 24 29 28 34:
Old : 41: 2 4 3 24 29 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 : 52.1 27.1 70.0 44.4 40.5 21.9 55.3 37.2
Old : 52.1 27.1 70.0 44.4 40.5 21.9 55.3 37.2
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 10, 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 : 91,115: 0 2,243 5,255 71,016 71,998 76,271 79,496: 14,844 11,619
Old : 91,115: 0 2,243 5,255 71,016 71,998 76,271 79,496: 14,844 11,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 3,784: 0 -943 368 2,562 3,992 2,930 3,417: 854 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 5.8 77.9 79.0 83.7 87.2: 16.3 12.8
Old : 100.0: 0.0 2.5 5.8 77.9 79.0 83.7 87.2: 16.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 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 : 37.9 37.8 59.4 60.7 36.4 35.0 52.7 53.5
Old : 37.9 37.8 59.4 60.7 36.4 35.0 52.7 53.5
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 10, 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 : 37,485: 9,462 2,878 400 23,777 25,982 33,639 29,260: 3,846 8,225
Old : 37,485: 9,462 2,878 400 23,777 25,982 33,639 29,260: 3,846 8,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 360: 360 0 0 0 484 360 484: 0 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 7.7 1.1 63.4 69.3 89.7 78.1: 10.3 21.9
Old : 100.0: 25.2 7.7 1.1 63.4 69.3 89.7 78.1: 10.3 21.9
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 : 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 : 47.1 42.1 71.5 67.5 42.1 41.9 60.5 55.1
Old : 47.1 42.1 71.5 67.5 42.1 41.9 60.5 55.1
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 with Delta-adjusted Options and Futures Combined, July 10, 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 : 82,166: 15,376 0 1,654 59,239 73,740 76,269 75,394: 5,897 6,772
Old : 82,166: 15,376 0 1,654 59,239 73,740 76,269 75,394: 5,897 6,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,510: 2,750 0 -548 -932 1,818 1,270 1,270: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 0.0 2.0 72.1 89.7 92.8 91.8: 7.2 8.2
Old : 100.0: 18.7 0.0 2.0 72.1 89.7 92.8 91.8: 7.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 2 26 22 29 24:
Old : 32: 3 0 2 26 22 29 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 : 39.4 45.3 62.3 61.7 30.4 31.3 44.2 45.7
Old : 39.4 45.3 62.3 61.7 30.4 31.3 44.2 45.7
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 10, 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 : 112,093: 4,946 9,507 6,460 93,297 83,556 104,703 99,523: 7,390 12,570
Old : 112,093: 4,946 9,507 6,460 93,297 83,556 104,703 99,523: 7,390 12,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,279: -485 704 953 762 -611 1,230 1,046: 49 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 8.5 5.8 83.2 74.5 93.4 88.8: 6.6 11.2
Old : 100.0: 4.4 8.5 5.8 83.2 74.5 93.4 88.8: 6.6 11.2
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 : 42: 3 2 3 29 29 33 33:
Old : 42: 3 2 3 29 29 33 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 : 35.6 30.2 54.9 50.6 31.9 28.6 47.0 47.6
Old : 35.6 30.2 54.9 50.6 31.9 28.6 47.0 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 56,886: 0 3,092 1,471 45,406 41,978 46,877 46,541: 10,009 10,345
Old : 56,886: 0 3,092 1,471 45,406 41,978 46,877 46,541: 10,009 10,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 856: 0 -173 86 770 821 856 734: 0 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 2.6 79.8 73.8 82.4 81.8: 17.6 18.2
Old : 100.0: 0.0 5.4 2.6 79.8 73.8 82.4 81.8: 17.6 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 : 46.3 38.0 63.9 63.0 45.6 37.6 61.6 57.9
Old : 46.3 38.0 63.9 63.0 45.6 37.6 61.6 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 31,074: 6,948 8,860 0 23,542 22,090 30,490 30,950: 584 124
Old : 31,074: 6,948 8,860 0 23,542 22,090 30,490 30,950: 584 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -5,177: -124 -1,984 0 -4,313 -3,038 -4,437 -5,022: -740 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 28.5 0.0 75.8 71.1 98.1 99.6: 1.9 0.4
Old : 100.0: 22.4 28.5 0.0 75.8 71.1 98.1 99.6: 1.9 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 : 21: 3 2 0 10 9 13 11:
Old : 21: 3 2 0 10 9 13 11:
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 : 70.6 67.9 90.6 91.7 52.6 51.0 64.5 69.9
Old : 70.6 67.9 90.6 91.7 52.6 51.0 64.5 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 144,244: 2,326 18,666 18,525 112,980 100,626 133,831 137,817: 10,413 6,427
Old : 144,244: 2,326 18,666 18,525 112,980 100,626 133,831 137,817: 10,413 6,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -1,043: 58 -510 -602 -495 213 -1,039 -899: -4 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 12.9 12.8 78.3 69.8 92.8 95.5: 7.2 4.5
Old : 100.0: 1.6 12.9 12.8 78.3 69.8 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 : 48: 2 7 8 35 34 43 43:
Old : 48: 2 7 8 35 34 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 31.8 49.7 55.6 28.7 30.0 38.7 43.0
Old : 33.8 31.8 49.7 55.6 28.7 30.0 38.7 43.0
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 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,277: 3,944 4,690 3,054 76,095 73,432 83,093 81,176: 6,184 8,101
Old : 89,277: 3,944 4,690 3,054 76,095 73,432 83,093 81,176: 6,184 8,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 303: 214 -12 -306 364 1,952 272 1,634: 31 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.3 3.4 85.2 82.3 93.1 90.9: 6.9 9.1
Old : 100.0: 4.4 5.3 3.4 85.2 82.3 93.1 90.9: 6.9 9.1
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 3 4 22 25 26 30:
Old : 36: 2 3 4 22 25 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 36.0 70.7 57.2 53.7 31.7 63.0 50.9
Old : 56.2 36.0 70.7 57.2 53.7 31.7 63.0 50.9
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 10, 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 : 65,020: 6,948 8,860 0 56,298 52,202 63,246 61,062: 1,774 3,958
Old : 65,020: 6,948 8,860 0 56,298 52,202 63,246 61,062: 1,774 3,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 620: 248 620 0 372 -124 620 496: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 13.6 0.0 86.6 80.3 97.3 93.9: 2.7 6.1
Old : 100.0: 10.7 13.6 0.0 86.6 80.3 97.3 93.9: 2.7 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 : 27: 3 2 0 15 17 18 19:
Old : 27: 3 2 0 15 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 48.5 87.1 77.7 54.8 47.8 71.7 66.4
Old : 62.5 48.5 87.1 77.7 54.8 47.8 71.7 66.4
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 10, 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 : 265,775: 18,127 1,746 3,671 235,555 249,091 257,353 254,508: 8,422 11,267
Old : 265,775: 18,127 1,746 3,671 235,555 249,091 257,353 254,508: 8,422 11,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -597: -2,305 -152 -248 1,987 -259 -566 -659: -31 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.7 1.4 88.6 93.7 96.8 95.8: 3.2 4.2
Old : 100.0: 6.8 0.7 1.4 88.6 93.7 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 : 61: 4 2 5 46 48 51 54:
Old : 61: 4 2 5 46 48 51 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 54.2 55.2 65.6 31.9 48.5 49.5 57.0
Old : 34.6 54.2 55.2 65.6 31.9 48.5 49.5 57.0
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 10, 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 : 176,209: 7,362 5,931 12,631 142,061 151,843 162,054 170,405: 14,155 5,804
Old : 176,209: 7,362 5,931 12,631 142,061 151,843 162,054 170,405: 14,155 5,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 6,453: 1,240 -68 82 4,819 7,095 6,141 7,109: 312 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.4 7.2 80.6 86.2 92.0 96.7: 8.0 3.3
Old : 100.0: 4.2 3.4 7.2 80.6 86.2 92.0 96.7: 8.0 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 : 48: 4 2 4 40 35 45 40:
Old : 48: 4 2 4 40 35 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 40.5 47.6 63.0 27.8 37.1 40.9 51.4
Old : 32.4 40.5 47.6 63.0 27.8 37.1 40.9 51.4
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 with Delta-adjusted Options and Futures Combined, July 10, 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 : 174,384: 1,271 8,497 11,456 144,487 144,124 157,214 164,077: 17,170 10,307
Old : 174,384: 1,271 8,497 11,456 144,487 144,124 157,214 164,077: 17,170 10,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 4,404: -596 2,024 -254 5,500 3,060 4,650 4,830: -246 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.9 6.6 82.9 82.6 90.2 94.1: 9.8 5.9
Old : 100.0: 0.7 4.9 6.6 82.9 82.6 90.2 94.1: 9.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 5 6 37 34 43 41:
Old : 49: 2 5 6 37 34 43 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 : 32.4 39.2 51.5 57.2 29.9 37.3 45.1 47.8
Old : 32.4 39.2 51.5 57.2 29.9 37.3 45.1 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 57,624: 0 1,524 1,904 44,018 42,143 45,922 45,571: 11,702 12,053
Old : 57,624: 0 1,524 1,904 44,018 42,143 45,922 45,571: 11,702 12,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 325: 0 -397 -318 341 854 23 139: 302 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 3.3 76.4 73.1 79.7 79.1: 20.3 20.9
Old : 100.0: 0.0 2.6 3.3 76.4 73.1 79.7 79.1: 20.3 20.9
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 : 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 : 38.1 40.4 55.7 62.5 33.7 33.5 48.5 46.8
Old : 38.1 40.4 55.7 62.5 33.7 33.5 48.5 46.8
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 10, 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 : 237,596: 29,674 7,819 21,259 171,768 190,007 222,701 219,085: 14,895 18,511
Old : 237,596: 29,674 7,819 21,259 171,768 190,007 222,701 219,085: 14,895 18,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,568: -251 1,666 -404 3,249 1,246 2,594 2,508: -26 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 3.3 8.9 72.3 80.0 93.7 92.2: 6.3 7.8
Old : 100.0: 12.5 3.3 8.9 72.3 80.0 93.7 92.2: 6.3 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 : 55: 8 3 9 42 40 53 49:
Old : 55: 8 3 9 42 40 53 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 : 31.5 35.7 46.3 52.1 24.1 31.8 36.9 41.2
Old : 31.5 35.7 46.3 52.1 24.1 31.8 36.9 41.2
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 10, 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 : 66,047: 1,270 6,648 5,775 53,418 47,043 60,463 59,466: 5,584 6,581
Old : 66,047: 1,270 6,648 5,775 53,418 47,043 60,463 59,466: 5,584 6,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -565: 258 -380 48 -1,053 -1,171 -747 -1,503: 182 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 10.1 8.7 80.9 71.2 91.5 90.0: 8.5 10.0
Old : 100.0: 1.9 10.1 8.7 80.9 71.2 91.5 90.0: 8.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 5 5 20 25 25 32:
Old : 35: 2 5 5 20 25 25 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 : 36.1 23.9 59.9 42.0 33.6 19.2 45.5 32.2
Old : 36.1 23.9 59.9 42.0 33.6 19.2 45.5 32.2
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 10, 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 : 2,637,015: 330,879 149,764 807,670 1,466,698 1,662,074 2,605,247 2,619,508: 31,768 17,507
Old : 2,637,015: 330,879 149,764 807,670 1,466,698 1,662,074 2,605,247 2,619,508: 31,768 17,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 50,304: -1,149 -3,657 28,210 22,709 24,795 49,770 49,348: 534 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 5.7 30.6 55.6 63.0 98.8 99.3: 1.2 0.7
Old : 100.0: 12.5 5.7 30.6 55.6 63.0 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 30 17 46 100 91 148 138:
Old : 152: 30 17 46 100 91 148 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 39.5 44.1 53.7 9.4 19.9 15.2 23.4
Old : 29.7 39.5 44.1 53.7 9.4 19.9 15.2 23.4
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 10, 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 : 1,069,407: 87,618 267,315 222,483 756,043 575,425 1,066,144 1,065,223: 3,263 4,184
Old : 1,069,407: 87,618 267,315 222,483 756,043 575,425 1,066,144 1,065,223: 3,263 4,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 20,560: -7,356 2,502 17,835 9,869 -226 20,348 20,111: 212 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 25.0 20.8 70.7 53.8 99.7 99.6: 0.3 0.4
Old : 100.0: 8.2 25.0 20.8 70.7 53.8 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 : 80: 17 22 32 40 39 74 76:
Old : 80: 17 22 32 40 39 74 76:
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 : 45.4 36.4 66.3 56.5 33.1 21.2 42.8 34.4
Old : 45.4 36.4 66.3 56.5 33.1 21.2 42.8 34.4
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 10, 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 : 10,817: 888 0 450 9,035 9,932 10,373 10,382: 444 435
Old : 10,817: 888 0 450 9,035 9,932 10,373 10,382: 444 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 88: -165 0 135 135 -105 105 30: -17 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 4.2 83.5 91.8 95.9 96.0: 4.1 4.0
Old : 100.0: 8.2 0.0 4.2 83.5 91.8 95.9 96.0: 4.1 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 : 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 : 51.7 71.1 79.3 87.5 47.0 59.7 67.4 71.3
Old : 51.7 71.1 79.3 87.5 47.0 59.7 67.4 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 93,805: 3,991 729 3,816 84,748 88,653 92,555 93,198: 1,250 607
Old : 93,805: 3,991 729 3,816 84,748 88,653 92,555 93,198: 1,250 607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,591: 31 35 388 1,130 1,455 1,550 1,878: 42 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.8 4.1 90.3 94.5 98.7 99.4: 1.3 0.6
Old : 100.0: 4.3 0.8 4.1 90.3 94.5 98.7 99.4: 1.3 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 : 52: 7 5 9 36 35 48 44:
Old : 52: 7 5 9 36 35 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 45.1 71.1 68.6 14.1 15.9 20.6 21.7
Old : 47.7 45.1 71.1 68.6 14.1 15.9 20.6 21.7
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 10, 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 : 18,790: 1,417 88 615 16,650 17,941 18,682 18,644: 108 146
Old : 18,790: 1,417 88 615 16,650 17,941 18,682 18,644: 108 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 86: 0 0 0 86 86 86 86: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.5 3.3 88.6 95.5 99.4 99.2: 0.6 0.8
Old : 100.0: 7.5 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 20 16 23:
Old : 27: 2 1 2 14 20 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 : 66.3 73.4 87.6 90.0 45.6 58.9 60.1 63.0
Old : 66.3 73.4 87.6 90.0 45.6 58.9 60.1 63.0
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 10, 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 : 23,123: 6,062 396 258 15,906 21,263 22,226 21,917: 897 1,206
Old : 23,123: 6,062 396 258 15,906 21,263 22,226 21,917: 897 1,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 64: 0 -8 4 77 62 82 58: -17 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 1.7 1.1 68.8 92.0 96.1 94.8: 3.9 5.2
Old : 100.0: 26.2 1.7 1.1 68.8 92.0 96.1 94.8: 3.9 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 : 59.4 60.1 80.7 77.5 48.2 43.0 59.3 54.1
Old : 59.4 60.1 80.7 77.5 48.2 43.0 59.3 54.1
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 10, 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: July 3, 2007 :
: -0: 0 0 0 -0 -0 -0 -0: 0 0
: : :
: : 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 10, 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 : 30,309: 961 470 259 27,269 29,100 28,489 29,829: 1,820 480
Old : 30,309: 961 470 259 27,269 29,100 28,489 29,829: 1,820 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -20: 0 -40 20 -40 -20 -20 -40: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.6 0.9 90.0 96.0 94.0 98.4: 6.0 1.6
Old : 100.0: 3.2 1.6 0.9 90.0 96.0 94.0 98.4: 6.0 1.6
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: 1 1 2 21 21 23 23:
Old : 29: 1 1 2 21 21 23 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 : 53.0 47.1 70.8 74.6 38.6 39.1 49.6 52.5
Old : 53.0 47.1 70.8 74.6 38.6 39.1 49.6 52.5
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 10, 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: July 3, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 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 : 53.7 60.2 76.7 80.8 30.7 36.7 41.6 44.6
Old : 53.7 60.2 76.7 80.8 30.7 36.7 41.6 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 10, 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: 480 560 520 7,592 7,598 8,592 8,678: 642 556
Old : 9,234: 480 560 520 7,592 7,598 8,592 8,678: 642 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 0: 480 0 0 -480 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.1 5.6 82.2 82.3 93.0 94.0: 7.0 6.0
Old : 100.0: 5.2 6.1 5.6 82.2 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 : 21: 1 2 1 14 13 16 15:
Old : 21: 1 2 1 14 13 16 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 : 55.3 56.0 77.5 77.8 45.7 43.5 57.8 55.0
Old : 55.3 56.0 77.5 77.8 45.7 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 10, 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 : 2,533,297: 257,120 115,735 698,514 1,491,803 1,631,818 2,447,436 2,446,066: 85,861 87,231
Old : 2,533,297: 257,120 115,735 698,514 1,491,803 1,631,818 2,447,436 2,446,066: 85,861 87,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 93,068: 15,804 3,341 36,375 40,782 52,353 92,962 92,069: 106 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 4.6 27.6 58.9 64.4 96.6 96.6: 3.4 3.4
Old : 100.0: 10.1 4.6 27.6 58.9 64.4 96.6 96.6: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 130 117 173 89 101 308 314:
Old : 366: 130 117 173 89 101 308 314:
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 : 21.8 22.6 31.8 33.2 6.4 4.3 9.5 7.7
Old : 21.8 22.6 31.8 33.2 6.4 4.3 9.5 7.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 92,107: 21,875 14,071 2,838 40,911 36,887 65,624 53,796: 26,483 38,311
Old : 92,107: 21,875 14,071 2,838 40,911 36,887 65,624 53,796: 26,483 38,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -4,116: -968 2,159 -455 -7,061 -6,496 -8,484 -4,792: 4,368 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 15.3 3.1 44.4 40.0 71.2 58.4: 28.8 41.6
Old : 100.0: 23.7 15.3 3.1 44.4 40.0 71.2 58.4: 28.8 41.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 4 4 12 12 17 18:
Old : 20: 3 4 4 12 12 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 32.4 61.4 50.4 41.9 30.6 57.7 47.5
Old : 43.1 32.4 61.4 50.4 41.9 30.6 57.7 47.5
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 10, 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 : 8,748: 0 250 100 8,648 8,398 8,748 8,748: 0 0
Old : 8,748: 0 250 100 8,648 8,398 8,748 8,748: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 476: 0 -100 100 376 476 476 476: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 1.1 98.9 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.9 1.1 98.9 96.0 100.0 100.0: 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 : 28: 0 2 1 22 20 23 22:
Old : 28: 0 2 1 22 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 50.3 76.1 77.0 39.4 34.8 48.5 45.0
Old : 53.2 50.3 76.1 77.0 39.4 34.8 48.5 45.0
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 10, 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 : 84,026: 4,126 18,675 25,603 49,643 33,410 79,372 77,688: 4,654 6,338
Old : 84,026: 4,126 18,675 25,603 49,643 33,410 79,372 77,688: 4,654 6,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,131: 125 757 1,298 1,566 1,490 2,989 3,545: -858 -1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 22.2 30.5 59.1 39.8 94.5 92.5: 5.5 7.5
Old : 100.0: 4.9 22.2 30.5 59.1 39.8 94.5 92.5: 5.5 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 : 37: 7 12 17 18 16 36 34:
Old : 37: 7 12 17 18 16 36 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 : 34.0 36.6 53.0 58.1 13.2 15.9 20.3 21.0
Old : 34.0 36.6 53.0 58.1 13.2 15.9 20.3 21.0
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 10, 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 : 17,613: 12,516 1,297 54 2,489 15,916 15,059 17,267: 2,554 346
Old : 17,613: 12,516 1,297 54 2,489 15,916 15,059 17,267: 2,554 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 64: 161 -107 40 -114 164 87 97: -23 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 7.4 0.3 14.1 90.4 85.5 98.0: 14.5 2.0
Old : 100.0: 71.1 7.4 0.3 14.1 90.4 85.5 98.0: 14.5 2.0
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 : 116: 68 10 4 14 25 84 37:
Old : 116: 68 10 4 14 25 84 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 38.8 52.8 62.0 38.2 38.7 52.8 61.9
Old : 38.2 38.8 52.8 62.0 38.2 38.7 52.8 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 15,801: 10,889 1,355 0 1,741 13,739 12,630 15,094: 3,171 707
Old : 15,801: 10,889 1,355 0 1,741 13,739 12,630 15,094: 3,171 707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,268: 1,260 267 -96 -486 1,083 678 1,254: 590 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 8.6 0.0 11.0 87.0 79.9 95.5: 20.1 4.5
Old : 100.0: 68.9 8.6 0.0 11.0 87.0 79.9 95.5: 20.1 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 : 81: 38 10 0 9 28 47 38:
Old : 81: 38 10 0 9 28 47 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 : 33.4 43.3 46.5 60.5 33.4 43.3 46.5 60.4
Old : 33.4 43.3 46.5 60.5 33.4 43.3 46.5 60.4
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 10, 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 : 230,868: 56,173 9,348 37,532 110,724 162,832 204,429 209,712: 26,439 21,156
Old : 230,868: 56,173 9,348 37,532 110,724 162,832 204,429 209,712: 26,439 21,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 13,056: 7,065 116 2,100 3,740 9,991 12,905 12,207: 151 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 4.0 16.3 48.0 70.5 88.5 90.8: 11.5 9.2
Old : 100.0: 24.3 4.0 16.3 48.0 70.5 88.5 90.8: 11.5 9.2
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 : 185: 75 17 37 75 89 162 132:
Old : 185: 75 17 37 75 89 162 132:
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 : 19.1 22.4 29.6 34.0 11.4 13.0 16.3 20.5
Old : 19.1 22.4 29.6 34.0 11.4 13.0 16.3 20.5
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 with Delta-adjusted Options and Futures Combined, July 10, 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 : 2,940: 0 50 0 2,940 2,890 2,940 2,940: 0 0
Old : 2,940: 0 50 0 2,940 2,890 2,940 2,940: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -620: 0 -100 0 -600 -370 -600 -470: -20 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 12 11 12 12:
Old : 20: 0 1 0 12 11 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 59.5 91.5 88.1 51.0 42.5 59.5 57.8
Old : 62.9 59.5 91.5 88.1 51.0 42.5 59.5 57.8
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 with Delta-adjusted Options and Futures Combined, July 10, 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 : 3,550: 350 50 0 3,200 3,500 3,550 3,550: 0 0
Old : 3,550: 350 50 0 3,200 3,500 3,550 3,550: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -350: 50 0 0 -400 -350 -350 -350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.4 0.0 90.1 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 9.9 1.4 0.0 90.1 98.6 100.0 100.0: 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 : 22: 2 1 0 10 16 12 17:
Old : 22: 2 1 0 10 16 12 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 : 66.2 60.6 93.0 78.9 58.5 52.1 78.2 69.0
Old : 66.2 60.6 93.0 78.9 58.5 52.1 78.2 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008