GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 8,238: 1,450 0 50 5,688 8,088 7,188 8,138: 1,050 100
Old : 8,238: 1,450 0 50 5,688 8,088 7,188 8,138: 1,050 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,225: -325 0 -25 -1,025 -1,150 -1,375 -1,175: 150 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 0.0 0.6 69.0 98.2 87.3 98.8: 12.7 1.2
Old : 100.0: 17.6 0.0 0.6 69.0 98.2 87.3 98.8: 12.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 17 20 18 21:
Old : 25: 1 0 1 17 20 18 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 : 65.4 60.7 77.3 77.1 51.7 46.1 56.3 59.7
Old : 65.4 60.7 77.3 77.1 51.7 46.1 56.3 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 13,075: 700 3,233 0 11,689 8,330 12,389 11,563: 686 1,512
Old : 13,075: 700 3,233 0 11,689 8,330 12,389 11,563: 686 1,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,512: 100 -958 0 -1,623 -503 -1,523 -1,461: 11 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 24.7 0.0 89.4 63.7 94.8 88.4: 5.2 11.6
Old : 100.0: 5.4 24.7 0.0 89.4 63.7 94.8 88.4: 5.2 11.6
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: 2 3 0 24 27 26 30:
Old : 38: 2 3 0 24 27 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 : 57.0 49.1 74.8 63.7 52.9 40.1 63.8 51.5
Old : 57.0 49.1 74.8 63.7 52.9 40.1 63.8 51.5
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, August 7, 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 : 3,307: 0 45 0 3,053 2,833 3,053 2,878: 254 429
Old : 3,307: 0 45 0 3,053 2,833 3,053 2,878: 254 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -809: 0 10 -40 -684 -794 -724 -824: -85 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 92.3 85.7 92.3 87.0: 7.7 13.0
Old : 100.0: 0.0 1.4 0.0 92.3 85.7 92.3 87.0: 7.7 13.0
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: 0 1 0 29 31 29 32:
Old : 35: 0 1 0 29 31 29 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 : 33.4 29.8 54.3 47.0 26.8 24.5 39.5 32.8
Old : 33.4 29.8 54.3 47.0 26.8 24.5 39.5 32.8
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, August 7, 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 : 240,551: 26,469 24,462 30,279 144,805 154,278 201,553 209,018: 38,998 31,532
Old : 240,551: 26,469 24,462 30,279 144,805 154,278 201,553 209,018: 38,998 31,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -12,478: -13,113 2,556 -4,884 5,250 -16,135 -12,747 -18,462: 268 5,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.2 12.6 60.2 64.1 83.8 86.9: 16.2 13.1
Old : 100.0: 11.0 10.2 12.6 60.2 64.1 83.8 86.9: 16.2 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 35 28 29 66 73 114 118:
Old : 142: 35 28 29 66 73 114 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 17.1 32.7 28.4 15.2 10.9 23.4 17.3
Old : 21.7 17.1 32.7 28.4 15.2 10.9 23.4 17.3
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, August 7, 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 : 1,291,448: 66,776 175,977 549,746 601,050 525,156 1,217,572 1,250,879: 73,876 40,569
Old : 1,291,448: 66,776 175,977 549,746 601,050 525,156 1,217,572 1,250,879: 73,876 40,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -11,125: 1,218 -14,816 1,599 -10,670 1,536 -7,853 -11,681: -3,273 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 13.6 42.6 46.5 40.7 94.3 96.9: 5.7 3.1
Old : 100.0: 5.2 13.6 42.6 46.5 40.7 94.3 96.9: 5.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 68 78 97 89 82 211 209:
Old : 243: 68 78 97 89 82 211 209:
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 : 34.5 31.5 46.3 47.1 8.1 8.4 11.4 12.8
Old : 34.5 31.5 46.3 47.1 8.1 8.4 11.4 12.8
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, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,304: 1,642 15,132 2,109 72,351 58,917 76,102 76,158: 7,202 7,146
Old : 83,304: 1,642 15,132 2,109 72,351 58,917 76,102 76,158: 7,202 7,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -2,052: 158 -525 -138 -2,431 -1,985 -2,411 -2,648: 359 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 18.2 2.5 86.9 70.7 91.4 91.4: 8.6 8.6
Old : 100.0: 2.0 18.2 2.5 86.9 70.7 91.4 91.4: 8.6 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 : 32: 2 3 2 23 23 25 28:
Old : 32: 2 3 2 23 23 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 40.7 68.5 59.7 44.2 39.9 57.0 56.1
Old : 49.0 40.7 68.5 59.7 44.2 39.9 57.0 56.1
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, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,417: 0 5,436 1,873 62,735 54,240 64,608 61,549: 5,809 8,868
Old : 70,417: 0 5,436 1,873 62,735 54,240 64,608 61,549: 5,809 8,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -6,653: 0 -2,129 -471 -4,379 -3,513 -4,850 -6,113: -1,803 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.7 2.7 89.1 77.0 91.8 87.4: 8.2 12.6
Old : 100.0: 0.0 7.7 2.7 89.1 77.0 91.8 87.4: 8.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 2 2 28 20 30 22:
Old : 34: 0 2 2 28 20 30 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 : 41.9 40.8 61.8 61.9 41.9 35.1 60.7 53.1
Old : 41.9 40.8 61.8 61.9 41.9 35.1 60.7 53.1
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, August 7, 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 : 129,600: 14,674 307 6,309 101,105 117,228 122,088 123,844: 7,512 5,756
Old : 129,600: 14,674 307 6,309 101,105 117,228 122,088 123,844: 7,512 5,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -3,579: 429 307 -1,173 -3,031 -3,626 -3,775 -4,492: 196 913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.2 4.9 78.0 90.5 94.2 95.6: 5.8 4.4
Old : 100.0: 11.3 0.2 4.9 78.0 90.5 94.2 95.6: 5.8 4.4
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 : 43: 5 1 4 31 30 37 34:
Old : 43: 5 1 4 31 30 37 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 : 42.8 48.3 57.9 63.8 37.7 47.6 48.2 59.6
Old : 42.8 48.3 57.9 63.8 37.7 47.6 48.2 59.6
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, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,868: 12,922 10,087 4,299 72,375 80,142 89,596 94,528: 11,272 6,340
Old : 100,868: 12,922 10,087 4,299 72,375 80,142 89,596 94,528: 11,272 6,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -2,604: 531 966 -1,381 -1,633 -738 -2,483 -1,153: -121 -1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.0 4.3 71.8 79.5 88.8 93.7: 11.2 6.3
Old : 100.0: 12.8 10.0 4.3 71.8 79.5 88.8 93.7: 11.2 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 : 33: 3 2 3 22 23 27 26:
Old : 33: 3 2 3 22 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 54.5 62.0 72.5 39.5 52.9 54.3 65.4
Old : 40.5 54.5 62.0 72.5 39.5 52.9 54.3 65.4
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, August 7, 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 : 65,001: 10,777 4 5,316 45,036 53,887 61,129 59,207: 3,872 5,794
Old : 65,001: 10,777 4 5,316 45,036 53,887 61,129 59,207: 3,872 5,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -7,113: 2,647 -68 -1,553 -7,970 -4,731 -6,876 -6,352: -237 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.0 8.2 69.3 82.9 94.0 91.1: 6.0 8.9
Old : 100.0: 16.6 0.0 8.2 69.3 82.9 94.0 91.1: 6.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 4 17 18 21 22:
Old : 27: 3 1 4 17 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 : 57.9 54.9 78.5 68.8 53.0 47.4 65.3 57.4
Old : 57.9 54.9 78.5 68.8 53.0 47.4 65.3 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 58,368: 4,793 0 3,000 45,840 47,022 53,633 50,022: 4,735 8,346
Old : 58,368: 4,793 0 3,000 45,840 47,022 53,633 50,022: 4,735 8,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -7,988: -2,697 0 943 -5,701 -11,386 -7,455 -10,443: -533 2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 5.1 78.5 80.6 91.9 85.7: 8.1 14.3
Old : 100.0: 8.2 0.0 5.1 78.5 80.6 91.9 85.7: 8.1 14.3
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 : 30: 2 0 2 24 21 26 23:
Old : 30: 2 0 2 24 21 26 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 : 56.2 36.1 76.0 56.1 47.1 32.7 59.1 47.3
Old : 56.2 36.1 76.0 56.1 47.1 32.7 59.1 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 85,560: 6,438 3,051 2,726 69,475 72,108 78,639 77,885: 6,921 7,675
Old : 85,560: 6,438 3,051 2,726 69,475 72,108 78,639 77,885: 6,921 7,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -5,518: -162 -2,298 810 -6,776 -3,791 -6,128 -5,279: 610 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.6 3.2 81.2 84.3 91.9 91.0: 8.1 9.0
Old : 100.0: 7.5 3.6 3.2 81.2 84.3 91.9 91.0: 8.1 9.0
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 : 41: 2 3 4 27 31 32 35:
Old : 41: 2 3 4 27 31 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 25.2 66.9 42.9 40.0 18.8 52.5 33.9
Old : 48.8 25.2 66.9 42.9 40.0 18.8 52.5 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 98,586: 5,302 2,399 3,857 73,499 81,413 82,658 87,669: 15,928 10,917
Old : 98,586: 5,302 2,399 3,857 73,499 81,413 82,658 87,669: 15,928 10,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -3,666: 1,927 -69 -962 -5,708 -2,897 -4,743 -3,928: 1,077 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.4 3.9 74.6 82.6 83.8 88.9: 16.2 11.1
Old : 100.0: 5.4 2.4 3.9 74.6 82.6 83.8 88.9: 16.2 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 : 32: 1 2 2 21 19 23 22:
Old : 32: 1 2 2 21 19 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 : 39.0 44.7 62.3 62.9 34.8 41.9 54.4 58.0
Old : 39.0 44.7 62.3 62.9 34.8 41.9 54.4 58.0
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, August 7, 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 : 37,554: 8,495 1,576 1,776 24,111 27,871 34,382 31,223: 3,172 6,331
Old : 37,554: 8,495 1,576 1,776 24,111 27,871 34,382 31,223: 3,172 6,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -3,239: -260 -62 -30 -2,575 -2,971 -2,865 -3,063: -374 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.2 4.7 64.2 74.2 91.6 83.1: 8.4 16.9
Old : 100.0: 22.6 4.2 4.7 64.2 74.2 91.6 83.1: 8.4 16.9
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: 3 1 3 16 13 20 16:
Old : 24: 3 1 3 16 13 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 43.1 63.0 69.0 36.7 38.9 55.6 52.6
Old : 40.8 43.1 63.0 69.0 36.7 38.9 55.6 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 61,777: 4,374 7,545 4,402 49,865 39,326 58,641 51,273: 3,136 10,504
Old : 61,777: 4,374 7,545 4,402 49,865 39,326 58,641 51,273: 3,136 10,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -5,002: -2,682 1,368 -976 327 -4,543 -3,331 -4,151: -1,671 -851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.2 7.1 80.7 63.7 94.9 83.0: 5.1 17.0
Old : 100.0: 7.1 12.2 7.1 80.7 63.7 94.9 83.0: 5.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 4 16 15 20 19:
Old : 23: 2 2 4 16 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 40.7 77.6 61.9 55.0 35.2 66.5 52.3
Old : 60.5 40.7 77.6 61.9 55.0 35.2 66.5 52.3
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, August 7, 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 : 82,622: 15,762 0 1,840 58,547 76,942 76,149 78,782: 6,473 3,840
Old : 82,622: 15,762 0 1,840 58,547 76,942 76,149 78,782: 6,473 3,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,063: -389 0 -66 -874 1,269 -1,329 1,203: 266 -2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 0.0 2.2 70.9 93.1 92.2 95.4: 7.8 4.6
Old : 100.0: 19.1 0.0 2.2 70.9 93.1 92.2 95.4: 7.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 0 2 28 25 31 27:
Old : 34: 3 0 2 28 25 31 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 : 42.1 45.3 64.3 61.1 31.6 31.3 46.0 44.4
Old : 42.1 45.3 64.3 61.1 31.6 31.3 46.0 44.4
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, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 109,294: 5,733 7,761 6,125 88,787 82,394 100,645 96,280: 8,649 13,014
Old : 109,294: 5,733 7,761 6,125 88,787 82,394 100,645 96,280: 8,649 13,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -7,956: -2,517 -623 321 -6,181 -7,569 -8,377 -7,871: 421 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.1 5.6 81.2 75.4 92.1 88.1: 7.9 11.9
Old : 100.0: 5.2 7.1 5.6 81.2 75.4 92.1 88.1: 7.9 11.9
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 : 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 : 36.2 30.1 56.7 50.2 30.1 28.6 45.7 45.7
Old : 36.2 30.1 56.7 50.2 30.1 28.6 45.7 45.7
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, August 7, 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 : 52,831: 0 1,850 1,980 41,717 38,960 43,697 42,790: 9,134 10,041
Old : 52,831: 0 1,850 1,980 41,717 38,960 43,697 42,790: 9,134 10,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -4,669: 0 -333 0 -3,698 -3,804 -3,698 -4,137: -971 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 3.7 79.0 73.7 82.7 81.0: 17.3 19.0
Old : 100.0: 0.0 3.5 3.7 79.0 73.7 82.7 81.0: 17.3 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 18 18 20 20:
Old : 27: 0 2 2 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 38.6 65.5 63.5 48.2 38.1 63.4 58.7
Old : 48.6 38.6 65.5 63.5 48.2 38.1 63.4 58.7
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, August 7, 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 : 139,623: 2,579 15,554 18,063 105,418 97,591 126,060 131,208: 13,563 8,415
Old : 139,623: 2,579 15,554 18,063 105,418 97,591 126,060 131,208: 13,563 8,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -13,268: -1,807 -1,809 -1,798 -12,445 -11,089 -16,050 -14,696: 2,782 1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 11.1 12.9 75.5 69.9 90.3 94.0: 9.7 6.0
Old : 100.0: 1.8 11.1 12.9 75.5 69.9 90.3 94.0: 9.7 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 : 43: 2 5 6 35 30 41 37:
Old : 43: 2 5 6 35 30 41 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 : 30.7 32.3 45.7 56.4 24.6 28.6 34.3 41.4
Old : 30.7 32.3 45.7 56.4 24.6 28.6 34.3 41.4
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, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,776: 1,154 3,930 3,427 75,744 69,729 80,325 77,086: 6,451 9,690
Old : 86,776: 1,154 3,930 3,427 75,744 69,729 80,325 77,086: 6,451 9,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -6,695: -77 81 -59 -5,363 -7,866 -5,499 -7,844: -1,196 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.5 3.9 87.3 80.4 92.6 88.8: 7.4 11.2
Old : 100.0: 1.3 4.5 3.9 87.3 80.4 92.6 88.8: 7.4 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 : 34: 2 2 3 23 24 26 28:
Old : 34: 2 2 3 23 24 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 33.9 71.4 56.4 53.9 31.9 63.6 50.3
Old : 57.6 33.9 71.4 56.4 53.9 31.9 63.6 50.3
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, August 7, 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 : 56,997: 8,644 4,148 0 47,226 48,867 55,870 53,015: 1,127 3,982
Old : 56,997: 8,644 4,148 0 47,226 48,867 55,870 53,015: 1,127 3,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -10,168: -2,170 -1,240 0 -7,378 -8,053 -9,548 -9,293: -620 -875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 7.3 0.0 82.9 85.7 98.0 93.0: 2.0 7.0
Old : 100.0: 15.2 7.3 0.0 82.9 85.7 98.0 93.0: 2.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 15 16 17 17:
Old : 24: 2 1 0 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 : 61.2 50.0 85.7 79.1 50.6 45.8 67.1 62.3
Old : 61.2 50.0 85.7 79.1 50.6 45.8 67.1 62.3
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, August 7, 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 : 260,592: 16,083 1,321 5,431 232,569 243,917 254,083 250,669: 6,509 9,923
Old : 260,592: 16,083 1,321 5,431 232,569 243,917 254,083 250,669: 6,509 9,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -18,946: 818 -1,175 -180 -19,119 -16,783 -18,481 -18,138: -465 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.5 2.1 89.2 93.6 97.5 96.2: 2.5 3.8
Old : 100.0: 6.2 0.5 2.1 89.2 93.6 97.5 96.2: 2.5 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 : 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 : 35.8 54.7 53.7 65.3 32.0 50.1 46.0 57.7
Old : 35.8 54.7 53.7 65.3 32.0 50.1 46.0 57.7
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, August 7, 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 : 182,160: 6,212 3,425 13,122 151,019 160,915 170,353 177,462: 11,807 4,698
Old : 182,160: 6,212 3,425 13,122 151,019 160,915 170,353 177,462: 11,807 4,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -7,803: -251 -2,455 183 -7,233 -5,071 -7,301 -7,343: -502 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.9 7.2 82.9 88.3 93.5 97.4: 6.5 2.6
Old : 100.0: 3.4 1.9 7.2 82.9 88.3 93.5 97.4: 6.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 3 5 40 36 45 42:
Old : 48: 2 3 5 40 36 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 38.0 49.4 58.8 26.4 35.2 39.3 48.5
Old : 30.9 38.0 49.4 58.8 26.4 35.2 39.3 48.5
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, August 7, 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 : 178,015: 3,591 16,425 6,566 153,077 141,383 163,234 164,374: 14,781 13,641
Old : 178,015: 3,591 16,425 6,566 153,077 141,383 163,234 164,374: 14,781 13,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -7,037: 2,492 2,407 -4,231 -6,673 -6,821 -8,412 -8,645: 1,375 1,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 9.2 3.7 86.0 79.4 91.7 92.3: 8.3 7.7
Old : 100.0: 2.0 9.2 3.7 86.0 79.4 91.7 92.3: 8.3 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 4 4 38 34 42 40:
Old : 49: 2 4 4 38 34 42 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 : 35.2 38.7 53.2 57.8 33.2 35.3 46.9 48.6
Old : 35.2 38.7 53.2 57.8 33.2 35.3 46.9 48.6
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, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,877: 0 701 1,863 43,272 41,859 45,135 44,423: 10,742 11,454
Old : 55,877: 0 701 1,863 43,272 41,859 45,135 44,423: 10,742 11,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -3,144: 0 486 -498 -1,015 -2,232 -1,513 -2,244: -1,631 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 3.3 77.4 74.9 80.8 79.5: 19.2 20.5
Old : 100.0: 0.0 1.3 3.3 77.4 74.9 80.8 79.5: 19.2 20.5
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 : 24: 0 1 1 21 16 22 17:
Old : 24: 0 1 1 21 16 22 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 : 37.2 39.0 54.2 61.2 32.6 35.7 47.6 45.9
Old : 37.2 39.0 54.2 61.2 32.6 35.7 47.6 45.9
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, August 7, 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 : 225,211: 26,519 5,432 18,464 165,015 179,297 209,998 203,193: 15,213 22,018
Old : 225,211: 26,519 5,432 18,464 165,015 179,297 209,998 203,193: 15,213 22,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -17,543: -768 665 -2,431 -13,823 -22,726 -17,022 -24,492: -521 6,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.4 8.2 73.3 79.6 93.2 90.2: 6.8 9.8
Old : 100.0: 11.8 2.4 8.2 73.3 79.6 93.2 90.2: 6.8 9.8
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 : 51: 7 2 8 40 40 49 48:
Old : 51: 7 2 8 40 40 49 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 : 31.7 31.6 44.8 48.0 26.1 24.5 37.1 33.6
Old : 31.7 31.6 44.8 48.0 26.1 24.5 37.1 33.6
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, August 7, 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 : 65,169: 2,630 5,455 5,050 50,328 45,057 58,008 55,562: 7,161 9,607
Old : 65,169: 2,630 5,455 5,050 50,328 45,057 58,008 55,562: 7,161 9,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -5,437: -1,711 31 -447 -3,091 -7,102 -5,249 -7,518: -188 2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 8.4 7.7 77.2 69.1 89.0 85.3: 11.0 14.7
Old : 100.0: 4.0 8.4 7.7 77.2 69.1 89.0 85.3: 11.0 14.7
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 : 33: 3 4 4 19 23 24 29:
Old : 33: 3 4 4 19 23 24 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 : 36.3 25.1 57.2 45.7 34.5 21.0 44.0 33.2
Old : 36.3 25.1 57.2 45.7 34.5 21.0 44.0 33.2
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, August 7, 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 : 2,720,024: 333,709 118,791 884,718 1,471,245 1,697,593 2,689,672 2,701,102: 30,352 18,922
Old : 2,720,024: 333,709 118,791 884,718 1,471,245 1,697,593 2,689,672 2,701,102: 30,352 18,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 20,592: -12,899 -5,990 11,645 24,414 10,876 23,160 16,531: -2,568 4,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 4.4 32.5 54.1 62.4 98.9 99.3: 1.1 0.7
Old : 100.0: 12.3 4.4 32.5 54.1 62.4 98.9 99.3: 1.1 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 : 152: 28 18 43 102 93 147 139:
Old : 152: 28 18 43 102 93 147 139:
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 : 29.0 38.8 43.6 53.2 10.4 19.9 15.2 23.4
Old : 29.0 38.8 43.6 53.2 10.4 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, August 7, 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 : 1,011,130: 68,001 199,981 252,980 687,073 556,326 1,008,054 1,009,287: 3,076 1,843
Old : 1,011,130: 68,001 199,981 252,980 687,073 556,326 1,008,054 1,009,287: 3,076 1,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 6,305: 11,158 4,395 -3,578 -2,356 5,788 5,224 6,605: 1,081 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 19.8 25.0 68.0 55.0 99.7 99.8: 0.3 0.2
Old : 100.0: 6.7 19.8 25.0 68.0 55.0 99.7 99.8: 0.3 0.2
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 : 86: 20 21 37 44 42 81 83:
Old : 86: 20 21 37 44 42 81 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 34.0 64.8 54.2 31.0 22.3 38.6 32.5
Old : 45.7 34.0 64.8 54.2 31.0 22.3 38.6 32.5
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, August 7, 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 : 95,161: 3,197 1,113 4,223 86,516 89,064 93,937 94,400: 1,224 761
Old : 95,161: 3,197 1,113 4,223 86,516 89,064 93,937 94,400: 1,224 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 3,631: 34 -21 1,099 2,763 2,781 3,896 3,860: -265 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.2 4.4 90.9 93.6 98.7 99.2: 1.3 0.8
Old : 100.0: 3.4 1.2 4.4 90.9 93.6 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 3 8 35 31 47 39:
Old : 51: 9 3 8 35 31 47 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 : 49.6 44.8 73.5 68.8 12.6 14.8 19.6 20.0
Old : 49.6 44.8 73.5 68.8 12.6 14.8 19.6 20.0
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, August 7, 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 : 17,591: 1,438 46 489 15,577 16,931 17,504 17,466: 87 125
Old : 17,591: 1,438 46 489 15,577 16,931 17,504 17,466: 87 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,237: 21 -42 -126 -1,111 -1,048 -1,216 -1,216: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.3 2.8 88.6 96.2 99.5 99.3: 0.5 0.7
Old : 100.0: 8.2 0.3 2.8 88.6 96.2 99.5 99.3: 0.5 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 : 28: 2 1 2 14 21 16 24:
Old : 28: 2 1 2 14 21 16 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 : 66.5 76.1 88.6 90.9 47.6 61.5 62.7 65.1
Old : 66.5 76.1 88.6 90.9 47.6 61.5 62.7 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 22,588: 6,063 200 215 15,363 21,372 21,641 21,787: 947 801
Old : 22,588: 6,063 200 215 15,363 21,372 21,641 21,787: 947 801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -653: 1 -140 -1 -621 -487 -621 -628: -33 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 0.9 1.0 68.0 94.6 95.8 96.5: 4.2 3.5
Old : 100.0: 26.8 0.9 1.0 68.0 94.6 95.8 96.5: 4.2 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 : 25: 2 1 2 17 18 19 21:
Old : 25: 2 1 2 17 18 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 62.9 81.4 80.0 49.2 46.0 59.7 56.1
Old : 60.5 62.9 81.4 80.0 49.2 46.0 59.7 56.1
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, August 7, 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 : 12,136: 555 358 96 10,925 11,440 11,576 11,894: 560 242
Old : 12,136: 555 358 96 10,925 11,440 11,576 11,894: 560 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 0: 0 -12 0 -12 0 -12 -12: 12 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.9 0.8 90.0 94.3 95.4 98.0: 4.6 2.0
Old : 100.0: 4.6 2.9 0.8 90.0 94.3 95.4 98.0: 4.6 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 : 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 : 47.2 71.3 72.6 87.5 43.6 59.2 59.6 71.4
Old : 47.2 71.3 72.6 87.5 43.6 59.2 59.6 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 29,106: 1,008 1,250 212 26,310 26,902 27,530 28,364: 1,576 742
Old : 29,106: 1,008 1,250 212 26,310 26,902 27,530 28,364: 1,576 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,265: 47 -140 -47 -1,221 -1,100 -1,221 -1,287: -44 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.3 0.7 90.4 92.4 94.6 97.5: 5.4 2.5
Old : 100.0: 3.5 4.3 0.7 90.4 92.4 94.6 97.5: 5.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 2 22 23 24 25:
Old : 31: 1 1 2 22 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 : 48.5 48.5 66.9 73.8 34.2 38.5 47.1 50.3
Old : 48.5 48.5 66.9 73.8 34.2 38.5 47.1 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 26,376: 332 456 1,260 23,810 23,812 25,402 25,528: 974 848
Old : 26,376: 332 456 1,260 23,810 23,812 25,402 25,528: 974 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,348: 92 -160 -172 -1,408 -1,216 -1,488 -1,548: 140 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.7 4.8 90.3 90.3 96.3 96.8: 3.7 3.2
Old : 100.0: 1.3 1.7 4.8 90.3 90.3 96.3 96.8: 3.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 19 17 21 20:
Old : 23: 2 1 2 19 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 65.0 75.1 84.6 37.2 43.4 47.9 51.8
Old : 53.3 65.0 75.1 84.6 37.2 43.4 47.9 51.8
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, August 7, 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 : 10,196: 1,220 370 560 7,841 8,732 9,621 9,662: 575 534
Old : 10,196: 1,220 370 560 7,841 8,732 9,621 9,662: 575 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -512: 20 -130 -20 -445 -340 -445 -490: -67 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 3.6 5.5 76.9 85.6 94.4 94.8: 5.6 5.2
Old : 100.0: 12.0 3.6 5.5 76.9 85.6 94.4 94.8: 5.6 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 : 21: 2 1 2 14 13 17 15:
Old : 21: 2 1 2 14 13 17 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 : 59.2 57.8 80.4 82.0 40.0 41.2 49.0 48.5
Old : 59.2 57.8 80.4 82.0 40.0 41.2 49.0 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 2,549,792: 241,351 98,893 709,078 1,503,250 1,657,073 2,453,680 2,465,045: 96,112 84,747
Old : 2,549,792: 241,351 98,893 709,078 1,503,250 1,657,073 2,453,680 2,465,045: 96,112 84,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -16,278: -35,703 -8,113 10,860 -1,126 -12,027 -25,970 -9,281: 9,692 -6,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.9 27.8 59.0 65.0 96.2 96.7: 3.8 3.3
Old : 100.0: 9.5 3.9 27.8 59.0 65.0 96.2 96.7: 3.8 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 : 352: 118 111 172 87 101 305 301:
Old : 352: 118 111 172 87 101 305 301:
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 : 21.6 22.8 32.3 33.8 6.1 4.7 8.7 7.1
Old : 21.6 22.8 32.3 33.8 6.1 4.7 8.7 7.1
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, August 7, 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 : 93,803: 19,879 16,035 3,301 49,363 44,258 72,543 63,594: 21,260 30,209
Old : 93,803: 19,879 16,035 3,301 49,363 44,258 72,543 63,594: 21,260 30,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 281: 435 -1,260 517 346 3,828 1,298 3,085: -1,017 -2,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.1 3.5 52.6 47.2 77.3 67.8: 22.7 32.2
Old : 100.0: 21.2 17.1 3.5 52.6 47.2 77.3 67.8: 22.7 32.2
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 : 24: 2 4 4 18 16 23 21:
Old : 24: 2 4 4 18 16 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 : 40.7 30.8 60.2 48.6 40.0 28.6 55.0 44.3
Old : 40.7 30.8 60.2 48.6 40.0 28.6 55.0 44.3
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, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,608: 0 350 0 9,608 9,258 9,608 9,608: 0 0
Old : 9,608: 0 350 0 9,608 9,258 9,608 9,608: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,781: 0 100 0 -1,781 -1,881 -1,781 -1,781: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 100.0 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.6 0.0 100.0 96.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 21 22 21 24:
Old : 27: 0 2 0 21 22 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 51.6 67.1 75.2 34.2 33.4 45.1 44.3
Old : 45.8 51.6 67.1 75.2 34.2 33.4 45.1 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 88,020: 6,619 22,385 21,922 53,355 35,593 81,896 79,900: 6,124 8,120
Old : 88,020: 6,619 22,385 21,922 53,355 35,593 81,896 79,900: 6,124 8,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 1,802: -237 596 1,157 688 -533 1,608 1,220: 194 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 25.4 24.9 60.6 40.4 93.0 90.8: 7.0 9.2
Old : 100.0: 7.5 25.4 24.9 60.6 40.4 93.0 90.8: 7.0 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 : 38: 6 12 15 19 17 35 35:
Old : 38: 6 12 15 19 17 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 36.1 52.0 56.9 16.6 16.4 25.2 22.0
Old : 32.0 36.1 52.0 56.9 16.6 16.4 25.2 22.0
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, August 7, 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 : 18,920: 12,744 1,440 257 3,574 16,816 16,575 18,513: 2,345 407
Old : 18,920: 12,744 1,440 257 3,574 16,816 16,575 18,513: 2,345 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 297: -120 -23 74 391 189 345 240: -48 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 7.6 1.4 18.9 88.9 87.6 97.8: 12.4 2.2
Old : 100.0: 67.4 7.6 1.4 18.9 88.9 87.6 97.8: 12.4 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 : 114: 63 12 5 14 25 81 40:
Old : 114: 63 12 5 14 25 81 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 : 44.6 39.1 59.5 59.4 44.6 39.1 59.5 59.4
Old : 44.6 39.1 59.5 59.4 44.6 39.1 59.5 59.4
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, August 7, 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 : 14,573: 8,946 994 0 2,530 12,766 11,476 13,760: 3,097 813
Old : 14,573: 8,946 994 0 2,530 12,766 11,476 13,760: 3,097 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -200: -91 116 0 -238 -373 -329 -257: 129 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 6.8 0.0 17.4 87.6 78.7 94.4: 21.3 5.6
Old : 100.0: 61.4 6.8 0.0 17.4 87.6 78.7 94.4: 21.3 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 : 74: 36 6 0 8 24 44 30:
Old : 74: 36 6 0 8 24 44 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 : 30.1 54.2 42.3 68.5 30.1 54.2 42.3 68.5
Old : 30.1 54.2 42.3 68.5 30.1 54.2 42.3 68.5
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, August 7, 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 : 213,750: 46,851 13,295 29,780 119,615 154,498 196,247 197,574: 17,503 16,176
Old : 213,750: 46,851 13,295 29,780 119,615 154,498 196,247 197,574: 17,503 16,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -626: -3,477 1,861 2,559 601 -5,597 -317 -1,177: -309 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 6.2 13.9 56.0 72.3 91.8 92.4: 8.2 7.6
Old : 100.0: 21.9 6.2 13.9 56.0 72.3 91.8 92.4: 8.2 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 64 29 39 78 86 158 139:
Old : 187: 64 29 39 78 86 158 139:
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 : 21.6 25.9 33.9 38.7 10.0 11.6 15.5 19.3
Old : 21.6 25.9 33.9 38.7 10.0 11.6 15.5 19.3
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, August 7, 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 : 3,625: 350 0 0 3,275 3,525 3,625 3,525: 0 100
Old : 3,625: 350 0 0 3,275 3,525 3,625 3,525: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -550: 0 -50 0 -550 -600 -550 -650: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 0.0 90.3 97.2 100.0 97.2: 0.0 2.8
Old : 100.0: 9.7 0.0 0.0 90.3 97.2 100.0 97.2: 0.0 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 : 23: 2 0 0 12 17 14 17:
Old : 23: 2 0 0 12 17 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 59.3 93.1 78.6 57.9 51.0 77.9 67.6
Old : 64.8 59.3 93.1 78.6 57.9 51.0 77.9 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008