GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 8,304: 0 75 0 7,304 8,129 7,304 8,204: 1,000 100
Old : 8,304: 0 75 0 7,304 8,129 7,304 8,204: 1,000 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 0: -290 50 -25 265 -25 -50 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 88.0 97.9 88.0 98.8: 12.0 1.2
Old : 100.0: 0.0 0.9 0.0 88.0 97.9 88.0 98.8: 12.0 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 : 31: 0 2 0 21 23 21 25:
Old : 31: 0 2 0 21 23 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 46.3 63.3 69.3 27.9 26.6 33.0 38.9
Old : 42.7 46.3 63.3 69.3 27.9 26.6 33.0 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 12,189: 0 2,251 0 12,069 9,819 12,069 12,070: 120 119
Old : 12,189: 0 2,251 0 12,069 9,819 12,069 12,070: 120 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 465: -100 0 0 565 465 465 465: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.5 0.0 99.0 80.6 99.0 99.0: 1.0 1.0
Old : 100.0: 0.0 18.5 0.0 99.0 80.6 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 2 0 28 25 28 27:
Old : 36: 0 2 0 28 25 28 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 : 54.8 50.1 74.8 69.5 50.4 44.4 61.0 58.9
Old : 54.8 50.1 74.8 69.5 50.4 44.4 61.0 58.9
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, September 18, 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 : 3,708: 0 33 91 3,274 3,068 3,365 3,192: 343 516
Old : 3,708: 0 33 91 3,274 3,068 3,365 3,192: 343 516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 384: 0 23 62 390 325 452 410: -68 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 2.5 88.3 82.7 90.7 86.1: 9.3 13.9
Old : 100.0: 0.0 0.9 2.5 88.3 82.7 90.7 86.1: 9.3 13.9
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 : 36: 0 2 2 30 34 32 36:
Old : 36: 0 2 2 30 34 32 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 25.5 51.0 42.4 21.4 17.2 30.9 25.6
Old : 28.4 25.5 51.0 42.4 21.4 17.2 30.9 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 269,806: 52,050 14,838 38,354 134,368 185,681 224,772 238,873: 45,034 30,933
Old : 269,806: 52,050 14,838 38,354 134,368 185,681 224,772 238,873: 45,034 30,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 13,351: 6,053 -148 7,230 -2,509 3,554 10,775 10,636: 2,576 2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 5.5 14.2 49.8 68.8 83.3 88.5: 16.7 11.5
Old : 100.0: 19.3 5.5 14.2 49.8 68.8 83.3 88.5: 16.7 11.5
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 : 156: 54 23 37 66 71 137 118:
Old : 156: 54 23 37 66 71 137 118:
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 : 19.1 22.7 29.5 32.4 14.9 16.9 22.4 23.3
Old : 19.1 22.7 29.5 32.4 14.9 16.9 22.4 23.3
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, September 18, 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 : 1,280,922: 73,329 150,956 533,241 601,608 555,232 1,208,178 1,239,429: 72,744 41,493
Old : 1,280,922: 73,329 150,956 533,241 601,608 555,232 1,208,178 1,239,429: 72,744 41,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 11,644: -13,998 -3,208 5,863 21,493 7,619 13,358 10,274: -1,715 1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 11.8 41.6 47.0 43.3 94.3 96.8: 5.7 3.2
Old : 100.0: 5.7 11.8 41.6 47.0 43.3 94.3 96.8: 5.7 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 : 246: 57 92 111 84 77 216 215:
Old : 246: 57 92 111 84 77 216 215:
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 : 33.6 31.0 47.3 47.5 6.5 7.9 9.7 10.2
Old : 33.6 31.0 47.3 47.5 6.5 7.9 9.7 10.2
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, September 18, 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 : 91,431: 196 11,565 2,694 78,294 63,809 81,184 78,068: 10,247 13,363
Old : 91,431: 196 11,565 2,694 78,294 63,809 81,184 78,068: 10,247 13,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 6,756: -249 -4,127 -15 6,837 7,388 6,573 3,246: 183 3,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 12.6 2.9 85.6 69.8 88.8 85.4: 11.2 14.6
Old : 100.0: 0.2 12.6 2.9 85.6 69.8 88.8 85.4: 11.2 14.6
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 : 31: 1 3 2 22 22 24 26:
Old : 31: 1 3 2 22 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 41.9 67.2 60.4 45.8 41.0 63.8 58.2
Old : 46.5 41.9 67.2 60.4 45.8 41.0 63.8 58.2
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, September 18, 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 : 71,636: 0 7,712 3,410 62,481 52,616 65,891 63,738: 5,745 7,898
Old : 71,636: 0 7,712 3,410 62,481 52,616 65,891 63,738: 5,745 7,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 5,440: 0 -2,312 1,311 4,251 6,351 5,562 5,350: -122 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 4.8 87.2 73.4 92.0 89.0: 8.0 11.0
Old : 100.0: 0.0 10.8 4.8 87.2 73.4 92.0 89.0: 8.0 11.0
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 : 31: 0 2 2 28 22 30 24:
Old : 31: 0 2 2 28 22 30 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 : 41.1 36.4 62.7 59.4 39.5 29.9 57.0 49.1
Old : 41.1 36.4 62.7 59.4 39.5 29.9 57.0 49.1
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, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 147,177: 28,712 1,450 3,298 108,617 138,795 140,627 143,543: 6,550 3,634
Old : 147,177: 28,712 1,450 3,298 108,617 138,795 140,627 143,543: 6,550 3,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 7,224: 631 0 0 7,961 7,104 8,592 7,104: -1,368 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 1.0 2.2 73.8 94.3 95.5 97.5: 4.5 2.5
Old : 100.0: 19.5 1.0 2.2 73.8 94.3 95.5 97.5: 4.5 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 : 49: 5 2 5 35 34 42 39:
Old : 49: 5 2 5 35 34 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 45.7 60.3 65.0 42.2 45.1 54.6 57.2
Old : 44.9 45.7 60.3 65.0 42.2 45.1 54.6 57.2
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, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 110,107: 13,676 12,188 5,210 82,767 83,824 101,653 101,222: 8,454 8,885
Old : 110,107: 13,676 12,188 5,210 82,767 83,824 101,653 101,222: 8,454 8,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 1,986: 0 -3,270 1,585 277 2,877 1,862 1,192: 124 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.1 4.7 75.2 76.1 92.3 91.9: 7.7 8.1
Old : 100.0: 12.4 11.1 4.7 75.2 76.1 92.3 91.9: 7.7 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 2 3 24 24 29 27:
Old : 34: 3 2 3 24 24 29 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 : 36.2 55.1 59.8 73.3 34.8 50.7 55.0 64.3
Old : 36.2 55.1 59.8 73.3 34.8 50.7 55.0 64.3
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, September 18, 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 : 60,644: 13,506 803 4,970 37,613 49,122 56,089 54,895: 4,555 5,749
Old : 60,644: 13,506 803 4,970 37,613 49,122 56,089 54,895: 4,555 5,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 3,222: 2,104 -60 1,070 -196 1,998 2,978 3,008: 244 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 1.3 8.2 62.0 81.0 92.5 90.5: 7.5 9.5
Old : 100.0: 22.3 1.3 8.2 62.0 81.0 92.5 90.5: 7.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 5 15 18 20 23:
Old : 27: 3 2 5 15 18 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 55.7 80.3 68.1 58.8 48.1 65.3 57.4
Old : 63.2 55.7 80.3 68.1 58.8 48.1 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, September 18, 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 : 60,116: 6,542 341 3,401 44,722 49,043 54,665 52,785: 5,451 7,331
Old : 60,116: 6,542 341 3,401 44,722 49,043 54,665 52,785: 5,451 7,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 2,062: 304 0 190 2,157 4,763 2,651 4,953: -589 -2,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.6 5.7 74.4 81.6 90.9 87.8: 9.1 12.2
Old : 100.0: 10.9 0.6 5.7 74.4 81.6 90.9 87.8: 9.1 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 3 21 24 24 27:
Old : 31: 2 1 3 21 24 24 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 : 55.3 32.4 78.8 52.2 45.0 30.4 60.9 45.2
Old : 55.3 32.4 78.8 52.2 45.0 30.4 60.9 45.2
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, September 18, 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 : 93,670: 7,229 3,061 2,877 74,415 76,581 84,521 82,519: 9,149 11,151
Old : 93,670: 7,229 3,061 2,877 74,415 76,581 84,521 82,519: 9,149 11,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 3,543: 1,371 -1,045 -295 2,879 4,072 3,955 2,732: -412 811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 3.3 3.1 79.4 81.8 90.2 88.1: 9.8 11.9
Old : 100.0: 7.7 3.3 3.1 79.4 81.8 90.2 88.1: 9.8 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: 2 3 4 26 29 31 33:
Old : 42: 2 3 4 26 29 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 30.1 64.6 48.1 37.1 27.0 52.3 42.5
Old : 44.0 30.1 64.6 48.1 37.1 27.0 52.3 42.5
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, September 18, 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 : 98,331: 2,885 4,674 3,790 75,244 79,212 81,919 87,676: 16,412 10,655
Old : 98,331: 2,885 4,674 3,790 75,244 79,212 81,919 87,676: 16,412 10,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 482: -702 -90 -293 770 534 -225 151: 707 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.8 3.9 76.5 80.6 83.3 89.2: 16.7 10.8
Old : 100.0: 2.9 4.8 3.9 76.5 80.6 83.3 89.2: 16.7 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 2 24 21 26 24:
Old : 35: 1 2 2 24 21 26 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 : 40.0 42.7 62.9 60.8 37.5 39.9 56.5 56.7
Old : 40.0 42.7 62.9 60.8 37.5 39.9 56.5 56.7
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, September 18, 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 : 45,900: 8,735 0 5,190 29,393 33,053 43,318 38,243: 2,582 7,657
Old : 45,900: 8,735 0 5,190 29,393 33,053 43,318 38,243: 2,582 7,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 414: -784 0 278 1,380 -506 874 -228: -460 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 0.0 11.3 64.0 72.0 94.4 83.3: 5.6 16.7
Old : 100.0: 19.0 0.0 11.3 64.0 72.0 94.4 83.3: 5.6 16.7
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 : 25: 4 0 3 17 12 21 15:
Old : 25: 4 0 3 17 12 21 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 : 36.5 38.1 61.2 67.2 30.9 35.6 49.0 53.7
Old : 36.5 38.1 61.2 67.2 30.9 35.6 49.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,334: 6,473 2,050 5,562 46,120 45,862 58,155 53,474: 6,179 10,860
Old : 64,334: 6,473 2,050 5,562 46,120 45,862 58,155 53,474: 6,179 10,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 690: 1,205 43 -365 -484 2,220 356 1,898: 334 -1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.2 8.6 71.7 71.3 90.4 83.1: 9.6 16.9
Old : 100.0: 10.1 3.2 8.6 71.7 71.3 90.4 83.1: 9.6 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 : 21: 2 2 4 14 16 18 20:
Old : 21: 2 2 4 14 16 18 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 : 55.2 37.3 75.7 62.8 52.1 34.8 65.8 51.7
Old : 55.2 37.3 75.7 62.8 52.1 34.8 65.8 51.7
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, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 88,821: 21,189 2,376 1,567 60,129 81,442 82,885 85,385: 5,936 3,436
Old : 88,821: 21,189 2,376 1,567 60,129 81,442 82,885 85,385: 5,936 3,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 359: 1,774 1,232 -2,312 959 1,425 421 345: -62 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 2.7 1.8 67.7 91.7 93.3 96.1: 6.7 3.9
Old : 100.0: 23.9 2.7 1.8 67.7 91.7 93.3 96.1: 6.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 2 30 29 33 31:
Old : 37: 2 1 2 30 29 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 39.4 66.6 59.0 40.0 30.0 52.6 46.5
Old : 48.9 39.4 66.6 59.0 40.0 30.0 52.6 46.5
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, September 18, 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 : 114,323: 6,283 6,755 5,754 90,733 88,955 102,770 101,464: 11,553 12,859
Old : 114,323: 6,283 6,755 5,754 90,733 88,955 102,770 101,464: 11,553 12,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 4,134: -1,581 151 380 4,829 4,931 3,628 5,462: 506 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 5.9 5.0 79.4 77.8 89.9 88.8: 10.1 11.2
Old : 100.0: 5.5 5.9 5.0 79.4 77.8 89.9 88.8: 10.1 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 2 28 28 32 31:
Old : 42: 3 2 2 28 28 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 30.6 61.5 50.8 34.8 30.3 51.0 48.0
Old : 42.6 30.6 61.5 50.8 34.8 30.3 51.0 48.0
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, September 18, 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 : 52,796: 0 3,445 1,663 42,242 38,453 43,905 43,561: 8,891 9,235
Old : 52,796: 0 3,445 1,663 42,242 38,453 43,905 43,561: 8,891 9,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -3: 0 0 -2 -120 -120 -122 -122: 119 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 3.1 80.0 72.8 83.2 82.5: 16.8 17.5
Old : 100.0: 0.0 6.5 3.1 80.0 72.8 83.2 82.5: 16.8 17.5
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 : 28: 0 2 1 19 18 20 20:
Old : 28: 0 2 1 19 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 : 46.8 39.1 65.9 65.2 46.0 37.2 64.1 60.5
Old : 46.8 39.1 65.9 65.2 46.0 37.2 64.1 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 136,382: 657 22,240 12,552 112,705 95,116 125,914 129,908: 10,468 6,474
Old : 136,382: 657 22,240 12,552 112,705 95,116 125,914 129,908: 10,468 6,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 865: 0 1,523 -1,434 3,114 97 1,680 186: -815 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 16.3 9.2 82.6 69.7 92.3 95.3: 7.7 4.7
Old : 100.0: 0.5 16.3 9.2 82.6 69.7 92.3 95.3: 7.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 6 6 38 33 44 40:
Old : 47: 1 6 6 38 33 44 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 : 29.2 35.2 46.6 58.3 27.1 29.9 38.2 42.6
Old : 29.2 35.2 46.6 58.3 27.1 29.9 38.2 42.6
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, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 88,136: 829 4,684 3,347 78,969 66,543 83,145 74,574: 4,991 13,562
Old : 88,136: 829 4,684 3,347 78,969 66,543 83,145 74,574: 4,991 13,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 1,461: 262 352 -700 2,847 649 2,409 301: -948 1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.3 3.8 89.6 75.5 94.3 84.6: 5.7 15.4
Old : 100.0: 0.9 5.3 3.8 89.6 75.5 94.3 84.6: 5.7 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 4 23 23 27 27:
Old : 36: 2 2 4 23 23 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 33.2 74.8 54.0 54.5 32.9 64.8 49.3
Old : 61.2 33.2 74.8 54.0 54.5 32.9 64.8 49.3
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, September 18, 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 : 56,486: 8,493 1,860 0 46,862 51,126 55,355 52,986: 1,131 3,500
Old : 56,486: 8,493 1,860 0 46,862 51,126 55,355 52,986: 1,131 3,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 4,400: 0 -248 0 4,338 4,648 4,338 4,400: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 3.3 0.0 83.0 90.5 98.0 93.8: 2.0 6.2
Old : 100.0: 15.0 3.3 0.0 83.0 90.5 98.0 93.8: 2.0 6.2
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 1 0 15 18 17 19:
Old : 26: 2 1 0 15 18 17 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 : 65.9 49.1 87.5 78.4 55.5 46.8 71.4 64.9
Old : 65.9 49.1 87.5 78.4 55.5 46.8 71.4 64.9
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, September 18, 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 : 259,548: 19,937 782 5,645 223,477 243,544 249,059 249,971: 10,489 9,577
Old : 259,548: 19,937 782 5,645 223,477 243,544 249,059 249,971: 10,489 9,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 1,948: 2,413 -604 -40 -1,006 2,809 1,367 2,165: 581 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.3 2.2 86.1 93.8 96.0 96.3: 4.0 3.7
Old : 100.0: 7.7 0.3 2.2 86.1 93.8 96.0 96.3: 4.0 3.7
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 : 64: 6 2 7 48 48 56 55:
Old : 64: 6 2 7 48 48 56 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 54.4 54.4 66.3 29.8 51.4 45.7 58.9
Old : 35.3 54.4 54.4 66.3 29.8 51.4 45.7 58.9
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, September 18, 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 : 200,730: 6,901 757 13,886 167,104 182,033 187,891 196,676: 12,839 4,054
Old : 200,730: 6,901 757 13,886 167,104 182,033 187,891 196,676: 12,839 4,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 8,031: -815 -844 2,299 6,545 7,002 8,029 8,457: 2 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.4 6.9 83.2 90.7 93.6 98.0: 6.4 2.0
Old : 100.0: 3.4 0.4 6.9 83.2 90.7 93.6 98.0: 6.4 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 : 48: 4 2 5 41 35 47 40:
Old : 48: 4 2 5 41 35 47 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 : 30.3 36.9 49.3 58.0 22.8 33.9 35.3 48.3
Old : 30.3 36.9 49.3 58.0 22.8 33.9 35.3 48.3
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, September 18, 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 : 198,770: 6,231 13,715 8,305 167,966 167,571 182,502 189,591: 16,268 9,179
Old : 198,770: 6,231 13,715 8,305 167,966 167,571 182,502 189,591: 16,268 9,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 9,895: 304 -700 -599 9,953 11,617 9,658 10,318: 237 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 6.9 4.2 84.5 84.3 91.8 95.4: 8.2 4.6
Old : 100.0: 3.1 6.9 4.2 84.5 84.3 91.8 95.4: 8.2 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 : 53: 2 5 7 44 37 51 44:
Old : 53: 2 5 7 44 37 51 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 : 31.1 31.7 48.8 56.6 30.3 25.8 44.5 43.0
Old : 31.1 31.7 48.8 56.6 30.3 25.8 44.5 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,510: 0 3,644 1,062 42,199 38,117 43,261 42,823: 10,249 10,687
Old : 53,510: 0 3,644 1,062 42,199 38,117 43,261 42,823: 10,249 10,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -409: 0 381 -242 -618 -1,646 -860 -1,507: 451 1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 2.0 78.9 71.2 80.8 80.0: 19.2 20.0
Old : 100.0: 0.0 6.8 2.0 78.9 71.2 80.8 80.0: 19.2 20.0
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 1 20 21 21 23:
Old : 27: 0 2 1 20 21 21 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 : 34.7 32.0 53.7 54.9 30.3 28.2 46.8 42.1
Old : 34.7 32.0 53.7 54.9 30.3 28.2 46.8 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 219,902: 27,051 11,313 13,849 162,511 172,416 203,411 197,578: 16,491 22,324
Old : 219,902: 27,051 11,313 13,849 162,511 172,416 203,411 197,578: 16,491 22,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -56: -1,125 3,137 -352 1,323 -2,869 -154 -84: 98 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 5.1 6.3 73.9 78.4 92.5 89.8: 7.5 10.2
Old : 100.0: 12.3 5.1 6.3 73.9 78.4 92.5 89.8: 7.5 10.2
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 : 47: 4 3 6 37 38 43 45:
Old : 47: 4 3 6 37 38 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 30.5 46.4 47.4 23.0 24.6 33.5 34.8
Old : 31.0 30.5 46.4 47.4 23.0 24.6 33.5 34.8
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, September 18, 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 : 76,460: 4,214 12,868 3,409 62,927 49,630 70,550 65,907: 5,910 10,553
Old : 76,460: 4,214 12,868 3,409 62,927 49,630 70,550 65,907: 5,910 10,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 2,314: 0 2,616 -680 3,859 406 3,179 2,342: -865 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 16.8 4.5 82.3 64.9 92.3 86.2: 7.7 13.8
Old : 100.0: 5.5 16.8 4.5 82.3 64.9 92.3 86.2: 7.7 13.8
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 : 39: 2 4 4 27 26 31 32:
Old : 39: 2 4 4 27 26 31 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 : 32.9 33.9 54.7 49.8 28.8 27.7 43.5 38.6
Old : 32.9 33.9 54.7 49.8 28.8 27.7 43.5 38.6
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, September 18, 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 : 2,833,967: 402,030 205,651 879,075 1,525,375 1,732,383 2,806,480 2,817,109: 27,487 16,858
Old : 2,833,967: 402,030 205,651 879,075 1,525,375 1,732,383 2,806,480 2,817,109: 27,487 16,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 76,203: 13,686 29,253 14,620 47,364 30,403 75,670 74,276: 533 1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.3 31.0 53.8 61.1 99.0 99.4: 1.0 0.6
Old : 100.0: 14.2 7.3 31.0 53.8 61.1 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 28 21 43 105 96 152 141:
Old : 157: 28 21 43 105 96 152 141:
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 : 31.0 41.0 46.1 54.1 13.4 22.9 18.9 26.6
Old : 31.0 41.0 46.1 54.1 13.4 22.9 18.9 26.6
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, September 18, 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 : 1,028,977: 122,451 224,074 253,162 650,741 549,673 1,026,354 1,026,909: 2,623 2,068
Old : 1,028,977: 122,451 224,074 253,162 650,741 549,673 1,026,354 1,026,909: 2,623 2,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 14,793: 14,273 2,160 6,979 -6,984 5,132 14,268 14,271: 525 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 21.8 24.6 63.2 53.4 99.7 99.8: 0.3 0.2
Old : 100.0: 11.9 21.8 24.6 63.2 53.4 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: 23 20 35 42 40 80 80:
Old : 86: 23 20 35 42 40 80 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 33.0 60.5 51.8 30.0 25.3 37.7 36.5
Old : 44.0 33.0 60.5 51.8 30.0 25.3 37.7 36.5
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, September 18, 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 : 100,520: 1,979 847 4,953 92,722 93,875 99,654 99,675: 866 845
Old : 100,520: 1,979 847 4,953 92,722 93,875 99,654 99,675: 866 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 1,077: -278 20 88 1,338 1,086 1,149 1,194: -72 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.8 4.9 92.2 93.4 99.1 99.2: 0.9 0.8
Old : 100.0: 2.0 0.8 4.9 92.2 93.4 99.1 99.2: 0.9 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 : 49: 10 3 11 32 30 45 41:
Old : 49: 10 3 11 32 30 45 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 : 50.3 43.1 72.9 67.9 13.9 14.7 19.6 19.1
Old : 50.3 43.1 72.9 67.9 13.9 14.7 19.6 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 16,338: 1,484 0 351 14,420 15,904 16,255 16,255: 83 83
Old : 16,338: 1,484 0 351 14,420 15,904 16,255 16,255: 83 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 2.1 88.3 97.3 99.5 99.5: 0.5 0.5
Old : 100.0: 9.1 0.0 2.1 88.3 97.3 99.5 99.5: 0.5 0.5
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 : 26: 2 0 2 13 20 15 22:
Old : 26: 2 0 2 13 20 15 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 : 69.4 79.0 90.4 90.8 50.9 63.2 65.5 67.7
Old : 69.4 79.0 90.4 90.8 50.9 63.2 65.5 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 28,645: 5,193 160 669 21,348 26,460 27,210 27,290: 1,435 1,355
Old : 28,645: 5,193 160 669 21,348 26,460 27,210 27,290: 1,435 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -482: -498 0 41 -28 -548 -484 -507: 2 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 0.6 2.3 74.5 92.4 95.0 95.3: 5.0 4.7
Old : 100.0: 18.1 0.6 2.3 74.5 92.4 95.0 95.3: 5.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 2 19 20 22 23:
Old : 27: 3 1 2 19 20 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 : 60.4 64.5 79.9 78.6 34.0 31.6 42.3 38.7
Old : 60.4 64.5 79.9 78.6 34.0 31.6 42.3 38.7
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, September 18, 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 : 11,551: 422 344 60 9,451 10,839 9,933 11,243: 1,618 308
Old : 11,551: 422 344 60 9,451 10,839 9,933 11,243: 1,618 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 20: 0 -24 24 -4 -4 20 -4: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.0 0.5 81.8 93.8 86.0 97.3: 14.0 2.7
Old : 100.0: 3.7 3.0 0.5 81.8 93.8 86.0 97.3: 14.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 15 12 18 14:
Old : 22: 1 2 2 15 12 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 : 46.9 71.0 66.3 88.0 40.5 60.4 55.8 72.7
Old : 46.9 71.0 66.3 88.0 40.5 60.4 55.8 72.7
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, September 18, 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 : 27,507: 955 734 217 24,467 25,664 25,639 26,615: 1,868 892
Old : 27,507: 955 734 217 24,467 25,664 25,639 26,615: 1,868 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -60: 0 -60 0 -40 0 -40 -60: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.7 0.8 88.9 93.3 93.2 96.8: 6.8 3.2
Old : 100.0: 3.5 2.7 0.8 88.9 93.3 93.2 96.8: 6.8 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 : 29: 1 1 2 22 21 24 23:
Old : 29: 1 1 2 22 21 24 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 : 46.9 53.7 66.7 77.1 31.5 44.5 45.0 53.1
Old : 46.9 53.7 66.7 77.1 31.5 44.5 45.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 24,626: 912 390 444 22,392 23,224 23,748 24,058: 878 568
Old : 24,626: 912 390 444 22,392 23,224 23,748 24,058: 878 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 50: 0 -54 24 272 320 296 290: -246 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.6 1.8 90.9 94.3 96.4 97.7: 3.6 2.3
Old : 100.0: 3.7 1.6 1.8 90.9 94.3 96.4 97.7: 3.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 3 19 17 22 20:
Old : 23: 2 1 3 19 17 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 67.7 72.9 85.4 37.0 44.6 45.3 52.3
Old : 54.7 67.7 72.9 85.4 37.0 44.6 45.3 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 9,746: 1,080 320 560 7,594 8,354 9,234 9,234: 512 512
Old : 9,746: 1,080 320 560 7,594 8,354 9,234 9,234: 512 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 56: 0 -80 80 -24 56 56 56: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 3.3 5.7 77.9 85.7 94.7 94.7: 5.3 5.3
Old : 100.0: 11.1 3.3 5.7 77.9 85.7 94.7 94.7: 5.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 15 15 18 17:
Old : 23: 2 1 2 15 15 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 : 58.3 55.4 79.0 79.7 37.9 40.9 48.2 48.1
Old : 58.3 55.4 79.0 79.7 37.9 40.9 48.2 48.1
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, September 18, 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 : 2,428,359: 263,686 122,272 839,733 1,220,198 1,353,706 2,323,617 2,315,712: 104,742 112,648
Old : 2,428,359: 263,686 122,272 839,733 1,220,198 1,353,706 2,323,617 2,315,712: 104,742 112,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -148,944: 14,243 -13,029 -108,628 -77,538 -47,718 -171,923 -169,376: 22,980 20,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 5.0 34.6 50.2 55.7 95.7 95.4: 4.3 4.6
Old : 100.0: 10.9 5.0 34.6 50.2 55.7 95.7 95.4: 4.3 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 : 357: 117 115 164 80 109 294 305:
Old : 357: 117 115 164 80 109 294 305:
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 : 21.9 21.8 32.3 32.6 6.7 5.1 9.8 8.1
Old : 21.9 21.8 32.3 32.6 6.7 5.1 9.8 8.1
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, September 18, 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 : 96,257: 19,159 15,186 3,189 49,108 40,372 71,456 58,747: 24,801 37,510
Old : 96,257: 19,159 15,186 3,189 49,108 40,372 71,456 58,747: 24,801 37,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 3,586: 217 -237 12 2,689 766 2,918 541: 668 3,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.8 3.3 51.0 41.9 74.2 61.0: 25.8 39.0
Old : 100.0: 19.9 15.8 3.3 51.0 41.9 74.2 61.0: 25.8 39.0
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 3 3 16 16 20 20:
Old : 22: 2 3 3 16 16 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 : 40.4 30.0 59.1 45.7 39.9 27.2 53.7 39.3
Old : 40.4 30.0 59.1 45.7 39.9 27.2 53.7 39.3
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, September 18, 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 : 11,564: 0 0 0 11,564 11,564 11,564 11,564: 0 0
Old : 11,564: 0 0 0 11,564 11,564 11,564 11,564: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 203: -50 0 0 253 203 203 203: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 30: 0 0 0 23 25 23 25:
Old : 30: 0 0 0 23 25 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 52.8 67.4 76.8 27.6 31.2 38.1 38.3
Old : 39.4 52.8 67.4 76.8 27.6 31.2 38.1 38.3
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, September 18, 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 : 99,773: 10,286 21,939 26,348 57,658 46,748 94,292 95,035: 5,481 4,738
Old : 99,773: 10,286 21,939 26,348 57,658 46,748 94,292 95,035: 5,481 4,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 1,567: 280 -20 1,151 115 2,366 1,546 3,497: 21 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 22.0 26.4 57.8 46.9 94.5 95.3: 5.5 4.7
Old : 100.0: 10.3 22.0 26.4 57.8 46.9 94.5 95.3: 5.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 14 20 23 19 46 40:
Old : 47: 10 14 20 23 19 46 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 : 28.6 35.6 47.5 55.8 14.8 18.0 24.5 23.8
Old : 28.6 35.6 47.5 55.8 14.8 18.0 24.5 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 15,817: 9,608 3,751 212 4,337 11,171 14,157 15,134: 1,660 683
Old : 15,817: 9,608 3,751 212 4,337 11,171 14,157 15,134: 1,660 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -447: -753 142 -22 359 -578 -416 -458: -31 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 23.7 1.3 27.4 70.6 89.5 95.7: 10.5 4.3
Old : 100.0: 60.7 23.7 1.3 27.4 70.6 89.5 95.7: 10.5 4.3
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 : 109: 49 26 3 16 20 68 47:
Old : 109: 49 26 3 16 20 68 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 37.4 57.4 55.8 46.3 35.3 57.2 53.1
Old : 46.3 37.4 57.4 55.8 46.3 35.3 57.2 53.1
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, September 18, 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 : 12,205: 7,103 1,148 173 2,554 10,163 9,830 11,484: 2,375 721
Old : 12,205: 7,103 1,148 173 2,554 10,163 9,830 11,484: 2,375 721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 853: 1,037 177 68 -394 651 711 896: 142 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 9.4 1.4 20.9 83.3 80.5 94.1: 19.5 5.9
Old : 100.0: 58.2 9.4 1.4 20.9 83.3 80.5 94.1: 19.5 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 : 75: 35 8 3 10 22 47 33:
Old : 75: 35 8 3 10 22 47 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 : 22.2 48.8 35.0 67.1 22.2 48.8 34.9 66.4
Old : 22.2 48.8 35.0 67.1 22.2 48.8 34.9 66.4
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, September 18, 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 : 218,551: 58,806 10,804 24,213 117,755 167,688 200,774 202,705: 17,776 15,846
Old : 218,551: 58,806 10,804 24,213 117,755 167,688 200,774 202,705: 17,776 15,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 20,214: 9,346 -944 2,383 7,101 17,317 18,830 18,756: 1,384 1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.9 11.1 53.9 76.7 91.9 92.7: 8.1 7.3
Old : 100.0: 26.9 4.9 11.1 53.9 76.7 91.9 92.7: 8.1 7.3
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 : 192: 69 26 36 80 88 166 134:
Old : 192: 69 26 36 80 88 166 134:
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 : 19.3 29.6 31.7 41.7 11.8 15.6 16.8 23.3
Old : 19.3 29.6 31.7 41.7 11.8 15.6 16.8 23.3
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, September 18, 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 : 3,400: 300 0 0 3,050 3,200 3,350 3,200: 50 200
Old : 3,400: 300 0 0 3,050 3,200 3,350 3,200: 50 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 150: -50 0 0 150 0 100 0: 50 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 0.0 89.7 94.1 98.5 94.1: 1.5 5.9
Old : 100.0: 8.8 0.0 0.0 89.7 94.1 98.5 94.1: 1.5 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 : 22: 1 0 0 11 15 12 15:
Old : 22: 1 0 0 11 15 12 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 : 69.1 58.8 91.2 82.4 64.0 52.9 83.1 73.5
Old : 69.1 58.8 91.2 82.4 64.0 52.9 83.1 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008