GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,320: 0 650 0 6,420 6,670 6,420 7,320: 900 0
Old : 7,320: 0 650 0 6,420 6,670 6,420 7,320: 900 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 250: 0 75 0 250 175 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 0.0 87.7 91.1 87.7 100.0: 12.3 0.0
Old : 100.0: 0.0 8.9 0.0 87.7 91.1 87.7 100.0: 12.3 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 : 29: 0 2 0 19 19 19 21:
Old : 29: 0 2 0 19 19 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 : 47.1 45.7 68.4 70.1 36.6 29.9 44.0 44.5
Old : 47.1 45.7 68.4 70.1 36.6 29.9 44.0 44.5
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, October 23, 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 : 12,050: 375 1,079 120 11,195 10,761 11,690 11,960: 360 90
Old : 12,050: 375 1,079 120 11,195 10,761 11,690 11,960: 360 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -25: 75 0 0 -100 -25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 9.0 1.0 92.9 89.3 97.0 99.3: 3.0 0.7
Old : 100.0: 3.1 9.0 1.0 92.9 89.3 97.0 99.3: 3.0 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 : 39: 1 1 1 29 28 31 30:
Old : 39: 1 1 1 29 28 31 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 : 40.5 39.9 63.4 64.3 36.3 36.2 51.8 53.7
Old : 40.5 39.9 63.4 64.3 36.3 36.2 51.8 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,443: 0 0 0 1,741 1,636 1,741 1,636: 702 807
Old : 2,443: 0 0 0 1,741 1,636 1,741 1,636: 702 807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 115: 0 0 0 240 170 240 170: -125 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 71.3 67.0 71.3 67.0: 28.7 33.0
Old : 100.0: 0.0 0.0 0.0 71.3 67.0 71.3 67.0: 28.7 33.0
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: 0 0 0 20 20 20 20:
Old : 23: 0 0 0 20 20 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 : 35.0 32.3 52.2 49.3 24.6 23.4 35.4 31.9
Old : 35.0 32.3 52.2 49.3 24.6 23.4 35.4 31.9
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, October 23, 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 : 5,598: 0 34 101 5,113 5,071 5,214 5,206: 384 392
Old : 5,598: 0 34 101 5,113 5,071 5,214 5,206: 384 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 80: 0 5 10 -15 45 -5 60: 85 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 1.8 91.3 90.6 93.1 93.0: 6.9 7.0
Old : 100.0: 0.0 0.6 1.8 91.3 90.6 93.1 93.0: 6.9 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 : 40: 0 1 2 29 36 31 38:
Old : 40: 0 1 2 29 36 31 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 40.7 62.6 54.6 17.7 12.1 25.4 17.9
Old : 45.8 40.7 62.6 54.6 17.7 12.1 25.4 17.9
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, October 23, 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 : 274,609: 50,634 15,151 47,645 133,410 181,471 231,689 244,267: 42,920 30,342
Old : 274,609: 50,634 15,151 47,645 133,410 181,471 231,689 244,267: 42,920 30,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -1,601: 1,077 658 227 -1,145 -846 158 38: -1,759 -1,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 5.5 17.4 48.6 66.1 84.4 89.0: 15.6 11.0
Old : 100.0: 18.4 5.5 17.4 48.6 66.1 84.4 89.0: 15.6 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 : 152: 45 29 42 64 72 135 121:
Old : 152: 45 29 42 64 72 135 121:
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 : 18.7 20.8 30.3 31.2 14.6 15.7 22.1 22.2
Old : 18.7 20.8 30.3 31.2 14.6 15.7 22.1 22.2
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, October 23, 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 : 1,214,827: 78,656 144,002 506,298 555,874 525,448 1,140,828 1,175,748: 73,999 39,079
Old : 1,214,827: 78,656 144,002 506,298 555,874 525,448 1,140,828 1,175,748: 73,999 39,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 14,053: 14,312 4,559 6,812 -7,606 6,632 13,519 18,004: 534 -3,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 11.9 41.7 45.8 43.3 93.9 96.8: 6.1 3.2
Old : 100.0: 6.5 11.9 41.7 45.8 43.3 93.9 96.8: 6.1 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 : 236: 67 79 104 84 72 210 201:
Old : 236: 67 79 104 84 72 210 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 32.9 47.2 49.4 5.9 9.2 8.7 12.2
Old : 34.8 32.9 47.2 49.4 5.9 9.2 8.7 12.2
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, October 23, 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 : 102,655: 812 12,663 1,826 86,729 72,941 89,367 87,430: 13,288 15,225
Old : 102,655: 812 12,663 1,826 86,729 72,941 89,367 87,430: 13,288 15,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 4,699: 812 398 73 1,680 1,206 2,565 1,677: 2,134 3,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 12.3 1.8 84.5 71.1 87.1 85.2: 12.9 14.8
Old : 100.0: 0.8 12.3 1.8 84.5 71.1 87.1 85.2: 12.9 14.8
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 : 28: 1 3 2 20 16 22 20:
Old : 28: 1 3 2 20 16 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 : 51.6 52.0 70.9 68.5 50.7 51.2 68.9 66.4
Old : 51.6 52.0 70.9 68.5 50.7 51.2 68.9 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,894: 0 10,054 3,430 71,480 54,012 74,910 67,496: 5,984 13,398
Old : 80,894: 0 10,054 3,430 71,480 54,012 74,910 67,496: 5,984 13,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 858: 0 -1,449 571 304 1,473 875 595: -17 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.4 4.2 88.4 66.8 92.6 83.4: 7.4 16.6
Old : 100.0: 0.0 12.4 4.2 88.4 66.8 92.6 83.4: 7.4 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 1 25 21 26 23:
Old : 30: 0 2 1 25 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 : 43.6 31.6 67.9 53.8 42.1 27.8 61.8 45.9
Old : 43.6 31.6 67.9 53.8 42.1 27.8 61.8 45.9
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, October 23, 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 : 148,199: 19,604 3,220 3,010 115,164 130,893 137,778 137,123: 10,421 11,076
Old : 148,199: 19,604 3,220 3,010 115,164 130,893 137,778 137,123: 10,421 11,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -1,313: -2,646 628 392 1,066 -3,518 -1,188 -2,498: -125 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.2 2.0 77.7 88.3 93.0 92.5: 7.0 7.5
Old : 100.0: 13.2 2.2 2.0 77.7 88.3 93.0 92.5: 7.0 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 3 2 32 31 36 35:
Old : 46: 3 3 2 32 31 36 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 : 46.3 43.9 61.8 61.4 43.1 43.3 54.2 57.6
Old : 46.3 43.9 61.8 61.4 43.1 43.3 54.2 57.6
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, October 23, 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 : 111,052: 14,028 10,327 3,804 84,481 86,220 102,313 100,351: 8,739 10,701
Old : 111,052: 14,028 10,327 3,804 84,481 86,220 102,313 100,351: 8,739 10,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -1,063: 0 -1,741 -179 1,429 584 1,250 -1,336: -2,313 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.3 3.4 76.1 77.6 92.1 90.4: 7.9 9.6
Old : 100.0: 12.6 9.3 3.4 76.1 77.6 92.1 90.4: 7.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 2 19 19 23 21:
Old : 30: 2 2 2 19 19 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 : 34.4 57.5 60.0 76.8 33.7 49.3 56.4 63.9
Old : 34.4 57.5 60.0 76.8 33.7 49.3 56.4 63.9
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, October 23, 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 : 58,110: 14,667 768 2,379 33,719 48,230 50,765 51,377: 7,345 6,733
Old : 58,110: 14,667 768 2,379 33,719 48,230 50,765 51,377: 7,345 6,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -487: -882 0 30 -185 -455 -1,037 -425: 550 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 1.3 4.1 58.0 83.0 87.4 88.4: 12.6 11.6
Old : 100.0: 25.2 1.3 4.1 58.0 83.0 87.4 88.4: 12.6 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 : 21: 4 1 3 10 14 15 17:
Old : 21: 4 1 3 10 14 15 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 : 62.1 59.5 78.6 73.5 58.8 54.8 67.2 64.6
Old : 62.1 59.5 78.6 73.5 58.8 54.8 67.2 64.6
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, October 23, 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 : 60,119: 9,141 174 3,290 39,516 48,063 51,947 51,527: 8,172 8,592
Old : 60,119: 9,141 174 3,290 39,516 48,063 51,947 51,527: 8,172 8,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 4,360: 1,377 0 -263 2,083 5,963 3,197 5,700: 1,163 -1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.3 5.5 65.7 79.9 86.4 85.7: 13.6 14.3
Old : 100.0: 15.2 0.3 5.5 65.7 79.9 86.4 85.7: 13.6 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 : 28: 2 1 2 17 23 20 25:
Old : 28: 2 1 2 17 23 20 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 : 54.6 31.9 77.2 51.3 46.2 31.4 62.0 48.8
Old : 54.6 31.9 77.2 51.3 46.2 31.4 62.0 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,502: 4,563 4,206 3,672 74,343 72,234 82,578 80,112: 6,924 9,390
Old : 89,502: 4,563 4,206 3,672 74,343 72,234 82,578 80,112: 6,924 9,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -622: -1,212 1,406 -1,533 1,922 -302 -823 -429: 201 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.7 4.1 83.1 80.7 92.3 89.5: 7.7 10.5
Old : 100.0: 5.1 4.7 4.1 83.1 80.7 92.3 89.5: 7.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 2 4 26 31 30 35:
Old : 43: 2 2 4 26 31 30 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 : 44.9 24.6 66.5 40.2 40.1 22.5 57.8 35.6
Old : 44.9 24.6 66.5 40.2 40.1 22.5 57.8 35.6
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, October 23, 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 : 98,543: 4,974 1,424 2,642 73,102 86,553 80,718 90,619: 17,825 7,924
Old : 98,543: 4,974 1,424 2,642 73,102 86,553 80,718 90,619: 17,825 7,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 2,872: 188 136 -390 1,372 2,915 1,170 2,661: 1,702 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.4 2.7 74.2 87.8 81.9 92.0: 18.1 8.0
Old : 100.0: 5.0 1.4 2.7 74.2 87.8 81.9 92.0: 18.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 3 23 23 26 26:
Old : 33: 1 2 3 23 23 26 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 : 41.4 43.8 64.9 64.7 38.4 41.1 58.8 59.8
Old : 41.4 43.8 64.9 64.7 38.4 41.1 58.8 59.8
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, October 23, 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 : 54,416: 13,473 1,350 4,369 31,802 39,477 49,644 45,196: 4,772 9,220
Old : 54,416: 13,473 1,350 4,369 31,802 39,477 49,644 45,196: 4,772 9,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -248: 1,123 60 132 -2,320 -879 -1,065 -687: 817 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 2.5 8.0 58.4 72.5 91.2 83.1: 8.8 16.9
Old : 100.0: 24.8 2.5 8.0 58.4 72.5 91.2 83.1: 8.8 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 : 25: 4 1 3 17 13 21 17:
Old : 25: 4 1 3 17 13 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 45.8 64.0 68.5 33.3 41.7 48.6 55.2
Old : 39.1 45.8 64.0 68.5 33.3 41.7 48.6 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 73,248: 8,015 7,131 5,663 54,644 50,994 68,322 63,788: 4,926 9,460
Old : 73,248: 8,015 7,131 5,663 54,644 50,994 68,322 63,788: 4,926 9,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 621: -244 544 -58 1,256 287 954 773: -333 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 9.7 7.7 74.6 69.6 93.3 87.1: 6.7 12.9
Old : 100.0: 10.9 9.7 7.7 74.6 69.6 93.3 87.1: 6.7 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 4 15 15 20 19:
Old : 24: 3 2 4 15 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 : 52.9 37.8 73.4 59.9 46.2 32.1 63.9 50.7
Old : 52.9 37.8 73.4 59.9 46.2 32.1 63.9 50.7
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, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,508: 22,978 4,544 1,332 58,424 78,667 82,734 84,543: 4,774 2,965
Old : 87,508: 22,978 4,544 1,332 58,424 78,667 82,734 84,543: 4,774 2,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,976: 2,282 932 0 94 2,050 2,376 2,982: -400 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 5.2 1.5 66.8 89.9 94.5 96.6: 5.5 3.4
Old : 100.0: 26.3 5.2 1.5 66.8 89.9 94.5 96.6: 5.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 1 25 30 27 32:
Old : 36: 2 1 1 25 30 27 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 : 53.8 39.7 70.8 59.9 42.7 30.6 54.7 46.1
Old : 53.8 39.7 70.8 59.9 42.7 30.6 54.7 46.1
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, October 23, 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 : 126,447: 12,270 2,709 7,783 94,751 102,751 114,804 113,243: 11,643 13,204
Old : 126,447: 12,270 2,709 7,783 94,751 102,751 114,804 113,243: 11,643 13,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 4,258: -88 -589 1,868 3,640 3,533 5,420 4,812: -1,162 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.1 6.2 74.9 81.3 90.8 89.6: 9.2 10.4
Old : 100.0: 9.7 2.1 6.2 74.9 81.3 90.8 89.6: 9.2 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 2 24 28 27 30:
Old : 37: 2 1 2 24 28 27 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 : 43.6 32.0 65.1 50.9 34.3 30.1 55.8 46.7
Old : 43.6 32.0 65.1 50.9 34.3 30.1 55.8 46.7
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, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 49,109: 0 1,015 2,257 38,025 37,507 40,282 40,779: 8,827 8,330
Old : 49,109: 0 1,015 2,257 38,025 37,507 40,282 40,779: 8,827 8,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -128: 0 0 0 -188 -128 -188 -128: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 4.6 77.4 76.4 82.0 83.0: 18.0 17.0
Old : 100.0: 0.0 2.1 4.6 77.4 76.4 82.0 83.0: 18.0 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 : 25: 0 1 1 16 18 17 19:
Old : 25: 0 1 1 16 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 : 53.6 37.4 71.7 64.1 52.8 37.4 65.6 58.9
Old : 53.6 37.4 71.7 64.1 52.8 37.4 65.6 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 137,566: 765 14,959 21,230 102,203 93,015 124,198 129,204: 13,368 8,362
Old : 137,566: 765 14,959 21,230 102,203 93,015 124,198 129,204: 13,368 8,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 3,212: 18 -2,060 2,459 826 2,844 3,303 3,243: -91 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 10.9 15.4 74.3 67.6 90.3 93.9: 9.7 6.1
Old : 100.0: 0.6 10.9 15.4 74.3 67.6 90.3 93.9: 9.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 5 7 32 25 39 32:
Old : 40: 2 5 7 32 25 39 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 : 26.5 38.0 45.0 60.8 23.9 31.8 34.4 44.5
Old : 26.5 38.0 45.0 60.8 23.9 31.8 34.4 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 94,483: 12 6,147 4,910 81,249 69,110 86,171 80,167: 8,312 14,316
Old : 94,483: 12 6,147 4,910 81,249 69,110 86,171 80,167: 8,312 14,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 2,507: -822 1,250 937 3,153 -506 3,268 1,681: -761 826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 5.2 86.0 73.1 91.2 84.8: 8.8 15.2
Old : 100.0: 0.0 6.5 5.2 86.0 73.1 91.2 84.8: 8.8 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 3 22 21 25 25:
Old : 32: 1 3 3 22 21 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 40.8 71.1 60.6 54.0 40.3 61.9 53.9
Old : 59.8 40.8 71.1 60.6 54.0 40.3 61.9 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 54,889: 8,400 1,200 0 44,589 49,563 52,989 50,763: 1,900 4,126
Old : 54,889: 8,400 1,200 0 44,589 49,563 52,989 50,763: 1,900 4,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 2,160: 0 0 0 2,160 2,160 2,160 2,160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 2.2 0.0 81.2 90.3 96.5 92.5: 3.5 7.5
Old : 100.0: 15.3 2.2 0.0 81.2 90.3 96.5 92.5: 3.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 11 15 13 16:
Old : 20: 2 1 0 11 15 13 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 : 67.3 50.3 91.2 83.0 58.9 47.6 75.1 67.9
Old : 67.3 50.3 91.2 83.0 58.9 47.6 75.1 67.9
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, October 23, 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 : 256,055: 10,603 2 6,408 225,763 237,446 242,774 243,856: 13,281 12,199
Old : 256,055: 10,603 2 6,408 225,763 237,446 242,774 243,856: 13,281 12,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 4,413: -2,852 0 1,653 5,869 3,294 4,670 4,947: -257 -534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 2.5 88.2 92.7 94.8 95.2: 5.2 4.8
Old : 100.0: 4.1 0.0 2.5 88.2 92.7 94.8 95.2: 5.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 6 1 6 47 43 54 49:
Old : 61: 6 1 6 47 43 54 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 55.8 50.4 66.7 29.3 51.9 42.4 58.1
Old : 34.2 55.8 50.4 66.7 29.3 51.9 42.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 197,905: 7,622 4,207 11,481 166,425 176,327 185,528 192,015: 12,377 5,890
Old : 197,905: 7,622 4,207 11,481 166,425 176,327 185,528 192,015: 12,377 5,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,809: 0 840 107 1,832 806 1,939 1,753: -130 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.1 5.8 84.1 89.1 93.7 97.0: 6.3 3.0
Old : 100.0: 3.9 2.1 5.8 84.1 89.1 93.7 97.0: 6.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 3 4 37 33 42 37:
Old : 46: 2 3 4 37 33 42 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 : 32.2 39.1 51.2 60.8 24.4 36.1 37.5 51.1
Old : 32.2 39.1 51.2 60.8 24.4 36.1 37.5 51.1
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, October 23, 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 : 225,006: 587 13,775 16,178 190,599 184,665 207,364 214,618: 17,642 10,388
Old : 225,006: 587 13,775 16,178 190,599 184,665 207,364 214,618: 17,642 10,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 2,640: -3,521 636 2,356 4,388 -49 3,223 2,943: -583 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 6.1 7.2 84.7 82.1 92.2 95.4: 7.8 4.6
Old : 100.0: 0.3 6.1 7.2 84.7 82.1 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 : 54: 2 5 5 45 40 51 46:
Old : 54: 2 5 5 45 40 51 46:
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 : 37.5 30.4 53.3 53.0 36.7 25.4 48.2 42.5
Old : 37.5 30.4 53.3 53.0 36.7 25.4 48.2 42.5
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, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,177: 0 2,431 1,654 39,557 38,331 41,211 42,416: 8,966 7,761
Old : 50,177: 0 2,431 1,654 39,557 38,331 41,211 42,416: 8,966 7,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 175: 0 426 -248 423 211 175 389: 0 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 3.3 78.8 76.4 82.1 84.5: 17.9 15.5
Old : 100.0: 0.0 4.8 3.3 78.8 76.4 82.1 84.5: 17.9 15.5
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: 0 2 1 19 20 20 22:
Old : 27: 0 2 1 19 20 20 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 : 31.5 32.5 50.3 55.5 28.2 26.1 43.9 41.2
Old : 31.5 32.5 50.3 55.5 28.2 26.1 43.9 41.2
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, October 23, 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 : 211,210: 23,864 10,061 13,852 156,781 166,203 194,497 190,116: 16,713 21,094
Old : 211,210: 23,864 10,061 13,852 156,781 166,203 194,497 190,116: 16,713 21,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -75: -878 -1,446 -671 85 1,586 -1,464 -531: 1,389 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.8 6.6 74.2 78.7 92.1 90.0: 7.9 10.0
Old : 100.0: 11.3 4.8 6.6 74.2 78.7 92.1 90.0: 7.9 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 2 6 38 36 44 42:
Old : 46: 4 2 6 38 36 44 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 : 31.1 28.7 45.4 47.1 24.3 24.4 34.1 36.3
Old : 31.1 28.7 45.4 47.1 24.3 24.4 34.1 36.3
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, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,724: 5,113 4,819 8,723 61,720 60,945 75,556 74,487: 6,168 7,237
Old : 81,724: 5,113 4,819 8,723 61,720 60,945 75,556 74,487: 6,168 7,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,605: 0 -2,254 1,767 927 3,320 2,694 2,833: -1,089 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 5.9 10.7 75.5 74.6 92.5 91.1: 7.5 8.9
Old : 100.0: 6.3 5.9 10.7 75.5 74.6 92.5 91.1: 7.5 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 : 38: 2 5 4 25 27 30 33:
Old : 38: 2 5 4 25 27 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 36.4 54.1 54.4 26.4 27.3 43.2 40.1
Old : 32.5 36.4 54.1 54.4 26.4 27.3 43.2 40.1
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, October 23, 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 : 2,762,776: 409,355 167,671 867,606 1,458,645 1,709,159 2,735,606 2,744,436: 27,170 18,340
Old : 2,762,776: 409,355 167,671 867,606 1,458,645 1,709,159 2,735,606 2,744,436: 27,170 18,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 52,114: -1,982 8,102 6,876 50,244 37,898 55,138 52,876: -3,024 -762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 6.1 31.4 52.8 61.9 99.0 99.3: 1.0 0.7
Old : 100.0: 14.8 6.1 31.4 52.8 61.9 99.0 99.3: 1.0 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 : 161: 30 20 43 107 94 155 140:
Old : 161: 30 20 43 107 94 155 140:
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 40.2 47.2 55.3 13.2 22.9 17.9 26.7
Old : 33.6 40.2 47.2 55.3 13.2 22.9 17.9 26.7
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, October 23, 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 : 942,038: 90,455 196,051 231,923 615,971 510,972 938,349 938,946: 3,689 3,092
Old : 942,038: 90,455 196,051 231,923 615,971 510,972 938,349 938,946: 3,689 3,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 29,847: 5,142 -9,257 23,788 4,573 18,500 33,503 33,031: -3,656 -3,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 20.8 24.6 65.4 54.2 99.6 99.7: 0.4 0.3
Old : 100.0: 9.6 20.8 24.6 65.4 54.2 99.6 99.7: 0.4 0.3
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 : 91: 21 27 38 42 41 83 86:
Old : 91: 21 27 38 42 41 83 86:
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 : 41.0 32.4 59.9 51.6 30.9 24.3 37.8 35.0
Old : 41.0 32.4 59.9 51.6 30.9 24.3 37.8 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 11,359: 110 0 435 10,073 10,504 10,618 10,939: 741 420
Old : 11,359: 110 0 435 10,073 10,504 10,618 10,939: 741 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 3.8 88.7 92.5 93.5 96.3: 6.5 3.7
Old : 100.0: 1.0 0.0 3.8 88.7 92.5 93.5 96.3: 6.5 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 : 20: 2 0 1 16 14 18 15:
Old : 20: 2 0 1 16 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 72.1 80.6 87.9 54.2 70.9 70.9 75.1
Old : 55.2 72.1 80.6 87.9 54.2 70.9 70.9 75.1
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, October 23, 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 : 101,399: 2,095 672 5,899 92,307 93,777 100,300 100,348: 1,099 1,051
Old : 101,399: 2,095 672 5,899 92,307 93,777 100,300 100,348: 1,099 1,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 2,547: -109 -0 308 2,596 2,207 2,795 2,515: -248 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.7 5.8 91.0 92.5 98.9 99.0: 1.1 1.0
Old : 100.0: 2.1 0.7 5.8 91.0 92.5 98.9 99.0: 1.1 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 : 43: 7 3 9 29 28 39 37:
Old : 43: 7 3 9 29 28 39 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 : 49.4 43.0 70.7 65.6 13.8 14.9 19.3 20.3
Old : 49.4 43.0 70.7 65.6 13.8 14.9 19.3 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 15,319: 1,280 45 512 13,399 14,698 15,191 15,255: 128 64
Old : 15,319: 1,280 45 512 13,399 14,698 15,191 15,255: 128 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 128: 0 0 0 128 128 128 128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.3 3.3 87.5 95.9 99.2 99.6: 0.8 0.4
Old : 100.0: 8.4 0.3 3.3 87.5 95.9 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 12 20 14 22:
Old : 27: 1 1 2 12 20 14 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 : 70.6 78.1 90.6 89.0 53.3 63.0 67.8 67.0
Old : 70.6 78.1 90.6 89.0 53.3 63.0 67.8 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 31,939: 5,237 120 598 25,590 31,138 31,425 31,856: 514 83
Old : 31,939: 5,237 120 598 25,590 31,138 31,425 31,856: 514 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -89: 12 0 42 -105 -86 -51 -44: -37 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.4 1.9 80.1 97.5 98.4 99.7: 1.6 0.3
Old : 100.0: 16.4 0.4 1.9 80.1 97.5 98.4 99.7: 1.6 0.3
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 : 28: 2 1 2 21 21 23 24:
Old : 28: 2 1 2 21 21 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 65.9 81.9 82.6 30.0 27.5 36.9 33.8
Old : 63.2 65.9 81.9 82.6 30.0 27.5 36.9 33.8
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, October 23, 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 : 11,086: 240 162 84 9,448 10,482 9,772 10,728: 1,314 358
Old : 11,086: 240 162 84 9,448 10,482 9,772 10,728: 1,314 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 88: 0 0 0 88 88 88 88: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.5 0.8 85.2 94.6 88.1 96.8: 11.9 3.2
Old : 100.0: 2.2 1.5 0.8 85.2 94.6 88.1 96.8: 11.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 16 13 18 15:
Old : 22: 1 1 2 16 13 18 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 : 47.7 69.6 67.4 87.0 40.7 57.3 56.1 71.9
Old : 47.7 69.6 67.4 87.0 40.7 57.3 56.1 71.9
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, October 23, 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 : 29,272: 962 1,064 1,170 25,382 26,052 27,514 28,286: 1,758 986
Old : 29,272: 962 1,064 1,170 25,382 26,052 27,514 28,286: 1,758 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 566: 0 120 240 286 174 526 534: 40 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.6 4.0 86.7 89.0 94.0 96.6: 6.0 3.4
Old : 100.0: 3.3 3.6 4.0 86.7 89.0 94.0 96.6: 6.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 24 22 27 25:
Old : 30: 1 2 3 24 22 27 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 : 46.4 50.0 66.0 70.0 31.5 39.6 44.2 49.2
Old : 46.4 50.0 66.0 70.0 31.5 39.6 44.2 49.2
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, October 23, 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 : 25,726: 712 454 1,324 22,892 23,244 24,928 25,022: 798 704
Old : 25,726: 712 454 1,324 22,892 23,244 24,928 25,022: 798 704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 786: 180 -24 0 650 810 830 786: -44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.8 5.1 89.0 90.4 96.9 97.3: 3.1 2.7
Old : 100.0: 2.8 1.8 5.1 89.0 90.4 96.9 97.3: 3.1 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 : 26: 1 2 3 21 17 24 20:
Old : 26: 1 2 3 21 17 24 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 : 54.0 63.3 73.9 79.6 31.4 36.6 42.7 43.9
Old : 54.0 63.3 73.9 79.6 31.4 36.6 42.7 43.9
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, October 23, 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 : 10,164: 1,240 520 320 8,119 8,814 9,679 9,654: 485 510
Old : 10,164: 1,240 520 320 8,119 8,814 9,679 9,654: 485 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 716: 0 0 0 696 716 696 716: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 5.1 3.1 79.9 86.7 95.2 95.0: 4.8 5.0
Old : 100.0: 12.2 5.1 3.1 79.9 86.7 95.2 95.0: 4.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 13 14 16 16:
Old : 20: 2 1 2 13 14 16 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 : 59.4 54.5 81.3 78.7 40.2 41.6 51.9 52.6
Old : 59.4 54.5 81.3 78.7 40.2 41.6 51.9 52.6
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, October 23, 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 : 2,523,149: 260,258 138,689 941,206 1,235,447 1,358,358 2,436,912 2,438,253: 86,237 84,895
Old : 2,523,149: 260,258 138,689 941,206 1,235,447 1,358,358 2,436,912 2,438,253: 86,237 84,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -143,139: -4,663 4,848 -43,038 -83,587 -84,777 -131,288 -122,966: -11,852 -20,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 5.5 37.3 49.0 53.8 96.6 96.6: 3.4 3.4
Old : 100.0: 10.3 5.5 37.3 49.0 53.8 96.6 96.6: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 128 135 169 81 108 307 319:
Old : 378: 128 135 169 81 108 307 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 22.7 34.3 33.8 6.7 4.7 9.7 7.7
Old : 22.6 22.7 34.3 33.8 6.7 4.7 9.7 7.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 99,857: 19,967 23,150 5,728 46,427 28,636 72,122 57,514: 27,735 42,343
Old : 99,857: 19,967 23,150 5,728 46,427 28,636 72,122 57,514: 27,735 42,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 388: 392 2,095 -399 -350 -4,595 -357 -2,899: 745 3,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 23.2 5.7 46.5 28.7 72.2 57.6: 27.8 42.4
Old : 100.0: 20.0 23.2 5.7 46.5 28.7 72.2 57.6: 27.8 42.4
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 : 20: 3 4 5 12 11 18 17:
Old : 20: 3 4 5 12 11 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 : 42.4 31.8 59.8 47.5 40.8 29.1 54.0 41.1
Old : 42.4 31.8 59.8 47.5 40.8 29.1 54.0 41.1
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, October 23, 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 : 15,847: 50 600 0 15,797 15,247 15,847 15,847: 0 0
Old : 15,847: 50 600 0 15,797 15,247 15,847 15,847: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 3,400: 50 600 0 3,350 2,800 3,400 3,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.8 0.0 99.7 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 3.8 0.0 99.7 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 0 30 33 31 34:
Old : 37: 1 1 0 30 33 31 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 : 42.2 51.1 64.8 70.7 29.9 29.0 40.0 40.3
Old : 42.2 51.1 64.8 70.7 29.9 29.0 40.0 40.3
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, October 23, 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 : 113,994: 13,388 28,500 31,385 63,576 48,263 108,349 108,148: 5,645 5,846
Old : 113,994: 13,388 28,500 31,385 63,576 48,263 108,349 108,148: 5,645 5,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -955: 808 511 1,414 -3,230 -3,113 -1,008 -1,188: 53 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 25.0 27.5 55.8 42.3 95.0 94.9: 5.0 5.1
Old : 100.0: 11.7 25.0 27.5 55.8 42.3 95.0 94.9: 5.0 5.1
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 : 46: 6 18 20 21 19 43 41:
Old : 46: 6 18 20 21 19 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 29.7 51.5 51.7 19.5 16.3 26.1 22.7
Old : 35.4 29.7 51.5 51.7 19.5 16.3 26.1 22.7
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, October 23, 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 : 16,714: 11,226 3,013 66 3,153 13,138 14,445 16,217: 2,269 497
Old : 16,714: 11,226 3,013 66 3,153 13,138 14,445 16,217: 2,269 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 454: 262 -103 -4 -40 325 218 218: 236 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 18.0 0.4 18.9 78.6 86.4 97.0: 13.6 3.0
Old : 100.0: 67.2 18.0 0.4 18.9 78.6 86.4 97.0: 13.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 50 16 4 12 25 66 42:
Old : 101: 50 16 4 12 25 66 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 : 49.8 36.3 61.8 54.5 49.8 35.5 61.8 53.6
Old : 49.8 36.3 61.8 54.5 49.8 35.5 61.8 53.6
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, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 15,504: 10,584 1,774 147 1,766 12,690 12,497 14,611: 3,007 893
Old : 15,504: 10,584 1,774 147 1,766 12,690 12,497 14,611: 3,007 893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 536: 575 3 -2 165 519 738 520: -202 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 11.4 0.9 11.4 81.8 80.6 94.2: 19.4 5.8
Old : 100.0: 68.3 11.4 0.9 11.4 81.8 80.6 94.2: 19.4 5.8
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 : 88: 43 9 1 7 29 51 38:
Old : 88: 43 9 1 7 29 51 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 41.9 33.9 60.0 21.5 41.9 33.9 59.5
Old : 21.5 41.9 33.9 60.0 21.5 41.9 33.9 59.5
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, October 23, 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 : 228,249: 64,956 7,930 28,182 115,149 176,220 208,287 212,333: 19,962 15,916
Old : 228,249: 64,956 7,930 28,182 115,149 176,220 208,287 212,333: 19,962 15,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 6,465: 3,565 106 1,394 2,159 7,187 7,118 8,687: -652 -2,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 3.5 12.3 50.4 77.2 91.3 93.0: 8.7 7.0
Old : 100.0: 28.5 3.5 12.3 50.4 77.2 91.3 93.0: 8.7 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 : 189: 69 24 38 82 89 171 133:
Old : 189: 69 24 38 82 89 171 133:
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 : 16.3 29.5 28.3 40.8 11.5 15.5 16.8 23.5
Old : 16.3 29.5 28.3 40.8 11.5 15.5 16.8 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 4,210: 325 0 0 3,070 3,025 3,395 3,025: 815 1,185
Old : 4,210: 325 0 0 3,070 3,025 3,395 3,025: 815 1,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 0.0 72.9 71.9 80.6 71.9: 19.4 28.1
Old : 100.0: 7.7 0.0 0.0 72.9 71.9 80.6 71.9: 19.4 28.1
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 : 20: 1 0 0 15 13 16 13:
Old : 20: 1 0 0 15 13 16 13:
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 : 48.7 36.8 67.0 59.4 41.6 29.2 53.6 44.8
Old : 48.7 36.8 67.0 59.4 41.6 29.2 53.6 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,550: 500 150 0 2,900 3,050 3,400 3,200: 150 350
Old : 3,550: 500 150 0 2,900 3,050 3,400 3,200: 150 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -50: 0 150 0 -125 -125 -125 25: 75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.2 0.0 81.7 85.9 95.8 90.1: 4.2 9.9
Old : 100.0: 14.1 4.2 0.0 81.7 85.9 95.8 90.1: 4.2 9.9
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 : 29: 2 1 0 17 15 19 16:
Old : 29: 2 1 0 17 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 49.3 67.6 67.6 45.1 47.2 63.4 65.5
Old : 45.1 49.3 67.6 67.6 45.1 47.2 63.4 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008