GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 7,077: 0 150 0 6,152 6,882 6,152 7,032: 925 45
Old : 7,077: 0 150 0 6,152 6,882 6,152 7,032: 925 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 435: 0 0 0 410 390 410 390: 25 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 86.9 97.2 86.9 99.4: 13.1 0.6
Old : 100.0: 0.0 2.1 0.0 86.9 97.2 86.9 99.4: 13.1 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 : 26: 0 1 0 15 20 15 21:
Old : 26: 0 1 0 15 20 15 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 : 54.4 56.2 74.2 76.8 45.1 43.6 55.8 56.7
Old : 54.4 56.2 74.2 76.8 45.1 43.6 55.8 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,857: 0 312 0 9,707 9,435 9,707 9,747: 150 110
Old : 9,857: 0 312 0 9,707 9,435 9,707 9,747: 150 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 455: 0 -100 0 455 555 455 455: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 98.5 95.7 98.5 98.9: 1.5 1.1
Old : 100.0: 0.0 3.2 0.0 98.5 95.7 98.5 98.9: 1.5 1.1
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: 0 3 0 29 30 29 33:
Old : 40: 0 3 0 29 30 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 43.4 72.8 62.7 41.6 32.8 50.8 47.4
Old : 47.6 43.4 72.8 62.7 41.6 32.8 50.8 47.4
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, November 20, 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 : 2,687: 0 0 0 1,827 2,007 1,827 2,007: 860 680
Old : 2,687: 0 0 0 1,827 2,007 1,827 2,007: 860 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 166: 0 0 0 172 154 172 154: -6 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 68.0 74.7 68.0 74.7: 32.0 25.3
Old : 100.0: 0.0 0.0 0.0 68.0 74.7 68.0 74.7: 32.0 25.3
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 : 22: 0 0 0 17 19 17 19:
Old : 22: 0 0 0 17 19 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 : 37.0 38.8 55.8 57.5 23.2 22.1 29.4 31.6
Old : 37.0 38.8 55.8 57.5 23.2 22.1 29.4 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 5,288: 20 10 100 4,871 4,847 4,991 4,957: 297 331
Old : 5,288: 20 10 100 4,871 4,847 4,991 4,957: 297 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 5: 0 0 -25 105 55 80 30: -75 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.2 1.9 92.1 91.7 94.4 93.7: 5.6 6.3
Old : 100.0: 0.4 0.2 1.9 92.1 91.7 94.4 93.7: 5.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 1 2 28 36 30 38:
Old : 39: 1 1 2 28 36 30 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 : 47.2 35.2 62.0 50.7 16.1 11.9 22.4 17.3
Old : 47.2 35.2 62.0 50.7 16.1 11.9 22.4 17.3
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, November 20, 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 : 277,489: 41,394 18,366 54,839 142,142 175,791 238,375 248,996: 39,113 28,493
Old : 277,489: 41,394 18,366 54,839 142,142 175,791 238,375 248,996: 39,113 28,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 12,136: 2,139 -640 6,199 3,373 4,926 11,710 10,485: 426 1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 6.6 19.8 51.2 63.4 85.9 89.7: 14.1 10.3
Old : 100.0: 14.9 6.6 19.8 51.2 63.4 85.9 89.7: 14.1 10.3
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 : 156: 47 23 43 76 81 142 130:
Old : 156: 47 23 43 76 81 142 130:
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 : 18.8 17.5 30.5 27.1 14.0 11.3 20.7 17.3
Old : 18.8 17.5 30.5 27.1 14.0 11.3 20.7 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 1,252,533: 72,416 155,369 522,940 581,947 536,810 1,177,303 1,215,120: 75,230 37,413
Old : 1,252,533: 72,416 155,369 522,940 581,947 536,810 1,177,303 1,215,120: 75,230 37,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 14,840: 12,372 -1,149 2,324 -904 17,079 13,793 18,255: 1,047 -3,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 12.4 41.8 46.5 42.9 94.0 97.0: 6.0 3.0
Old : 100.0: 5.8 12.4 41.8 46.5 42.9 94.0 97.0: 6.0 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 : 229: 72 66 96 81 72 202 191:
Old : 229: 72 66 96 81 72 202 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 32.9 46.9 50.0 6.4 9.7 9.3 12.4
Old : 33.7 32.9 46.9 50.0 6.4 9.7 9.3 12.4
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, November 20, 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 : 106,309: 0 12,828 1,535 95,754 79,403 97,289 93,766: 9,020 12,543
Old : 106,309: 0 12,828 1,535 95,754 79,403 97,289 93,766: 9,020 12,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -22: 0 232 -68 -168 -186 -236 -22: 214 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.1 1.4 90.1 74.7 91.5 88.2: 8.5 11.8
Old : 100.0: 0.0 12.1 1.4 90.1 74.7 91.5 88.2: 8.5 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 4 2 20 17 22 21:
Old : 30: 0 4 2 20 17 22 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 : 54.8 55.1 72.0 71.1 53.5 54.8 70.6 68.6
Old : 54.8 55.1 72.0 71.1 53.5 54.8 70.6 68.6
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, November 20, 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 : 81,450: 636 8,065 4,454 68,432 57,587 73,522 70,106: 7,928 11,344
Old : 81,450: 636 8,065 4,454 68,432 57,587 73,522 70,106: 7,928 11,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 5,148: 636 -863 1,338 2,595 3,878 4,569 4,353: 579 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 9.9 5.5 84.0 70.7 90.3 86.1: 9.7 13.9
Old : 100.0: 0.8 9.9 5.5 84.0 70.7 90.3 86.1: 9.7 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 : 30: 1 1 1 25 20 26 22:
Old : 30: 1 1 1 25 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 36.7 67.7 57.6 40.4 36.5 59.4 52.1
Old : 41.9 36.7 67.7 57.6 40.4 36.5 59.4 52.1
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, November 20, 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 : 156,709: 16,772 3,188 7,566 122,968 138,456 147,306 149,210: 9,403 7,499
Old : 156,709: 16,772 3,188 7,566 122,968 138,456 147,306 149,210: 9,403 7,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 13,542: -1,248 60 4,344 10,858 10,693 13,954 15,097: -412 -1,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 2.0 4.8 78.5 88.4 94.0 95.2: 6.0 4.8
Old : 100.0: 10.7 2.0 4.8 78.5 88.4 94.0 95.2: 6.0 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 : 43: 3 3 2 32 27 35 32:
Old : 43: 3 3 2 32 27 35 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 : 42.5 39.6 59.0 58.2 37.0 39.1 47.0 52.2
Old : 42.5 39.6 59.0 58.2 37.0 39.1 47.0 52.2
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, November 20, 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 : 110,182: 13,878 14,676 1,984 87,755 86,236 103,617 102,896: 6,565 7,286
Old : 110,182: 13,878 14,676 1,984 87,755 86,236 103,617 102,896: 6,565 7,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 3,220: 0 2,081 -92 4,563 4,927 4,471 6,916: -1,251 -3,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 13.3 1.8 79.6 78.3 94.0 93.4: 6.0 6.6
Old : 100.0: 12.6 13.3 1.8 79.6 78.3 94.0 93.4: 6.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 2 20 23 24 25:
Old : 34: 2 2 2 20 23 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 57.3 60.1 75.1 34.7 50.6 57.3 65.2
Old : 35.0 57.3 60.1 75.1 34.7 50.6 57.3 65.2
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, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,142: 14,802 948 2,362 29,800 47,202 46,964 50,512: 8,178 4,630
Old : 55,142: 14,802 948 2,362 29,800 47,202 46,964 50,512: 8,178 4,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,050: 1,779 0 -85 -768 1,073 926 988: 124 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 1.7 4.3 54.0 85.6 85.2 91.6: 14.8 8.4
Old : 100.0: 26.8 1.7 4.3 54.0 85.6 85.2 91.6: 14.8 8.4
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 : 22: 4 1 3 11 15 16 18:
Old : 22: 4 1 3 11 15 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 57.9 77.1 73.7 58.5 53.8 66.2 66.1
Old : 62.8 57.9 77.1 73.7 58.5 53.8 66.2 66.1
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, November 20, 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 : 58,768: 9,684 0 2,042 39,524 50,611 51,250 52,653: 7,518 6,115
Old : 58,768: 9,684 0 2,042 39,524 50,611 51,250 52,653: 7,518 6,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,222: 899 0 -92 1,453 3,232 2,260 3,140: -38 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 0.0 3.5 67.3 86.1 87.2 89.6: 12.8 10.4
Old : 100.0: 16.5 0.0 3.5 67.3 86.1 87.2 89.6: 12.8 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 : 28: 2 0 1 20 24 22 25:
Old : 28: 2 0 1 20 24 22 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 : 55.7 31.9 75.8 50.7 47.8 31.4 61.8 49.3
Old : 55.7 31.9 75.8 50.7 47.8 31.4 61.8 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,892: 7,857 2,019 3,457 68,059 69,893 79,373 75,369: 6,519 10,523
Old : 85,892: 7,857 2,019 3,457 68,059 69,893 79,373 75,369: 6,519 10,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,338: 2,237 -361 -159 -511 2,031 1,567 1,511: -229 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.4 4.0 79.2 81.4 92.4 87.7: 7.6 12.3
Old : 100.0: 9.1 2.4 4.0 79.2 81.4 92.4 87.7: 7.6 12.3
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 : 41: 2 2 4 24 30 28 34:
Old : 41: 2 2 4 24 30 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 25.6 67.7 41.2 36.4 25.4 60.8 39.5
Old : 41.9 25.6 67.7 41.2 36.4 25.4 60.8 39.5
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, November 20, 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 : 102,538: 2,592 877 3,975 81,524 89,778 88,091 94,630: 14,447 7,908
Old : 102,538: 2,592 877 3,975 81,524 89,778 88,091 94,630: 14,447 7,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 3,074: 1,180 529 -106 3,251 4,660 4,325 5,083: -1,251 -2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.9 3.9 79.5 87.6 85.9 92.3: 14.1 7.7
Old : 100.0: 2.5 0.9 3.9 79.5 87.6 85.9 92.3: 14.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 1 3 24 23 28 26:
Old : 36: 3 1 3 24 23 28 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 : 41.7 42.7 62.5 65.5 38.1 40.1 57.0 61.7
Old : 41.7 42.7 62.5 65.5 38.1 40.1 57.0 61.7
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, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,380: 19,160 372 3,743 28,116 42,945 51,019 47,060: 6,361 10,320
Old : 57,380: 19,160 372 3,743 28,116 42,945 51,019 47,060: 6,361 10,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -373: 274 0 -31 -3,413 -1,225 -3,170 -1,256: 2,797 883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 0.6 6.5 49.0 74.8 88.9 82.0: 11.1 18.0
Old : 100.0: 33.4 0.6 6.5 49.0 74.8 88.9 82.0: 11.1 18.0
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 : 26: 4 1 3 16 15 20 19:
Old : 26: 4 1 3 16 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 36.9 64.0 58.1 35.1 27.1 50.1 43.6
Old : 41.5 36.9 64.0 58.1 35.1 27.1 50.1 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,661: 7,089 6,185 8,507 53,179 48,720 68,775 63,412: 3,886 9,249
Old : 72,661: 7,089 6,185 8,507 53,179 48,720 68,775 63,412: 3,886 9,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,032: 1,039 -2,569 2,471 -1,308 1,715 2,202 1,617: -170 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.5 11.7 73.2 67.1 94.7 87.3: 5.3 12.7
Old : 100.0: 9.8 8.5 11.7 73.2 67.1 94.7 87.3: 5.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 4 16 15 20 19:
Old : 23: 3 1 4 16 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 38.9 73.8 63.7 44.2 27.6 60.5 47.2
Old : 50.9 38.9 73.8 63.7 44.2 27.6 60.5 47.2
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, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,407: 19,120 41 2,435 60,407 74,922 81,962 77,398: 4,445 9,009
Old : 86,407: 19,120 41 2,435 60,407 74,922 81,962 77,398: 4,445 9,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,262: -4,551 -1,007 775 4,796 265 1,020 33: 242 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 0.0 2.8 69.9 86.7 94.9 89.6: 5.1 10.4
Old : 100.0: 22.1 0.0 2.8 69.9 86.7 94.9 89.6: 5.1 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 : 34: 2 1 2 25 26 28 28:
Old : 34: 2 1 2 25 26 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 35.6 69.7 56.6 40.3 26.9 51.1 41.1
Old : 49.0 35.6 69.7 56.6 40.3 26.9 51.1 41.1
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, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 121,177: 9,418 461 6,228 96,111 103,522 111,757 110,211: 9,420 10,966
Old : 121,177: 9,418 461 6,228 96,111 103,522 111,757 110,211: 9,420 10,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 4,640: -1,895 -334 2,316 5,772 4,887 6,193 6,869: -1,553 -2,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.4 5.1 79.3 85.4 92.2 91.0: 7.8 9.0
Old : 100.0: 7.8 0.4 5.1 79.3 85.4 92.2 91.0: 7.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 1 2 28 31 31 33:
Old : 40: 2 1 2 28 31 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 : 42.8 30.3 64.2 48.5 35.8 29.1 56.4 44.9
Old : 42.8 30.3 64.2 48.5 35.8 29.1 56.4 44.9
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, November 20, 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 : 41,806: 1,245 0 880 28,294 32,609 30,419 33,489: 11,387 8,317
Old : 41,806: 1,245 0 880 28,294 32,609 30,419 33,489: 11,387 8,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -424: 0 0 0 -3,943 -887 -3,943 -887: 3,519 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 2.1 67.7 78.0 72.8 80.1: 27.2 19.9
Old : 100.0: 3.0 0.0 2.1 67.7 78.0 72.8 80.1: 27.2 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 14 18 15 19:
Old : 23: 1 0 1 14 18 15 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 : 53.3 40.5 67.9 63.9 52.8 40.5 59.6 62.3
Old : 53.3 40.5 67.9 63.9 52.8 40.5 59.6 62.3
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, November 20, 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 : 136,997: 1,058 16,843 22,532 97,229 90,041 120,819 129,416: 16,178 7,581
Old : 136,997: 1,058 16,843 22,532 97,229 90,041 120,819 129,416: 16,178 7,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,108: 0 3,621 -2,262 3,553 -164 1,291 1,195: -183 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 12.3 16.4 71.0 65.7 88.2 94.5: 11.8 5.5
Old : 100.0: 0.8 12.3 16.4 71.0 65.7 88.2 94.5: 11.8 5.5
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 : 39: 1 6 7 32 25 39 32:
Old : 39: 1 6 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 39.7 45.6 61.7 22.3 31.7 31.6 44.0
Old : 26.5 39.7 45.6 61.7 22.3 31.7 31.6 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 90,568: 344 4,471 5,859 75,052 66,885 81,255 77,215: 9,313 13,353
Old : 90,568: 344 4,471 5,859 75,052 66,885 81,255 77,215: 9,313 13,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 587: 13 2,301 -149 837 56 701 2,208: -114 -1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 4.9 6.5 82.9 73.9 89.7 85.3: 10.3 14.7
Old : 100.0: 0.4 4.9 6.5 82.9 73.9 89.7 85.3: 10.3 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 3 19 22 22 26:
Old : 31: 2 2 3 19 22 22 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 : 60.7 42.2 73.7 60.5 55.0 41.6 62.8 56.4
Old : 60.7 42.2 73.7 60.5 55.0 41.6 62.8 56.4
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, November 20, 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 : 60,252: 8,208 0 0 50,034 56,214 58,242 56,214: 2,010 4,038
Old : 60,252: 8,208 0 0 50,034 56,214 58,242 56,214: 2,010 4,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 4,651: 2,088 0 0 4,121 3,765 6,209 3,765: -1,558 886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.0 0.0 83.0 93.3 96.7 93.3: 3.3 6.7
Old : 100.0: 13.6 0.0 0.0 83.0 93.3 96.7 93.3: 3.3 6.7
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 0 11 19 15 19:
Old : 25: 4 0 0 11 19 15 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 : 59.4 41.8 83.0 73.4 51.5 38.5 66.6 59.7
Old : 59.4 41.8 83.0 73.4 51.5 38.5 66.6 59.7
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, November 20, 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 : 251,588: 13,420 6,695 3,385 227,743 232,032 244,548 242,112: 7,040 9,476
Old : 251,588: 13,420 6,695 3,385 227,743 232,032 244,548 242,112: 7,040 9,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 5,452: 6,097 1,106 -1,164 1,210 8,879 6,143 8,821: -691 -3,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.7 1.3 90.5 92.2 97.2 96.2: 2.8 3.8
Old : 100.0: 5.3 2.7 1.3 90.5 92.2 97.2 96.2: 2.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 3 5 7 51 47 58 55:
Old : 67: 3 5 7 51 47 58 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 : 33.8 56.0 51.5 66.7 29.6 51.9 43.9 58.3
Old : 33.8 56.0 51.5 66.7 29.6 51.9 43.9 58.3
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, November 20, 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 : 203,706: 8,164 3,949 11,639 172,179 179,709 191,982 195,297: 11,724 8,409
Old : 203,706: 8,164 3,949 11,639 172,179 179,709 191,982 195,297: 11,724 8,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 3,141: 0 789 306 3,140 2,139 3,446 3,234: -305 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.9 5.7 84.5 88.2 94.2 95.9: 5.8 4.1
Old : 100.0: 4.0 1.9 5.7 84.5 88.2 94.2 95.9: 5.8 4.1
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: 2 3 4 39 33 44 37:
Old : 46: 2 3 4 39 33 44 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 : 29.5 40.0 48.0 63.0 24.2 37.5 37.9 54.2
Old : 29.5 40.0 48.0 63.0 24.2 37.5 37.9 54.2
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, November 20, 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 : 223,415: 2,964 13,746 10,378 193,254 191,208 206,596 215,332: 16,819 8,083
Old : 223,415: 2,964 13,746 10,378 193,254 191,208 206,596 215,332: 16,819 8,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 4,053: -1,003 1,400 665 5,833 2,117 5,495 4,182: -1,442 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 6.2 4.6 86.5 85.6 92.5 96.4: 7.5 3.6
Old : 100.0: 1.3 6.2 4.6 86.5 85.6 92.5 96.4: 7.5 3.6
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 : 56: 2 5 5 45 41 51 47:
Old : 56: 2 5 5 45 41 51 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 : 37.5 37.3 53.1 58.6 36.8 31.1 47.3 46.1
Old : 37.5 37.3 53.1 58.6 36.8 31.1 47.3 46.1
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, November 20, 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 : 50,362: 679 248 2,662 37,862 38,832 41,203 41,742: 9,159 8,620
Old : 50,362: 679 248 2,662 37,862 38,832 41,203 41,742: 9,159 8,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,639: -639 0 637 2,650 727 2,648 1,364: -1,009 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.5 5.3 75.2 77.1 81.8 82.9: 18.2 17.1
Old : 100.0: 1.3 0.5 5.3 75.2 77.1 81.8 82.9: 18.2 17.1
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 : 26: 1 1 1 19 18 20 20:
Old : 26: 1 1 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 : 31.9 33.3 51.7 55.1 26.5 27.0 42.3 42.4
Old : 31.9 33.3 51.7 55.1 26.5 27.0 42.3 42.4
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, November 20, 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 : 204,579: 25,042 9,832 12,731 150,113 162,357 187,886 184,920: 16,693 19,659
Old : 204,579: 25,042 9,832 12,731 150,113 162,357 187,886 184,920: 16,693 19,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 4,233: 704 -1,319 487 3,683 4,819 4,874 3,987: -641 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.8 6.2 73.4 79.4 91.8 90.4: 8.2 9.6
Old : 100.0: 12.2 4.8 6.2 73.4 79.4 91.8 90.4: 8.2 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 : 44: 4 2 5 36 36 42 41:
Old : 44: 4 2 5 36 36 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 27.5 50.6 45.3 25.8 25.2 35.1 34.7
Old : 35.5 27.5 50.6 45.3 25.8 25.2 35.1 34.7
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, November 20, 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 : 77,331: 7,176 3,143 4,372 60,690 61,647 72,238 69,162: 5,093 8,169
Old : 77,331: 7,176 3,143 4,372 60,690 61,647 72,238 69,162: 5,093 8,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 219: -501 -660 -1,348 2,012 904 163 -1,104: 56 1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 4.1 5.7 78.5 79.7 93.4 89.4: 6.6 10.6
Old : 100.0: 9.3 4.1 5.7 78.5 79.7 93.4 89.4: 6.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 4 3 27 29 31 35:
Old : 39: 3 4 3 27 29 31 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 : 36.2 33.9 58.5 50.1 29.4 30.0 46.1 42.2
Old : 36.2 33.9 58.5 50.1 29.4 30.0 46.1 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 2,789,491: 480,793 141,756 859,557 1,418,401 1,767,913 2,758,751 2,769,226: 30,740 20,265
Old : 2,789,491: 480,793 141,756 859,557 1,418,401 1,767,913 2,758,751 2,769,226: 30,740 20,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 34,011: 14,214 3,055 6,567 12,035 20,879 32,816 30,501: 1,195 3,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 5.1 30.8 50.8 63.4 98.9 99.3: 1.1 0.7
Old : 100.0: 17.2 5.1 30.8 50.8 63.4 98.9 99.3: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 26 20 41 105 94 150 137:
Old : 157: 26 20 41 105 94 150 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 40.4 48.6 54.9 14.7 22.8 19.0 26.6
Old : 36.1 40.4 48.6 54.9 14.7 22.8 19.0 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, November 20, 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 : 966,054: 66,631 211,215 237,434 653,544 508,666 957,609 957,315: 8,445 8,739
Old : 966,054: 66,631 211,215 237,434 653,544 508,666 957,609 957,315: 8,445 8,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 20,080: -6,774 -7,616 15,616 6,970 7,413 15,812 15,413: 4,268 4,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 21.9 24.6 67.7 52.7 99.1 99.1: 0.9 0.9
Old : 100.0: 6.9 21.9 24.6 67.7 52.7 99.1 99.1: 0.9 0.9
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 : 88: 20 24 36 42 42 80 84:
Old : 88: 20 24 36 42 42 80 84:
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 : 42.0 32.5 59.6 51.2 33.6 23.5 41.0 33.1
Old : 42.0 32.5 59.6 51.2 33.6 23.5 41.0 33.1
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, November 20, 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 : 99,200: 1,775 507 6,413 90,261 91,103 98,450 98,024: 750 1,176
Old : 99,200: 1,775 507 6,413 90,261 91,103 98,450 98,024: 750 1,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 697: 52 22 84 558 351 695 457: 2 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.5 6.5 91.0 91.8 99.2 98.8: 0.8 1.2
Old : 100.0: 1.8 0.5 6.5 91.0 91.8 99.2 98.8: 0.8 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 : 47: 9 3 10 32 29 44 39:
Old : 47: 9 3 10 32 29 44 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 40.6 68.7 63.4 15.4 16.7 22.4 22.6
Old : 49.0 40.6 68.7 63.4 15.4 16.7 22.4 22.6
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, November 20, 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 : 15,388: 1,372 45 420 13,555 14,882 15,347 15,347: 41 41
Old : 15,388: 1,372 45 420 13,555 14,882 15,347 15,347: 41 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,364: 0 0 0 1,405 1,364 1,405 1,364: -41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.3 2.7 88.1 96.7 99.7 99.7: 0.3 0.3
Old : 100.0: 8.9 0.3 2.7 88.1 96.7 99.7 99.7: 0.3 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: 1 1 2 13 21 15 23:
Old : 28: 1 1 2 13 21 15 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 : 68.0 79.5 90.4 88.0 54.9 68.5 74.2 73.1
Old : 68.0 79.5 90.4 88.0 54.9 68.5 74.2 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 31,989: 5,020 80 418 25,870 31,274 31,308 31,772: 681 217
Old : 31,989: 5,020 80 418 25,870 31,274 31,308 31,772: 681 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -202: -233 0 65 -28 -231 -196 -166: -6 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 0.3 1.3 80.9 97.8 97.9 99.3: 2.1 0.7
Old : 100.0: 15.7 0.3 1.3 80.9 97.8 97.9 99.3: 2.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 2 21 22 23 25:
Old : 29: 2 1 2 21 22 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 : 62.8 65.6 81.3 82.9 29.4 27.5 36.4 33.5
Old : 62.8 65.6 81.3 82.9 29.4 27.5 36.4 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 10,520: 159 0 20 8,735 9,960 8,914 9,980: 1,606 540
Old : 10,520: 159 0 20 8,735 9,960 8,914 9,980: 1,606 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -2: 0 0 0 -2 2 -2 2: 0 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.2 83.0 94.7 84.7 94.9: 15.3 5.1
Old : 100.0: 1.5 0.0 0.2 83.0 94.7 84.7 94.9: 15.3 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 : 20: 1 0 1 15 13 16 14:
Old : 20: 1 0 1 15 13 16 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 : 44.2 70.3 66.9 88.8 40.4 58.4 55.3 73.2
Old : 44.2 70.3 66.9 88.8 40.4 58.4 55.3 73.2
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, November 20, 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 : 28,970: 1,008 1,324 904 24,218 25,780 26,130 28,008: 2,840 962
Old : 28,970: 1,008 1,324 904 24,218 25,780 26,130 28,008: 2,840 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 80: 0 0 0 -16 34 -16 34: 96 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.6 3.1 83.6 89.0 90.2 96.7: 9.8 3.3
Old : 100.0: 3.5 4.6 3.1 83.6 89.0 90.2 96.7: 9.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 24 23 27 26:
Old : 30: 1 2 3 24 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 52.5 64.4 72.0 30.1 42.9 43.4 50.1
Old : 46.0 52.5 64.4 72.0 30.1 42.9 43.4 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 21,780: 1,208 310 1,300 18,664 19,486 21,172 21,096: 608 684
Old : 21,780: 1,208 310 1,300 18,664 19,486 21,172 21,096: 608 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.4 6.0 85.7 89.5 97.2 96.9: 2.8 3.1
Old : 100.0: 5.5 1.4 6.0 85.7 89.5 97.2 96.9: 2.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 21 21 23 24:
Old : 26: 1 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 : 44.9 59.5 67.4 73.6 36.3 43.5 48.9 50.4
Old : 44.9 59.5 67.4 73.6 36.3 43.5 48.9 50.4
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, November 20, 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 : 9,834: 1,340 780 140 8,186 8,166 9,666 9,086: 168 748
Old : 9,834: 1,340 780 140 8,186 8,166 9,666 9,086: 168 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.9 1.4 83.2 83.0 98.3 92.4: 1.7 7.6
Old : 100.0: 13.6 7.9 1.4 83.2 83.0 98.3 92.4: 1.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 14 13 16 15:
Old : 20: 2 1 1 14 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 53.7 83.3 80.1 41.5 42.3 55.4 53.5
Old : 60.7 53.7 83.3 80.1 41.5 42.3 55.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 6,730: 698 0 54 5,744 5,848 6,496 5,902: 234 828
Old : 6,730: 698 0 54 5,744 5,848 6,496 5,902: 234 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 48: 0 0 0 50 20 50 20: -2 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.8 85.3 86.9 96.5 87.7: 3.5 12.3
Old : 100.0: 10.4 0.0 0.8 85.3 86.9 96.5 87.7: 3.5 12.3
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 : 20: 2 0 1 11 13 13 14:
Old : 20: 2 0 1 11 13 13 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 : 62.8 53.9 85.0 76.9 47.6 45.2 64.9 56.3
Old : 62.8 53.9 85.0 76.9 47.6 45.2 64.9 56.3
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, November 20, 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 : 2,506,389: 273,540 141,588 908,622 1,242,369 1,357,924 2,424,531 2,408,134: 81,859 98,255
Old : 2,506,389: 273,540 141,588 908,622 1,242,369 1,357,924 2,424,531 2,408,134: 81,859 98,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 11,599: 15,201 11,726 819 2,698 -4,861 18,717 7,684: -7,118 3,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 5.6 36.3 49.6 54.2 96.7 96.1: 3.3 3.9
Old : 100.0: 10.9 5.6 36.3 49.6 54.2 96.7 96.1: 3.3 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 : 351: 114 125 151 82 100 284 295:
Old : 351: 114 125 151 82 100 284 295:
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 : 24.4 23.9 36.9 35.4 7.2 5.3 10.7 8.7
Old : 24.4 23.9 36.9 35.4 7.2 5.3 10.7 8.7
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, November 20, 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 : 17,355: 50 600 0 17,305 16,755 17,355 17,355: 0 0
Old : 17,355: 50 600 0 17,305 16,755 17,355 17,355: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,103: -50 0 0 2,153 2,103 2,103 2,103: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.5 0.0 99.7 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 3.5 0.0 99.7 96.5 100.0 100.0: 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 29 32 30 33:
Old : 37: 1 1 0 29 32 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 : 43.1 41.3 66.0 65.2 23.2 29.0 36.8 38.2
Old : 43.1 41.3 66.0 65.2 23.2 29.0 36.8 38.2
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, November 20, 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 : 118,409: 19,966 21,621 28,741 62,666 59,760 111,373 110,122: 7,036 8,287
Old : 118,409: 19,966 21,621 28,741 62,666 59,760 111,373 110,122: 7,036 8,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -16,984: 250 -2,980 -5,751 -11,546 -9,495 -17,047 -18,226: 63 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 18.3 24.3 52.9 50.5 94.1 93.0: 5.9 7.0
Old : 100.0: 16.9 18.3 24.3 52.9 50.5 94.1 93.0: 5.9 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 : 39: 4 13 13 22 21 37 36:
Old : 39: 4 13 13 22 21 37 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 : 42.7 31.7 57.9 52.3 22.6 16.9 28.9 25.0
Old : 42.7 31.7 57.9 52.3 22.6 16.9 28.9 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,225: 50 600 0 9,175 8,625 9,225 9,225: 0 0
Old : 9,225: 50 600 0 9,175 8,625 9,225 9,225: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 6.5 0.0 99.5 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 6.5 0.0 99.5 93.5 100.0 100.0: 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 : 21: 1 1 0 9 15 10 16:
Old : 21: 1 1 0 9 15 10 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 : 84.6 68.6 98.4 86.2 82.4 68.6 85.9 81.8
Old : 84.6 68.6 98.4 86.2 82.4 68.6 85.9 81.8
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, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 17,371: 11,064 2,734 124 3,841 14,078 15,029 16,936: 2,342 435
Old : 17,371: 11,064 2,734 124 3,841 14,078 15,029 16,936: 2,342 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -595: -468 -366 -47 95 -228 -420 -641: -175 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 15.7 0.7 22.1 81.0 86.5 97.5: 13.5 2.5
Old : 100.0: 63.7 15.7 0.7 22.1 81.0 86.5 97.5: 13.5 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 : 100: 49 13 4 18 25 69 42:
Old : 100: 49 13 4 18 25 69 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 : 41.1 37.2 54.7 58.7 41.0 37.1 54.6 57.4
Old : 41.1 37.2 54.7 58.7 41.0 37.1 54.6 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 13,979: 9,381 2,134 130 1,667 10,587 11,178 12,851: 2,801 1,128
Old : 13,979: 9,381 2,134 130 1,667 10,587 11,178 12,851: 2,801 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 114: 173 104 130 -262 -376 41 -142: 73 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 15.3 0.9 11.9 75.7 80.0 91.9: 20.0 8.1
Old : 100.0: 67.1 15.3 0.9 11.9 75.7 80.0 91.9: 20.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 47 8 4 9 25 58 35:
Old : 88: 47 8 4 9 25 58 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 : 18.6 40.6 31.8 63.0 18.6 40.6 31.8 62.5
Old : 18.6 40.6 31.8 63.0 18.6 40.6 31.8 62.5
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, November 20, 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 : 249,295: 63,124 8,112 36,218 127,942 188,791 227,284 233,121: 22,011 16,174
Old : 249,295: 63,124 8,112 36,218 127,942 188,791 227,284 233,121: 22,011 16,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,050: 5,780 163 -741 -3,159 791 1,880 213: 170 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.3 14.5 51.3 75.7 91.2 93.5: 8.8 6.5
Old : 100.0: 25.3 3.3 14.5 51.3 75.7 91.2 93.5: 8.8 6.5
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 : 190: 71 17 34 86 95 173 132:
Old : 190: 71 17 34 86 95 173 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 27.3 27.5 40.9 10.5 15.4 15.6 22.7
Old : 15.4 27.3 27.5 40.9 10.5 15.4 15.6 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 3,650: 0 0 300 3,350 3,350 3,650 3,650: 0 0
Old : 3,650: 0 0 300 3,350 3,350 3,650 3,650: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 8.2 91.8 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 8.2 91.8 91.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 2 18 19 20 21:
Old : 24: 0 0 2 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 45.2 68.5 65.8 19.2 17.8 27.4 26.0
Old : 49.3 45.2 68.5 65.8 19.2 17.8 27.4 26.0
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, November 20, 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 : 4,745: 280 608 123 3,564 3,464 3,967 4,195: 778 550
Old : 4,745: 280 608 123 3,564 3,464 3,967 4,195: 778 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 104: 50 275 -261 15 90 -196 104: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.8 2.6 75.1 73.0 83.6 88.4: 16.4 11.6
Old : 100.0: 5.9 12.8 2.6 75.1 73.0 83.6 88.4: 16.4 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: 1 1 1 13 15 15 16:
Old : 21: 1 1 1 13 15 15 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 : 45.9 49.6 65.0 73.3 45.0 40.3 54.4 54.7
Old : 45.9 49.6 65.0 73.3 45.0 40.3 54.4 54.7
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, November 20, 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 : 3,250: 1,025 0 0 2,225 3,100 3,250 3,100: 0 150
Old : 3,250: 1,025 0 0 2,225 3,100 3,250 3,100: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 500: 450 0 0 50 500 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 0.0 0.0 68.5 95.4 100.0 95.4: 0.0 4.6
Old : 100.0: 31.5 0.0 0.0 68.5 95.4 100.0 95.4: 0.0 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 : 30: 2 0 0 17 16 19 16:
Old : 30: 2 0 0 17 16 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 : 53.8 53.1 73.8 75.4 53.8 53.1 70.8 73.1
Old : 53.8 53.1 73.8 75.4 53.8 53.1 70.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008