GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,399: 0 100 0 6,427 7,222 6,427 7,322: 972 77
Old : 7,399: 0 100 0 6,427 7,222 6,427 7,322: 972 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -50: 0 50 0 275 225 275 275: -325 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 86.9 97.6 86.9 99.0: 13.1 1.0
Old : 100.0: 0.0 1.4 0.0 86.9 97.6 86.9 99.0: 13.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 19 22 19 23:
Old : 28: 0 1 0 19 22 19 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 : 57.2 55.7 72.2 75.3 41.1 46.0 49.2 56.2
Old : 57.2 55.7 72.2 75.3 41.1 46.0 49.2 56.2
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,948: 0 583 50 8,778 8,245 8,828 8,878: 120 70
Old : 8,948: 0 583 50 8,778 8,245 8,828 8,878: 120 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 225: -50 225 50 225 -50 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.6 98.1 92.1 98.7 99.2: 1.3 0.8
Old : 100.0: 0.0 6.5 0.6 98.1 92.1 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 4 1 28 26 29 30:
Old : 39: 0 4 1 28 26 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 46.6 79.5 66.4 45.3 34.9 57.2 49.2
Old : 51.7 46.6 79.5 66.4 45.3 34.9 57.2 49.2
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,842: 0 0 0 1,943 2,193 1,943 2,193: 899 649
Old : 2,842: 0 0 0 1,943 2,193 1,943 2,193: 899 649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 137: 0 0 0 93 124 93 124: 44 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 68.4 77.2 68.4 77.2: 31.6 22.8
Old : 100.0: 0.0 0.0 0.0 68.4 77.2 68.4 77.2: 31.6 22.8
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 : 21: 0 0 0 15 21 15 21:
Old : 21: 0 0 0 15 21 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 : 34.0 34.9 55.6 57.8 21.3 27.0 25.6 33.6
Old : 34.0 34.9 55.6 57.8 21.3 27.0 25.6 33.6
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,999: 0 10 50 3,416 3,363 3,466 3,423: 533 576
Old : 3,999: 0 10 50 3,416 3,363 3,466 3,423: 533 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 112: 0 -75 10 -8 -73 2 -138: 110 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.3 85.4 84.1 86.7 85.6: 13.3 14.4
Old : 100.0: 0.0 0.3 1.3 85.4 84.1 86.7 85.6: 13.3 14.4
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 : 32: 0 1 1 26 31 27 32:
Old : 32: 0 1 1 26 31 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 21.8 50.8 40.0 21.4 17.6 30.6 28.6
Old : 33.0 21.8 50.8 40.0 21.4 17.6 30.6 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 255,190: 36,027 10,203 53,132 132,002 159,045 221,161 222,379: 34,029 32,811
Old : 255,190: 36,027 10,203 53,132 132,002 159,045 221,161 222,379: 34,029 32,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 11,747: 2,008 -2,258 3,662 5,135 5,621 10,806 7,025: 941 4,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.0 20.8 51.7 62.3 86.7 87.1: 13.3 12.9
Old : 100.0: 14.1 4.0 20.8 51.7 62.3 86.7 87.1: 13.3 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 44 24 45 66 75 131 126:
Old : 149: 44 24 45 66 75 131 126:
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 18.2 30.8 28.3 14.3 10.8 20.3 15.9
Old : 18.8 18.2 30.8 28.3 14.3 10.8 20.3 15.9
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 1,300,956: 100,254 192,669 518,200 615,794 548,721 1,234,248 1,259,590: 66,708 41,366
Old : 1,300,956: 100,254 192,669 518,200 615,794 548,721 1,234,248 1,259,590: 66,708 41,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 25,732: -2,148 9,548 13,453 11,340 5,545 22,646 28,546: 3,086 -2,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 14.8 39.8 47.3 42.2 94.9 96.8: 5.1 3.2
Old : 100.0: 7.7 14.8 39.8 47.3 42.2 94.9 96.8: 5.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 66 72 91 87 78 201 198:
Old : 232: 66 72 91 87 78 201 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 34.7 50.4 52.2 8.5 11.6 11.7 13.9
Old : 36.5 34.7 50.4 52.2 8.5 11.6 11.7 13.9
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 101,076: 49 11,126 1,919 92,944 78,460 94,912 91,505: 6,164 9,571
Old : 101,076: 49 11,126 1,919 92,944 78,460 94,912 91,505: 6,164 9,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -3,295: 49 -1,191 324 162 2,392 535 1,525: -3,830 -4,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 1.9 92.0 77.6 93.9 90.5: 6.1 9.5
Old : 100.0: 0.0 11.0 1.9 92.0 77.6 93.9 90.5: 6.1 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 2 23 19 25 23:
Old : 30: 1 3 2 23 19 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 60.6 73.6 77.8 54.2 54.1 68.2 67.8
Old : 55.5 60.6 73.6 77.8 54.2 54.1 68.2 67.8
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,933: 43 11,026 3,231 70,303 54,036 73,577 68,293: 6,356 11,640
Old : 79,933: 43 11,026 3,231 70,303 54,036 73,577 68,293: 6,356 11,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 2,665: -103 3,784 45 2,969 -1,498 2,911 2,331: -246 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 13.8 4.0 88.0 67.6 92.0 85.4: 8.0 14.6
Old : 100.0: 0.1 13.8 4.0 88.0 67.6 92.0 85.4: 8.0 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 2 22 21 24 24:
Old : 32: 1 2 2 22 21 24 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 : 42.2 35.4 65.9 57.3 39.9 34.3 62.8 53.8
Old : 42.2 35.4 65.9 57.3 39.9 34.3 62.8 53.8
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 145,282: 14,409 2,413 4,950 113,495 130,478 132,854 137,841: 12,428 7,441
Old : 145,282: 14,409 2,413 4,950 113,495 130,478 132,854 137,841: 12,428 7,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,233: -3,870 0 426 5,386 2,262 1,942 2,688: -709 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.7 3.4 78.1 89.8 91.4 94.9: 8.6 5.1
Old : 100.0: 9.9 1.7 3.4 78.1 89.8 91.4 94.9: 8.6 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 : 44: 3 3 2 31 28 34 33:
Old : 44: 3 3 2 31 28 34 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 : 42.9 43.5 59.2 61.8 39.2 43.3 51.7 59.5
Old : 42.9 43.5 59.2 61.8 39.2 43.3 51.7 59.5
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 107,542: 13,723 11,159 936 85,579 88,269 100,238 100,364: 7,304 7,178
Old : 107,542: 13,723 11,159 936 85,579 88,269 100,238 100,364: 7,304 7,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 2,702: 0 -221 -243 3,580 3,768 3,337 3,304: -635 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.4 0.9 79.6 82.1 93.2 93.3: 6.8 6.7
Old : 100.0: 12.8 10.4 0.9 79.6 82.1 93.2 93.3: 6.8 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 : 35: 2 2 2 22 24 26 26:
Old : 35: 2 2 2 22 24 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 45.5 58.1 63.7 31.8 39.8 51.6 56.4
Old : 34.1 45.5 58.1 63.7 31.8 39.8 51.6 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,500: 3,237 0 4,002 41,431 44,536 48,670 48,538: 6,830 6,962
Old : 55,500: 3,237 0 4,002 41,431 44,536 48,670 48,538: 6,830 6,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 953: -1,605 0 851 1,756 -203 1,002 648: -49 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 7.2 74.7 80.2 87.7 87.5: 12.3 12.5
Old : 100.0: 5.8 0.0 7.2 74.7 80.2 87.7 87.5: 12.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 17 22 19 23:
Old : 26: 2 0 1 17 22 19 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 : 49.2 39.1 72.8 60.0 42.0 36.7 56.4 53.4
Old : 49.2 39.1 72.8 60.0 42.0 36.7 56.4 53.4
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,532: 3,435 1,336 3,022 74,480 71,451 80,937 75,809: 4,595 9,723
Old : 85,532: 3,435 1,336 3,022 74,480 71,451 80,937 75,809: 4,595 9,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 423: -766 333 -359 1,486 387 361 361: 62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.6 3.5 87.1 83.5 94.6 88.6: 5.4 11.4
Old : 100.0: 4.0 1.6 3.5 87.1 83.5 94.6 88.6: 5.4 11.4
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 : 42: 2 2 4 23 31 27 35:
Old : 42: 2 2 4 23 31 27 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 : 45.5 26.8 73.2 43.2 44.5 26.3 63.0 41.6
Old : 45.5 26.8 73.2 43.2 44.5 26.3 63.0 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 109,189: 2,288 1,236 3,462 89,892 96,407 95,642 101,105: 13,547 8,084
Old : 109,189: 2,288 1,236 3,462 89,892 96,407 95,642 101,105: 13,547 8,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,996: 217 1,197 -438 1,829 1,887 1,608 2,646: 388 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.1 3.2 82.3 88.3 87.6 92.6: 12.4 7.4
Old : 100.0: 2.1 1.1 3.2 82.3 88.3 87.6 92.6: 12.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 3 23 23 26 26:
Old : 35: 1 2 3 23 23 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 41.9 66.6 64.3 45.8 41.2 58.3 60.6
Old : 47.7 41.9 66.6 64.3 45.8 41.2 58.3 60.6
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,491: 21,057 0 2,543 30,812 44,414 54,412 46,957: 3,079 10,534
Old : 57,491: 21,057 0 2,543 30,812 44,414 54,412 46,957: 3,079 10,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 3,105: 4,759 0 -836 1,735 4,237 5,658 3,401: -2,553 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 0.0 4.4 53.6 77.3 94.6 81.7: 5.4 18.3
Old : 100.0: 36.6 0.0 4.4 53.6 77.3 94.6 81.7: 5.4 18.3
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 : 25: 4 0 3 17 15 21 18:
Old : 25: 4 0 3 17 15 21 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 : 49.8 36.0 72.1 57.3 39.8 27.8 55.7 42.2
Old : 49.8 36.0 72.1 57.3 39.8 27.8 55.7 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,987: 3,597 8,048 7,054 56,321 44,261 66,972 59,363: 3,015 10,624
Old : 69,987: 3,597 8,048 7,054 56,321 44,261 66,972 59,363: 3,015 10,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 2,075: -3,282 2,702 273 4,898 -2,650 1,889 325: 186 1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 11.5 10.1 80.5 63.2 95.7 84.8: 4.3 15.2
Old : 100.0: 5.1 11.5 10.1 80.5 63.2 95.7 84.8: 4.3 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 3 15 14 19 17:
Old : 22: 2 2 3 15 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 38.9 76.4 60.7 50.2 28.7 63.1 45.2
Old : 58.2 38.9 76.4 60.7 50.2 28.7 63.1 45.2
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,831: 9,065 0 2,994 64,657 69,932 76,716 72,926: 5,115 8,905
Old : 81,831: 9,065 0 2,994 64,657 69,932 76,716 72,926: 5,115 8,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 35: -3,113 0 664 3,495 -1,212 1,046 -548: -1,011 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 3.7 79.0 85.5 93.7 89.1: 6.3 10.9
Old : 100.0: 11.1 0.0 3.7 79.0 85.5 93.7 89.1: 6.3 10.9
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 : 33: 3 0 2 25 26 28 28:
Old : 33: 3 0 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 : 43.9 41.1 64.8 63.1 37.0 33.9 49.6 48.9
Old : 43.9 41.1 64.8 63.1 37.0 33.9 49.6 48.9
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 118,913: 9,882 0 7,323 94,205 103,482 111,410 110,805: 7,503 8,108
Old : 118,913: 9,882 0 7,323 94,205 103,482 111,410 110,805: 7,503 8,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 3,787: -1,828 0 876 6,765 3,151 5,813 4,027: -2,026 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 6.2 79.2 87.0 93.7 93.2: 6.3 6.8
Old : 100.0: 8.3 0.0 6.2 79.2 87.0 93.7 93.2: 6.3 6.8
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 : 40: 3 0 2 25 31 28 33:
Old : 40: 3 0 2 25 31 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 28.9 65.8 48.6 36.8 26.0 54.9 44.0
Old : 45.0 28.9 65.8 48.6 36.8 26.0 54.9 44.0
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 134,365: 444 20,484 20,212 102,420 86,185 123,076 126,881: 11,289 7,484
Old : 134,365: 444 20,484 20,212 102,420 86,185 123,076 126,881: 11,289 7,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,965: 0 1,115 -803 1,729 1,262 926 1,574: 1,039 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 15.2 15.0 76.2 64.1 91.6 94.4: 8.4 5.6
Old : 100.0: 0.3 15.2 15.0 76.2 64.1 91.6 94.4: 8.4 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 6 6 34 30 40 37:
Old : 42: 1 6 6 34 30 40 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 : 27.7 38.2 44.8 60.8 22.1 25.6 31.9 35.9
Old : 27.7 38.2 44.8 60.8 22.1 25.6 31.9 35.9
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,526: 2,507 3,745 5,271 66,599 57,512 74,377 66,528: 8,149 15,998
Old : 82,526: 2,507 3,745 5,271 66,599 57,512 74,377 66,528: 8,149 15,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,003: 234 0 113 228 -2,025 575 -1,912: 428 2,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.5 6.4 80.7 69.7 90.1 80.6: 9.9 19.4
Old : 100.0: 3.0 4.5 6.4 80.7 69.7 90.1 80.6: 9.9 19.4
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 : 29: 3 1 3 20 19 23 23:
Old : 29: 3 1 3 20 19 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 38.2 73.3 57.2 52.1 36.3 59.8 51.3
Old : 59.3 38.2 73.3 57.2 52.1 36.3 59.8 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,741: 3,950 0 310 47,940 52,871 52,200 53,181: 4,541 3,560
Old : 56,741: 3,950 0 310 47,940 52,871 52,200 53,181: 4,541 3,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.5 84.5 93.2 92.0 93.7: 8.0 6.3
Old : 100.0: 7.0 0.0 0.5 84.5 93.2 92.0 93.7: 8.0 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 : 23: 2 0 1 13 15 15 16:
Old : 23: 2 0 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 : 59.4 44.3 82.3 77.7 51.9 41.2 66.8 63.2
Old : 59.4 44.3 82.3 77.7 51.9 41.2 66.8 63.2
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 249,390: 14,486 5,737 3,727 220,149 225,641 238,362 235,105: 11,028 14,285
Old : 249,390: 14,486 5,737 3,727 220,149 225,641 238,362 235,105: 11,028 14,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,045: -5,192 713 1,397 5,291 1,069 1,496 3,179: -451 -2,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.3 1.5 88.3 90.5 95.6 94.3: 4.4 5.7
Old : 100.0: 5.8 2.3 1.5 88.3 90.5 95.6 94.3: 4.4 5.7
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 : 60: 3 3 6 46 43 52 49:
Old : 60: 3 3 6 46 43 52 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 56.6 53.5 66.9 30.8 54.0 47.1 61.2
Old : 35.3 56.6 53.5 66.9 30.8 54.0 47.1 61.2
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 211,511: 8,281 5,617 12,832 178,405 184,426 199,518 202,875: 11,993 8,636
Old : 211,511: 8,281 5,617 12,832 178,405 184,426 199,518 202,875: 11,993 8,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 5,771: 0 -546 459 3,872 6,411 4,331 6,324: 1,440 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.7 6.1 84.3 87.2 94.3 95.9: 5.7 4.1
Old : 100.0: 3.9 2.7 6.1 84.3 87.2 94.3 95.9: 5.7 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 : 45: 2 3 3 36 32 41 35:
Old : 45: 2 3 3 36 32 41 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 39.9 52.9 63.5 27.3 37.1 42.3 53.6
Old : 32.6 39.9 52.9 63.5 27.3 37.1 42.3 53.6
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 217,542: 9,009 11,582 8,004 186,054 190,667 203,067 210,253: 14,475 7,289
Old : 217,542: 9,009 11,582 8,004 186,054 190,667 203,067 210,253: 14,475 7,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -1,398: 4,065 -211 -1,205 -1,185 2,797 1,675 1,381: -3,073 -2,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.3 3.7 85.5 87.6 93.3 96.6: 6.7 3.4
Old : 100.0: 4.1 5.3 3.7 85.5 87.6 93.3 96.6: 6.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 3 4 42 38 47 44:
Old : 53: 4 3 4 42 38 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 37.0 52.1 60.5 31.9 30.5 43.3 46.8
Old : 34.7 37.0 52.1 60.5 31.9 30.5 43.3 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,974: 0 1,084 1,484 40,194 37,644 41,678 40,212: 7,296 8,762
Old : 48,974: 0 1,084 1,484 40,194 37,644 41,678 40,212: 7,296 8,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,294: 0 422 -424 1,780 692 1,356 690: -62 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 3.0 82.1 76.9 85.1 82.1: 14.9 17.9
Old : 100.0: 0.0 2.2 3.0 82.1 76.9 85.1 82.1: 14.9 17.9
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 : 26: 0 1 1 19 17 20 18:
Old : 26: 0 1 1 19 17 20 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 : 31.6 33.1 51.8 54.6 26.7 29.0 43.2 43.8
Old : 31.6 33.1 51.8 54.6 26.7 29.0 43.2 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 204,314: 24,864 5,522 11,452 152,164 167,832 188,480 184,806: 15,834 19,508
Old : 204,314: 24,864 5,522 11,452 152,164 167,832 188,480 184,806: 15,834 19,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 5,966: 1,682 -669 173 7,240 8,516 9,095 8,020: -3,129 -2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 2.7 5.6 74.5 82.1 92.3 90.5: 7.7 9.5
Old : 100.0: 12.2 2.7 5.6 74.5 82.1 92.3 90.5: 7.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 2 5 33 35 39 40:
Old : 44: 4 2 5 33 35 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 30.3 53.0 47.0 25.7 28.9 36.4 37.6
Old : 34.3 30.3 53.0 47.0 25.7 28.9 36.4 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,884: 4,410 10,143 2,115 67,695 60,971 74,220 73,229: 7,664 8,655
Old : 81,884: 4,410 10,143 2,115 67,695 60,971 74,220 73,229: 7,664 8,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,707: 0 2,114 -244 2,509 273 2,265 2,143: -558 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.4 2.6 82.7 74.5 90.6 89.4: 9.4 10.6
Old : 100.0: 5.4 12.4 2.6 82.7 74.5 90.6 89.4: 9.4 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: 2 4 1 26 28 29 32:
Old : 39: 2 4 1 26 28 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 34.8 52.6 50.4 25.5 26.9 43.1 39.1
Old : 32.0 34.8 52.6 50.4 25.5 26.9 43.1 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 2,787,287: 538,885 144,017 876,369 1,335,561 1,738,399 2,750,815 2,758,785: 36,472 28,502
Old : 2,787,287: 538,885 144,017 876,369 1,335,561 1,738,399 2,750,815 2,758,785: 36,472 28,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 32,079: 16,054 -1,993 28,973 -6,530 7,663 38,497 34,643: -6,418 -2,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 5.2 31.4 47.9 62.4 98.7 99.0: 1.3 1.0
Old : 100.0: 19.3 5.2 31.4 47.9 62.4 98.7 99.0: 1.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 30 18 41 104 90 152 132:
Old : 158: 30 18 41 104 90 152 132:
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 : 37.8 40.6 48.7 54.5 16.2 21.9 18.8 26.1
Old : 37.8 40.6 48.7 54.5 16.2 21.9 18.8 26.1
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 952,779: 67,814 261,906 200,666 679,914 484,987 948,394 947,559: 4,385 5,220
Old : 952,779: 67,814 261,906 200,666 679,914 484,987 948,394 947,559: 4,385 5,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 8,846: 10,104 5,396 -5,268 3,898 8,839 8,734 8,967: 112 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 27.5 21.1 71.4 50.9 99.5 99.5: 0.5 0.5
Old : 100.0: 7.1 27.5 21.1 71.4 50.9 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 15 27 35 43 42 80 82:
Old : 87: 15 27 35 43 42 80 82:
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 : 41.2 33.6 61.4 53.9 32.6 27.9 43.9 38.2
Old : 41.2 33.6 61.4 53.9 32.6 27.9 43.9 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 11,136: 31 0 0 10,259 10,805 10,290 10,805: 846 331
Old : 11,136: 31 0 0 10,259 10,805 10,290 10,805: 846 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -187: 0 0 0 233 23 233 23: -420 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 92.1 97.0 92.4 97.0: 7.6 3.0
Old : 100.0: 0.3 0.0 0.0 92.1 97.0 92.4 97.0: 7.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 18 15 19 15:
Old : 23: 1 0 0 18 15 19 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 : 50.2 73.9 68.6 86.3 50.1 68.8 64.9 76.7
Old : 50.2 73.9 68.6 86.3 50.1 68.8 64.9 76.7
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 101,661: 1,763 617 6,727 92,431 93,372 100,921 100,716: 740 945
Old : 101,661: 1,763 617 6,727 92,431 93,372 100,921 100,716: 740 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 3,549: 286 108 628 2,819 2,727 3,733 3,463: -184 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.6 6.6 90.9 91.8 99.3 99.1: 0.7 0.9
Old : 100.0: 1.7 0.6 6.6 90.9 91.8 99.3 99.1: 0.7 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 : 49: 7 5 10 33 30 45 40:
Old : 49: 7 5 10 33 30 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 42.5 71.4 63.4 16.8 15.7 23.8 22.3
Old : 52.9 42.5 71.4 63.4 16.8 15.7 23.8 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 14,596: 1,456 45 336 12,784 14,195 14,576 14,576: 20 20
Old : 14,596: 1,456 45 336 12,784 14,195 14,576 14,576: 20 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.3 2.3 87.6 97.3 99.9 99.9: 0.1 0.1
Old : 100.0: 10.0 0.3 2.3 87.6 97.3 99.9 99.9: 0.1 0.1
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 : 28: 1 1 2 14 21 16 23:
Old : 28: 1 1 2 14 21 16 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 80.6 94.2 89.8 59.9 73.3 80.2 77.6
Old : 70.9 80.6 94.2 89.8 59.9 73.3 80.2 77.6
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 32,461: 4,318 40 504 25,788 30,075 30,610 30,618: 1,851 1,843
Old : 32,461: 4,318 40 504 25,788 30,075 30,610 30,618: 1,851 1,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,468: -231 0 45 460 -205 274 -160: 1,193 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.1 1.6 79.4 92.6 94.3 94.3: 5.7 5.7
Old : 100.0: 13.3 0.1 1.6 79.4 92.6 94.3 94.3: 5.7 5.7
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 22 21 24 24:
Old : 29: 2 1 2 22 21 24 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 : 59.8 66.9 81.1 82.0 23.2 21.3 30.2 27.7
Old : 59.8 66.9 81.1 82.0 23.2 21.3 30.2 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 10,200: 79 0 10 8,857 9,464 8,946 9,474: 1,254 726
Old : 10,200: 79 0 10 8,857 9,464 8,946 9,474: 1,254 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 0: 0 0 0 16 286 16 286: -16 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.1 86.8 92.8 87.7 92.9: 12.3 7.1
Old : 100.0: 0.8 0.0 0.1 86.8 92.8 87.7 92.9: 12.3 7.1
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 : 21: 1 0 1 16 13 17 14:
Old : 21: 1 0 1 16 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 67.8 71.6 86.1 44.7 56.5 61.3 72.0
Old : 46.0 67.8 71.6 86.1 44.7 56.5 61.3 72.0
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,066: 1,054 1,524 618 23,006 24,922 24,678 27,064: 3,388 1,002
Old : 28,066: 1,054 1,524 618 23,006 24,922 24,678 27,064: 3,388 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 264: 0 0 0 -40 264 -40 264: 304 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 5.4 2.2 82.0 88.8 87.9 96.4: 12.1 3.6
Old : 100.0: 3.8 5.4 2.2 82.0 88.8 87.9 96.4: 12.1 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 : 29: 1 2 3 23 21 26 24:
Old : 29: 1 2 3 23 21 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 55.1 65.9 74.6 29.4 45.6 44.8 53.0
Old : 45.9 55.1 65.9 74.6 29.4 45.6 44.8 53.0
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 20,614: 1,384 0 1,140 17,288 18,534 19,812 19,674: 802 940
Old : 20,614: 1,384 0 1,140 17,288 18,534 19,812 19,674: 802 940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 512: 0 0 0 292 556 292 556: 220 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 5.5 83.9 89.9 96.1 95.4: 3.9 4.6
Old : 100.0: 6.7 0.0 5.5 83.9 89.9 96.1 95.4: 3.9 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 : 27: 1 0 2 21 23 23 25:
Old : 27: 1 0 2 21 23 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 : 40.0 59.8 64.9 74.8 36.2 50.8 52.2 57.7
Old : 40.0 59.8 64.9 74.8 36.2 50.8 52.2 57.7
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 8,786: 1,410 780 70 6,868 7,160 8,348 8,010: 438 776
Old : 8,786: 1,410 780 70 6,868 7,160 8,348 8,010: 438 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.9 0.8 78.2 81.5 95.0 91.2: 5.0 8.8
Old : 100.0: 16.0 8.9 0.8 78.2 81.5 95.0 91.2: 5.0 8.8
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 : 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 : 55.0 53.0 79.5 79.5 47.0 46.2 62.7 61.5
Old : 55.0 53.0 79.5 79.5 47.0 46.2 62.7 61.5
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, December 18, 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 : 6,314: 504 0 48 5,554 5,590 6,106 5,638: 208 676
Old : 6,314: 504 0 48 5,554 5,590 6,106 5,638: 208 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.8 88.0 88.5 96.7 89.3: 3.3 10.7
Old : 100.0: 8.0 0.0 0.8 88.0 88.5 96.7 89.3: 3.3 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 12 13 14 14:
Old : 20: 2 0 1 12 13 14 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 : 65.3 55.7 86.7 78.2 51.3 47.7 67.0 60.2
Old : 65.3 55.7 86.7 78.2 51.3 47.7 67.0 60.2
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,426,931: 251,399 139,029 881,536 1,213,052 1,322,762 2,345,987 2,343,328: 80,943 83,603
Old : 2,426,931: 251,399 139,029 881,536 1,213,052 1,322,762 2,345,987 2,343,328: 80,943 83,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -164,558: 2,534 11,833 -96,990 -63,849 -67,484 -158,305 -152,642: -6,253 -11,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.7 36.3 50.0 54.5 96.7 96.6: 3.3 3.4
Old : 100.0: 10.4 5.7 36.3 50.0 54.5 96.7 96.6: 3.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 103 125 147 80 100 274 288:
Old : 337: 103 125 147 80 100 274 288:
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 : 25.1 24.6 38.0 36.1 7.4 5.1 11.0 8.2
Old : 25.1 24.6 38.0 36.1 7.4 5.1 11.0 8.2
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,340: 0 650 50 16,140 15,490 16,190 16,190: 150 150
Old : 16,340: 0 650 50 16,140 15,490 16,190 16,190: 150 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,180: 0 0 0 1,030 1,030 1,030 1,030: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.3 98.8 94.8 99.1 99.1: 0.9 0.9
Old : 100.0: 0.0 4.0 0.3 98.8 94.8 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 : 35: 0 2 1 27 29 28 31:
Old : 35: 0 2 1 27 29 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 43.6 65.2 68.1 24.7 28.6 36.8 38.8
Old : 43.6 43.6 65.2 68.1 24.7 28.6 36.8 38.8
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 132,195: 21,804 22,139 34,261 66,007 67,762 122,072 124,162: 10,123 8,033
Old : 132,195: 21,804 22,139 34,261 66,007 67,762 122,072 124,162: 10,123 8,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -1,826: -1,197 475 -1,289 581 -645 -1,905 -1,459: 79 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.7 25.9 49.9 51.3 92.3 93.9: 7.7 6.1
Old : 100.0: 16.5 16.7 25.9 49.9 51.3 92.3 93.9: 7.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 13 14 22 22 40 38:
Old : 42: 6 13 14 22 22 40 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 : 38.3 31.9 54.0 50.1 21.5 15.4 27.2 23.1
Old : 38.3 31.9 54.0 50.1 21.5 15.4 27.2 23.1
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,610: 25 600 0 8,585 8,010 8,610 8,610: 0 0
Old : 8,610: 25 600 0 8,585 8,010 8,610 8,610: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 985: 0 0 0 1,135 985 1,135 985: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 7.0 0.0 99.7 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 7.0 0.0 99.7 93.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 15 18 16 19:
Old : 24: 1 1 0 15 18 16 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 : 66.5 64.6 89.1 82.9 60.1 56.9 68.7 66.5
Old : 66.5 64.6 89.1 82.9 60.1 56.9 68.7 66.5
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,511: 9,094 1,829 30 3,646 12,206 12,770 14,065: 1,741 446
Old : 14,511: 9,094 1,829 30 3,646 12,206 12,770 14,065: 1,741 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 179: 323 -55 -40 -169 298 114 203: 65 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 12.6 0.2 25.1 84.1 88.0 96.9: 12.0 3.1
Old : 100.0: 62.7 12.6 0.2 25.1 84.1 88.0 96.9: 12.0 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 : 92: 39 19 4 13 22 56 42:
Old : 92: 39 19 4 13 22 56 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 : 50.0 45.4 63.5 64.2 50.0 45.3 63.5 64.2
Old : 50.0 45.4 63.5 64.2 50.0 45.3 63.5 64.2
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 16,213: 10,916 2,713 104 1,397 12,559 12,417 15,376: 3,796 837
Old : 16,213: 10,916 2,713 104 1,397 12,559 12,417 15,376: 3,796 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 2,121: 1,610 -90 -2 -14 2,452 1,594 2,360: 527 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 16.7 0.6 8.6 77.5 76.6 94.8: 23.4 5.2
Old : 100.0: 67.3 16.7 0.6 8.6 77.5 76.6 94.8: 23.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 45 14 2 8 25 54 40:
Old : 89: 45 14 2 8 25 54 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 42.0 36.7 60.2 22.6 41.4 35.6 59.6
Old : 22.6 42.0 36.7 60.2 22.6 41.4 35.6 59.6
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 247,688: 52,120 8,326 39,273 132,542 179,814 223,935 227,413: 23,753 20,274
Old : 247,688: 52,120 8,326 39,273 132,542 179,814 223,935 227,413: 23,753 20,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 10,439: 3,380 -1,087 2,058 5,553 7,310 10,991 8,281: -552 2,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 3.4 15.9 53.5 72.6 90.4 91.8: 9.6 8.2
Old : 100.0: 21.0 3.4 15.9 53.5 72.6 90.4 91.8: 9.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 69 18 37 81 90 168 131:
Old : 184: 69 18 37 81 90 168 131:
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 : 17.3 24.6 27.0 36.0 8.5 12.2 13.2 17.8
Old : 17.3 24.6 27.0 36.0 8.5 12.2 13.2 17.8
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,825: 0 0 250 3,425 3,575 3,675 3,825: 150 0
Old : 3,825: 0 0 250 3,425 3,575 3,675 3,825: 150 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 200: -150 0 0 200 200 50 200: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 6.5 89.5 93.5 96.1 100.0: 3.9 0.0
Old : 100.0: 0.0 0.0 6.5 89.5 93.5 96.1 100.0: 3.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 1 18 18 19 19:
Old : 22: 0 0 1 18 18 19 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 : 45.8 54.9 68.0 78.4 12.4 18.3 17.6 21.6
Old : 45.8 54.9 68.0 78.4 12.4 18.3 17.6 21.6
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,924: 380 148 892 4,489 4,824 5,761 5,864: 1,163 1,060
Old : 6,924: 380 148 892 4,489 4,824 5,761 5,864: 1,163 1,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,636: 0 -175 436 850 1,350 1,286 1,611: 350 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.1 12.9 64.8 69.7 83.2 84.7: 16.8 15.3
Old : 100.0: 5.5 2.1 12.9 64.8 69.7 83.2 84.7: 16.8 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 16 14 18 15:
Old : 23: 1 1 1 16 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 54.7 64.9 75.7 35.7 40.9 51.3 53.5
Old : 42.9 54.7 64.9 75.7 35.7 40.9 51.3 53.5
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,680: 1,525 0 825 3,330 4,705 5,680 5,530: 0 150
Old : 5,680: 1,525 0 825 3,330 4,705 5,680 5,530: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,200: 0 0 450 750 750 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 0.0 14.5 58.6 82.8 100.0 97.4: 0.0 2.6
Old : 100.0: 26.8 0.0 14.5 58.6 82.8 100.0 97.4: 0.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 17 15 18 16:
Old : 26: 1 0 1 17 15 18 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 : 65.7 63.0 82.0 84.6 47.2 45.0 58.2 55.5
Old : 65.7 63.0 82.0 84.6 47.2 45.0 58.2 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008