GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 8,464: 0 125 0 7,492 8,252 7,492 8,377: 972 87
Old : 8,464: 0 125 0 7,492 8,252 7,492 8,377: 972 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 615: 0 25 0 615 590 615 615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 88.5 97.5 88.5 99.0: 11.5 1.0
Old : 100.0: 0.0 1.5 0.0 88.5 97.5 88.5 99.0: 11.5 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 : 31: 0 2 0 21 22 21 24:
Old : 31: 0 2 0 21 22 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 56.9 73.1 78.2 41.4 50.9 50.4 61.1
Old : 55.6 56.9 73.1 78.2 41.4 50.9 50.4 61.1
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 31, 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 : 9,023: 0 583 50 8,853 8,320 8,903 8,953: 120 70
Old : 9,023: 0 583 50 8,853 8,320 8,903 8,953: 120 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.6 98.1 92.2 98.7 99.2: 1.3 0.8
Old : 100.0: 0.0 6.5 0.6 98.1 92.2 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 : 40: 0 4 1 28 27 29 31:
Old : 40: 0 4 1 28 27 29 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 : 51.3 46.5 78.8 66.1 45.0 34.6 57.0 48.8
Old : 51.3 46.5 78.8 66.1 45.0 34.6 57.0 48.8
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 31, 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 : 2,844: 0 0 0 1,892 2,147 1,892 2,147: 952 697
Old : 2,844: 0 0 0 1,892 2,147 1,892 2,147: 952 697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 50: 0 0 0 38 3 38 3: 12 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 66.5 75.5 66.5 75.5: 33.5 24.5
Old : 100.0: 0.0 0.0 0.0 66.5 75.5 66.5 75.5: 33.5 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 20 14 20:
Old : 20: 0 0 0 14 20 14 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 : 33.6 32.9 55.1 56.3 19.3 27.1 23.7 33.1
Old : 33.6 32.9 55.1 56.3 19.3 27.1 23.7 33.1
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 31, 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 : 4,386: 0 65 80 3,701 3,663 3,781 3,808: 605 578
Old : 4,386: 0 65 80 3,701 3,663 3,781 3,808: 605 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 53: 0 0 20 125 120 145 140: -92 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 1.8 84.4 83.5 86.2 86.8: 13.8 13.2
Old : 100.0: 0.0 1.5 1.8 84.4 83.5 86.2 86.8: 13.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 2 28 32 30 34:
Old : 34: 0 1 2 28 32 30 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 : 30.2 21.2 48.3 37.8 19.7 17.2 27.6 26.6
Old : 30.2 21.2 48.3 37.8 19.7 17.2 27.6 26.6
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 31, 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 : 237,268: 44,134 9,514 42,946 120,238 158,574 207,318 211,034: 29,950 26,234
Old : 237,268: 44,134 9,514 42,946 120,238 158,574 207,318 211,034: 29,950 26,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -20,470: 6,275 555 -8,794 -14,809 -8,190 -17,329 -16,428: -3,141 -4,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 4.0 18.1 50.7 66.8 87.4 88.9: 12.6 11.1
Old : 100.0: 18.6 4.0 18.1 50.7 66.8 87.4 88.9: 12.6 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 43 21 38 69 83 131 126:
Old : 153: 43 21 38 69 83 131 126:
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 : 20.2 18.5 31.6 29.6 15.4 11.1 22.3 17.6
Old : 20.2 18.5 31.6 29.6 15.4 11.1 22.3 17.6
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 31, 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 : 1,274,630: 92,314 206,918 497,933 625,424 531,765 1,215,671 1,236,615: 58,959 38,014
Old : 1,274,630: 92,314 206,918 497,933 625,424 531,765 1,215,671 1,236,615: 58,959 38,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -22,791: -7,643 4,474 -14,196 3,403 -14,206 -18,437 -23,929: -4,354 1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 16.2 39.1 49.1 41.7 95.4 97.0: 4.6 3.0
Old : 100.0: 7.2 16.2 39.1 49.1 41.7 95.4 97.0: 4.6 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 : 222: 61 71 89 84 75 198 186:
Old : 222: 61 71 89 84 75 198 186:
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 : 38.4 35.3 52.5 53.4 11.0 12.0 14.1 14.9
Old : 38.4 35.3 52.5 53.4 11.0 12.0 14.1 14.9
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,004: 0 11,338 2,158 94,007 77,326 96,165 90,822: 3,839 9,182
Old : 100,004: 0 11,338 2,158 94,007 77,326 96,165 90,822: 3,839 9,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -32: 0 42 0 -148 31 -148 73: 116 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.3 2.2 94.0 77.3 96.2 90.8: 3.8 9.2
Old : 100.0: 0.0 11.3 2.2 94.0 77.3 96.2 90.8: 3.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 4 2 25 20 27 24:
Old : 32: 0 4 2 25 20 27 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 : 56.0 59.5 72.8 76.8 54.7 59.1 71.0 73.0
Old : 56.0 59.5 72.8 76.8 54.7 59.1 71.0 73.0
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,195: 0 12,694 2,784 75,520 57,601 78,304 73,079: 4,891 10,116
Old : 83,195: 0 12,694 2,784 75,520 57,601 78,304 73,079: 4,891 10,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,571: 0 -396 540 1,031 1,855 1,571 1,999: 0 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.3 3.3 90.8 69.2 94.1 87.8: 5.9 12.2
Old : 100.0: 0.0 15.3 3.3 90.8 69.2 94.1 87.8: 5.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 3 2 23 22 25 25:
Old : 33: 0 3 2 23 22 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 36.8 65.0 59.3 39.2 36.6 61.7 56.8
Old : 41.7 36.8 65.0 59.3 39.2 36.6 61.7 56.8
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 31, 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 : 146,546: 15,878 2,262 4,981 114,936 133,231 135,795 140,474: 10,751 6,072
Old : 146,546: 15,878 2,262 4,981 114,936 133,231 135,795 140,474: 10,751 6,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -465: -1,369 -58 182 2,186 1,204 999 1,328: -1,464 -1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 1.5 3.4 78.4 90.9 92.7 95.9: 7.3 4.1
Old : 100.0: 10.8 1.5 3.4 78.4 90.9 92.7 95.9: 7.3 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: 3 3 3 33 29 37 34:
Old : 46: 3 3 3 33 29 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 42.9 58.5 61.3 38.3 42.7 50.8 59.0
Old : 42.1 42.9 58.5 61.3 38.3 42.7 50.8 59.0
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 31, 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 : 109,184: 13,723 11,461 936 87,435 90,251 102,094 102,648: 7,090 6,536
Old : 109,184: 13,723 11,461 936 87,435 90,251 102,094 102,648: 7,090 6,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,520: 0 302 0 1,520 1,218 1,520 1,520: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 10.5 0.9 80.1 82.7 93.5 94.0: 6.5 6.0
Old : 100.0: 12.6 10.5 0.9 80.1 82.7 93.5 94.0: 6.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 2 23 26 27 28:
Old : 36: 2 2 2 23 26 27 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 : 33.9 45.0 57.9 62.4 31.0 39.5 51.4 55.0
Old : 33.9 45.0 57.9 62.4 31.0 39.5 51.4 55.0
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, December 31, 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 : 50,165: 13,349 978 1,106 27,730 44,719 42,185 46,803: 7,980 3,362
Old : 50,165: 13,349 978 1,106 27,730 44,719 42,185 46,803: 7,980 3,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 54: 116 0 0 -62 54 54 54: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 1.9 2.2 55.3 89.1 84.1 93.3: 15.9 6.7
Old : 100.0: 26.6 1.9 2.2 55.3 89.1 84.1 93.3: 15.9 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 : 22: 3 1 3 10 16 14 19:
Old : 22: 3 1 3 10 16 14 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 : 61.6 54.0 76.4 73.5 58.2 50.5 65.2 64.3
Old : 61.6 54.0 76.4 73.5 58.2 50.5 65.2 64.3
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 31, 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 : 58,096: 4,370 0 3,602 43,319 47,619 51,291 51,221: 6,805 6,875
Old : 58,096: 4,370 0 3,602 43,319 47,619 51,291 51,221: 6,805 6,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 428: 244 0 -306 548 792 486 486: -58 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 6.2 74.6 82.0 88.3 88.2: 11.7 11.8
Old : 100.0: 7.5 0.0 6.2 74.6 82.0 88.3 88.2: 11.7 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 : 27: 2 0 1 17 23 19 24:
Old : 27: 2 0 1 17 23 19 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 : 51.1 32.9 74.5 53.5 42.2 31.1 57.8 48.6
Old : 51.1 32.9 74.5 53.5 42.2 31.1 57.8 48.6
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,127: 1,102 1,311 4,237 80,432 75,058 85,771 80,606: 3,356 8,521
Old : 89,127: 1,102 1,311 4,237 80,432 75,058 85,771 80,606: 3,356 8,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,864: 98 -840 -3 2,018 746 2,113 -97: -249 1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.5 4.8 90.2 84.2 96.2 90.4: 3.8 9.6
Old : 100.0: 1.2 1.5 4.8 90.2 84.2 96.2 90.4: 3.8 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: 2 2 4 27 32 31 36:
Old : 44: 2 2 4 27 32 31 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 : 46.8 27.9 71.7 44.3 44.3 27.5 63.1 41.8
Old : 46.8 27.9 71.7 44.3 44.3 27.5 63.1 41.8
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 31, 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 : 110,437: 1,626 1,135 3,501 91,193 97,230 96,320 101,866: 14,117 8,571
Old : 110,437: 1,626 1,135 3,501 91,193 97,230 96,320 101,866: 14,117 8,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 639: -356 62 62 871 87 577 211: 62 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.0 3.2 82.6 88.0 87.2 92.2: 12.8 7.8
Old : 100.0: 1.5 1.0 3.2 82.6 88.0 87.2 92.2: 12.8 7.8
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 : 36: 1 2 3 24 23 27 26:
Old : 36: 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 : 47.0 41.9 65.4 64.2 45.4 41.5 57.7 60.6
Old : 47.0 41.9 65.4 64.2 45.4 41.5 57.7 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 31, 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 : 58,556: 22,516 0 1,906 30,619 45,276 55,041 47,182: 3,515 11,374
Old : 58,556: 22,516 0 1,906 30,619 45,276 55,041 47,182: 3,515 11,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,022: 1,056 0 -183 -502 958 371 775: 651 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 0.0 3.3 52.3 77.3 94.0 80.6: 6.0 19.4
Old : 100.0: 38.5 0.0 3.3 52.3 77.3 94.0 80.6: 6.0 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 : 25: 4 0 3 17 14 21 17:
Old : 25: 4 0 3 17 14 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 37.1 72.1 58.4 42.2 29.3 57.2 44.3
Old : 51.1 37.1 72.1 58.4 42.2 29.3 57.2 44.3
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,470: 4,650 8,320 6,802 57,403 43,995 68,855 59,117: 2,615 12,353
Old : 71,470: 4,650 8,320 6,802 57,403 43,995 68,855 59,117: 2,615 12,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 13: 800 -310 -291 -496 428 13 -173: 0 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 11.6 9.5 80.3 61.6 96.3 82.7: 3.7 17.3
Old : 100.0: 6.5 11.6 9.5 80.3 61.6 96.3 82.7: 3.7 17.3
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: 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 : 59.3 41.3 77.9 62.5 52.9 30.1 66.1 46.9
Old : 59.3 41.3 77.9 62.5 52.9 30.1 66.1 46.9
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,277: 8,896 0 3,075 65,785 70,563 77,756 73,638: 5,521 9,639
Old : 83,277: 8,896 0 3,075 65,785 70,563 77,756 73,638: 5,521 9,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 420: -58 0 -3 -544 -489 -605 -492: 1,025 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 3.7 79.0 84.7 93.4 88.4: 6.6 11.6
Old : 100.0: 10.7 0.0 3.7 79.0 84.7 93.4 88.4: 6.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 41.0 41.0 64.1 62.1 34.9 33.2 48.9 45.8
Old : 41.0 41.0 64.1 62.1 34.9 33.2 48.9 45.8
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 31, 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 : 120,814: 8,686 0 7,790 98,638 105,196 115,114 112,986: 5,700 7,828
Old : 120,814: 8,686 0 7,790 98,638 105,196 115,114 112,986: 5,700 7,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,646: -984 0 311 3,094 1,126 2,421 1,437: -775 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 6.4 81.6 87.1 95.3 93.5: 4.7 6.5
Old : 100.0: 7.2 0.0 6.4 81.6 87.1 95.3 93.5: 4.7 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 : 42: 3 0 2 26 32 29 34:
Old : 42: 3 0 2 26 32 29 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 : 45.8 29.2 65.9 48.5 38.7 25.9 55.8 43.3
Old : 45.8 29.2 65.9 48.5 38.7 25.9 55.8 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 24,226: 3,640 4,650 0 19,323 18,499 22,963 23,149: 1,263 1,077
Old : 24,226: 3,640 4,650 0 19,323 18,499 22,963 23,149: 1,263 1,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 19.2 0.0 79.8 76.4 94.8 95.6: 5.2 4.4
Old : 100.0: 15.0 19.2 0.0 79.8 76.4 94.8 95.6: 5.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 4 0 10 9 11 13:
Old : 20: 1 4 0 10 9 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 72.6 90.9 89.6 71.4 72.6 79.6 83.2
Old : 78.2 72.6 90.9 89.6 71.4 72.6 79.6 83.2
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 31, 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 : 134,386: 444 20,322 20,180 102,322 86,159 122,946 126,661: 11,440 7,725
Old : 134,386: 444 20,322 20,180 102,322 86,159 122,946 126,661: 11,440 7,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 273: 0 1,071 -214 789 -768 575 89: -302 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 15.1 15.0 76.1 64.1 91.5 94.3: 8.5 5.7
Old : 100.0: 0.3 15.1 15.0 76.1 64.1 91.5 94.3: 8.5 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 : 43: 1 6 6 35 29 41 36:
Old : 43: 1 6 6 35 29 41 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 : 27.2 36.0 44.5 57.6 21.9 22.1 31.6 33.9
Old : 27.2 36.0 44.5 57.6 21.9 22.1 31.6 33.9
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 31, 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 : 86,952: 7,384 3,745 6,347 65,384 65,241 79,115 75,333: 7,837 11,619
Old : 86,952: 7,384 3,745 6,347 65,384 65,241 79,115 75,333: 7,837 11,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,780: 2,001 0 55 -170 2,487 1,886 2,542: -106 -762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.3 7.3 75.2 75.0 91.0 86.6: 9.0 13.4
Old : 100.0: 8.5 4.3 7.3 75.2 75.0 91.0 86.6: 9.0 13.4
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 : 33: 5 1 5 21 22 26 28:
Old : 33: 5 1 5 21 22 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 35.5 70.9 54.5 49.4 33.9 57.8 50.2
Old : 56.4 35.5 70.9 54.5 49.4 33.9 57.8 50.2
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 31, 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 : 63,127: 3,640 3,410 0 54,605 54,793 58,245 58,203: 4,882 4,924
Old : 63,127: 3,640 3,410 0 54,605 54,793 58,245 58,203: 4,882 4,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 3,968: -1,674 3,410 -310 5,704 496 3,720 3,596: 248 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.4 0.0 86.5 86.8 92.3 92.2: 7.7 7.8
Old : 100.0: 5.8 5.4 0.0 86.5 86.8 92.3 92.2: 7.7 7.8
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 : 27: 1 3 0 16 16 17 19:
Old : 27: 1 3 0 16 16 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 : 60.8 39.7 82.0 69.7 51.5 36.9 64.8 57.0
Old : 60.8 39.7 82.0 69.7 51.5 36.9 64.8 57.0
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 31, 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 : 255,586: 12,642 5,309 5,425 227,146 228,582 245,213 239,316: 10,373 16,270
Old : 255,586: 12,642 5,309 5,425 227,146 228,582 245,213 239,316: 10,373 16,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 2,002: 70 56 868 1,821 1,141 2,759 2,065: -757 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.1 2.1 88.9 89.4 95.9 93.6: 4.1 6.4
Old : 100.0: 4.9 2.1 2.1 88.9 89.4 95.9 93.6: 4.1 6.4
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 : 63: 4 3 7 49 43 56 50:
Old : 63: 4 3 7 49 43 56 50:
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 : 34.6 55.3 52.4 66.7 30.0 52.4 45.8 60.5
Old : 34.6 55.3 52.4 66.7 30.0 52.4 45.8 60.5
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 31, 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 : 214,010: 8,827 5,155 12,468 181,316 187,807 202,611 205,430: 11,399 8,580
Old : 214,010: 8,827 5,155 12,468 181,316 187,807 202,611 205,430: 11,399 8,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,794: 0 370 -128 1,922 1,490 1,794 1,732: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.4 5.8 84.7 87.8 94.7 96.0: 5.3 4.0
Old : 100.0: 4.1 2.4 5.8 84.7 87.8 94.7 96.0: 5.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 3 3 37 35 42 38:
Old : 48: 2 3 3 37 35 42 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 : 30.2 39.4 50.0 62.9 25.2 36.7 40.2 52.9
Old : 30.2 39.4 50.0 62.9 25.2 36.7 40.2 52.9
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 31, 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 : 216,074: 10,733 10,212 7,485 181,678 190,561 199,896 208,258: 16,178 7,816
Old : 216,074: 10,733 10,212 7,485 181,678 190,561 199,896 208,258: 16,178 7,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -593: -123 -1,414 162 -544 -14 -505 -1,266: -88 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.7 3.5 84.1 88.2 92.5 96.4: 7.5 3.6
Old : 100.0: 5.0 4.7 3.5 84.1 88.2 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 : 54: 4 3 4 42 39 47 45:
Old : 54: 4 3 4 42 39 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 36.7 51.7 60.1 34.0 30.5 45.9 47.1
Old : 35.1 36.7 51.7 60.1 34.0 30.5 45.9 47.1
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, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 49,898: 0 2,638 834 40,554 37,664 41,388 41,136: 8,510 8,762
Old : 49,898: 0 2,638 834 40,554 37,664 41,388 41,136: 8,510 8,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 283: 0 912 -141 424 -488 283 283: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 1.7 81.3 75.5 82.9 82.4: 17.1 17.6
Old : 100.0: 0.0 5.3 1.7 81.3 75.5 82.9 82.4: 17.1 17.6
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 1 20 18 21 19:
Old : 26: 0 1 1 20 18 21 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 : 32.0 33.2 51.8 55.8 26.2 29.4 42.1 43.7
Old : 32.0 33.2 51.8 55.8 26.2 29.4 42.1 43.7
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 31, 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 : 211,644: 22,834 5,646 11,742 161,656 173,766 196,232 191,154: 15,412 20,490
Old : 211,644: 22,834 5,646 11,742 161,656 173,766 196,232 191,154: 15,412 20,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 4,360: -891 124 1,013 5,059 2,638 5,181 3,775: -821 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 2.7 5.5 76.4 82.1 92.7 90.3: 7.3 9.7
Old : 100.0: 10.8 2.7 5.5 76.4 82.1 92.7 90.3: 7.3 9.7
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 : 45: 4 2 5 34 36 40 41:
Old : 45: 4 2 5 34 36 40 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 : 33.6 29.5 50.8 46.2 25.1 27.4 36.1 35.9
Old : 33.6 29.5 50.8 46.2 25.1 27.4 36.1 35.9
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,892: 4,410 8,423 2,086 69,995 64,933 76,491 75,442: 7,401 8,450
Old : 83,892: 4,410 8,423 2,086 69,995 64,933 76,491 75,442: 7,401 8,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,718: 0 784 -29 1,747 963 1,718 1,718: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 10.0 2.5 83.4 77.4 91.2 89.9: 8.8 10.1
Old : 100.0: 5.3 10.0 2.5 83.4 77.4 91.2 89.9: 8.8 10.1
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 : 39: 2 4 1 26 29 29 33:
Old : 39: 2 4 1 26 29 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 : 31.4 31.2 52.0 49.0 23.0 22.8 39.7 34.2
Old : 31.4 31.2 52.0 49.0 23.0 22.8 39.7 34.2
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, December 31, 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 : 2,682,453: 553,511 115,102 860,477 1,223,259 1,674,733 2,637,247 2,650,312: 45,206 32,141
Old : 2,682,453: 553,511 115,102 860,477 1,223,259 1,674,733 2,637,247 2,650,312: 45,206 32,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -156,137: -13,704 -20,131 -21,528 -122,194 -114,896 -157,426 -156,555: 1,289 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.3 32.1 45.6 62.4 98.3 98.8: 1.7 1.2
Old : 100.0: 20.6 4.3 32.1 45.6 62.4 98.3 98.8: 1.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 28 18 43 99 91 147 137:
Old : 156: 28 18 43 99 91 147 137:
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 : 37.4 40.7 49.3 53.7 18.4 19.7 21.8 25.9
Old : 37.4 40.7 49.3 53.7 18.4 19.7 21.8 25.9
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 31, 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 : 879,625: 68,116 241,255 169,855 636,547 462,785 874,518 873,895: 5,107 5,730
Old : 879,625: 68,116 241,255 169,855 636,547 462,785 874,518 873,895: 5,107 5,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -114,557: -11,461 -22,009 -32,527 -70,244 -59,741 -114,232 -114,277: -325 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 27.4 19.3 72.4 52.6 99.4 99.3: 0.6 0.7
Old : 100.0: 7.7 27.4 19.3 72.4 52.6 99.4 99.3: 0.6 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 : 80: 22 16 29 40 40 75 72:
Old : 80: 22 16 29 40 40 75 72:
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 34.2 63.5 54.7 33.5 28.3 46.4 40.1
Old : 41.9 34.2 63.5 54.7 33.5 28.3 46.4 40.1
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 31, 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 : 10,786: 31 0 0 10,029 10,510 10,060 10,510: 726 276
Old : 10,786: 31 0 0 10,029 10,510 10,060 10,510: 726 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -275: 0 0 0 -215 -205 -215 -205: -60 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 93.0 97.4 93.3 97.4: 6.7 2.6
Old : 100.0: 0.3 0.0 0.0 93.0 97.4 93.3 97.4: 6.7 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 : 23: 1 0 0 20 14 21 14:
Old : 23: 1 0 0 20 14 21 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 : 49.8 73.2 68.9 85.9 47.6 68.1 64.3 76.0
Old : 49.8 73.2 68.9 85.9 47.6 68.1 64.3 76.0
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 31, 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 : 90,528: 1,998 536 4,769 83,056 84,349 89,823 89,654: 706 875
Old : 90,528: 1,998 536 4,769 83,056 84,349 89,823 89,654: 706 875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -11,625: 68 23 -1,851 -9,807 -9,725 -11,590 -11,553: -34 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.6 5.3 91.7 93.2 99.2 99.0: 0.8 1.0
Old : 100.0: 2.2 0.6 5.3 91.7 93.2 99.2 99.0: 0.8 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 : 46: 7 4 9 30 29 40 39:
Old : 46: 7 4 9 30 29 40 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 : 52.3 41.9 70.7 64.4 17.4 16.7 24.6 22.7
Old : 52.3 41.9 70.7 64.4 17.4 16.7 24.6 22.7
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 31, 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 : 14,640: 1,456 45 336 12,828 14,239 14,620 14,620: 20 20
Old : 14,640: 1,456 45 336 12,828 14,239 14,620 14,620: 20 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.3 2.3 87.6 97.3 99.9 99.9: 0.1 0.1
Old : 100.0: 9.9 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 : 71.0 80.4 94.2 89.8 60.0 73.1 80.2 77.7
Old : 71.0 80.4 94.2 89.8 60.0 73.1 80.2 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 31,471: 4,305 40 494 25,917 30,639 30,716 31,174: 755 297
Old : 31,471: 4,305 40 494 25,917 30,639 30,716 31,174: 755 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -968: -13 0 -17 158 616 128 600: -1,097 -1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.1 1.6 82.4 97.4 97.6 99.1: 2.4 0.9
Old : 100.0: 13.7 0.1 1.6 82.4 97.4 97.6 99.1: 2.4 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 : 29: 2 1 2 22 22 24 25:
Old : 29: 2 1 2 22 22 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 : 59.2 66.9 80.6 84.5 23.8 21.7 30.1 28.9
Old : 59.2 66.9 80.6 84.5 23.8 21.7 30.1 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 28,250: 1,054 1,524 618 23,190 25,110 24,862 27,252: 3,388 998
Old : 28,250: 1,054 1,524 618 23,190 25,110 24,862 27,252: 3,388 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -20: 0 0 0 -20 -20 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.4 2.2 82.1 88.9 88.0 96.5: 12.0 3.5
Old : 100.0: 3.7 5.4 2.2 82.1 88.9 88.0 96.5: 12.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 3 24 21 27 24:
Old : 29: 1 2 3 24 21 27 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 : 46.4 54.7 66.3 74.2 30.0 45.3 45.4 52.2
Old : 46.4 54.7 66.3 74.2 30.0 45.3 45.4 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 20,232: 1,384 0 1,140 17,146 18,392 19,670 19,532: 562 700
Old : 20,232: 1,384 0 1,140 17,146 18,392 19,670 19,532: 562 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -202: 0 0 0 -202 -202 -202 -202: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 5.6 84.7 90.9 97.2 96.5: 2.8 3.5
Old : 100.0: 6.8 0.0 5.6 84.7 90.9 97.2 96.5: 2.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 40.3 60.9 64.9 76.6 37.3 51.6 54.4 59.0
Old : 40.3 60.9 64.9 76.6 37.3 51.6 54.4 59.0
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 31, 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 : 8,712: 1,410 580 190 6,674 7,406 8,274 8,176: 438 536
Old : 8,712: 1,410 580 190 6,674 7,406 8,274 8,176: 438 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -194: 0 0 0 -194 -194 -194 -194: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 6.7 2.2 76.6 85.0 95.0 93.8: 5.0 6.2
Old : 100.0: 16.2 6.7 2.2 76.6 85.0 95.0 93.8: 5.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 14 14 17 16:
Old : 21: 2 1 2 14 14 17 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 : 53.3 52.1 78.0 78.3 41.9 45.7 60.5 60.8
Old : 53.3 52.1 78.0 78.3 41.9 45.7 60.5 60.8
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 31, 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 : 6,322: 504 0 48 5,586 5,598 6,138 5,646: 184 676
Old : 6,322: 504 0 48 5,586 5,598 6,138 5,646: 184 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 0: 0 0 0 24 0 24 0: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.8 88.4 88.5 97.1 89.3: 2.9 10.7
Old : 100.0: 8.0 0.0 0.8 88.4 88.5 97.1 89.3: 2.9 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 55.6 86.6 78.3 51.3 47.6 67.6 60.5
Old : 65.3 55.6 86.6 78.3 51.3 47.6 67.6 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 2,508,971: 266,584 139,532 926,193 1,224,928 1,356,909 2,417,705 2,422,634: 91,266 86,337
Old : 2,508,971: 266,584 139,532 926,193 1,224,928 1,356,909 2,417,705 2,422,634: 91,266 86,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 81,717: 11,340 3,590 49,051 16,862 27,681 77,252 80,322: 4,464 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 5.6 36.9 48.8 54.1 96.4 96.6: 3.6 3.4
Old : 100.0: 10.6 5.6 36.9 48.8 54.1 96.4 96.6: 3.6 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 : 336: 103 127 151 75 93 273 285:
Old : 336: 103 127 151 75 93 273 285:
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 : 24.8 24.4 37.2 35.8 7.0 5.3 10.4 8.2
Old : 24.8 24.4 37.2 35.8 7.0 5.3 10.4 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 31, 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 : 17,114: 0 650 50 17,064 16,414 17,114 17,114: 0 0
Old : 17,114: 0 650 50 17,064 16,414 17,114 17,114: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.3 99.7 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.8 0.3 99.7 95.9 100.0 100.0: 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 : 38: 0 2 1 30 32 31 34:
Old : 38: 0 2 1 30 32 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 39.3 64.7 63.2 23.3 23.0 34.8 34.0
Old : 42.8 39.3 64.7 63.2 23.3 23.0 34.8 34.0
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 31, 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 : 140,183: 24,726 22,737 38,193 69,114 72,652 132,033 133,582: 8,150 6,601
Old : 140,183: 24,726 22,737 38,193 69,114 72,652 132,033 133,582: 8,150 6,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 6,354: 878 240 2,664 3,660 4,243 7,202 7,147: -848 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.2 27.2 49.3 51.8 94.2 95.3: 5.8 4.7
Old : 100.0: 17.6 16.2 27.2 49.3 51.8 94.2 95.3: 5.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 13 17 22 22 44 40:
Old : 45: 9 13 17 22 22 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 34.9 53.5 51.4 21.9 16.0 26.6 23.7
Old : 39.5 34.9 53.5 51.4 21.9 16.0 26.6 23.7
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 31, 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 24, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 15,978: 10,102 1,848 0 3,926 13,784 14,028 15,632: 1,950 346
Old : 15,978: 10,102 1,848 0 3,926 13,784 14,028 15,632: 1,950 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 786: 1,109 27 -115 -343 1,011 651 923: 135 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 11.6 0.0 24.6 86.3 87.8 97.8: 12.2 2.2
Old : 100.0: 63.2 11.6 0.0 24.6 86.3 87.8 97.8: 12.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 48 16 0 11 25 59 41:
Old : 100: 48 16 0 11 25 59 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 : 46.0 45.0 60.0 65.3 46.0 45.0 60.0 65.3
Old : 46.0 45.0 60.0 65.3 46.0 45.0 60.0 65.3
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 31, 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 : 17,562: 12,647 2,259 219 990 14,115 13,856 16,593: 3,706 969
Old : 17,562: 12,647 2,259 219 990 14,115 13,856 16,593: 3,706 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 892: 914 -265 70 -94 1,167 890 972: 2 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 12.9 1.2 5.6 80.4 78.9 94.5: 21.1 5.5
Old : 100.0: 72.0 12.9 1.2 5.6 80.4 78.9 94.5: 21.1 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 : 93: 50 14 2 7 24 59 38:
Old : 93: 50 14 2 7 24 59 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 : 24.2 45.0 38.1 62.7 24.2 44.7 38.1 62.4
Old : 24.2 45.0 38.1 62.7 24.2 44.7 38.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 238,771: 60,039 6,774 37,421 115,845 176,766 213,304 220,961: 25,467 17,810
Old : 238,771: 60,039 6,774 37,421 115,845 176,766 213,304 220,961: 25,467 17,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -11,099: 4,420 -2,412 -2 -14,252 -5,270 -9,834 -7,684: -1,266 -3,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.8 15.7 48.5 74.0 89.3 92.5: 10.7 7.5
Old : 100.0: 25.1 2.8 15.7 48.5 74.0 89.3 92.5: 10.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 72 13 29 75 88 156 122:
Old : 181: 72 13 29 75 88 156 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 23.2 28.3 35.9 10.7 12.4 16.3 19.8
Old : 16.3 23.2 28.3 35.9 10.7 12.4 16.3 19.8
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 31, 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: 150 0 250 3,425 3,525 3,825 3,775: 0 50
Old : 3,825: 150 0 250 3,425 3,525 3,825 3,775: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 0: 0 0 0 0 -50 0 -50: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 6.5 89.5 92.2 100.0 98.7: 0.0 1.3
Old : 100.0: 3.9 0.0 6.5 89.5 92.2 100.0 98.7: 0.0 1.3
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 : 24: 1 0 1 18 19 20 20:
Old : 24: 1 0 1 18 19 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 : 44.4 53.6 68.0 75.8 11.8 15.7 17.6 19.0
Old : 44.4 53.6 68.0 75.8 11.8 15.7 17.6 19.0
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, December 31, 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 : 7,609: 380 873 917 5,069 4,654 6,366 6,444: 1,243 1,165
Old : 7,609: 380 873 917 5,069 4,654 6,366 6,444: 1,243 1,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 11.5 12.1 66.6 61.2 83.7 84.7: 16.3 15.3
Old : 100.0: 5.0 11.5 12.1 66.6 61.2 83.7 84.7: 16.3 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 17 15 19 16:
Old : 23: 1 1 1 17 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 55.7 63.8 75.8 34.9 37.4 50.1 53.7
Old : 42.0 55.7 63.8 75.8 34.9 37.4 50.1 53.7
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, December 31, 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 : 5,755: 1,525 0 825 3,405 4,780 5,755 5,605: 0 150
Old : 5,755: 1,525 0 825 3,405 4,780 5,755 5,605: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -25: 0 0 0 -25 -25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 0.0 14.3 59.2 83.1 100.0 97.4: 0.0 2.6
Old : 100.0: 26.5 0.0 14.3 59.2 83.1 100.0 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 : 27: 1 0 1 17 15 18 16:
Old : 27: 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 : 64.8 64.4 80.9 84.8 46.6 46.6 58.3 55.3
Old : 64.8 64.4 80.9 84.8 46.6 46.6 58.3 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 2,460: 192 0 135 1,854 2,265 2,181 2,400: 279 60
Old : 2,460: 192 0 135 1,854 2,265 2,181 2,400: 279 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -45: 0 0 0 0 0 0 0: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 5.5 75.4 92.1 88.7 97.6: 11.3 2.4
Old : 100.0: 7.8 0.0 5.5 75.4 92.1 88.7 97.6: 11.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 13 17 14 18:
Old : 20: 1 0 1 13 17 14 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 : 51.1 49.1 74.9 72.3 35.4 36.2 41.8 45.4
Old : 51.1 49.1 74.9 72.3 35.4 36.2 41.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008