GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,300: 0 75 0 6,328 7,023 6,328 7,098: 972 202
Old : 7,300: 0 75 0 6,328 7,023 6,328 7,098: 972 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -1,164: 0 -50 0 -1,164 -1,229 -1,164 -1,279: 0 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 86.7 96.2 86.7 97.2: 13.3 2.8
Old : 100.0: 0.0 1.0 0.0 86.7 96.2 86.7 97.2: 13.3 2.8
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: 0 2 0 16 17 16 19:
Old : 27: 0 2 0 16 17 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 : 56.8 66.5 76.0 86.0 54.9 62.1 68.7 77.1
Old : 56.8 66.5 76.0 86.0 54.9 62.1 68.7 77.1
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,115: 0 505 30 7,665 7,396 7,695 7,931: 420 184
Old : 8,115: 0 505 30 7,665 7,396 7,695 7,931: 420 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -908: 0 -78 -20 -1,188 -924 -1,208 -1,022: 300 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 0.4 94.5 91.1 94.8 97.7: 5.2 2.3
Old : 100.0: 0.0 6.2 0.4 94.5 91.1 94.8 97.7: 5.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 4 1 22 22 23 26:
Old : 35: 0 4 1 22 22 23 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 : 54.9 50.4 82.7 70.1 48.7 39.7 57.9 55.1
Old : 54.9 50.4 82.7 70.1 48.7 39.7 57.9 55.1
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,409: 0 5 75 2,723 2,627 2,798 2,707: 611 702
Old : 3,409: 0 5 75 2,723 2,627 2,798 2,707: 611 702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -977: 0 -60 -5 -978 -1,036 -983 -1,101: 6 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 2.2 79.9 77.1 82.1 79.4: 17.9 20.6
Old : 100.0: 0.0 0.1 2.2 79.9 77.1 82.1 79.4: 17.9 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 2 21 27 23 29:
Old : 29: 0 1 2 21 27 23 29:
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 : 38.0 26.4 57.8 43.7 31.8 24.1 41.4 33.1
Old : 38.0 26.4 57.8 43.7 31.8 24.1 41.4 33.1
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 244,404: 42,446 9,635 44,256 123,636 160,718 210,337 214,609: 34,067 29,795
Old : 244,404: 42,446 9,635 44,256 123,636 160,718 210,337 214,609: 34,067 29,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 7,136: -1,689 121 1,310 3,398 2,144 3,019 3,576: 4,117 3,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 3.9 18.1 50.6 65.8 86.1 87.8: 13.9 12.2
Old : 100.0: 17.4 3.9 18.1 50.6 65.8 86.1 87.8: 13.9 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 : 144: 45 16 35 66 78 126 116:
Old : 144: 45 16 35 66 78 126 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 18.2 29.7 29.1 14.3 10.6 21.3 16.7
Old : 19.0 18.2 29.7 29.1 14.3 10.6 21.3 16.7
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,302,452: 80,556 192,487 517,169 641,465 553,649 1,239,190 1,263,305: 63,262 39,146
Old : 1,302,452: 80,556 192,487 517,169 641,465 553,649 1,239,190 1,263,305: 63,262 39,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 27,822: -11,757 -14,430 19,236 16,041 21,885 23,520 26,690: 4,302 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 14.8 39.7 49.3 42.5 95.1 97.0: 4.9 3.0
Old : 100.0: 6.2 14.8 39.7 49.3 42.5 95.1 97.0: 4.9 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 : 227: 66 68 88 85 78 203 187:
Old : 227: 66 68 88 85 78 203 187:
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 36.2 52.1 54.2 10.8 11.1 13.4 14.0
Old : 38.4 36.2 52.1 54.2 10.8 11.1 13.4 14.0
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 99,703: 1,594 12,290 1,209 87,362 74,051 90,165 87,550: 9,538 12,153
Old : 99,703: 1,594 12,290 1,209 87,362 74,051 90,165 87,550: 9,538 12,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -301: 1,594 952 -949 -6,645 -3,275 -6,000 -3,272: 5,699 2,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 12.3 1.2 87.6 74.3 90.4 87.8: 9.6 12.2
Old : 100.0: 1.6 12.3 1.2 87.6 74.3 90.4 87.8: 9.6 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: 1 4 4 24 19 28 24:
Old : 33: 1 4 4 24 19 28 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 : 54.4 58.4 69.1 74.4 53.1 58.2 67.6 71.4
Old : 54.4 58.4 69.1 74.4 53.1 58.2 67.6 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,384: 615 9,435 3,190 70,939 58,766 74,744 71,391: 7,640 10,993
Old : 82,384: 615 9,435 3,190 70,939 58,766 74,744 71,391: 7,640 10,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -811: 615 -3,259 406 -4,581 1,165 -3,560 -1,688: 2,749 877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 11.5 3.9 86.1 71.3 90.7 86.7: 9.3 13.3
Old : 100.0: 0.7 11.5 3.9 86.1 71.3 90.7 86.7: 9.3 13.3
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 : 31: 1 2 2 22 20 24 23:
Old : 31: 1 2 2 22 20 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 39.2 64.2 61.1 39.1 39.0 60.1 58.1
Old : 41.6 39.2 64.2 61.1 39.1 39.0 60.1 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 136,561: 17,334 1,592 3,068 105,499 123,926 125,901 128,586: 10,660 7,975
Old : 136,561: 17,334 1,592 3,068 105,499 123,926 125,901 128,586: 10,660 7,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -9,985: 1,456 -670 -1,913 -9,437 -9,305 -9,894 -11,888: -91 1,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 1.2 2.2 77.3 90.7 92.2 94.2: 7.8 5.8
Old : 100.0: 12.7 1.2 2.2 77.3 90.7 92.2 94.2: 7.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 3 3 30 26 34 31:
Old : 42: 3 3 3 30 26 34 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 : 44.7 44.5 61.3 64.0 41.2 44.3 53.6 62.5
Old : 44.7 44.5 61.3 64.0 41.2 44.3 53.6 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 104,642: 13,568 11,315 654 82,590 85,679 96,812 97,648: 7,830 6,994
Old : 104,642: 13,568 11,315 654 82,590 85,679 96,812 97,648: 7,830 6,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -4,542: -155 -146 -282 -4,845 -4,572 -5,282 -5,000: 740 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.8 0.6 78.9 81.9 92.5 93.3: 7.5 6.7
Old : 100.0: 13.0 10.8 0.6 78.9 81.9 92.5 93.3: 7.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 2 22 26 26 28:
Old : 35: 2 2 2 22 26 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 : 35.2 44.4 60.1 62.5 32.2 38.7 51.8 55.8
Old : 35.2 44.4 60.1 62.5 32.2 38.7 51.8 55.8
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,975: 11,599 947 1,349 25,196 39,302 38,144 41,598: 6,831 3,377
Old : 44,975: 11,599 947 1,349 25,196 39,302 38,144 41,598: 6,831 3,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -5,190: -1,750 -31 243 -2,534 -5,417 -4,041 -5,205: -1,149 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 2.1 3.0 56.0 87.4 84.8 92.5: 15.2 7.5
Old : 100.0: 25.8 2.1 3.0 56.0 87.4 84.8 92.5: 15.2 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 : 21: 3 1 3 11 14 15 17:
Old : 21: 3 1 3 11 14 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 53.6 77.5 74.8 57.8 49.5 65.2 64.1
Old : 61.2 53.6 77.5 74.8 57.8 49.5 65.2 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,052: 4,179 0 3,536 40,064 42,010 47,779 45,546: 6,273 8,506
Old : 54,052: 4,179 0 3,536 40,064 42,010 47,779 45,546: 6,273 8,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -4,044: -191 0 -66 -3,255 -5,609 -3,512 -5,675: -532 1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 6.5 74.1 77.7 88.4 84.3: 11.6 15.7
Old : 100.0: 7.7 0.0 6.5 74.1 77.7 88.4 84.3: 11.6 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 16 22 18 23:
Old : 26: 2 0 1 16 22 18 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 : 53.6 36.4 77.0 57.1 46.1 34.2 61.5 51.0
Old : 53.6 36.4 77.0 57.1 46.1 34.2 61.5 51.0
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,225: 342 622 3,163 73,287 63,696 76,792 67,481: 4,433 13,744
Old : 81,225: 342 622 3,163 73,287 63,696 76,792 67,481: 4,433 13,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -7,902: -760 -689 -1,074 -7,145 -11,362 -8,979 -13,125: 1,077 5,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.8 3.9 90.2 78.4 94.5 83.1: 5.5 16.9
Old : 100.0: 0.4 0.8 3.9 90.2 78.4 94.5 83.1: 5.5 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 2 3 24 29 27 32:
Old : 40: 1 2 3 24 29 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 28.4 73.4 44.6 44.4 27.2 63.9 41.5
Old : 47.4 28.4 73.4 44.6 44.4 27.2 63.9 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 107,470: 2,389 2 3,357 86,118 95,407 91,864 98,766: 15,606 8,704
Old : 107,470: 2,389 2 3,357 86,118 95,407 91,864 98,766: 15,606 8,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -2,967: 763 -1,133 -144 -5,075 -1,823 -4,456 -3,100: 1,489 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 3.1 80.1 88.8 85.5 91.9: 14.5 8.1
Old : 100.0: 2.2 0.0 3.1 80.1 88.8 85.5 91.9: 14.5 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 3 23 22 26 25:
Old : 35: 2 1 3 23 22 26 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 : 48.4 42.1 66.4 67.0 46.5 41.7 58.8 61.4
Old : 48.4 42.1 66.4 67.0 46.5 41.7 58.8 61.4
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,022: 14,167 1,088 4,029 37,943 44,772 56,139 49,889: 3,883 10,133
Old : 60,022: 14,167 1,088 4,029 37,943 44,772 56,139 49,889: 3,883 10,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,466: -8,349 1,088 2,123 7,324 -504 1,098 2,707: 368 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 1.8 6.7 63.2 74.6 93.5 83.1: 6.5 16.9
Old : 100.0: 23.6 1.8 6.7 63.2 74.6 93.5 83.1: 6.5 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 3 16 14 20 18:
Old : 27: 4 1 3 16 14 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 35.9 68.2 56.0 35.8 29.6 53.5 44.5
Old : 40.2 35.9 68.2 56.0 35.8 29.6 53.5 44.5
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,048: 5,297 3,457 8,114 56,572 48,201 69,983 59,772: 2,065 12,276
Old : 72,048: 5,297 3,457 8,114 56,572 48,201 69,983 59,772: 2,065 12,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 578: 647 -4,863 1,312 -831 4,206 1,128 655: -550 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.8 11.3 78.5 66.9 97.1 83.0: 2.9 17.0
Old : 100.0: 7.4 4.8 11.3 78.5 66.9 97.1 83.0: 2.9 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 3 15 16 19 19:
Old : 23: 2 2 3 15 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 36.8 79.6 59.0 45.8 25.7 57.8 37.8
Old : 61.2 36.8 79.6 59.0 45.8 25.7 57.8 37.8
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 75,220: 3,641 176 3,928 59,943 59,683 67,512 63,787: 7,708 11,433
Old : 75,220: 3,641 176 3,928 59,943 59,683 67,512 63,787: 7,708 11,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -8,057: -5,255 176 853 -5,842 -10,880 -10,244 -9,851: 2,187 1,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.2 5.2 79.7 79.3 89.8 84.8: 10.2 15.2
Old : 100.0: 4.8 0.2 5.2 79.7 79.3 89.8 84.8: 10.2 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 2 22 22 26 24:
Old : 31: 3 1 2 22 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 41.3 58.7 62.9 33.9 32.9 46.3 44.0
Old : 39.5 41.3 58.7 62.9 33.9 32.9 46.3 44.0
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,196: 6,408 364 7,873 92,958 97,615 107,239 105,852: 9,957 11,344
Old : 117,196: 6,408 364 7,873 92,958 97,615 107,239 105,852: 9,957 11,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -3,618: -2,278 364 83 -5,680 -7,581 -7,875 -7,134: 4,257 3,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.3 6.7 79.3 83.3 91.5 90.3: 8.5 9.7
Old : 100.0: 5.5 0.3 6.7 79.3 83.3 91.5 90.3: 8.5 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 : 42: 3 1 3 27 32 31 35:
Old : 42: 3 1 3 27 32 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 29.8 62.0 48.1 36.1 26.8 52.8 42.8
Old : 42.2 29.8 62.0 48.1 36.1 26.8 52.8 42.8
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 121,295: 1,120 21,001 14,232 93,392 78,671 108,744 113,904: 12,551 7,391
Old : 121,295: 1,120 21,001 14,232 93,392 78,671 108,744 113,904: 12,551 7,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -13,091: 676 679 -5,948 -8,930 -7,488 -14,202 -12,757: 1,111 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 17.3 11.7 77.0 64.9 89.7 93.9: 10.3 6.1
Old : 100.0: 0.9 17.3 11.7 77.0 64.9 89.7 93.9: 10.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 5 6 35 28 41 34:
Old : 42: 1 5 6 35 28 41 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 : 30.1 34.4 44.1 57.4 23.6 20.9 32.5 34.5
Old : 30.1 34.4 44.1 57.4 23.6 20.9 32.5 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 78,922: 7,979 2,908 5,518 57,481 56,431 70,978 64,857: 7,944 14,065
Old : 78,922: 7,979 2,908 5,518 57,481 56,431 70,978 64,857: 7,944 14,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -8,030: 595 -837 -829 -7,903 -8,810 -8,137 -10,476: 107 2,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.7 7.0 72.8 71.5 89.9 82.2: 10.1 17.8
Old : 100.0: 10.1 3.7 7.0 72.8 71.5 89.9 82.2: 10.1 17.8
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 : 32: 5 1 5 20 22 25 28:
Old : 32: 5 1 5 20 22 25 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 : 57.1 34.7 70.8 52.3 51.3 30.5 59.6 43.6
Old : 57.1 34.7 70.8 52.3 51.3 30.5 59.6 43.6
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,426: 2,400 310 0 45,950 48,482 48,350 48,792: 4,076 3,634
Old : 52,426: 2,400 310 0 45,950 48,482 48,350 48,792: 4,076 3,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -10,701: -1,240 -3,100 0 -8,655 -6,311 -9,895 -9,411: -806 -1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.6 0.0 87.6 92.5 92.2 93.1: 7.8 6.9
Old : 100.0: 4.6 0.6 0.0 87.6 92.5 92.2 93.1: 7.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 12 13 13 14:
Old : 21: 1 1 0 12 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 45.9 83.5 81.1 54.4 42.4 68.8 65.9
Old : 62.3 45.9 83.5 81.1 54.4 42.4 68.8 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 246,363: 15,740 3,119 4,554 215,665 220,626 235,959 228,299: 10,404 18,064
Old : 246,363: 15,740 3,119 4,554 215,665 220,626 235,959 228,299: 10,404 18,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -9,223: 3,098 -2,190 -871 -11,481 -7,956 -9,254 -11,017: 31 1,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.3 1.8 87.5 89.6 95.8 92.7: 4.2 7.3
Old : 100.0: 6.4 1.3 1.8 87.5 89.6 95.8 92.7: 4.2 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 4 2 6 44 41 50 47:
Old : 58: 4 2 6 44 41 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 56.0 54.4 66.6 32.1 53.6 49.3 61.7
Old : 35.1 56.0 54.4 66.6 32.1 53.6 49.3 61.7
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 209,659: 11,367 3,772 11,995 174,231 184,754 197,593 200,521: 12,066 9,138
Old : 209,659: 11,367 3,772 11,995 174,231 184,754 197,593 200,521: 12,066 9,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -4,351: 2,540 -1,383 -473 -7,085 -3,053 -5,018 -4,909: 667 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 1.8 5.7 83.1 88.1 94.2 95.6: 5.8 4.4
Old : 100.0: 5.4 1.8 5.7 83.1 88.1 94.2 95.6: 5.8 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 : 46: 3 3 4 36 31 42 35:
Old : 46: 3 3 4 36 31 42 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 40.5 49.6 64.7 24.7 37.6 40.1 53.8
Old : 29.7 40.5 49.6 64.7 24.7 37.6 40.1 53.8
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 207,112: 9,299 7,033 7,403 172,824 182,206 189,526 196,642: 17,586 10,470
Old : 207,112: 9,299 7,033 7,403 172,824 182,206 189,526 196,642: 17,586 10,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -8,962: -1,434 -3,179 -82 -8,854 -8,355 -10,370 -11,616: 1,408 2,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 3.4 3.6 83.4 88.0 91.5 94.9: 8.5 5.1
Old : 100.0: 4.5 3.4 3.6 83.4 88.0 91.5 94.9: 8.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 3 4 43 36 48 42:
Old : 53: 4 3 4 43 36 48 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 37.4 50.2 60.5 33.0 29.8 44.7 45.3
Old : 34.1 37.4 50.2 60.5 33.0 29.8 44.7 45.3
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,359: 0 3,014 831 39,336 34,833 40,167 38,678: 8,192 9,681
Old : 48,359: 0 3,014 831 39,336 34,833 40,167 38,678: 8,192 9,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -1,539: 0 376 -3 -1,218 -2,831 -1,221 -2,458: -318 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 1.7 81.3 72.0 83.1 80.0: 16.9 20.0
Old : 100.0: 0.0 6.2 1.7 81.3 72.0 83.1 80.0: 16.9 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 20 16 21 17:
Old : 25: 0 1 1 20 16 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 : 32.1 33.5 52.5 56.1 25.3 29.2 41.8 43.4
Old : 32.1 33.5 52.5 56.1 25.3 29.2 41.8 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 203,948: 23,545 6,550 10,457 152,885 165,111 186,887 182,118: 17,061 21,830
Old : 203,948: 23,545 6,550 10,457 152,885 165,111 186,887 182,118: 17,061 21,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -7,696: 711 904 -1,285 -8,771 -8,655 -9,345 -9,036: 1,649 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 3.2 5.1 75.0 81.0 91.6 89.3: 8.4 10.7
Old : 100.0: 11.5 3.2 5.1 75.0 81.0 91.6 89.3: 8.4 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 : 46: 4 3 5 34 36 40 42:
Old : 46: 4 3 5 34 36 40 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 29.1 50.1 46.6 24.2 26.6 35.1 35.0
Old : 33.1 29.1 50.1 46.6 24.2 26.6 35.1 35.0
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,998: 4,410 10,349 2,083 68,640 61,009 75,133 73,441: 6,865 8,557
Old : 81,998: 4,410 10,349 2,083 68,640 61,009 75,133 73,441: 6,865 8,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -1,894: 0 1,926 -3 -1,355 -3,924 -1,358 -2,001: -536 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.6 2.5 83.7 74.4 91.6 89.6: 8.4 10.4
Old : 100.0: 5.4 12.6 2.5 83.7 74.4 91.6 89.6: 8.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 4 1 26 27 29 31:
Old : 38: 2 4 1 26 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 : 30.0 35.1 52.5 54.9 23.8 26.2 40.8 39.1
Old : 30.0 35.1 52.5 54.9 23.8 26.2 40.8 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,750,865: 567,270 83,382 909,027 1,231,577 1,722,780 2,707,874 2,715,189: 42,991 35,676
Old : 2,750,865: 567,270 83,382 909,027 1,231,577 1,722,780 2,707,874 2,715,189: 42,991 35,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 68,412: 13,759 -31,720 48,550 8,318 48,047 70,627 64,877: -2,215 3,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 3.0 33.0 44.8 62.6 98.4 98.7: 1.6 1.3
Old : 100.0: 20.6 3.0 33.0 44.8 62.6 98.4 98.7: 1.6 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 : 158: 27 19 42 102 91 150 136:
Old : 158: 27 19 42 102 91 150 136:
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 40.0 49.3 52.9 18.3 20.2 21.7 25.4
Old : 37.4 40.0 49.3 52.9 18.3 20.2 21.7 25.4
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 903,538: 81,049 238,377 172,054 642,376 484,303 895,479 894,734: 8,059 8,804
Old : 903,538: 81,049 238,377 172,054 642,376 484,303 895,479 894,734: 8,059 8,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 23,913: 12,933 -2,878 2,199 5,829 21,518 20,961 20,839: 2,952 3,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 26.4 19.0 71.1 53.6 99.1 99.0: 0.9 1.0
Old : 100.0: 9.0 26.4 19.0 71.1 53.6 99.1 99.0: 0.9 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 : 85: 24 17 30 42 42 78 77:
Old : 85: 24 17 30 42 42 78 77:
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 : 40.9 32.9 62.8 53.7 32.9 28.5 45.8 41.1
Old : 40.9 32.9 62.8 53.7 32.9 28.5 45.8 41.1
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,701: 76 0 30 9,749 10,560 9,855 10,590: 846 111
Old : 10,701: 76 0 30 9,749 10,560 9,855 10,590: 846 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -85: 45 0 30 -280 50 -205 80: 120 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.3 91.1 98.7 92.1 99.0: 7.9 1.0
Old : 100.0: 0.7 0.0 0.3 91.1 98.7 92.1 99.0: 7.9 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 : 24: 2 0 1 19 16 21 17:
Old : 24: 2 0 1 19 16 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 : 49.9 71.6 69.3 84.4 45.8 66.1 63.2 74.5
Old : 49.9 71.6 69.3 84.4 45.8 66.1 63.2 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,616: 1,883 621 4,901 85,218 86,333 92,002 91,855: 614 761
Old : 92,616: 1,883 621 4,901 85,218 86,333 92,002 91,855: 614 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 2,088: -115 84 132 2,162 1,985 2,180 2,201: -92 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.7 5.3 92.0 93.2 99.3 99.2: 0.7 0.8
Old : 100.0: 2.0 0.7 5.3 92.0 93.2 99.3 99.2: 0.7 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 : 48: 8 4 8 30 30 41 39:
Old : 48: 8 4 8 30 30 41 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 : 52.4 42.7 71.2 64.6 16.4 15.8 23.4 21.4
Old : 52.4 42.7 71.2 64.6 16.4 15.8 23.4 21.4
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 15,492: 1,536 2,093 256 13,700 13,100 15,492 15,449: 0 43
Old : 15,492: 1,536 2,093 256 13,700 13,100 15,492 15,449: 0 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 852: 80 2,048 -80 872 -1,139 872 829: -20 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.5 1.7 88.4 84.6 100.0 99.7: 0.0 0.3
Old : 100.0: 9.9 13.5 1.7 88.4 84.6 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 9 15 11 16:
Old : 21: 1 1 1 9 15 11 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 : 66.1 85.6 94.5 95.0 55.7 66.6 74.7 72.2
Old : 66.1 85.6 94.5 95.0 55.7 66.6 74.7 72.2
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,674: 4,305 0 449 25,211 29,928 29,966 30,378: 708 296
Old : 30,674: 4,305 0 449 25,211 29,928 29,966 30,378: 708 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -797: 0 -40 -45 -706 -711 -751 -796: -47 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.0 1.5 82.2 97.6 97.7 99.0: 2.3 1.0
Old : 100.0: 14.0 0.0 1.5 82.2 97.6 97.7 99.0: 2.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 2 19 21 21 23:
Old : 27: 2 0 2 19 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 67.6 81.4 85.2 24.2 22.3 30.7 29.9
Old : 59.7 67.6 81.4 85.2 24.2 22.3 30.7 29.9
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,146: 1,100 1,504 572 21,702 23,612 23,374 25,688: 3,772 1,458
Old : 27,146: 1,100 1,504 572 21,702 23,612 23,374 25,688: 3,772 1,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -1,104: 46 -20 -46 -1,488 -1,498 -1,488 -1,564: 384 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.5 2.1 79.9 87.0 86.1 94.6: 13.9 5.4
Old : 100.0: 4.1 5.5 2.1 79.9 87.0 86.1 94.6: 13.9 5.4
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 : 23: 1 2 2 18 16 21 18:
Old : 23: 1 2 2 18 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 56.7 67.2 76.0 30.1 46.7 46.1 53.2
Old : 47.1 56.7 67.2 76.0 30.1 46.7 46.1 53.2
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,692: 1,380 0 980 15,808 16,366 18,168 17,346: 524 1,346
Old : 18,692: 1,380 0 980 15,808 16,366 18,168 17,346: 524 1,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -1,540: -4 0 -160 -1,338 -2,026 -1,502 -2,186: -38 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 5.2 84.6 87.6 97.2 92.8: 2.8 7.2
Old : 100.0: 7.4 0.0 5.2 84.6 87.6 97.2 92.8: 2.8 7.2
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 : 25: 1 0 2 20 19 22 21:
Old : 25: 1 0 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 64.3 63.9 78.7 37.0 59.4 55.9 65.5
Old : 39.9 64.3 63.9 78.7 37.0 59.4 55.9 65.5
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,628,361: 266,554 133,157 989,075 1,270,402 1,410,374 2,526,030 2,532,606: 102,331 95,755
Old : 2,628,361: 266,554 133,157 989,075 1,270,402 1,410,374 2,526,030 2,532,606: 102,331 95,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 119,389: -30 -6,375 62,881 45,474 53,465 108,325 109,971: 11,064 9,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.1 37.6 48.3 53.7 96.1 96.4: 3.9 3.6
Old : 100.0: 10.1 5.1 37.6 48.3 53.7 96.1 96.4: 3.9 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 : 353: 107 139 165 75 93 286 304:
Old : 353: 107 139 165 75 93 286 304:
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 : 24.6 24.4 37.0 35.8 6.6 5.3 9.9 8.0
Old : 24.6 24.4 37.0 35.8 6.6 5.3 9.9 8.0
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,289: 0 700 0 13,289 12,589 13,289 13,289: 0 0
Old : 13,289: 0 700 0 13,289 12,589 13,289 13,289: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -3,825: 0 50 -50 -3,775 -3,825 -3,825 -3,825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 100.0 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.3 0.0 100.0 94.7 100.0 100.0: 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 : 33: 0 2 0 26 25 26 27:
Old : 33: 0 2 0 26 25 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 43.8 68.9 68.9 25.1 27.8 34.9 35.6
Old : 45.8 43.8 68.9 68.9 25.1 27.8 34.9 35.6
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 151,390: 23,594 22,782 42,222 76,385 78,868 142,201 143,872: 9,189 7,518
Old : 151,390: 23,594 22,782 42,222 76,385 78,868 142,201 143,872: 9,189 7,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 11,207: -1,132 45 4,029 7,271 6,216 10,168 10,290: 1,039 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 15.0 27.9 50.5 52.1 93.9 95.0: 6.1 5.0
Old : 100.0: 15.6 15.0 27.9 50.5 52.1 93.9 95.0: 6.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 14 19 22 22 44 42:
Old : 45: 8 14 19 22 22 44 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 37.7 56.2 53.4 21.0 14.9 25.2 22.4
Old : 41.7 37.7 56.2 53.4 21.0 14.9 25.2 22.4
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 17,154: 11,837 1,903 0 3,218 15,039 15,055 16,942: 2,099 212
Old : 17,154: 11,837 1,903 0 3,218 15,039 15,055 16,942: 2,099 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,176: 1,735 55 0 -708 1,255 1,027 1,310: 149 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 11.1 0.0 18.8 87.7 87.8 98.8: 12.2 1.2
Old : 100.0: 69.0 11.1 0.0 18.8 87.7 87.8 98.8: 12.2 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 : 109: 58 15 0 11 26 69 41:
Old : 109: 58 15 0 11 26 69 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 : 45.2 42.4 58.0 64.5 45.2 42.4 58.0 64.5
Old : 45.2 42.4 58.0 64.5 45.2 42.4 58.0 64.5
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,500: 14,569 2,816 112 1,080 15,713 15,761 18,641: 3,739 859
Old : 19,500: 14,569 2,816 112 1,080 15,713 15,761 18,641: 3,739 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,938: 1,922 557 -107 90 1,598 1,905 2,048: 33 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 14.4 0.6 5.5 80.6 80.8 95.6: 19.2 4.4
Old : 100.0: 74.7 14.4 0.6 5.5 80.6 80.8 95.6: 19.2 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 : 100: 57 12 1 11 24 69 36:
Old : 100: 57 12 1 11 24 69 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 : 23.2 43.3 37.2 60.1 23.2 43.2 37.2 59.4
Old : 23.2 43.3 37.2 60.1 23.2 43.2 37.2 59.4
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 256,290: 57,484 8,916 40,498 128,757 186,498 226,739 235,912: 29,551 20,378
Old : 256,290: 57,484 8,916 40,498 128,757 186,498 226,739 235,912: 29,551 20,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 17,519: -2,555 2,141 3,077 12,912 9,732 13,435 14,951: 4,084 2,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 3.5 15.8 50.2 72.8 88.5 92.0: 11.5 8.0
Old : 100.0: 22.4 3.5 15.8 50.2 72.8 88.5 92.0: 11.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 77 14 33 77 88 160 129:
Old : 187: 77 14 33 77 88 160 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 23.8 27.8 37.4 10.4 13.0 15.3 19.6
Old : 17.3 23.8 27.8 37.4 10.4 13.0 15.3 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,025: 2,120 452 584 2,931 4,704 5,635 5,740: 1,390 1,285
Old : 7,025: 2,120 452 584 2,931 4,704 5,635 5,740: 1,390 1,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -600: -133 255 -176 -197 -377 -506 -298: -94 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 6.4 8.3 41.7 67.0 80.2 81.7: 19.8 18.3
Old : 100.0: 30.2 6.4 8.3 41.7 67.0 80.2 81.7: 19.8 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 2 4 10 9 19 14:
Old : 20: 7 2 4 10 9 19 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 : 30.9 50.7 54.0 69.0 27.0 38.1 40.3 48.0
Old : 30.9 50.7 54.0 69.0 27.0 38.1 40.3 48.0
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,275: 0 0 250 3,025 2,975 3,275 3,225: 0 50
Old : 3,275: 0 0 250 3,025 2,975 3,275 3,225: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -550: -150 0 0 -400 -550 -550 -550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 7.6 92.4 90.8 100.0 98.5: 0.0 1.5
Old : 100.0: 0.0 0.0 7.6 92.4 90.8 100.0 98.5: 0.0 1.5
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 : 21: 0 0 1 14 18 15 19:
Old : 21: 0 0 1 14 18 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 48.9 83.2 74.8 20.6 14.5 23.7 20.6
Old : 56.5 48.9 83.2 74.8 20.6 14.5 23.7 20.6
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,155: 1,575 0 825 2,755 4,180 5,155 5,005: 0 150
Old : 5,155: 1,575 0 825 2,755 4,180 5,155 5,005: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -600: 50 0 0 -650 -600 -600 -600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 0.0 16.0 53.4 81.1 100.0 97.1: 0.0 2.9
Old : 100.0: 30.6 0.0 16.0 53.4 81.1 100.0 97.1: 0.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 16 12 17 13:
Old : 22: 1 0 1 16 12 17 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 : 70.4 71.9 84.0 90.3 47.1 48.1 57.3 55.4
Old : 70.4 71.9 84.0 90.3 47.1 48.1 57.3 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008