GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 7,480: 0 75 0 6,508 7,188 6,508 7,263: 972 217
Old : 7,480: 0 75 0 6,508 7,188 6,508 7,263: 972 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 180: 0 0 0 180 165 180 165: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 87.0 96.1 87.0 97.1: 13.0 2.9
Old : 100.0: 0.0 1.0 0.0 87.0 96.1 87.0 97.1: 13.0 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 : 30: 0 2 0 18 20 18 22:
Old : 30: 0 2 0 18 20 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 64.0 75.0 81.3 54.8 57.6 68.0 72.9
Old : 56.7 64.0 75.0 81.3 54.8 57.6 68.0 72.9
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 15, 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 : 8,375: 0 430 255 7,700 7,506 7,955 8,191: 420 184
Old : 8,375: 0 430 255 7,700 7,506 7,955 8,191: 420 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 260: 0 -75 225 35 110 260 260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 3.0 91.9 89.6 95.0 97.8: 5.0 2.2
Old : 100.0: 0.0 5.1 3.0 91.9 89.6 95.0 97.8: 5.0 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 : 36: 0 4 2 23 23 25 27:
Old : 36: 0 4 2 23 23 25 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 : 52.7 48.8 79.3 67.3 47.0 37.9 55.9 52.8
Old : 52.7 48.8 79.3 67.3 47.0 37.9 55.9 52.8
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 15, 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 : 3,704: 15 5 60 3,021 2,910 3,096 2,975: 608 729
Old : 3,704: 15 5 60 3,021 2,910 3,096 2,975: 608 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 295: 15 0 -15 298 283 298 268: -3 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.1 1.6 81.6 78.6 83.6 80.3: 16.4 19.7
Old : 100.0: 0.4 0.1 1.6 81.6 78.6 83.6 80.3: 16.4 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 2 23 29 25 31:
Old : 31: 1 1 2 23 29 25 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 : 37.8 25.9 57.0 42.7 32.0 23.9 39.7 32.5
Old : 37.8 25.9 57.0 42.7 32.0 23.9 39.7 32.5
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 15, 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 : 246,667: 33,670 8,081 45,308 132,857 163,934 211,834 217,323: 34,832 29,344
Old : 246,667: 33,670 8,081 45,308 132,857 163,934 211,834 217,323: 34,832 29,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 2,262: -8,775 -1,555 1,052 9,221 3,216 1,497 2,713: 765 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.3 18.4 53.9 66.5 85.9 88.1: 14.1 11.9
Old : 100.0: 13.7 3.3 18.4 53.9 66.5 85.9 88.1: 14.1 11.9
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 : 147: 48 17 38 70 76 133 118:
Old : 147: 48 17 38 70 76 133 118:
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 : 19.8 17.9 31.5 29.2 13.7 9.9 19.3 16.1
Old : 19.8 17.9 31.5 29.2 13.7 9.9 19.3 16.1
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 15, 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 : 1,323,503: 72,629 195,312 531,705 651,464 558,034 1,255,798 1,285,051: 67,705 38,451
Old : 1,323,503: 72,629 195,312 531,705 651,464 558,034 1,255,798 1,285,051: 67,705 38,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 21,051: -7,928 2,825 14,536 9,999 4,385 16,608 21,746: 4,443 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 14.8 40.2 49.2 42.2 94.9 97.1: 5.1 2.9
Old : 100.0: 5.5 14.8 40.2 49.2 42.2 94.9 97.1: 5.1 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 : 227: 69 65 92 83 76 202 190:
Old : 227: 69 65 92 83 76 202 190:
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 35.5 51.2 53.9 11.2 11.1 13.7 14.1
Old : 38.0 35.5 51.2 53.9 11.2 11.1 13.7 14.1
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 15, 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 : 100,210: 0 12,500 1,179 87,663 73,779 88,842 87,458: 11,368 12,752
Old : 100,210: 0 12,500 1,179 87,663 73,779 88,842 87,458: 11,368 12,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 507: -1,594 210 -30 301 -272 -1,323 -92: 1,830 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 1.2 87.5 73.6 88.7 87.3: 11.3 12.7
Old : 100.0: 0.0 12.5 1.2 87.5 73.6 88.7 87.3: 11.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 4 3 24 19 27 23:
Old : 31: 0 4 3 24 19 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 57.7 69.9 73.7 53.9 57.6 67.5 70.4
Old : 55.2 57.7 69.9 73.7 53.9 57.6 67.5 70.4
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 15, 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 : 85,023: 0 10,414 3,712 72,781 60,229 76,493 74,355: 8,530 10,668
Old : 85,023: 0 10,414 3,712 72,781 60,229 76,493 74,355: 8,530 10,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 2,639: -615 979 522 1,842 1,463 1,749 2,964: 890 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 4.4 85.6 70.8 90.0 87.5: 10.0 12.5
Old : 100.0: 0.0 12.2 4.4 85.6 70.8 90.0 87.5: 10.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 3 2 23 21 25 24:
Old : 32: 0 3 2 23 21 25 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 : 39.2 36.5 60.6 59.7 37.7 35.9 57.4 54.9
Old : 39.2 36.5 60.6 59.7 37.7 35.9 57.4 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 139,989: 12,649 1,325 4,260 112,780 126,998 129,689 132,583: 10,300 7,406
Old : 139,989: 12,649 1,325 4,260 112,780 126,998 129,689 132,583: 10,300 7,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,428: -4,685 -267 1,192 7,281 3,072 3,788 3,997: -360 -569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.9 3.0 80.6 90.7 92.6 94.7: 7.4 5.3
Old : 100.0: 9.0 0.9 3.0 80.6 90.7 92.6 94.7: 7.4 5.3
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 : 43: 3 3 3 30 26 34 31:
Old : 43: 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 : 43.5 42.5 61.3 62.2 38.0 42.2 52.1 60.7
Old : 43.5 42.5 61.3 62.2 38.0 42.2 52.1 60.7
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 15, 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 : 105,678: 13,568 12,531 654 82,774 84,918 96,996 98,103: 8,682 7,575
Old : 105,678: 13,568 12,531 654 82,774 84,918 96,996 98,103: 8,682 7,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,036: 0 1,216 0 184 -761 184 455: 852 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 11.9 0.6 78.3 80.4 91.8 92.8: 8.2 7.2
Old : 100.0: 12.8 11.9 0.6 78.3 80.4 91.8 92.8: 8.2 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 : 34: 2 2 2 21 26 25 28:
Old : 34: 2 2 2 21 26 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 : 35.5 45.1 60.4 64.0 32.6 39.5 51.8 55.9
Old : 35.5 45.1 60.4 64.0 32.6 39.5 51.8 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 42,998: 10,351 947 1,072 25,476 35,928 36,899 37,947: 6,099 5,051
Old : 42,998: 10,351 947 1,072 25,476 35,928 36,899 37,947: 6,099 5,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -1,977: -1,248 0 -277 280 -3,374 -1,245 -3,651: -732 1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 2.2 2.5 59.2 83.6 85.8 88.3: 14.2 11.7
Old : 100.0: 24.1 2.2 2.5 59.2 83.6 85.8 88.3: 14.2 11.7
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 : 21: 2 1 2 13 14 16 16:
Old : 21: 2 1 2 13 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 53.6 77.8 71.7 60.4 48.3 67.4 62.8
Old : 64.0 53.6 77.8 71.7 60.4 48.3 67.4 62.8
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 15, 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 : 57,194: 4,990 0 3,782 42,149 45,274 50,921 49,056: 6,273 8,138
Old : 57,194: 4,990 0 3,782 42,149 45,274 50,921 49,056: 6,273 8,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,142: 811 0 246 2,085 3,264 3,142 3,510: 0 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 6.6 73.7 79.2 89.0 85.8: 11.0 14.2
Old : 100.0: 8.7 0.0 6.6 73.7 79.2 89.0 85.8: 11.0 14.2
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 : 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 : 56.3 34.9 78.3 55.4 48.7 32.2 62.4 48.3
Old : 56.3 34.9 78.3 55.4 48.7 32.2 62.4 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 82,264: 3,731 386 2,549 71,137 63,784 77,417 66,719: 4,847 15,545
Old : 82,264: 3,731 386 2,549 71,137 63,784 77,417 66,719: 4,847 15,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,039: 3,389 -236 -614 -2,150 88 625 -762: 414 1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.5 3.1 86.5 77.5 94.1 81.1: 5.9 18.9
Old : 100.0: 4.5 0.5 3.1 86.5 77.5 94.1 81.1: 5.9 18.9
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 : 41: 3 1 4 24 30 28 34:
Old : 41: 3 1 4 24 30 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 29.5 68.5 44.5 39.4 27.8 58.8 42.2
Old : 42.7 29.5 68.5 44.5 39.4 27.8 58.8 42.2
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 15, 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 : 111,058: 3,022 2 3,467 88,941 98,865 95,430 102,334: 15,628 8,724
Old : 111,058: 3,022 2 3,467 88,941 98,865 95,430 102,334: 15,628 8,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,588: 633 0 110 2,823 3,458 3,566 3,568: 22 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 3.1 80.1 89.0 85.9 92.1: 14.1 7.9
Old : 100.0: 2.7 0.0 3.1 80.1 89.0 85.9 92.1: 14.1 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 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 : 48.5 42.6 66.1 67.9 46.8 42.1 59.1 61.3
Old : 48.5 42.6 66.1 67.9 46.8 42.1 59.1 61.3
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 15, 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 : 63,915: 11,215 1,088 5,817 42,923 48,230 59,955 55,135: 3,960 8,780
Old : 63,915: 11,215 1,088 5,817 42,923 48,230 59,955 55,135: 3,960 8,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,893: -2,952 0 1,788 4,980 3,458 3,816 5,246: 77 -1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 1.7 9.1 67.2 75.5 93.8 86.3: 6.2 13.7
Old : 100.0: 17.5 1.7 9.1 67.2 75.5 93.8 86.3: 6.2 13.7
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 : 28: 4 1 2 16 15 20 18:
Old : 28: 4 1 2 16 15 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 : 43.6 36.6 68.9 59.5 38.1 30.4 53.3 44.3
Old : 43.6 36.6 68.9 59.5 38.1 30.4 53.3 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, January 15, 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 : 78,034: 4,967 2,637 10,740 60,738 54,859 76,445 68,236: 1,589 9,798
Old : 78,034: 4,967 2,637 10,740 60,738 54,859 76,445 68,236: 1,589 9,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 5,986: -330 -820 2,626 4,166 6,658 6,462 8,464: -476 -2,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 3.4 13.8 77.8 70.3 98.0 87.4: 2.0 12.6
Old : 100.0: 6.4 3.4 13.8 77.8 70.3 98.0 87.4: 2.0 12.6
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 : 25: 2 2 3 17 17 21 20:
Old : 25: 2 2 3 17 17 21 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 : 60.0 43.5 77.9 65.2 42.2 30.6 51.1 38.6
Old : 60.0 43.5 77.9 65.2 42.2 30.6 51.1 38.6
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 15, 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 : 77,869: 3,293 3,820 2,305 66,625 62,540 72,223 68,665: 5,646 9,204
Old : 77,869: 3,293 3,820 2,305 66,625 62,540 72,223 68,665: 5,646 9,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 2,649: -348 3,644 -1,623 6,682 2,857 4,711 4,878: -2,062 -2,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.9 3.0 85.6 80.3 92.7 88.2: 7.3 11.8
Old : 100.0: 4.2 4.9 3.0 85.6 80.3 92.7 88.2: 7.3 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 : 33: 3 1 2 24 24 28 26:
Old : 33: 3 1 2 24 24 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 39.9 59.9 63.8 34.4 32.1 48.0 44.2
Old : 41.2 39.9 59.9 63.8 34.4 32.1 48.0 44.2
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 15, 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 : 121,665: 13,499 0 7,269 92,869 105,332 113,637 112,601: 8,028 9,064
Old : 121,665: 13,499 0 7,269 92,869 105,332 113,637 112,601: 8,028 9,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 4,469: 7,091 -364 -604 -89 7,717 6,398 6,749: -1,929 -2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 6.0 76.3 86.6 93.4 92.6: 6.6 7.4
Old : 100.0: 11.1 0.0 6.0 76.3 86.6 93.4 92.6: 6.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 0 3 28 33 32 36:
Old : 43: 4 0 3 28 33 32 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 : 44.2 29.0 62.8 47.7 35.4 27.0 53.5 43.8
Old : 44.2 29.0 62.8 47.7 35.4 27.0 53.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 37,443: 1,073 0 242 28,293 28,704 29,608 28,946: 7,835 8,497
Old : 37,443: 1,073 0 242 28,293 28,704 29,608 28,946: 7,835 8,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.6 75.6 76.7 79.1 77.3: 20.9 22.7
Old : 100.0: 2.9 0.0 0.6 75.6 76.7 79.1 77.3: 20.9 22.7
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: 1 0 1 12 15 13 16:
Old : 20: 1 0 1 12 15 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 44.9 75.7 66.5 63.1 44.7 70.5 64.5
Old : 63.1 44.9 75.7 66.5 63.1 44.7 70.5 64.5
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 15, 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 : 130,667: 632 22,317 15,999 102,004 84,380 118,635 122,696: 12,032 7,971
Old : 130,667: 632 22,317 15,999 102,004 84,380 118,635 122,696: 12,032 7,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 9,372: -488 1,316 1,767 8,612 5,709 9,891 8,792: -519 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 17.1 12.2 78.1 64.6 90.8 93.9: 9.2 6.1
Old : 100.0: 0.5 17.1 12.2 78.1 64.6 90.8 93.9: 9.2 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 : 43: 1 5 6 36 31 42 37:
Old : 43: 1 5 6 36 31 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 31.2 48.8 53.1 25.1 19.8 33.5 31.1
Old : 32.6 31.2 48.8 53.1 25.1 19.8 33.5 31.1
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 15, 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 : 83,142: 10,631 2,166 4,119 59,066 65,998 73,816 72,283: 9,326 10,859
Old : 83,142: 10,631 2,166 4,119 59,066 65,998 73,816 72,283: 9,326 10,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 4,220: 2,652 -742 -1,399 1,585 9,567 2,838 7,426: 1,382 -3,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.6 5.0 71.0 79.4 88.8 86.9: 11.2 13.1
Old : 100.0: 12.8 2.6 5.0 71.0 79.4 88.8 86.9: 11.2 13.1
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 : 33: 4 1 4 22 24 26 29:
Old : 33: 4 1 4 22 24 26 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 : 53.6 35.2 71.0 52.9 49.0 30.5 59.8 45.8
Old : 53.6 35.2 71.0 52.9 49.0 30.5 59.8 45.8
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 15, 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 46,037 48,482 48,437 48,792: 3,989 3,634
Old : 52,426: 2,400 310 0 46,037 48,482 48,437 48,792: 3,989 3,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 0: 0 0 0 87 0 87 0: -87 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.6 0.0 87.8 92.5 92.4 93.1: 7.6 6.9
Old : 100.0: 4.6 0.6 0.0 87.8 92.5 92.4 93.1: 7.6 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 68.9 65.9
Old : 62.3 45.9 83.5 81.1 54.4 42.4 68.9 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 15, 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 : 247,247: 19,042 2,778 3,837 212,268 224,054 235,147 230,669: 12,100 16,578
Old : 247,247: 19,042 2,778 3,837 212,268 224,054 235,147 230,669: 12,100 16,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 884: 3,302 -341 -717 -3,397 3,428 -812 2,370: 1,696 -1,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.1 1.6 85.9 90.6 95.1 93.3: 4.9 6.7
Old : 100.0: 7.7 1.1 1.6 85.9 90.6 95.1 93.3: 4.9 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 : 58: 4 2 6 44 42 50 48:
Old : 58: 4 2 6 44 42 50 48:
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 : 33.5 55.8 52.8 66.4 30.6 53.4 48.0 61.8
Old : 33.5 55.8 52.8 66.4 30.6 53.4 48.0 61.8
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 15, 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 : 215,427: 13,263 2,803 12,596 178,095 191,835 203,954 207,234: 11,473 8,193
Old : 215,427: 13,263 2,803 12,596 178,095 191,835 203,954 207,234: 11,473 8,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 5,768: 1,896 -969 601 3,864 7,081 6,361 6,713: -593 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.3 5.8 82.7 89.0 94.7 96.2: 5.3 3.8
Old : 100.0: 6.2 1.3 5.8 82.7 89.0 94.7 96.2: 5.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 2 4 38 33 44 37:
Old : 48: 4 2 4 38 33 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 39.4 48.5 63.4 23.4 36.6 40.1 52.5
Old : 28.4 39.4 48.5 63.4 23.4 36.6 40.1 52.5
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 15, 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 : 212,158: 7,721 5,050 11,555 176,412 184,926 195,688 201,531: 16,470 10,627
Old : 212,158: 7,721 5,050 11,555 176,412 184,926 195,688 201,531: 16,470 10,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 5,046: -1,578 -1,983 4,152 3,588 2,720 6,162 4,889: -1,116 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.4 5.4 83.2 87.2 92.2 95.0: 7.8 5.0
Old : 100.0: 3.6 2.4 5.4 83.2 87.2 92.2 95.0: 7.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 4 4 43 37 48 43:
Old : 52: 3 4 4 43 37 48 43:
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 37.5 47.7 58.5 31.7 28.8 42.6 43.3
Old : 33.1 37.5 47.7 58.5 31.7 28.8 42.6 43.3
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 15, 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 : 49,085: 0 3,020 1,222 39,067 35,590 40,289 39,832: 8,796 9,253
Old : 49,085: 0 3,020 1,222 39,067 35,590 40,289 39,832: 8,796 9,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 726: 0 6 391 -269 757 122 1,154: 604 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 2.5 79.6 72.5 82.1 81.1: 17.9 18.9
Old : 100.0: 0.0 6.2 2.5 79.6 72.5 82.1 81.1: 17.9 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 20 18 21 19:
Old : 25: 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 34.5 52.4 56.8 24.6 28.3 41.0 43.8
Old : 32.0 34.5 52.4 56.8 24.6 28.3 41.0 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 208,561: 25,344 9,315 9,946 156,755 167,894 192,045 187,155: 16,516 21,406
Old : 208,561: 25,344 9,315 9,946 156,755 167,894 192,045 187,155: 16,516 21,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 4,613: 1,799 2,765 -511 3,870 2,783 5,158 5,037: -545 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.5 4.8 75.2 80.5 92.1 89.7: 7.9 10.3
Old : 100.0: 12.2 4.5 4.8 75.2 80.5 92.1 89.7: 7.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 32.2 28.8 50.1 46.0 22.2 26.9 33.1 35.4
Old : 32.2 28.8 50.1 46.0 22.2 26.9 33.1 35.4
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 15, 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 : 80,944: 4,410 10,748 1,587 70,734 62,587 76,731 74,922: 4,213 6,022
Old : 80,944: 4,410 10,748 1,587 70,734 62,587 76,731 74,922: 4,213 6,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -1,054: 0 399 -496 2,094 1,578 1,598 1,481: -2,652 -2,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 13.3 2.0 87.4 77.3 94.8 92.6: 5.2 7.4
Old : 100.0: 5.4 13.3 2.0 87.4 77.3 94.8 92.6: 5.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 4 1 27 28 30 32:
Old : 38: 2 4 1 27 28 30 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 : 30.2 36.0 53.3 54.6 23.6 26.0 40.6 38.7
Old : 30.2 36.0 53.3 54.6 23.6 26.0 40.6 38.7
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 15, 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 : 2,843,687: 591,683 73,545 955,593 1,260,204 1,787,160 2,807,480 2,816,298: 36,207 27,389
Old : 2,843,687: 591,683 73,545 955,593 1,260,204 1,787,160 2,807,480 2,816,298: 36,207 27,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 92,822: 24,413 -9,837 46,566 28,627 64,380 99,606 101,109: -6,784 -8,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 2.6 33.6 44.3 62.8 98.7 99.0: 1.3 1.0
Old : 100.0: 20.8 2.6 33.6 44.3 62.8 98.7 99.0: 1.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 31 17 45 104 92 155 140:
Old : 163: 31 17 45 104 92 155 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 39.2 49.3 51.8 19.0 20.3 22.2 25.3
Old : 37.9 39.2 49.3 51.8 19.0 20.3 22.2 25.3
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 15, 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 : 919,300: 104,003 230,081 167,961 635,700 509,304 907,664 907,346: 11,636 11,954
Old : 919,300: 104,003 230,081 167,961 635,700 509,304 907,664 907,346: 11,636 11,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 15,762: 22,954 -8,296 -4,093 -6,676 25,001 12,185 12,612: 3,577 3,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 25.0 18.3 69.2 55.4 98.7 98.7: 1.3 1.3
Old : 100.0: 11.3 25.0 18.3 69.2 55.4 98.7 98.7: 1.3 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 : 88: 29 15 35 42 42 84 79:
Old : 88: 29 15 35 42 42 84 79:
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 : 40.7 32.6 61.3 53.5 31.2 27.3 44.1 39.9
Old : 40.7 32.6 61.3 53.5 31.2 27.3 44.1 39.9
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 15, 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 : 10,711: 31 0 0 9,234 10,345 9,265 10,345: 1,446 366
Old : 10,711: 31 0 0 9,234 10,345 9,265 10,345: 1,446 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 10: -45 0 -30 -515 -215 -590 -245: 600 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 86.2 96.6 86.5 96.6: 13.5 3.4
Old : 100.0: 0.3 0.0 0.0 86.2 96.6 86.5 96.6: 13.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 18 16 19 16:
Old : 23: 1 0 0 18 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 71.2 69.0 83.8 46.3 67.8 63.5 77.3
Old : 49.3 71.2 69.0 83.8 46.3 67.8 63.5 77.3
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 15, 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 : 94,405: 1,868 813 5,102 86,787 87,745 93,756 93,660: 648 745
Old : 94,405: 1,868 813 5,102 86,787 87,745 93,756 93,660: 648 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,789: -15 193 201 1,569 1,412 1,754 1,805: 35 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.9 5.4 91.9 92.9 99.3 99.2: 0.7 0.8
Old : 100.0: 2.0 0.9 5.4 91.9 92.9 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 : 49: 8 4 9 32 31 43 41:
Old : 49: 8 4 9 32 31 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 43.1 71.0 64.3 16.2 15.2 22.5 20.5
Old : 52.1 43.1 71.0 64.3 16.2 15.2 22.5 20.5
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 15, 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: January 8, 2008 :
: 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 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 15, 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 : 30,803: 4,301 0 429 25,365 30,074 30,095 30,503: 708 300
Old : 30,803: 4,301 0 429 25,365 30,074 30,095 30,503: 708 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 129: -4 0 -20 153 146 129 125: -0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.0 1.4 82.3 97.6 97.7 99.0: 2.3 1.0
Old : 100.0: 14.0 0.0 1.4 82.3 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 : 59.9 67.6 81.5 85.3 24.1 22.0 30.5 29.5
Old : 59.9 67.6 81.5 85.3 24.1 22.0 30.5 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 9,549: 0 0 0 8,209 8,831 8,209 8,831: 1,340 718
Old : 9,549: 0 0 0 8,209 8,831 8,209 8,831: 1,340 718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.0 92.5 86.0 92.5: 14.0 7.5
Old : 100.0: 0.0 0.0 0.0 86.0 92.5 86.0 92.5: 14.0 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 12 16 12:
Old : 20: 0 0 0 16 12 16 12:
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 : 48.0 67.5 70.4 85.7 45.9 61.4 64.3 77.7
Old : 48.0 67.5 70.4 85.7 45.9 61.4 64.3 77.7
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 15, 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 : 28,230: 1,100 544 1,292 22,022 24,712 24,414 26,548: 3,816 1,682
Old : 28,230: 1,100 544 1,292 22,022 24,712 24,414 26,548: 3,816 1,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,084: 0 -960 720 320 1,100 1,040 860: 44 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.9 4.6 78.0 87.5 86.5 94.0: 13.5 6.0
Old : 100.0: 3.9 1.9 4.6 78.0 87.5 86.5 94.0: 13.5 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 : 24: 1 2 2 19 16 22 18:
Old : 24: 1 2 2 19 16 22 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 : 45.3 54.5 64.7 76.5 29.0 45.3 44.3 50.4
Old : 45.3 54.5 64.7 76.5 29.0 45.3 44.3 50.4
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 15, 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 : 18,872: 1,380 0 980 15,988 16,786 18,348 17,766: 524 1,106
Old : 18,872: 1,380 0 980 15,988 16,786 18,348 17,766: 524 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 180: 0 0 0 180 420 180 420: 0 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 5.2 84.7 88.9 97.2 94.1: 2.8 5.9
Old : 100.0: 7.3 0.0 5.2 84.7 88.9 97.2 94.1: 2.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 40.2 66.3 64.3 80.5 36.6 61.4 56.6 67.4
Old : 40.2 66.3 64.3 80.5 36.6 61.4 56.6 67.4
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 15, 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 : 2,699,080: 256,235 128,968 1,017,340 1,314,207 1,449,466 2,587,783 2,595,774: 111,297 103,305
Old : 2,699,080: 256,235 128,968 1,017,340 1,314,207 1,449,466 2,587,783 2,595,774: 111,297 103,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 70,719: -10,319 -4,188 28,266 43,806 39,092 61,753 63,169: 8,966 7,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 4.8 37.7 48.7 53.7 95.9 96.2: 4.1 3.8
Old : 100.0: 9.5 4.8 37.7 48.7 53.7 95.9 96.2: 4.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 121 141 180 78 100 303 330:
Old : 378: 121 141 180 78 100 303 330:
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 : 24.3 23.9 36.6 35.0 6.4 5.0 9.6 7.5
Old : 24.3 23.9 36.6 35.0 6.4 5.0 9.6 7.5
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 15, 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 : 13,764: 0 700 0 13,764 13,064 13,764 13,764: 0 0
Old : 13,764: 0 700 0 13,764 13,064 13,764 13,764: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 475: 0 0 0 475 475 475 475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 0.0 100.0 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.1 0.0 100.0 94.9 100.0 100.0: 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 : 34: 0 2 0 26 27 26 29:
Old : 34: 0 2 0 26 27 26 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 : 44.2 44.5 68.9 68.4 26.4 26.9 33.9 35.1
Old : 44.2 44.5 68.9 68.4 26.4 26.9 33.9 35.1
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 15, 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 : 148,555: 23,089 20,355 41,476 74,670 78,697 139,235 140,528: 9,320 8,027
Old : 148,555: 23,089 20,355 41,476 74,670 78,697 139,235 140,528: 9,320 8,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -2,835: -505 -2,427 -746 -1,715 -171 -2,966 -3,344: 131 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.7 27.9 50.3 53.0 93.7 94.6: 6.3 5.4
Old : 100.0: 15.5 13.7 27.9 50.3 53.0 93.7 94.6: 6.3 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 : 44: 7 15 20 21 21 44 41:
Old : 44: 7 15 20 21 21 44 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 : 39.5 35.6 54.4 51.6 21.3 15.4 25.5 22.8
Old : 39.5 35.6 54.4 51.6 21.3 15.4 25.5 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 17,992: 12,188 1,844 50 3,358 15,693 15,596 17,587: 2,396 405
Old : 17,992: 12,188 1,844 50 3,358 15,693 15,596 17,587: 2,396 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 838: 351 -59 50 140 654 541 645: 297 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 10.2 0.3 18.7 87.2 86.7 97.7: 13.3 2.3
Old : 100.0: 67.7 10.2 0.3 18.7 87.2 86.7 97.7: 13.3 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 : 108: 59 14 1 11 26 71 40:
Old : 108: 59 14 1 11 26 71 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 : 42.4 42.2 55.3 63.6 42.4 42.2 55.3 63.6
Old : 42.4 42.2 55.3 63.6 42.4 42.2 55.3 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 17,970: 12,945 2,787 113 1,241 14,040 14,299 16,940: 3,671 1,030
Old : 17,970: 12,945 2,787 113 1,241 14,040 14,299 16,940: 3,671 1,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -1,530: -1,624 -29 1 161 -1,673 -1,462 -1,701: -68 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 15.5 0.6 6.9 78.1 79.6 94.3: 20.4 5.7
Old : 100.0: 72.0 15.5 0.6 6.9 78.1 79.6 94.3: 20.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 60 12 2 11 22 73 34:
Old : 102: 60 12 2 11 22 73 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 : 20.7 45.2 31.9 63.4 20.7 45.2 31.9 62.7
Old : 20.7 45.2 31.9 63.4 20.7 45.2 31.9 62.7
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 15, 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 : 266,567: 43,699 19,270 44,268 150,651 183,817 238,617 247,354: 27,949 19,212
Old : 266,567: 43,699 19,270 44,268 150,651 183,817 238,617 247,354: 27,949 19,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 10,277: -13,785 10,354 3,770 21,894 -2,681 11,878 11,443: -1,602 -1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 7.2 16.6 56.5 69.0 89.5 92.8: 10.5 7.2
Old : 100.0: 16.4 7.2 16.6 56.5 69.0 89.5 92.8: 10.5 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 : 186: 61 29 46 80 88 158 147:
Old : 186: 61 29 46 80 88 158 147:
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 : 19.1 21.3 29.4 36.0 10.2 12.2 15.4 18.9
Old : 19.1 21.3 29.4 36.0 10.2 12.2 15.4 18.9
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 15, 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 : 7,352: 2,084 321 624 3,280 5,352 5,988 6,297: 1,364 1,055
Old : 7,352: 2,084 321 624 3,280 5,352 5,988 6,297: 1,364 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 327: -36 -131 40 349 648 353 557: -26 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 4.4 8.5 44.6 72.8 81.4 85.7: 18.6 14.3
Old : 100.0: 28.3 4.4 8.5 44.6 72.8 81.4 85.7: 18.6 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 2 4 11 10 20 15:
Old : 21: 7 2 4 11 10 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 50.6 51.8 68.7 26.9 38.6 38.5 49.8
Old : 29.9 50.6 51.8 68.7 26.9 38.6 38.5 49.8
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, January 15, 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: January 8, 2008 :
: 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 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 47.3 83.2 73.3 20.6 15.3 25.2 22.1
Old : 56.5 47.3 83.2 73.3 20.6 15.3 25.2 22.1
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, January 15, 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 GALLONS) :
: : :
All : 8,933: 0 3,579 414 6,841 4,165 7,255 8,158: 1,678 775
Old : 8,933: 0 3,579 414 6,841 4,165 7,255 8,158: 1,678 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,324: -380 2,706 -503 1,772 -489 889 1,714: 435 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.1 4.6 76.6 46.6 81.2 91.3: 18.8 8.7
Old : 100.0: 0.0 40.1 4.6 76.6 46.6 81.2 91.3: 18.8 8.7
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: 0 1 1 17 12 18 13:
Old : 22: 0 1 1 17 12 18 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 : 40.0 72.1 62.6 85.7 29.9 61.4 49.9 65.9
Old : 40.0 72.1 62.6 85.7 29.9 61.4 49.9 65.9
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 15, 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 : 5,130: 1,575 0 825 2,730 4,205 5,130 5,030: 0 100
Old : 5,130: 1,575 0 825 2,730 4,205 5,130 5,030: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -25: 0 0 0 -25 25 -25 25: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 0.0 16.1 53.2 82.0 100.0 98.1: 0.0 1.9
Old : 100.0: 30.7 0.0 16.1 53.2 82.0 100.0 98.1: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 17 13 18 14:
Old : 23: 1 0 1 17 13 18 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 : 70.8 71.2 82.9 89.8 45.9 47.4 55.2 54.7
Old : 70.8 71.2 82.9 89.8 45.9 47.4 55.2 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008