GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 7,843: 0 75 0 6,961 7,641 6,961 7,716: 882 127
Old : 7,843: 0 75 0 6,961 7,641 6,961 7,716: 882 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 363: 0 0 0 453 453 453 453: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 88.8 97.4 88.8 98.4: 11.2 1.6
Old : 100.0: 0.0 1.0 0.0 88.8 97.4 88.8 98.4: 11.2 1.6
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 : 31: 0 2 0 21 22 21 24:
Old : 31: 0 2 0 21 22 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 62.3 73.1 79.1 53.4 55.6 63.2 68.9
Old : 56.9 62.3 73.1 79.1 53.4 55.6 63.2 68.9
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 22, 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 : 8,286: 30 385 225 7,671 7,552 7,926 8,162: 360 124
Old : 8,286: 30 385 225 7,671 7,552 7,926 8,162: 360 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -89: 30 -45 -30 -29 46 -29 -29: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 4.6 2.7 92.6 91.1 95.7 98.5: 4.3 1.5
Old : 100.0: 0.4 4.6 2.7 92.6 91.1 95.7 98.5: 4.3 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 : 37: 1 3 2 24 23 26 27:
Old : 37: 1 3 2 24 23 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 : 52.3 49.0 77.9 65.3 46.6 37.0 54.2 50.2
Old : 52.3 49.0 77.9 65.3 46.6 37.0 54.2 50.2
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 22, 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 : 3,963: 35 0 25 3,336 3,411 3,396 3,436: 567 527
Old : 3,963: 35 0 25 3,336 3,411 3,396 3,436: 567 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 259: 20 -5 -35 315 501 300 461: -41 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.6 84.2 86.1 85.7 86.7: 14.3 13.3
Old : 100.0: 0.9 0.0 0.6 84.2 86.1 85.7 86.7: 14.3 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 : 34: 1 0 1 26 33 27 34:
Old : 34: 1 0 1 26 33 27 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 : 39.0 25.1 55.8 42.3 31.3 24.7 38.8 33.8
Old : 39.0 25.1 55.8 42.3 31.3 24.7 38.8 33.8
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 22, 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 : 238,964: 29,384 8,953 47,864 130,020 152,326 207,267 209,143: 31,696 29,821
Old : 238,964: 29,384 8,953 47,864 130,020 152,326 207,267 209,143: 31,696 29,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -7,703: -4,286 872 2,556 -2,837 -11,608 -4,567 -8,180: -3,136 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.7 20.0 54.4 63.7 86.7 87.5: 13.3 12.5
Old : 100.0: 12.3 3.7 20.0 54.4 63.7 86.7 87.5: 13.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 45 18 40 71 75 132 119:
Old : 144: 45 18 40 71 75 132 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 16.9 31.3 27.7 15.2 9.9 21.2 16.3
Old : 18.9 16.9 31.3 27.7 15.2 9.9 21.2 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 1,325,348: 92,385 184,013 532,247 638,122 577,084 1,262,754 1,293,344: 62,594 32,003
Old : 1,325,348: 92,385 184,013 532,247 638,122 577,084 1,262,754 1,293,344: 62,594 32,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,845: 19,756 -11,299 542 -13,342 19,050 6,956 8,293: -5,111 -6,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 13.9 40.2 48.1 43.5 95.3 97.6: 4.7 2.4
Old : 100.0: 7.0 13.9 40.2 48.1 43.5 95.3 97.6: 4.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 78 57 97 85 78 209 195:
Old : 233: 78 57 97 85 78 209 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 37.1 51.9 54.6 9.0 11.2 11.5 14.0
Old : 38.3 37.1 51.9 54.6 9.0 11.2 11.5 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 22, 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 : 101,097: 828 12,500 1,299 88,346 74,517 90,473 88,316: 10,624 12,781
Old : 101,097: 828 12,500 1,299 88,346 74,517 90,473 88,316: 10,624 12,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 887: 828 0 120 683 738 1,631 858: -744 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 12.4 1.3 87.4 73.7 89.5 87.4: 10.5 12.6
Old : 100.0: 0.8 12.4 1.3 87.4 73.7 89.5 87.4: 10.5 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 : 32: 1 4 4 25 20 29 25:
Old : 32: 1 4 4 25 20 29 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 : 56.0 56.9 69.8 72.7 55.3 56.3 67.3 69.1
Old : 56.0 56.9 69.8 72.7 55.3 56.3 67.3 69.1
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 22, 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 : 86,614: 0 9,611 4,091 77,112 63,498 81,203 77,200: 5,411 9,414
Old : 86,614: 0 9,611 4,091 77,112 63,498 81,203 77,200: 5,411 9,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,591: 0 -803 379 4,331 3,269 4,710 2,845: -3,119 -1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 4.7 89.0 73.3 93.8 89.1: 6.2 10.9
Old : 100.0: 0.0 11.1 4.7 89.0 73.3 93.8 89.1: 6.2 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 3 2 27 24 29 27:
Old : 35: 0 3 2 27 24 29 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 : 38.4 37.6 59.6 60.1 37.0 35.0 56.5 54.9
Old : 38.4 37.6 59.6 60.1 37.0 35.0 56.5 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 22, 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 : 137,855: 12,264 1,151 4,626 110,747 124,822 127,637 130,599: 10,218 7,256
Old : 137,855: 12,264 1,151 4,626 110,747 124,822 127,637 130,599: 10,218 7,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -2,134: -385 -174 366 -2,033 -2,176 -2,052 -1,984: -82 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.8 3.4 80.3 90.5 92.6 94.7: 7.4 5.3
Old : 100.0: 8.9 0.8 3.4 80.3 90.5 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 : 44.1 42.5 61.3 61.5 38.3 42.3 52.5 59.9
Old : 44.1 42.5 61.3 61.5 38.3 42.3 52.5 59.9
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 22, 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 : 106,232: 13,568 12,531 654 82,170 83,916 96,392 97,101: 9,840 9,131
Old : 106,232: 13,568 12,531 654 82,170 83,916 96,392 97,101: 9,840 9,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 554: 0 0 0 -604 -1,002 -604 -1,002: 1,158 1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 11.8 0.6 77.3 79.0 90.7 91.4: 9.3 8.6
Old : 100.0: 12.8 11.8 0.6 77.3 79.0 90.7 91.4: 9.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 2 20 25 24 27:
Old : 33: 2 2 2 20 25 24 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 : 35.3 44.9 60.1 64.3 32.4 39.3 51.5 55.6
Old : 35.3 44.9 60.1 64.3 32.4 39.3 51.5 55.6
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 22, 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 : 43,881: 11,403 947 365 26,014 38,374 37,782 39,686: 6,099 4,195
Old : 43,881: 11,403 947 365 26,014 38,374 37,782 39,686: 6,099 4,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 883: 1,052 0 -707 538 2,446 883 1,739: 0 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 2.2 0.8 59.3 87.5 86.1 90.4: 13.9 9.6
Old : 100.0: 26.0 2.2 0.8 59.3 87.5 86.1 90.4: 13.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 2 13 15 16 17:
Old : 22: 2 1 2 13 15 16 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 : 63.5 52.5 77.9 72.3 60.8 46.4 67.8 63.0
Old : 63.5 52.5 77.9 72.3 60.8 46.4 67.8 63.0
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 22, 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 : 58,072: 4,566 0 3,313 43,742 46,893 51,621 50,206: 6,451 7,866
Old : 58,072: 4,566 0 3,313 43,742 46,893 51,621 50,206: 6,451 7,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 878: -424 0 -469 1,593 1,619 700 1,150: 178 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 5.7 75.3 80.7 88.9 86.5: 11.1 13.5
Old : 100.0: 7.9 0.0 5.7 75.3 80.7 88.9 86.5: 11.1 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 17 22 19 23:
Old : 26: 2 0 1 17 22 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 36.8 76.6 58.0 44.7 35.5 57.9 52.6
Old : 51.5 36.8 76.6 58.0 44.7 35.5 57.9 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 85,866: 3,722 386 2,731 75,989 69,611 82,442 72,728: 3,424 13,138
Old : 85,866: 3,722 386 2,731 75,989 69,611 82,442 72,728: 3,424 13,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 3,602: -9 0 182 4,852 5,827 5,025 6,009: -1,423 -2,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.4 3.2 88.5 81.1 96.0 84.7: 4.0 15.3
Old : 100.0: 4.3 0.4 3.2 88.5 81.1 96.0 84.7: 4.0 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 1 4 25 32 29 36:
Old : 43: 3 1 4 25 32 29 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 : 44.6 29.1 69.3 43.7 42.3 27.7 60.2 41.5
Old : 44.6 29.1 69.3 43.7 42.3 27.7 60.2 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 22, 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 : 112,372: 2,546 0 3,515 90,487 99,447 96,548 102,962: 15,824 9,410
Old : 112,372: 2,546 0 3,515 90,487 99,447 96,548 102,962: 15,824 9,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,314: -476 -2 48 1,546 582 1,118 628: 196 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 3.1 80.5 88.5 85.9 91.6: 14.1 8.4
Old : 100.0: 2.3 0.0 3.1 80.5 88.5 85.9 91.6: 14.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 0 3 23 22 26 25:
Old : 35: 3 0 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 : 48.1 42.6 65.6 67.7 46.5 42.3 59.8 61.3
Old : 48.1 42.6 65.6 67.7 46.5 42.3 59.8 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 22, 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 : 66,113: 13,630 1,088 5,436 42,966 51,630 62,032 58,154: 4,081 7,959
Old : 66,113: 13,630 1,088 5,436 42,966 51,630 62,032 58,154: 4,081 7,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 2,198: 2,415 0 -381 43 3,400 2,077 3,019: 121 -821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 1.6 8.2 65.0 78.1 93.8 88.0: 6.2 12.0
Old : 100.0: 20.6 1.6 8.2 65.0 78.1 93.8 88.0: 6.2 12.0
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 : 29: 4 1 2 17 16 21 19:
Old : 29: 4 1 2 17 16 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 : 44.0 36.2 70.1 60.3 38.4 31.1 51.1 44.6
Old : 44.0 36.2 70.1 60.3 38.4 31.1 51.1 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 79,296: 5,241 3,103 10,013 61,811 55,652 77,065 68,768: 2,231 10,528
Old : 79,296: 5,241 3,103 10,013 61,811 55,652 77,065 68,768: 2,231 10,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,262: 274 466 -727 1,073 793 620 532: 642 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 3.9 12.6 77.9 70.2 97.2 86.7: 2.8 13.3
Old : 100.0: 6.6 3.9 12.6 77.9 70.2 97.2 86.7: 2.8 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 : 25: 2 2 3 17 16 21 19:
Old : 25: 2 2 3 17 16 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 : 59.0 45.0 77.6 66.6 42.6 32.3 52.7 40.7
Old : 59.0 45.0 77.6 66.6 42.6 32.3 52.7 40.7
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 22, 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 : 77,844: 2,192 3,829 2,644 67,246 62,399 72,082 68,872: 5,762 8,972
Old : 77,844: 2,192 3,829 2,644 67,246 62,399 72,082 68,872: 5,762 8,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -25: -1,101 9 339 621 -141 -141 207: 116 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 4.9 3.4 86.4 80.2 92.6 88.5: 7.4 11.5
Old : 100.0: 2.8 4.9 3.4 86.4 80.2 92.6 88.5: 7.4 11.5
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 : 33: 2 2 3 24 24 28 27:
Old : 33: 2 2 3 24 24 28 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 : 42.8 39.5 60.7 64.0 34.8 31.4 48.1 43.3
Old : 42.8 39.5 60.7 64.0 34.8 31.4 48.1 43.3
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 22, 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 : 120,489: 13,723 0 6,343 92,708 105,326 112,774 111,669: 7,715 8,820
Old : 120,489: 13,723 0 6,343 92,708 105,326 112,774 111,669: 7,715 8,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -1,176: 224 0 -926 -161 -6 -863 -932: -313 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.0 5.3 76.9 87.4 93.6 92.7: 6.4 7.3
Old : 100.0: 11.4 0.0 5.3 76.9 87.4 93.6 92.7: 6.4 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 : 43: 4 0 3 29 33 33 36:
Old : 43: 4 0 3 29 33 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 29.1 61.1 47.2 33.9 27.0 52.1 44.3
Old : 42.4 29.1 61.1 47.2 33.9 27.0 52.1 44.3
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 22, 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 : 37,522: 1,128 0 256 28,293 28,704 29,677 28,960: 7,845 8,562
Old : 37,522: 1,128 0 256 28,293 28,704 29,677 28,960: 7,845 8,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 79: 55 0 14 0 0 69 14: 10 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.7 75.4 76.5 79.1 77.2: 20.9 22.8
Old : 100.0: 3.0 0.0 0.7 75.4 76.5 79.1 77.2: 20.9 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 62.9 44.8 75.7 66.3 62.9 44.6 70.5 64.3
Old : 62.9 44.8 75.7 66.3 62.9 44.6 70.5 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 134,115: 632 22,503 14,896 106,217 88,621 121,745 126,020: 12,370 8,095
Old : 134,115: 632 22,503 14,896 106,217 88,621 121,745 126,020: 12,370 8,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 3,448: 0 186 -1,103 4,213 4,241 3,110 3,324: 338 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 16.8 11.1 79.2 66.1 90.8 94.0: 9.2 6.0
Old : 100.0: 0.5 16.8 11.1 79.2 66.1 90.8 94.0: 9.2 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 : 43: 1 5 6 36 32 42 38:
Old : 43: 1 5 6 36 32 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 30.9 50.5 52.3 24.5 21.4 36.0 32.9
Old : 34.7 30.9 50.5 52.3 24.5 21.4 36.0 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 84,433: 11,372 1,890 4,634 60,263 66,955 76,269 73,479: 8,164 10,954
Old : 84,433: 11,372 1,890 4,634 60,263 66,955 76,269 73,479: 8,164 10,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,291: 741 -276 515 1,197 957 2,453 1,196: -1,162 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.2 5.5 71.4 79.3 90.3 87.0: 9.7 13.0
Old : 100.0: 13.5 2.2 5.5 71.4 79.3 90.3 87.0: 9.7 13.0
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: 4 2 5 22 24 27 30:
Old : 34: 4 2 5 22 24 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 35.2 71.5 53.0 49.3 30.5 60.6 46.1
Old : 54.1 35.2 71.5 53.0 49.3 30.5 60.6 46.1
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 22, 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 : 52,910: 2,400 310 0 46,521 49,852 48,921 50,162: 3,989 2,748
Old : 52,910: 2,400 310 0 46,521 49,852 48,921 50,162: 3,989 2,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 484: 0 0 0 484 1,370 484 1,370: 0 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.6 0.0 87.9 94.2 92.5 94.8: 7.5 5.2
Old : 100.0: 4.5 0.6 0.0 87.9 94.2 92.5 94.8: 7.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 12 14 13 15:
Old : 22: 1 1 0 12 14 13 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 : 62.6 44.7 83.6 78.8 53.9 42.1 69.7 65.5
Old : 62.6 44.7 83.6 78.8 53.9 42.1 69.7 65.5
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 22, 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 : 252,133: 19,440 2,825 4,041 214,431 228,498 237,912 235,364: 14,221 16,769
Old : 252,133: 19,440 2,825 4,041 214,431 228,498 237,912 235,364: 14,221 16,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 4,886: 398 47 204 2,163 4,444 2,765 4,695: 2,121 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.1 1.6 85.0 90.6 94.4 93.3: 5.6 6.7
Old : 100.0: 7.7 1.1 1.6 85.0 90.6 94.4 93.3: 5.6 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: 3 3 5 44 43 50 48:
Old : 58: 3 3 5 44 43 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 : 32.4 55.0 52.9 65.6 29.2 52.6 48.1 61.2
Old : 32.4 55.0 52.9 65.6 29.2 52.6 48.1 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 217,023: 13,998 3,035 12,476 179,285 190,849 205,759 206,360: 11,264 10,663
Old : 217,023: 13,998 3,035 12,476 179,285 190,849 205,759 206,360: 11,264 10,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,596: 735 232 -120 1,190 -986 1,805 -874: -209 2,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.4 5.7 82.6 87.9 94.8 95.1: 5.2 4.9
Old : 100.0: 6.5 1.4 5.7 82.6 87.9 94.8 95.1: 5.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 4 4 37 33 43 39:
Old : 49: 4 4 4 37 33 43 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 : 27.9 40.0 48.0 63.8 22.4 36.5 39.6 52.7
Old : 27.9 40.0 48.0 63.8 22.4 36.5 39.6 52.7
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 22, 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 : 218,296: 9,631 8,256 12,045 180,315 188,286 201,991 208,587: 16,305 9,709
Old : 218,296: 9,631 8,256 12,045 180,315 188,286 201,991 208,587: 16,305 9,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 6,138: 1,910 3,206 490 3,903 3,360 6,303 7,056: -165 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 3.8 5.5 82.6 86.3 92.5 95.6: 7.5 4.4
Old : 100.0: 4.4 3.8 5.5 82.6 86.3 92.5 95.6: 7.5 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 : 54: 4 3 4 43 38 48 44:
Old : 54: 4 3 4 43 38 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 36.1 49.1 58.7 31.5 27.9 43.1 43.2
Old : 32.9 36.1 49.1 58.7 31.5 27.9 43.1 43.2
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 22, 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 : 49,589: 0 2,193 1,362 39,495 36,874 40,857 40,429: 8,732 9,160
Old : 49,589: 0 2,193 1,362 39,495 36,874 40,857 40,429: 8,732 9,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 504: 0 -827 140 428 1,284 568 597: -64 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 2.7 79.6 74.4 82.4 81.5: 17.6 18.5
Old : 100.0: 0.0 4.4 2.7 79.6 74.4 82.4 81.5: 17.6 18.5
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 : 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 : 32.8 33.1 53.6 56.6 26.1 26.4 42.3 41.7
Old : 32.8 33.1 53.6 56.6 26.1 26.4 42.3 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 216,400: 22,701 7,719 11,546 163,032 180,743 197,279 200,008: 19,121 16,392
Old : 216,400: 22,701 7,719 11,546 163,032 180,743 197,279 200,008: 19,121 16,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 7,839: -2,643 -1,596 1,600 6,277 12,849 5,234 12,853: 2,605 -5,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 3.6 5.3 75.3 83.5 91.2 92.4: 8.8 7.6
Old : 100.0: 10.5 3.6 5.3 75.3 83.5 91.2 92.4: 8.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 2 5 33 36 39 41:
Old : 45: 4 2 5 33 36 39 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 : 32.4 28.7 50.3 45.7 23.1 27.0 33.2 36.8
Old : 32.4 28.7 50.3 45.7 23.1 27.0 33.2 36.8
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 22, 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 : 82,511: 4,410 12,197 1,476 72,350 63,090 78,236 76,763: 4,275 5,748
Old : 82,511: 4,410 12,197 1,476 72,350 63,090 78,236 76,763: 4,275 5,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,567: 0 1,449 -111 1,616 503 1,505 1,841: 62 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 14.8 1.8 87.7 76.5 94.8 93.0: 5.2 7.0
Old : 100.0: 5.3 14.8 1.8 87.7 76.5 94.8 93.0: 5.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 31.3 37.6 53.2 55.2 23.2 27.0 39.3 40.2
Old : 31.3 37.6 53.2 55.2 23.2 27.0 39.3 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 2,846,049: 616,144 77,833 943,183 1,256,574 1,802,764 2,815,901 2,823,780: 30,148 22,269
Old : 2,846,049: 616,144 77,833 943,183 1,256,574 1,802,764 2,815,901 2,823,780: 30,148 22,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 2,362: 24,461 4,288 -12,410 -3,630 15,604 8,421 7,482: -6,059 -5,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 2.7 33.1 44.2 63.3 98.9 99.2: 1.1 0.8
Old : 100.0: 21.6 2.7 33.1 44.2 63.3 98.9 99.2: 1.1 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 : 163: 32 16 45 104 93 155 141:
Old : 163: 32 16 45 104 93 155 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 39.5 50.3 52.5 19.0 20.6 22.4 25.6
Old : 38.3 39.5 50.3 52.5 19.0 20.6 22.4 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 943,166: 89,409 246,192 177,527 669,802 514,483 936,738 938,202: 6,428 4,964
Old : 943,166: 89,409 246,192 177,527 669,802 514,483 936,738 938,202: 6,428 4,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 23,866: -14,594 16,111 9,566 34,102 5,179 29,074 30,856: -5,208 -6,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 26.1 18.8 71.0 54.5 99.3 99.5: 0.7 0.5
Old : 100.0: 9.5 26.1 18.8 71.0 54.5 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 27 17 32 42 42 82 78:
Old : 88: 27 17 32 42 42 82 78:
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 : 41.3 31.7 60.8 53.3 31.6 27.0 43.6 38.3
Old : 41.3 31.7 60.8 53.3 31.6 27.0 43.6 38.3
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 22, 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 : 10,726: 31 0 0 9,399 10,375 9,430 10,375: 1,296 351
Old : 10,726: 31 0 0 9,399 10,375 9,430 10,375: 1,296 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 15: 0 0 0 165 30 165 30: -150 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 87.6 96.7 87.9 96.7: 12.1 3.3
Old : 100.0: 0.3 0.0 0.0 87.6 96.7 87.9 96.7: 12.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 17 17 18 17:
Old : 23: 1 0 0 17 17 18 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 : 52.3 70.2 71.9 82.8 48.3 68.2 64.7 77.8
Old : 52.3 70.2 71.9 82.8 48.3 68.2 64.7 77.8
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 22, 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 : 94,833: 2,206 747 5,067 86,978 88,337 94,251 94,151: 582 682
Old : 94,833: 2,206 747 5,067 86,978 88,337 94,251 94,151: 582 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 429: 338 -67 -34 191 593 495 492: -66 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.8 5.3 91.7 93.2 99.4 99.3: 0.6 0.7
Old : 100.0: 2.3 0.8 5.3 91.7 93.2 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 5 9 32 31 43 41:
Old : 49: 7 5 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 : 52.5 43.0 71.2 64.6 16.5 15.8 23.3 21.5
Old : 52.5 43.0 71.2 64.6 16.5 15.8 23.3 21.5
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 22, 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 : 15,578: 1,536 2,093 256 13,786 13,186 15,578 15,535: 0 43
Old : 15,578: 1,536 2,093 256 13,786 13,186 15,578 15,535: 0 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 86: 0 0 0 86 86 86 86: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.4 1.6 88.5 84.6 100.0 99.7: 0.0 0.3
Old : 100.0: 9.9 13.4 1.6 88.5 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 : 66.3 85.2 94.5 94.5 55.9 66.3 74.8 72.0
Old : 66.3 85.2 94.5 94.5 55.9 66.3 74.8 72.0
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 22, 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 : 30,531: 4,300 0 470 25,053 29,761 29,823 30,231: 708 300
Old : 30,531: 4,300 0 470 25,053 29,761 29,823 30,231: 708 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -272: -2 0 41 -312 -314 -272 -272: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 1.5 82.1 97.5 97.7 99.0: 2.3 1.0
Old : 100.0: 14.1 0.0 1.5 82.1 97.5 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 : 59.5 67.4 81.2 85.2 24.3 22.4 30.6 30.1
Old : 59.5 67.4 81.2 85.2 24.3 22.4 30.6 30.1
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 22, 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 15, 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 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 22, 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 : 28,310: 1,100 544 1,292 22,332 24,792 24,724 26,628: 3,586 1,682
Old : 28,310: 1,100 544 1,292 22,332 24,792 24,724 26,628: 3,586 1,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 80: 0 0 0 310 80 310 80: -230 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.9 4.6 78.9 87.6 87.3 94.1: 12.7 5.9
Old : 100.0: 3.9 1.9 4.6 78.9 87.6 87.3 94.1: 12.7 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 2 2 20 17 23 19:
Old : 25: 1 2 2 20 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 54.3 64.6 76.3 28.9 45.2 44.3 50.3
Old : 45.2 54.3 64.6 76.3 28.9 45.2 44.3 50.3
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 22, 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 : 19,432: 1,380 0 980 16,548 17,106 18,908 18,086: 524 1,346
Old : 19,432: 1,380 0 980 16,548 17,106 18,908 18,086: 524 1,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 560: 0 0 0 560 320 560 320: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 5.0 85.2 88.0 97.3 93.1: 2.7 6.9
Old : 100.0: 7.1 0.0 5.0 85.2 88.0 97.3 93.1: 2.7 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 : 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 : 40.6 66.8 64.0 80.3 37.1 62.1 57.3 67.9
Old : 40.6 66.8 64.0 80.3 37.1 62.1 57.3 67.9
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 22, 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 : 2,532,490: 236,334 133,878 964,444 1,244,204 1,347,210 2,444,982 2,445,531: 87,508 86,959
Old : 2,532,490: 236,334 133,878 964,444 1,244,204 1,347,210 2,444,982 2,445,531: 87,508 86,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -166,589: -19,901 4,910 -52,897 -70,003 -102,256 -142,801 -150,243: -23,789 -16,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.3 38.1 49.1 53.2 96.5 96.6: 3.5 3.4
Old : 100.0: 9.3 5.3 38.1 49.1 53.2 96.5 96.6: 3.5 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 : 341: 104 125 150 77 100 270 295:
Old : 341: 104 125 150 77 100 270 295:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 24.7 37.6 36.2 6.7 5.3 10.3 8.1
Old : 25.2 24.7 37.6 36.2 6.7 5.3 10.3 8.1
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 22, 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 : 16,034: 0 700 0 16,034 15,334 16,034 16,034: 0 0
Old : 16,034: 0 700 0 16,034 15,334 16,034 16,034: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 2,270: 0 0 0 2,270 2,270 2,270 2,270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 100.0 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.4 0.0 100.0 95.6 100.0 100.0: 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 25 29 25 31:
Old : 34: 0 2 0 25 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 : 49.5 45.5 72.5 66.3 22.4 22.0 30.9 30.3
Old : 49.5 45.5 72.5 66.3 22.4 22.0 30.9 30.3
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 22, 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 : 140,329: 25,673 16,071 40,088 67,348 77,706 133,109 133,865: 7,220 6,464
Old : 140,329: 25,673 16,071 40,088 67,348 77,706 133,109 133,865: 7,220 6,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -8,226: 2,584 -4,284 -1,388 -7,322 -991 -6,126 -6,663: -2,100 -1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 11.5 28.6 48.0 55.4 94.9 95.4: 5.1 4.6
Old : 100.0: 18.3 11.5 28.6 48.0 55.4 94.9 95.4: 5.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 13 20 21 21 44 41:
Old : 44: 9 13 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 : 41.0 37.7 55.8 54.0 23.0 18.3 26.6 24.9
Old : 41.0 37.7 55.8 54.0 23.0 18.3 26.6 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 7,110: 0 600 0 7,050 6,510 7,050 7,110: 60 0
Old : 7,110: 0 600 0 7,050 6,510 7,050 7,110: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 0.0 99.2 91.6 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 8.4 0.0 99.2 91.6 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 14 12 14 13:
Old : 21: 0 1 0 14 12 14 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 : 64.3 67.3 86.8 89.5 50.6 58.7 65.8 69.6
Old : 64.3 67.3 86.8 89.5 50.6 58.7 65.8 69.6
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 22, 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 : 18,074: 12,393 1,863 220 3,316 15,624 15,929 17,707: 2,145 367
Old : 18,074: 12,393 1,863 220 3,316 15,624 15,929 17,707: 2,145 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 82: 205 19 170 -42 -69 333 120: -251 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 10.3 1.2 18.3 86.4 88.1 98.0: 11.9 2.0
Old : 100.0: 68.6 10.3 1.2 18.3 86.4 88.1 98.0: 11.9 2.0
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 : 104: 52 15 2 11 28 65 44:
Old : 104: 52 15 2 11 28 65 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 42.5 57.6 64.4 44.7 42.5 57.6 64.4
Old : 44.7 42.5 57.6 64.4 44.7 42.5 57.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 16,847: 12,144 2,361 85 1,202 13,391 13,431 15,837: 3,416 1,010
Old : 16,847: 12,144 2,361 85 1,202 13,391 13,431 15,837: 3,416 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -1,123: -801 -426 -28 -39 -649 -868 -1,103: -255 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 14.0 0.5 7.1 79.5 79.7 94.0: 20.3 6.0
Old : 100.0: 72.1 14.0 0.5 7.1 79.5 79.7 94.0: 20.3 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 : 94: 54 12 2 8 22 64 34:
Old : 94: 54 12 2 8 22 64 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 : 25.7 48.1 36.5 66.3 25.7 48.1 36.5 65.8
Old : 25.7 48.1 36.5 66.3 25.7 48.1 36.5 65.8
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 22, 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 : 282,656: 40,866 13,908 48,380 166,065 200,516 255,311 262,803: 27,345 19,853
Old : 282,656: 40,866 13,908 48,380 166,065 200,516 255,311 262,803: 27,345 19,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 16,090: -2,832 -5,363 4,112 15,414 16,699 16,693 15,449: -604 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 4.9 17.1 58.8 70.9 90.3 93.0: 9.7 7.0
Old : 100.0: 14.5 4.9 17.1 58.8 70.9 90.3 93.0: 9.7 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 62 27 44 87 92 167 147:
Old : 192: 62 27 44 87 92 167 147:
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 : 19.7 22.6 30.8 36.6 9.9 10.5 14.9 16.4
Old : 19.7 22.6 30.8 36.6 9.9 10.5 14.9 16.4
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 22, 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 : 7,443: 2,152 310 636 3,256 5,442 6,044 6,388: 1,399 1,055
Old : 7,443: 2,152 310 636 3,256 5,442 6,044 6,388: 1,399 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 91: 68 -11 12 -24 90 56 91: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 4.2 8.5 43.7 73.1 81.2 85.8: 18.8 14.2
Old : 100.0: 28.9 4.2 8.5 43.7 73.1 81.2 85.8: 18.8 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 : 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 : 30.0 51.0 52.1 69.1 27.0 39.1 38.9 50.6
Old : 30.0 51.0 52.1 69.1 27.0 39.1 38.9 50.6
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 22, 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 15, 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 22, 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 : 9,539: 0 3,704 414 6,613 4,602 7,027 8,720: 2,512 819
Old : 9,539: 0 3,704 414 6,613 4,602 7,027 8,720: 2,512 819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 606: 0 125 0 -228 437 -228 562: 834 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.8 4.3 69.3 48.2 73.7 91.4: 26.3 8.6
Old : 100.0: 0.0 38.8 4.3 69.3 48.2 73.7 91.4: 26.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 16 12 17 13:
Old : 21: 0 1 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 : 35.9 71.6 57.0 85.9 28.0 59.7 42.8 65.0
Old : 35.9 71.6 57.0 85.9 28.0 59.7 42.8 65.0
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 22, 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 : 5,330: 1,575 0 825 2,780 4,355 5,180 5,180: 150 150
Old : 5,330: 1,575 0 825 2,780 4,355 5,180 5,180: 150 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 200: 0 0 0 50 150 50 150: 150 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 0.0 15.5 52.2 81.7 97.2 97.2: 2.8 2.8
Old : 100.0: 29.5 0.0 15.5 52.2 81.7 97.2 97.2: 2.8 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 : 25: 1 0 1 17 15 18 16:
Old : 25: 1 0 1 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 64.4 82.6 83.6 44.2 43.7 52.2 51.7
Old : 68.6 64.4 82.6 83.6 44.2 43.7 52.2 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008