GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 6,228: 0 0 0 6,208 6,173 6,208 6,173: 20 55
Old : 6,228: 0 0 0 6,208 6,173 6,208 6,173: 20 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 588: 0 0 0 588 588 588 588: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.1 99.7 99.1: 0.3 0.9
Old : 100.0: 0.0 0.0 0.0 99.7 99.1 99.7 99.1: 0.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 24 28 24 28:
Old : 36: 0 0 0 24 28 24 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 : 49.2 42.7 71.7 67.9 38.5 41.9 54.6 56.7
Old : 49.2 42.7 71.7 67.9 38.5 41.9 54.6 56.7
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, August 12, 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 : 7,488: 0 395 600 6,838 6,348 7,438 7,343: 50 145
Old : 7,488: 0 395 600 6,838 6,348 7,438 7,343: 50 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 757: 0 0 275 577 482 852 757: -95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 8.0 91.3 84.8 99.3 98.1: 0.7 1.9
Old : 100.0: 0.0 5.3 8.0 91.3 84.8 99.3 98.1: 0.7 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 : 41: 0 2 1 28 30 29 32:
Old : 41: 0 2 1 28 30 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 45.6 75.6 69.9 47.8 38.1 54.0 50.5
Old : 57.0 45.6 75.6 69.9 47.8 38.1 54.0 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 3,912: 72 564 39 3,030 2,768 3,141 3,371: 771 541
Old : 3,912: 72 564 39 3,030 2,768 3,141 3,371: 771 541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 488: 12 361 1 296 178 309 540: 179 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 14.4 1.0 77.5 70.8 80.3 86.2: 19.7 13.8
Old : 100.0: 1.8 14.4 1.0 77.5 70.8 80.3 86.2: 19.7 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 3 2 25 31 27 35:
Old : 36: 1 3 2 25 31 27 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 29.7 45.7 46.0 15.0 23.3 24.1 31.9
Old : 27.7 29.7 45.7 46.0 15.0 23.3 24.1 31.9
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, August 12, 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 : 3,053: 0 20 35 2,170 2,400 2,205 2,455: 848 598
Old : 3,053: 0 20 35 2,170 2,400 2,205 2,455: 848 598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 181: 0 -10 5 244 214 249 209: -68 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 1.1 71.1 78.6 72.2 80.4: 27.8 19.6
Old : 100.0: 0.0 0.7 1.1 71.1 78.6 72.2 80.4: 27.8 19.6
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 1 1 26 27 27 28:
Old : 31: 0 1 1 26 27 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 27.7 44.9 45.9 20.3 24.9 30.5 36.6
Old : 29.0 27.7 44.9 45.9 20.3 24.9 30.5 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 268,504: 29,020 17,473 68,198 132,714 151,857 229,933 237,528: 38,571 30,976
Old : 268,504: 29,020 17,473 68,198 132,714 151,857 229,933 237,528: 38,571 30,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -1,785: 1,125 334 -971 -4,939 -3,974 -4,785 -4,611: 2,999 2,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.5 25.4 49.4 56.6 85.6 88.5: 14.4 11.5
Old : 100.0: 10.8 6.5 25.4 49.4 56.6 85.6 88.5: 14.4 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 : 131: 36 24 42 55 62 113 110:
Old : 131: 36 24 42 55 62 113 110:
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 : 21.6 29.8 33.5 39.5 11.6 14.1 17.4 18.6
Old : 21.6 29.8 33.5 39.5 11.6 14.1 17.4 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 18,638: 1,297 3,196 10,586 5,820 4,328 17,703 18,110: 935 528
Old : 18,638: 1,297 3,196 10,586 5,820 4,328 17,703 18,110: 935 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 1,676: 442 854 215 993 662 1,649 1,730: 27 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 17.1 56.8 31.2 23.2 95.0 97.2: 5.0 2.8
Old : 100.0: 7.0 17.1 56.8 31.2 23.2 95.0 97.2: 5.0 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: 8 4 12 13 13 25 25:
Old : 25: 8 4 12 13 13 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 60.0 66.0 73.9 11.9 19.7 15.6 20.8
Old : 47.4 60.0 66.0 73.9 11.9 19.7 15.6 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 7,060: 375 20 350 6,085 6,490 6,810 6,860: 250 200
Old : 7,060: 375 20 350 6,085 6,490 6,810 6,860: 250 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 292: -50 0 0 192 242 142 242: 150 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.3 5.0 86.2 91.9 96.5 97.2: 3.5 2.8
Old : 100.0: 5.3 0.3 5.0 86.2 91.9 96.5 97.2: 3.5 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 : 40: 3 1 2 25 27 29 29:
Old : 40: 3 1 2 25 27 29 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 : 49.1 44.3 65.7 63.0 41.8 36.5 50.5 50.6
Old : 49.1 44.3 65.7 63.0 41.8 36.5 50.5 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 5,369: 914 369 0 4,120 4,870 5,034 5,239: 335 130
Old : 5,369: 914 369 0 4,120 4,870 5,034 5,239: 335 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 230: 0 0 0 120 145 120 145: 110 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 6.9 0.0 76.7 90.7 93.8 97.6: 6.2 2.4
Old : 100.0: 17.0 6.9 0.0 76.7 90.7 93.8 97.6: 6.2 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 : 26: 2 2 0 11 15 13 17:
Old : 26: 2 2 0 11 15 13 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 : 57.2 48.2 79.0 71.9 57.2 45.6 78.0 69.2
Old : 57.2 48.2 79.0 71.9 57.2 45.6 78.0 69.2
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, August 12, 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 : 1,298,845: 196,020 397,905 496,397 525,197 366,624 1,217,613 1,260,925: 81,232 37,920
Old : 1,298,845: 196,020 397,905 496,397 525,197 366,624 1,217,613 1,260,925: 81,232 37,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -14,105: 519 -16,785 -255 -10,990 3,737 -10,726 -13,302: -3,379 -803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 30.6 38.2 40.4 28.2 93.7 97.1: 6.3 2.9
Old : 100.0: 15.1 30.6 38.2 40.4 28.2 93.7 97.1: 6.3 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 : 239: 87 56 94 86 75 221 186:
Old : 239: 87 56 94 86 75 221 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 44.2 46.8 57.1 15.2 25.2 18.9 28.0
Old : 36.0 44.2 46.8 57.1 15.2 25.2 18.9 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 25,490: 7,849 14,685 5,516 11,928 4,732 25,293 24,933: 198 557
Old : 25,490: 7,849 14,685 5,516 11,928 4,732 25,293 24,933: 198 557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 503: -16 897 -123 589 -776 450 -2: 53 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 57.6 21.6 46.8 18.6 99.2 97.8: 0.8 2.2
Old : 100.0: 30.8 57.6 21.6 46.8 18.6 99.2 97.8: 0.8 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 : 28: 8 11 13 7 9 21 27:
Old : 28: 8 11 13 7 9 21 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 : 84.0 71.2 92.8 83.7 60.0 57.0 64.1 61.6
Old : 84.0 71.2 92.8 83.7 60.0 57.0 64.1 61.6
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, August 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 104,834: 2,143 8,412 2,430 91,843 84,876 96,416 95,718: 8,418 9,116
Old : 104,834: 2,143 8,412 2,430 91,843 84,876 96,416 95,718: 8,418 9,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -298: 1,484 -42 -810 -1,092 439 -418 -413: 120 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.0 2.3 87.6 81.0 92.0 91.3: 8.0 8.7
Old : 100.0: 2.0 8.0 2.3 87.6 81.0 92.0 91.3: 8.0 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 : 31: 1 3 2 26 24 28 28:
Old : 31: 1 3 2 26 24 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 55.7 61.5 72.4 43.7 49.3 56.6 63.2
Old : 46.4 55.7 61.5 72.4 43.7 49.3 56.6 63.2
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, August 12, 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 : 65,200: 2,695 11,720 4,340 50,949 39,363 57,984 55,423: 7,216 9,777
Old : 65,200: 2,695 11,720 4,340 50,949 39,363 57,984 55,423: 7,216 9,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 736: 0 1,395 -1,076 1,241 75 165 394: 571 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 18.0 6.7 78.1 60.4 88.9 85.0: 11.1 15.0
Old : 100.0: 4.1 18.0 6.7 78.1 60.4 88.9 85.0: 11.1 15.0
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 : 37: 2 4 5 28 20 33 26:
Old : 37: 2 4 5 28 20 33 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 : 32.1 37.3 51.0 56.1 31.9 29.9 49.4 45.4
Old : 32.1 37.3 51.0 56.1 31.9 29.9 49.4 45.4
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, August 12, 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 : 102,366: 5,154 4,972 1,305 89,113 87,833 95,572 94,110: 6,794 8,256
Old : 102,366: 5,154 4,972 1,305 89,113 87,833 95,572 94,110: 6,794 8,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 2,024: 0 3,350 -1,949 3,706 284 1,757 1,685: 267 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.9 1.3 87.1 85.8 93.4 91.9: 6.6 8.1
Old : 100.0: 5.0 4.9 1.3 87.1 85.8 93.4 91.9: 6.6 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 3 29 26 33 29:
Old : 36: 2 2 3 29 26 33 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 : 46.3 39.7 61.5 56.5 38.1 34.2 51.8 47.9
Old : 46.3 39.7 61.5 56.5 38.1 34.2 51.8 47.9
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, August 12, 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 : 89,912: 3,782 2,932 1,405 74,674 72,839 79,861 77,176: 10,051 12,736
Old : 89,912: 3,782 2,932 1,405 74,674 72,839 79,861 77,176: 10,051 12,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 244: 0 -30 0 214 0 214 -30: 30 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.3 1.6 83.1 81.0 88.8 85.8: 11.2 14.2
Old : 100.0: 4.2 3.3 1.6 83.1 81.0 88.8 85.8: 11.2 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 : 34: 2 2 2 21 25 25 27:
Old : 34: 2 2 2 21 25 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 : 40.1 41.9 58.2 58.3 32.4 39.7 46.0 50.8
Old : 40.1 41.9 58.2 58.3 32.4 39.7 46.0 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 47,747: 4,917 2,682 4,899 35,617 38,805 45,433 46,386: 2,314 1,361
Old : 47,747: 4,917 2,682 4,899 35,617 38,805 45,433 46,386: 2,314 1,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 1,970: 604 854 -818 2,153 2,028 1,939 2,064: 31 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 5.6 10.3 74.6 81.3 95.2 97.1: 4.8 2.9
Old : 100.0: 10.3 5.6 10.3 74.6 81.3 95.2 97.1: 4.8 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 : 26: 2 1 2 19 18 22 20:
Old : 26: 2 1 2 19 18 22 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 : 55.6 63.8 72.7 81.9 46.7 47.0 58.3 62.3
Old : 55.6 63.8 72.7 81.9 46.7 47.0 58.3 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 78,197: 6,813 1,815 5,088 58,947 61,268 70,848 68,171: 7,349 10,026
Old : 78,197: 6,813 1,815 5,088 58,947 61,268 70,848 68,171: 7,349 10,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 2,829: 1,832 604 -992 2,325 3,473 3,165 3,085: -336 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.3 6.5 75.4 78.4 90.6 87.2: 9.4 12.8
Old : 100.0: 8.7 2.3 6.5 75.4 78.4 90.6 87.2: 9.4 12.8
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 : 31: 3 2 2 23 23 27 26:
Old : 31: 3 2 2 23 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 43.1 71.1 62.0 49.5 38.9 60.0 50.8
Old : 55.7 43.1 71.1 62.0 49.5 38.9 60.0 50.8
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, August 12, 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 : 98,794: 5,481 4,561 2,670 84,625 86,653 92,776 93,884: 6,018 4,910
Old : 98,794: 5,481 4,561 2,670 84,625 86,653 92,776 93,884: 6,018 4,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 1,808: -182 550 133 1,797 1,155 1,748 1,838: 60 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 4.6 2.7 85.7 87.7 93.9 95.0: 6.1 5.0
Old : 100.0: 5.5 4.6 2.7 85.7 87.7 93.9 95.0: 6.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 3 4 30 37 34 42:
Old : 48: 2 3 4 30 37 34 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 : 37.5 25.4 59.3 43.2 35.8 23.7 52.6 37.9
Old : 37.5 25.4 59.3 43.2 35.8 23.7 52.6 37.9
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, August 12, 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 : 112,643: 9,370 248 5,506 88,890 90,440 103,766 96,194: 8,877 16,449
Old : 112,643: 9,370 248 5,506 88,890 90,440 103,766 96,194: 8,877 16,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 2,527: 25 0 374 2,248 -889 2,647 -515: -120 3,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.2 4.9 78.9 80.3 92.1 85.4: 7.9 14.6
Old : 100.0: 8.3 0.2 4.9 78.9 80.3 92.1 85.4: 7.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 4 22 27 26 31:
Old : 35: 3 1 4 22 27 26 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 : 43.3 36.2 68.5 53.6 39.8 34.6 57.7 47.1
Old : 43.3 36.2 68.5 53.6 39.8 34.6 57.7 47.1
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, August 12, 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 : 53,217: 3,018 4,275 3,661 42,029 36,228 48,708 44,164: 4,509 9,053
Old : 53,217: 3,018 4,275 3,661 42,029 36,228 48,708 44,164: 4,509 9,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 439: -46 0 -89 314 328 179 239: 260 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 8.0 6.9 79.0 68.1 91.5 83.0: 8.5 17.0
Old : 100.0: 5.7 8.0 6.9 79.0 68.1 91.5 83.0: 8.5 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 4 19 18 23 22:
Old : 29: 3 1 4 19 18 23 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 : 45.3 41.0 62.4 63.4 32.5 28.9 42.1 37.7
Old : 45.3 41.0 62.4 63.4 32.5 28.9 42.1 37.7
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, August 12, 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 : 98,740: 3,543 7,892 18,959 74,621 68,394 97,123 95,245: 1,617 3,495
Old : 98,740: 3,543 7,892 18,959 74,621 68,394 97,123 95,245: 1,617 3,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 277: 294 0 279 -372 149 201 428: 76 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 8.0 19.2 75.6 69.3 98.4 96.5: 1.6 3.5
Old : 100.0: 3.6 8.0 19.2 75.6 69.3 98.4 96.5: 1.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 3 17 21 22 24:
Old : 31: 3 2 3 17 21 22 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 : 64.0 54.5 80.9 72.9 39.1 30.9 52.3 44.7
Old : 64.0 54.5 80.9 72.9 39.1 30.9 52.3 44.7
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, August 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,989: 488 199 2,469 49,306 49,388 52,263 52,056: 8,726 8,933
Old : 60,989: 488 199 2,469 49,306 49,388 52,263 52,056: 8,726 8,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 1,628: -508 112 105 3,061 1,375 2,658 1,592: -1,030 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.3 4.0 80.8 81.0 85.7 85.4: 14.3 14.6
Old : 100.0: 0.8 0.3 4.0 80.8 81.0 85.7 85.4: 14.3 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 2 25 24 28 26:
Old : 31: 1 2 2 25 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 : 39.6 36.0 56.1 55.9 31.4 30.2 46.1 45.3
Old : 39.6 36.0 56.1 55.9 31.4 30.2 46.1 45.3
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, August 12, 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 : 89,183: 2,217 3,760 6,552 74,422 72,741 83,191 83,053: 5,992 6,130
Old : 89,183: 2,217 3,760 6,552 74,422 72,741 83,191 83,053: 5,992 6,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -178: 0 -6,137 2,107 -2,488 2,581 -381 -1,449: 203 1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.2 7.3 83.4 81.6 93.3 93.1: 6.7 6.9
Old : 100.0: 2.5 4.2 7.3 83.4 81.6 93.3 93.1: 6.7 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 : 49: 3 3 5 32 35 38 40:
Old : 49: 3 3 5 32 35 38 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 : 33.9 26.4 51.5 42.1 30.2 19.9 44.4 33.5
Old : 33.9 26.4 51.5 42.1 30.2 19.9 44.4 33.5
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, August 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,088: 0 5,172 0 36,406 35,496 36,406 40,668: 11,682 7,420
Old : 48,088: 0 5,172 0 36,406 35,496 36,406 40,668: 11,682 7,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -100: 0 -150 0 -200 50 -200 -100: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 0.0 75.7 73.8 75.7 84.6: 24.3 15.4
Old : 100.0: 0.0 10.8 0.0 75.7 73.8 75.7 84.6: 24.3 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 12 13 12 14:
Old : 20: 0 1 0 12 13 12 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 : 59.7 60.1 73.2 77.6 58.0 59.6 70.0 76.6
Old : 59.7 60.1 73.2 77.6 58.0 59.6 70.0 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 50,955: 0 5,579 0 42,917 40,526 42,917 46,105: 8,038 4,850
Old : 50,955: 0 5,579 0 42,917 40,526 42,917 46,105: 8,038 4,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 151: 0 151 0 0 0 0 151: 151 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.9 0.0 84.2 79.5 84.2 90.5: 15.8 9.5
Old : 100.0: 0.0 10.9 0.0 84.2 79.5 84.2 90.5: 15.8 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 16 13 16 15:
Old : 21: 0 2 0 16 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 61.4 70.9 80.1 40.0 47.0 50.8 57.3
Old : 54.8 61.4 70.9 80.1 40.0 47.0 50.8 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 2,124,291: 181,337 10,364 984,053 954,144 1,126,749 2,119,534 2,121,166: 4,757 3,125
Old : 2,124,291: 181,337 10,364 984,053 954,144 1,126,749 2,119,534 2,121,166: 4,757 3,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 44,122: -25,775 -292 39,327 31,286 5,265 44,837 44,299: -715 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.5 46.3 44.9 53.0 99.8 99.9: 0.2 0.1
Old : 100.0: 8.5 0.5 46.3 44.9 53.0 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 46 23 61 65 63 132 126:
Old : 135: 46 23 61 65 63 132 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 32.5 50.1 50.7 4.7 6.6 7.1 8.6
Old : 31.7 32.5 50.1 50.7 4.7 6.6 7.1 8.6
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, August 12, 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 : 112,934: 5,532 23,614 17,705 76,448 62,262 99,685 103,581: 13,249 9,353
Old : 112,934: 5,532 23,614 17,705 76,448 62,262 99,685 103,581: 13,249 9,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -424: -658 -1,395 321 344 1,339 7 265: -431 -689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 20.9 15.7 67.7 55.1 88.3 91.7: 11.7 8.3
Old : 100.0: 4.9 20.9 15.7 67.7 55.1 88.3 91.7: 11.7 8.3
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 : 42: 3 5 7 34 29 41 37:
Old : 42: 3 5 7 34 29 41 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 : 29.8 33.1 47.2 50.8 15.3 19.1 26.1 28.1
Old : 29.8 33.1 47.2 50.8 15.3 19.1 26.1 28.1
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, August 12, 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 : 106,096: 11,989 984 5,840 80,854 87,757 98,683 94,581: 7,413 11,515
Old : 106,096: 11,989 984 5,840 80,854 87,757 98,683 94,581: 7,413 11,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -256: -1,701 0 -59 1,628 -197 -132 -256: -124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.9 5.5 76.2 82.7 93.0 89.1: 7.0 10.9
Old : 100.0: 11.3 0.9 5.5 76.2 82.7 93.0 89.1: 7.0 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 : 31: 4 1 4 22 21 27 25:
Old : 31: 4 1 4 22 21 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 51.5 75.1 62.8 56.9 47.1 66.9 57.1
Old : 59.9 51.5 75.1 62.8 56.9 47.1 66.9 57.1
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, August 12, 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 : 47,965: 6,720 240 0 40,513 46,566 47,233 46,806: 732 1,159
Old : 47,965: 6,720 240 0 40,513 46,566 47,233 46,806: 732 1,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 240: 0 240 0 240 0 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.5 0.0 84.5 97.1 98.5 97.6: 1.5 2.4
Old : 100.0: 14.0 0.5 0.0 84.5 97.1 98.5 97.6: 1.5 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 : 23: 1 1 0 14 14 15 15:
Old : 23: 1 1 0 14 14 15 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 : 58.0 55.1 84.2 79.4 52.9 50.1 71.7 70.0
Old : 58.0 55.1 84.2 79.4 52.9 50.1 71.7 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 238,992: 5,685 5,636 8,308 210,638 213,359 224,631 227,303: 14,361 11,689
Old : 238,992: 5,685 5,636 8,308 210,638 213,359 224,631 227,303: 14,361 11,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 17,156: -2,330 3,058 472 23,148 13,946 21,290 17,476: -4,134 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.4 3.5 88.1 89.3 94.0 95.1: 6.0 4.9
Old : 100.0: 2.4 2.4 3.5 88.1 89.3 94.0 95.1: 6.0 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 : 56: 3 5 4 44 40 50 46:
Old : 56: 3 5 4 44 40 50 46:
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 : 30.7 57.4 50.9 68.5 27.6 56.9 46.2 64.6
Old : 30.7 57.4 50.9 68.5 27.6 56.9 46.2 64.6
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, August 12, 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 : 224,453: 8,834 17,752 13,992 190,958 186,017 213,784 217,761: 10,669 6,692
Old : 224,453: 8,834 17,752 13,992 190,958 186,017 213,784 217,761: 10,669 6,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 1,212: -270 1,208 -551 2,033 555 1,212 1,212: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 7.9 6.2 85.1 82.9 95.2 97.0: 4.8 3.0
Old : 100.0: 3.9 7.9 6.2 85.1 82.9 95.2 97.0: 4.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 2 4 39 34 45 38:
Old : 47: 4 2 4 39 34 45 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 : 29.7 38.7 47.2 61.2 21.5 34.6 35.2 53.2
Old : 29.7 38.7 47.2 61.2 21.5 34.6 35.2 53.2
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, August 12, 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 : 226,203: 4,961 10,756 14,098 198,610 189,704 217,669 214,558: 8,534 11,645
Old : 226,203: 4,961 10,756 14,098 198,610 189,704 217,669 214,558: 8,534 11,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 5,745: 0 2,666 -841 6,073 3,236 5,232 5,061: 513 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.8 6.2 87.8 83.9 96.2 94.9: 3.8 5.1
Old : 100.0: 2.2 4.8 6.2 87.8 83.9 96.2 94.9: 3.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 4 5 8 53 49 62 57:
Old : 65: 4 5 8 53 49 62 57:
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 : 27.3 27.3 46.9 46.3 23.1 17.9 34.6 27.7
Old : 27.3 27.3 46.9 46.3 23.1 17.9 34.6 27.7
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, August 12, 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 : 45,179: 779 34 3,276 33,823 34,866 37,878 38,176: 7,301 7,003
Old : 45,179: 779 34 3,276 33,823 34,866 37,878 38,176: 7,301 7,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 1,650: 480 0 -137 575 1,938 918 1,801: 732 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.1 7.3 74.9 77.2 83.8 84.5: 16.2 15.5
Old : 100.0: 1.7 0.1 7.3 74.9 77.2 83.8 84.5: 16.2 15.5
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 : 23: 1 1 2 18 14 20 16:
Old : 23: 1 1 2 18 14 20 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 : 43.1 47.2 67.4 68.2 36.4 38.6 49.7 52.9
Old : 43.1 47.2 67.4 68.2 36.4 38.6 49.7 52.9
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, August 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 209,456: 15,224 7,694 21,874 163,140 167,286 200,238 196,854: 9,218 12,602
Old : 209,456: 15,224 7,694 21,874 163,140 167,286 200,238 196,854: 9,218 12,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 7,584: -1,536 -62 1,787 3,310 1,899 3,561 3,624: 4,023 3,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.7 10.4 77.9 79.9 95.6 94.0: 4.4 6.0
Old : 100.0: 7.3 3.7 10.4 77.9 79.9 95.6 94.0: 4.4 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 : 50: 5 2 7 39 39 46 46:
Old : 50: 5 2 7 39 39 46 46:
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 29.5 52.5 47.5 25.9 25.1 39.0 36.3
Old : 32.4 29.5 52.5 47.5 25.9 25.1 39.0 36.3
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, August 12, 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 : 53,886: 1,249 5,208 660 41,361 36,055 43,270 41,923: 10,616 11,963
Old : 53,886: 1,249 5,208 660 41,361 36,055 43,270 41,923: 10,616 11,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 182: 0 4 -124 -60 393 -184 273: 366 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.7 1.2 76.8 66.9 80.3 77.8: 19.7 22.2
Old : 100.0: 2.3 9.7 1.2 76.8 66.9 80.3 77.8: 19.7 22.2
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 : 26: 1 3 2 20 17 23 20:
Old : 26: 1 3 2 20 17 23 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 : 40.5 35.7 62.7 55.4 31.8 24.6 44.0 35.3
Old : 40.5 35.7 62.7 55.4 31.8 24.6 44.0 35.3
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, August 12, 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 : 3,729,782: 1,450,555 404,930 1,035,152 1,213,265 2,269,567 3,698,972 3,709,649: 30,810 20,133
Old : 3,729,782: 1,450,555 404,930 1,035,152 1,213,265 2,269,567 3,698,972 3,709,649: 30,810 20,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 56,925: -11,916 24,242 14,441 50,189 14,006 52,714 52,689: 4,211 4,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 10.9 27.8 32.5 60.8 99.2 99.5: 0.8 0.5
Old : 100.0: 38.9 10.9 27.8 32.5 60.8 99.2 99.5: 0.8 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 : 161: 34 18 46 102 100 153 149:
Old : 161: 34 18 46 102 100 153 149:
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 35.1 53.8 48.8 33.5 23.6 36.4 32.3
Old : 43.5 35.1 53.8 48.8 33.5 23.6 36.4 32.3
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, August 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------