GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, February 5, 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 : 5,736: 0 50 0 4,936 5,361 4,936 5,411: 800 325
Old : 5,736: 0 50 0 4,936 5,361 4,936 5,411: 800 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -2,423: -75 0 -25 -2,216 -2,571 -2,316 -2,596: -107 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 86.1 93.5 86.1 94.3: 13.9 5.7
Old : 100.0: 0.0 0.9 0.0 86.1 93.5 86.1 94.3: 13.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 17 21 17 22:
Old : 28: 0 1 0 17 21 17 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 : 54.1 59.8 70.8 75.0 52.3 57.7 63.5 66.4
Old : 54.1 59.8 70.8 75.0 52.3 57.7 63.5 66.4
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 - Futures Only, February 5, 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 : 8,476: 0 325 400 7,906 7,691 8,306 8,416: 170 60
Old : 8,476: 0 325 400 7,906 7,691 8,306 8,416: 170 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -709: -30 -385 250 -919 -505 -699 -640: -10 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 4.7 93.3 90.7 98.0 99.3: 2.0 0.7
Old : 100.0: 0.0 3.8 4.7 93.3 90.7 98.0 99.3: 2.0 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 : 36: 0 4 3 27 24 30 28:
Old : 36: 0 4 3 27 24 30 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 : 51.5 47.9 71.0 64.6 42.5 40.2 53.5 51.8
Old : 51.5 47.9 71.0 64.6 42.5 40.2 53.5 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, February 5, 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 : 2,458: 30 25 10 1,696 1,653 1,736 1,688: 722 770
Old : 2,458: 30 25 10 1,696 1,653 1,736 1,688: 722 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -366: 5 25 0 -111 -325 -106 -300: -260 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.0 0.4 69.0 67.2 70.6 68.7: 29.4 31.3
Old : 100.0: 1.2 1.0 0.4 69.0 67.2 70.6 68.7: 29.4 31.3
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 14 18 15 20:
Old : 21: 1 1 1 14 18 15 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 : 35.1 30.9 57.7 50.1 27.1 19.2 33.7 29.4
Old : 35.1 30.9 57.7 50.1 27.1 19.2 33.7 29.4
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 - Futures Only, February 5, 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 : 3,506: 15 25 140 2,847 2,689 3,002 2,854: 504 652
Old : 3,506: 15 25 140 2,847 2,689 3,002 2,854: 504 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -805: -35 25 75 -664 -922 -624 -822: -181 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.7 4.0 81.2 76.7 85.6 81.4: 14.4 18.6
Old : 100.0: 0.4 0.7 4.0 81.2 76.7 85.6 81.4: 14.4 18.6
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: 1 2 4 23 30 27 34:
Old : 35: 1 2 4 23 30 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 : 36.5 22.6 54.9 36.9 28.2 18.9 39.0 28.4
Old : 36.5 22.6 54.9 36.9 28.2 18.9 39.0 28.4
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 - Futures Only, February 5, 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 : 188,836: 28,730 17,174 18,137 114,223 126,583 161,090 161,894: 27,746 26,942
Old : 188,836: 28,730 17,174 18,137 114,223 126,583 161,090 161,894: 27,746 26,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -8,385: -3,821 5,028 -5,354 1,413 -6,183 -7,762 -6,509: -623 -1,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 9.1 9.6 60.5 67.0 85.3 85.7: 14.7 14.3
Old : 100.0: 15.2 9.1 9.6 60.5 67.0 85.3 85.7: 14.7 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 34 19 31 67 75 119 110:
Old : 134: 34 19 31 67 75 119 110:
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 : 23.7 18.8 34.4 30.6 19.7 12.8 28.1 21.1
Old : 23.7 18.8 34.4 30.6 19.7 12.8 28.1 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, February 5, 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 : 918,550: 81,066 185,320 320,816 458,476 379,955 860,358 886,091: 58,192 32,459
Old : 918,550: 81,066 185,320 320,816 458,476 379,955 860,358 886,091: 58,192 32,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 26,285: 446 3,217 19,731 10,149 8,931 30,326 31,879: -4,041 -5,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 20.2 34.9 49.9 41.4 93.7 96.5: 6.3 3.5
Old : 100.0: 8.8 20.2 34.9 49.9 41.4 93.7 96.5: 6.3 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 : 214: 59 61 78 78 70 185 171:
Old : 214: 59 61 78 78 70 185 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 39.4 47.9 52.5 14.1 15.9 17.9 19.6
Old : 32.6 39.4 47.9 52.5 14.1 15.9 17.9 19.6
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 - Futures Only, February 5, 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 : 97,751: 75 10,569 2,155 82,726 71,257 84,956 83,981: 12,795 13,770
Old : 97,751: 75 10,569 2,155 82,726 71,257 84,956 83,981: 12,795 13,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -4,289: -195 -134 -231 -4,645 -3,794 -5,071 -4,159: 782 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 10.8 2.2 84.6 72.9 86.9 85.9: 13.1 14.1
Old : 100.0: 0.1 10.8 2.2 84.6 72.9 86.9 85.9: 13.1 14.1
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 : 30: 1 3 3 23 18 26 22:
Old : 30: 1 3 3 23 18 26 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 : 57.3 57.8 70.2 73.8 56.0 57.2 66.0 69.5
Old : 57.3 57.8 70.2 73.8 56.0 57.2 66.0 69.5
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 - Futures Only, February 5, 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 : 85,092: 2,887 10,604 3,444 72,604 62,549 78,935 76,597: 6,157 8,495
Old : 85,092: 2,887 10,604 3,444 72,604 62,549 78,935 76,597: 6,157 8,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -4,836: 980 465 -612 -4,684 -2,067 -4,316 -2,214: -520 -2,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 12.5 4.0 85.3 73.5 92.8 90.0: 7.2 10.0
Old : 100.0: 3.4 12.5 4.0 85.3 73.5 92.8 90.0: 7.2 10.0
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: 1 4 3 26 26 29 31:
Old : 37: 1 4 3 26 26 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 35.0 57.5 57.7 37.0 32.4 54.4 50.2
Old : 38.4 35.0 57.5 57.7 37.0 32.4 54.4 50.2
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 - Futures Only, February 5, 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 : 128,933: 13,411 372 4,017 102,888 116,478 120,316 120,867: 8,617 8,066
Old : 128,933: 13,411 372 4,017 102,888 116,478 120,316 120,867: 8,617 8,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -9,148: -1,350 -779 -487 -5,835 -8,268 -7,672 -9,534: -1,476 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.3 3.1 79.8 90.3 93.3 93.7: 6.7 6.3
Old : 100.0: 10.4 0.3 3.1 79.8 90.3 93.3 93.7: 6.7 6.3
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: 4 1 3 30 27 34 31:
Old : 42: 4 1 3 30 27 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 : 50.1 42.3 66.3 60.2 41.6 42.1 55.5 58.5
Old : 50.1 42.3 66.3 60.2 41.6 42.1 55.5 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,448: 13,423 9,199 1,324 75,708 80,757 90,455 91,280: 9,993 9,168
Old : 100,448: 13,423 9,199 1,324 75,708 80,757 90,455 91,280: 9,993 9,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -4,834: -145 -2,400 670 -4,812 -3,043 -4,287 -4,773: -547 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 9.2 1.3 75.4 80.4 90.1 90.9: 9.9 9.1
Old : 100.0: 13.4 9.2 1.3 75.4 80.4 90.1 90.9: 9.9 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 2 22 26 26 28:
Old : 33: 2 2 2 22 26 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 43.1 60.5 63.0 32.7 37.1 50.1 54.0
Old : 34.6 43.1 60.5 63.0 32.7 37.1 50.1 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,024: 10,616 1,005 1,613 27,295 35,212 39,524 37,830: 4,500 6,194
Old : 44,024: 10,616 1,005 1,613 27,295 35,212 39,524 37,830: 4,500 6,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -3,377: -1,727 58 770 -2,140 -6,204 -3,097 -5,376: -280 1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 2.3 3.7 62.0 80.0 89.8 85.9: 10.2 14.1
Old : 100.0: 24.1 2.3 3.7 62.0 80.0 89.8 85.9: 10.2 14.1
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 : 22: 2 1 2 13 14 16 16:
Old : 22: 2 1 2 13 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 44.0 83.3 67.2 56.7 42.6 68.0 57.8
Old : 62.5 44.0 83.3 67.2 56.7 42.6 68.0 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, February 5, 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 : 59,476: 5,049 0 3,066 43,990 48,354 52,105 51,420: 7,371 8,056
Old : 59,476: 5,049 0 3,066 43,990 48,354 52,105 51,420: 7,371 8,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -2,839: -453 0 -28 -3,135 -2,732 -3,616 -2,760: 777 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 5.2 74.0 81.3 87.6 86.5: 12.4 13.5
Old : 100.0: 8.5 0.0 5.2 74.0 81.3 87.6 86.5: 12.4 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 : 25: 2 0 2 16 20 18 22:
Old : 25: 2 0 2 16 20 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 39.4 77.5 60.8 45.1 38.0 59.7 55.4
Old : 53.1 39.4 77.5 60.8 45.1 38.0 59.7 55.4
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 - Futures Only, February 5, 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 : 85,749: 1,640 221 2,478 79,074 69,959 83,192 72,658: 2,557 13,091
Old : 85,749: 1,640 221 2,478 79,074 69,959 83,192 72,658: 2,557 13,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -8,520: -1,157 -165 -260 -6,843 -10,926 -8,260 -11,351: -260 2,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.3 2.9 92.2 81.6 97.0 84.7: 3.0 15.3
Old : 100.0: 1.9 0.3 2.9 92.2 81.6 97.0 84.7: 3.0 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 : 44: 1 2 3 28 33 31 36:
Old : 44: 1 2 3 28 33 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 27.9 71.9 42.1 43.0 25.1 59.0 37.4
Old : 47.3 27.9 71.9 42.1 43.0 25.1 59.0 37.4
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 - Futures Only, February 5, 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 : 108,443: 2,588 0 3,746 86,807 95,828 93,141 99,574: 15,302 8,869
Old : 108,443: 2,588 0 3,746 86,807 95,828 93,141 99,574: 15,302 8,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -7,272: 942 0 -404 -6,326 -6,765 -5,788 -7,169: -1,484 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 3.5 80.0 88.4 85.9 91.8: 14.1 8.2
Old : 100.0: 2.4 0.0 3.5 80.0 88.4 85.9 91.8: 14.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 3 22 21 25 24:
Old : 33: 3 0 3 22 21 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 42.8 66.2 67.6 46.2 42.0 61.1 61.0
Old : 47.9 42.8 66.2 67.6 46.2 42.0 61.1 61.0
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 - Futures Only, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,490: 7,122 1,986 11,015 53,759 52,416 71,896 65,417: 3,594 10,073
Old : 75,490: 7,122 1,986 11,015 53,759 52,416 71,896 65,417: 3,594 10,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 471: -3,100 898 1,067 1,999 -2,324 -34 -359: 505 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.6 14.6 71.2 69.4 95.2 86.7: 4.8 13.3
Old : 100.0: 9.4 2.6 14.6 71.2 69.4 95.2 86.7: 4.8 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 : 30: 3 2 3 19 15 23 19:
Old : 30: 3 2 3 19 15 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 : 48.6 40.5 69.1 61.6 37.3 30.8 49.6 42.8
Old : 48.6 40.5 69.1 61.6 37.3 30.8 49.6 42.8
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 - Futures Only, February 5, 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 : 85,658: 3,367 766 15,240 64,612 60,517 83,219 76,523: 2,439 9,135
Old : 85,658: 3,367 766 15,240 64,612 60,517 83,219 76,523: 2,439 9,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 989: -1,998 -1,950 3,884 -1,113 37 773 1,971: 216 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.9 17.8 75.4 70.6 97.2 89.3: 2.8 10.7
Old : 100.0: 3.9 0.9 17.8 75.4 70.6 97.2 89.3: 2.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 3 16 15 20 18:
Old : 24: 2 2 3 16 15 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 49.8 82.4 70.4 45.7 33.9 51.8 42.2
Old : 66.9 49.8 82.4 70.4 45.7 33.9 51.8 42.2
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 - Futures Only, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,264: 1,960 5,354 1,930 58,640 55,349 62,530 62,633: 9,734 9,631
Old : 72,264: 1,960 5,354 1,930 58,640 55,349 62,530 62,633: 9,734 9,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -5,147: -232 241 -366 -7,452 -5,832 -8,050 -5,957: 2,903 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 7.4 2.7 81.1 76.6 86.5 86.7: 13.5 13.3
Old : 100.0: 2.7 7.4 2.7 81.1 76.6 86.5 86.7: 13.5 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 : 30: 2 2 3 23 21 27 24:
Old : 30: 2 2 3 23 21 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 41.9 60.2 66.9 34.4 37.2 45.0 46.7
Old : 43.6 41.9 60.2 66.9 34.4 37.2 45.0 46.7
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 - Futures Only, February 5, 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 : 119,004: 21,227 0 4,782 86,260 105,058 112,269 109,840: 6,735 9,164
Old : 119,004: 21,227 0 4,782 86,260 105,058 112,269 109,840: 6,735 9,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -9,914: 1,834 0 -2,243 -9,892 -7,926 -10,301 -10,169: 387 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 0.0 4.0 72.5 88.3 94.3 92.3: 5.7 7.7
Old : 100.0: 17.8 0.0 4.0 72.5 88.3 94.3 92.3: 5.7 7.7
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 : 44: 5 0 4 30 32 35 36:
Old : 44: 5 0 4 30 32 35 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 : 40.8 34.1 58.4 50.5 36.0 32.1 50.5 48.4
Old : 40.8 34.1 58.4 50.5 36.0 32.1 50.5 48.4
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 - Futures Only, February 5, 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 : 128,908: 748 18,923 17,565 100,378 86,626 118,691 123,114: 10,217 5,794
Old : 128,908: 748 18,923 17,565 100,378 86,626 118,691 123,114: 10,217 5,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -9,395: 116 -2,632 1,602 -9,916 -7,414 -8,198 -8,444: -1,197 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.7 13.6 77.9 67.2 92.1 95.5: 7.9 4.5
Old : 100.0: 0.6 14.7 13.6 77.9 67.2 92.1 95.5: 7.9 4.5
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 : 44: 1 5 6 36 32 42 38:
Old : 44: 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 : 34.0 29.7 50.9 49.3 24.5 19.4 37.0 32.1
Old : 34.0 29.7 50.9 49.3 24.5 19.4 37.0 32.1
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 - Futures Only, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,846: 11,863 2,776 3,058 59,535 67,097 74,456 72,931: 9,390 10,915
Old : 83,846: 11,863 2,776 3,058 59,535 67,097 74,456 72,931: 9,390 10,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -4,452: -913 -606 334 -4,618 -3,363 -5,197 -3,635: 745 -817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 3.3 3.6 71.0 80.0 88.8 87.0: 11.2 13.0
Old : 100.0: 14.1 3.3 3.6 71.0 80.0 88.8 87.0: 11.2 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 : 31: 4 1 5 22 22 27 27:
Old : 31: 4 1 5 22 22 27 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 : 53.9 39.1 70.4 57.7 49.4 36.1 59.5 52.1
Old : 53.9 39.1 70.4 57.7 49.4 36.1 59.5 52.1
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 - Futures Only, February 5, 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 : 55,731: 1,240 310 0 50,610 52,341 51,850 52,651: 3,881 3,080
Old : 55,731: 1,240 310 0 50,610 52,341 51,850 52,651: 3,881 3,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -1,309: -1,160 -319 0 191 302 -969 -17: -340 -1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.6 0.0 90.8 93.9 93.0 94.5: 7.0 5.5
Old : 100.0: 2.2 0.6 0.0 90.8 93.9 93.0 94.5: 7.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 12 13 13 14:
Old : 21: 1 1 0 12 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 50.9 83.3 83.1 56.3 38.8 71.9 64.1
Old : 59.3 50.9 83.3 83.1 56.3 38.8 71.9 64.1
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 - Futures Only, February 5, 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 : 238,064: 18,369 4,083 3,257 201,555 215,839 223,181 223,179: 14,883 14,885
Old : 238,064: 18,369 4,083 3,257 201,555 215,839 223,181 223,179: 14,883 14,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -14,573: -1,924 371 276 -12,181 -12,542 -13,829 -11,895: -744 -2,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.7 1.4 84.7 90.7 93.7 93.7: 6.3 6.3
Old : 100.0: 7.7 1.7 1.4 84.7 90.7 93.7 93.7: 6.3 6.3
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 : 56: 3 3 5 40 41 46 46:
Old : 56: 3 3 5 40 41 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 : 32.2 56.5 54.5 67.2 29.4 54.8 49.9 63.0
Old : 32.2 56.5 54.5 67.2 29.4 54.8 49.9 63.0
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 - Futures Only, February 5, 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 : 221,210: 19,052 558 13,399 177,223 197,182 209,674 211,139: 11,536 10,071
Old : 221,210: 19,052 558 13,399 177,223 197,182 209,674 211,139: 11,536 10,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -2,030: 2,900 -1,975 -138 -4,311 1,399 -1,549 -714: -481 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.3 6.1 80.1 89.1 94.8 95.4: 5.2 4.6
Old : 100.0: 8.6 0.3 6.1 80.1 89.1 94.8 95.4: 5.2 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 : 48: 5 2 4 37 29 43 34:
Old : 48: 5 2 4 37 29 43 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 : 28.4 40.6 47.0 65.2 23.1 36.2 38.1 53.2
Old : 28.4 40.6 47.0 65.2 23.1 36.2 38.1 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 - Futures Only, February 5, 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 : 230,609: 11,191 16,620 11,726 190,891 194,111 213,808 222,457: 16,801 8,152
Old : 230,609: 11,191 16,620 11,726 190,891 194,111 213,808 222,457: 16,801 8,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -772: 333 3,381 -1,552 1,629 -1,128 410 701: -1,182 -1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 7.2 5.1 82.8 84.2 92.7 96.5: 7.3 3.5
Old : 100.0: 4.9 7.2 5.1 82.8 84.2 92.7 96.5: 7.3 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 : 52: 4 2 4 44 38 49 43:
Old : 52: 4 2 4 44 38 49 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 37.8 48.2 58.3 29.4 28.8 40.6 44.1
Old : 32.3 37.8 48.2 58.3 29.4 28.8 40.6 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, February 5, 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 : 49,688: 0 2,578 949 41,762 38,887 42,711 42,414: 6,977 7,274
Old : 49,688: 0 2,578 949 41,762 38,887 42,711 42,414: 6,977 7,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -1,291: 0 395 0 -537 -1,221 -537 -826: -754 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 1.9 84.0 78.3 86.0 85.4: 14.0 14.6
Old : 100.0: 0.0 5.2 1.9 84.0 78.3 86.0 85.4: 14.0 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 : 27: 0 1 1 22 19 23 20:
Old : 27: 0 1 1 22 19 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 : 33.2 31.9 55.1 57.9 27.2 25.9 45.4 41.2
Old : 33.2 31.9 55.1 57.9 27.2 25.9 45.4 41.2
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 - Futures Only, February 5, 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 : 220,334: 26,653 8,667 10,399 164,054 184,821 201,106 203,887: 19,228 16,447
Old : 220,334: 26,653 8,667 10,399 164,054 184,821 201,106 203,887: 19,228 16,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -3,251: 1,748 -6 -1,293 -4,355 -1,873 -3,900 -3,172: 649 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.9 4.7 74.5 83.9 91.3 92.5: 8.7 7.5
Old : 100.0: 12.1 3.9 4.7 74.5 83.9 91.3 92.5: 8.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 2 6 33 37 40 43:
Old : 46: 5 2 6 33 37 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 31.8 51.3 48.8 22.5 29.6 33.7 40.1
Old : 31.2 31.8 51.3 48.8 22.5 29.6 33.7 40.1
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 - Futures Only, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,794: 4,782 10,945 1,012 70,684 60,865 76,478 72,822: 4,316 7,972
Old : 80,794: 4,782 10,945 1,012 70,684 60,865 76,478 72,822: 4,316 7,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -3,395: 372 -1,012 -433 -3,344 -4,112 -3,405 -5,557: 10 2,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 13.5 1.3 87.5 75.3 94.7 90.1: 5.3 9.9
Old : 100.0: 5.9 13.5 1.3 87.5 75.3 94.7 90.1: 5.3 9.9
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 : 34: 2 3 1 27 24 30 27:
Old : 34: 2 3 1 27 24 30 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 : 31.3 38.1 53.0 59.2 23.2 30.2 40.1 45.3
Old : 31.3 38.1 53.0 59.2 23.2 30.2 40.1 45.3
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 - Futures Only, February 5, 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 : 2,901,173: 664,991 89,601 952,584 1,243,190 1,831,813 2,860,765 2,873,998: 40,408 27,175
Old : 2,901,173: 664,991 89,601 952,584 1,243,190 1,831,813 2,860,765 2,873,998: 40,408 27,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -44,094: 42,119 7,291 -26,167 -60,660 -25,622 -44,708 -44,498: 614 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 3.1 32.8 42.9 63.1 98.6 99.1: 1.4 0.9
Old : 100.0: 22.9 3.1 32.8 42.9 63.1 98.6 99.1: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 36 14 40 95 87 148 128:
Old : 154: 36 14 40 95 87 148 128:
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 : 36.9 38.3 49.0 51.9 19.1 20.6 22.8 26.2
Old : 36.9 38.3 49.0 51.9 19.1 20.6 22.8 26.2
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 - Futures Only, February 5, 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 : 895,225: 96,330 258,597 168,065 622,222 461,072 886,617 887,734: 8,608 7,491
Old : 895,225: 96,330 258,597 168,065 622,222 461,072 886,617 887,734: 8,608 7,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 19,165: 20,958 3,193 6,889 -6,343 13,224 21,504 23,306: -2,339 -4,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 28.9 18.8 69.5 51.5 99.0 99.2: 1.0 0.8
Old : 100.0: 10.8 28.9 18.8 69.5 51.5 99.0 99.2: 1.0 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 : 85: 20 22 31 42 40 79 76:
Old : 85: 20 22 31 42 40 79 76:
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 33.7 63.2 55.9 33.3 28.5 47.1 40.7
Old : 44.1 33.7 63.2 55.9 33.3 28.5 47.1 40.7
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 - Futures Only, February 5, 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 : 9,512: 0 0 0 9,245 8,915 9,245 8,915: 267 597
Old : 9,512: 0 0 0 9,245 8,915 9,245 8,915: 267 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -1,214: -31 0 0 -154 -1,460 -185 -1,460: -1,029 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 93.7 97.2 93.7: 2.8 6.3
Old : 100.0: 0.0 0.0 0.0 97.2 93.7 97.2 93.7: 2.8 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 15 17 15:
Old : 20: 0 0 0 17 15 17 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 : 55.7 76.4 77.9 86.9 52.9 72.2 73.2 76.7
Old : 55.7 76.4 77.9 86.9 52.9 72.2 73.2 76.7
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 - Futures Only, February 5, 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 : 32,570: 1,833 502 375 29,721 30,807 31,929 31,684: 641 886
Old : 32,570: 1,833 502 375 29,721 30,807 31,929 31,684: 641 886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -2,666: -494 -18 107 -2,324 -2,969 -2,711 -2,880: 45 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.5 1.2 91.3 94.6 98.0 97.3: 2.0 2.7
Old : 100.0: 5.6 1.5 1.2 91.3 94.6 98.0 97.3: 2.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 4 1 28 27 32 32:
Old : 43: 4 4 1 28 27 32 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 : 50.9 45.2 71.5 66.8 45.1 42.2 56.0 54.4
Old : 50.9 45.2 71.5 66.8 45.1 42.2 56.0 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, February 5, 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 : 14,688: 1,492 2,115 234 12,962 12,296 14,688 14,645: 0 43
Old : 14,688: 1,492 2,115 234 12,962 12,296 14,688 14,645: 0 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -1,100: -44 22 -22 -1,034 -1,100 -1,100 -1,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.4 1.6 88.2 83.7 100.0 99.7: 0.0 0.3
Old : 100.0: 10.2 14.4 1.6 88.2 83.7 100.0 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 : 65.4 86.1 94.6 95.4 54.0 66.2 73.7 71.7
Old : 65.4 86.1 94.6 95.4 54.0 66.2 73.7 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, February 5, 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 : 17,035: 4,020 0 321 12,009 16,419 16,350 16,740: 685 295
Old : 17,035: 4,020 0 321 12,009 16,419 16,350 16,740: 685 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -788: -98 0 0 -667 -781 -765 -781: -23 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 0.0 1.9 70.5 96.4 96.0 98.3: 4.0 1.7
Old : 100.0: 23.6 0.0 1.9 70.5 96.4 96.0 98.3: 4.0 1.7
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 : 25: 2 0 2 15 18 17 20:
Old : 25: 2 0 2 15 18 17 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 : 59.3 69.3 84.6 86.8 41.2 42.2 53.5 54.0
Old : 59.3 69.3 84.6 86.8 41.2 42.2 53.5 54.0
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 - Futures Only, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,530: 978 500 1,254 22,132 24,104 24,364 25,858: 3,166 1,672
Old : 27,530: 978 500 1,254 22,132 24,104 24,364 25,858: 3,166 1,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -866: -122 -44 -38 -526 -764 -686 -846: -180 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.8 4.6 80.4 87.6 88.5 93.9: 11.5 6.1
Old : 100.0: 3.6 1.8 4.6 80.4 87.6 88.5 93.9: 11.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 21 17 24 19:
Old : 26: 2 1 2 21 17 24 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 : 45.4 53.4 65.5 76.6 29.1 45.4 44.1 50.9
Old : 45.4 53.4 65.5 76.6 29.1 45.4 44.1 50.9
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 - Futures Only, February 5, 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 : 19,622: 1,410 0 890 16,896 17,918 19,196 18,808: 426 814
Old : 19,622: 1,410 0 890 16,896 17,918 19,196 18,808: 426 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -1,172: 70 0 -90 -1,114 -1,030 -1,134 -1,120: -38 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 4.5 86.1 91.3 97.8 95.9: 2.2 4.1
Old : 100.0: 7.2 0.0 4.5 86.1 91.3 97.8 95.9: 2.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 2 20 20 22 22:
Old : 26: 1 0 2 20 20 22 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 : 41.1 68.0 66.3 83.0 39.3 60.5 59.0 68.0
Old : 41.1 68.0 66.3 83.0 39.3 60.5 59.0 68.0
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 - Futures Only, February 5, 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 : 1,368,524: 205,649 184,815 357,506 731,825 750,186 1,294,980 1,292,507: 73,544 76,017
Old : 1,368,524: 205,649 184,815 357,506 731,825 750,186 1,294,980 1,292,507: 73,544 76,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 2,717: -6,031 -5,520 67 4,586 372 -1,378 -5,081: 4,095 7,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.5 26.1 53.5 54.8 94.6 94.4: 5.4 5.6
Old : 100.0: 15.0 13.5 26.1 53.5 54.8 94.6 94.4: 5.4 5.6
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 : 325: 89 116 132 84 100 260 276:
Old : 325: 89 116 132 84 100 260 276:
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 25.8 39.2 36.0 13.0 8.6 19.6 13.9
Old : 27.7 25.8 39.2 36.0 13.0 8.6 19.6 13.9
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 - Futures Only, February 5, 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 : 14,885: 0 550 100 14,785 14,235 14,885 14,885: 0 0
Old : 14,885: 0 550 100 14,785 14,235 14,885 14,885: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -2,747: 0 -150 100 -2,847 -2,697 -2,747 -2,747: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 0.7 99.3 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.7 0.7 99.3 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 : 32: 0 1 1 22 27 23 29:
Old : 32: 0 1 1 22 27 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 53.6 78.5 72.3 26.4 23.5 36.8 31.4
Old : 56.1 53.6 78.5 72.3 26.4 23.5 36.8 31.4
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 - Futures Only, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 151,398: 27,226 18,208 38,068 75,217 85,892 140,511 142,168: 10,887 9,230
Old : 151,398: 27,226 18,208 38,068 75,217 85,892 140,511 142,168: 10,887 9,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 5,178: 285 2,947 226 3,073 -262 3,584 2,911: 1,594 2,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 12.0 25.1 49.7 56.7 92.8 93.9: 7.2 6.1
Old : 100.0: 18.0 12.0 25.1 49.7 56.7 92.8 93.9: 7.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 9 15 22 22 22 46 46:
Old : 48: 9 15 22 22 22 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 : 37.3 35.7 52.1 51.0 21.4 16.6 25.1 22.7
Old : 37.3 35.7 52.1 51.0 21.4 16.6 25.1 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, February 5, 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 : 6,460: 0 550 0 6,400 5,910 6,400 6,460: 60 0
Old : 6,460: 0 550 0 6,400 5,910 6,400 6,460: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -650: 0 -50 0 -650 -600 -650 -650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.5 0.0 99.1 91.5 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 8.5 0.0 99.1 91.5 99.1 100.0: 0.9 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 : 61.9 68.3 86.7 90.3 46.1 55.0 62.3 64.2
Old : 61.9 68.3 86.7 90.3 46.1 55.0 62.3 64.2
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 - Futures Only, February 5, 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 : 20,320: 12,896 1,984 232 4,036 17,597 17,164 19,813: 3,156 507
Old : 20,320: 12,896 1,984 232 4,036 17,597 17,164 19,813: 3,156 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -356: -1,411 -286 52 502 -240 -857 -474: 501 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 9.8 1.1 19.9 86.6 84.5 97.5: 15.5 2.5
Old : 100.0: 63.5 9.8 1.1 19.9 86.6 84.5 97.5: 15.5 2.5
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 : 122: 72 12 3 13 28 88 41:
Old : 122: 72 12 3 13 28 88 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 : 31.3 44.1 45.4 67.6 31.3 44.1 45.4 67.6
Old : 31.3 44.1 45.4 67.6 31.3 44.1 45.4 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, February 5, 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 : 15,705: 10,648 2,779 132 1,498 11,587 12,278 14,498: 3,427 1,207
Old : 15,705: 10,648 2,779 132 1,498 11,587 12,278 14,498: 3,427 1,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -1,054: -765 102 -70 -44 -1,124 -879 -1,092: -175 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 17.7 0.8 9.5 73.8 78.2 92.3: 21.8 7.7
Old : 100.0: 67.8 17.7 0.8 9.5 73.8 78.2 92.3: 21.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 53 13 3 12 26 68 40:
Old : 102: 53 13 3 12 26 68 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 : 16.8 38.6 27.3 54.6 16.8 38.4 27.3 54.4
Old : 16.8 38.6 27.3 54.6 16.8 38.4 27.3 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, February 5, 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 : 247,021: 41,680 20,197 27,962 152,879 182,454 222,521 230,613: 24,500 16,408
Old : 247,021: 41,680 20,197 27,962 152,879 182,454 222,521 230,613: 24,500 16,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 4,793: -984 4,496 6,296 -798 -4,978 4,514 5,814: 279 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.2 11.3 61.9 73.9 90.1 93.4: 9.9 6.6
Old : 100.0: 16.9 8.2 11.3 61.9 73.9 90.1 93.4: 9.9 6.6
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 : 187: 61 30 40 81 89 155 146:
Old : 187: 61 30 40 81 89 155 146:
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 : 22.6 22.0 35.0 37.0 10.8 13.6 17.1 20.1
Old : 22.6 22.0 35.0 37.0 10.8 13.6 17.1 20.1
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 - Futures Only, February 5, 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 : 2,450: 50 0 200 2,200 2,250 2,450 2,450: 0 0
Old : 2,450: 50 0 200 2,200 2,250 2,450 2,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -925: 50 0 -50 -925 -825 -925 -875: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 8.2 89.8 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 0.0 8.2 89.8 91.8 100.0 100.0: 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 : 21: 1 0 1 12 15 13 16:
Old : 21: 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 : 53.1 53.1 83.7 77.6 26.5 28.6 38.8 40.8
Old : 53.1 53.1 83.7 77.6 26.5 28.6 38.8 40.8
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 - Futures Only, February 5, 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 : 9,534: 200 4,495 528 8,418 4,032 9,146 9,055: 388 479
Old : 9,534: 200 4,495 528 8,418 4,032 9,146 9,055: 388 479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -315: 200 516 89 -555 -1,040 -266 -435: -49 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 47.1 5.5 88.3 42.3 95.9 95.0: 4.1 5.0
Old : 100.0: 2.1 47.1 5.5 88.3 42.3 95.9 95.0: 4.1 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 : 26: 1 3 2 20 14 22 18:
Old : 26: 1 3 2 20 14 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 68.6 67.2 84.4 38.3 57.7 55.6 65.4
Old : 43.5 68.6 67.2 84.4 38.3 57.7 55.6 65.4
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 - Futures Only, February 5, 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 : 5,305: 950 0 825 3,530 4,380 5,305 5,205: 0 100
Old : 5,305: 950 0 825 3,530 4,380 5,305 5,205: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -700: -625 0 0 -75 -650 -700 -650: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 0.0 15.6 66.5 82.6 100.0 98.1: 0.0 1.9
Old : 100.0: 17.9 0.0 15.6 66.5 82.6 100.0 98.1: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 21 15 22 16:
Old : 28: 1 0 1 21 15 22 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 : 56.6 61.8 77.4 82.6 35.9 42.5 46.3 52.9
Old : 56.6 61.8 77.4 82.6 35.9 42.5 46.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008