GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, March 4, 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 : 5,554: 0 50 0 4,574 5,309 4,574 5,359: 980 195
Old : 5,554: 0 50 0 4,574 5,309 4,574 5,359: 980 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -1,480: 0 0 0 -1,430 -1,355 -1,430 -1,355: -50 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 82.4 95.6 82.4 96.5: 17.6 3.5
Old : 100.0: 0.0 0.9 0.0 82.4 95.6 82.4 96.5: 17.6 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 : 28: 0 1 0 16 21 16 22:
Old : 28: 0 1 0 16 21 16 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 : 49.4 66.7 68.9 80.8 45.8 59.2 57.9 71.8
Old : 49.4 66.7 68.9 80.8 45.8 59.2 57.9 71.8
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, March 4, 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 : 7,767: 125 120 50 7,432 7,547 7,607 7,717: 160 50
Old : 7,767: 125 120 50 7,432 7,547 7,607 7,717: 160 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -1,139: 75 -75 -75 -1,129 -979 -1,129 -1,129: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.5 0.6 95.7 97.2 97.9 99.4: 2.1 0.6
Old : 100.0: 1.6 1.5 0.6 95.7 97.2 97.9 99.4: 2.1 0.6
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 : 36: 2 1 1 24 27 26 29:
Old : 36: 2 1 1 24 27 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 47.5 78.3 67.1 43.1 43.6 57.9 56.5
Old : 57.8 47.5 78.3 67.1 43.1 43.6 57.9 56.5
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 - Futures Only, March 4, 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 : 2,858: 25 0 10 2,082 2,132 2,117 2,142: 741 716
Old : 2,858: 25 0 10 2,082 2,132 2,117 2,142: 741 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -250: -5 0 0 -349 -251 -354 -251: 104 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.3 72.8 74.6 74.1 74.9: 25.9 25.1
Old : 100.0: 0.9 0.0 0.3 72.8 74.6 74.1 74.9: 25.9 25.1
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 : 23: 1 0 1 21 19 22 20:
Old : 23: 1 0 1 21 19 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 : 35.0 30.0 54.5 51.4 26.2 23.3 33.1 35.0
Old : 35.0 30.0 54.5 51.4 26.2 23.3 33.1 35.0
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, March 4, 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 : 3,228: 5 5 75 2,890 2,759 2,970 2,839: 258 389
Old : 3,228: 5 5 75 2,890 2,759 2,970 2,839: 258 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -717: -10 -30 20 -609 -647 -599 -657: -118 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 2.3 89.5 85.5 92.0 87.9: 8.0 12.1
Old : 100.0: 0.2 0.2 2.3 89.5 85.5 92.0 87.9: 8.0 12.1
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 : 38: 1 1 2 31 34 33 36:
Old : 38: 1 1 2 31 34 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 22.1 49.1 37.7 22.9 16.4 34.7 26.0
Old : 28.1 22.1 49.1 37.7 22.9 16.4 34.7 26.0
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, March 4, 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 : 237,016: 52,504 21,097 23,511 128,613 166,564 204,628 211,172: 32,388 25,844
Old : 237,016: 52,504 21,097 23,511 128,613 166,564 204,628 211,172: 32,388 25,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -3,264: 1,078 -549 2,102 -3,611 -312 -431 1,241: -2,833 -4,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 8.9 9.9 54.3 70.3 86.3 89.1: 13.7 10.9
Old : 100.0: 22.2 8.9 9.9 54.3 70.3 86.3 89.1: 13.7 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 : 141: 46 16 35 60 74 121 113:
Old : 141: 46 16 35 60 74 121 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 22.9 29.6 36.9 14.6 16.0 22.0 23.6
Old : 18.7 22.9 29.6 36.9 14.6 16.0 22.0 23.6
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, March 4, 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 : 940,141: 151,830 229,536 310,188 399,284 369,133 861,302 908,857: 78,839 31,284
Old : 940,141: 151,830 229,536 310,188 399,284 369,133 861,302 908,857: 78,839 31,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -11,836: 14,522 -7,716 7,406 -15,965 2,687 5,963 2,377: -17,799 -14,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.4 33.0 42.5 39.3 91.6 96.7: 8.4 3.3
Old : 100.0: 16.1 24.4 33.0 42.5 39.3 91.6 96.7: 8.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 97 46 72 78 68 211 157:
Old : 232: 97 46 72 78 68 211 157:
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 : 26.2 36.8 40.9 50.7 13.5 17.7 17.4 22.1
Old : 26.2 36.8 40.9 50.7 13.5 17.7 17.4 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, March 4, 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 : 97,510: 946 10,661 2,632 84,885 72,317 88,463 85,610: 9,047 11,900
Old : 97,510: 946 10,661 2,632 84,885 72,317 88,463 85,610: 9,047 11,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -3,898: 516 92 11 -6,046 -3,933 -5,519 -3,830: 1,621 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 10.9 2.7 87.1 74.2 90.7 87.8: 9.3 12.2
Old : 100.0: 1.0 10.9 2.7 87.1 74.2 90.7 87.8: 9.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 4 22 21 26 26:
Old : 30: 1 4 4 22 21 26 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 : 55.4 56.8 69.1 72.8 53.8 56.3 64.5 68.8
Old : 55.4 56.8 69.1 72.8 53.8 56.3 64.5 68.8
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, March 4, 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 : 93,558: 5,761 7,013 5,482 72,168 70,170 83,411 82,665: 10,147 10,893
Old : 93,558: 5,761 7,013 5,482 72,168 70,170 83,411 82,665: 10,147 10,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -4,265: -612 -6,447 1,817 -9,523 -1,068 -8,318 -5,698: 4,053 1,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.5 5.9 77.1 75.0 89.2 88.4: 10.8 11.6
Old : 100.0: 6.2 7.5 5.9 77.1 75.0 89.2 88.4: 10.8 11.6
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 : 36: 2 3 4 25 21 29 26:
Old : 36: 2 3 4 25 21 29 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 : 37.3 36.1 57.4 60.8 37.3 31.3 54.1 50.6
Old : 37.3 36.1 57.4 60.8 37.3 31.3 54.1 50.6
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, March 4, 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 : 127,371: 11,073 0 4,675 103,240 116,157 118,988 120,832: 8,383 6,539
Old : 127,371: 11,073 0 4,675 103,240 116,157 118,988 120,832: 8,383 6,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -9,843: -4,441 -372 446 -6,624 -8,753 -10,619 -8,679: 776 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 3.7 81.1 91.2 93.4 94.9: 6.6 5.1
Old : 100.0: 8.7 0.0 3.7 81.1 91.2 93.4 94.9: 6.6 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 : 34: 2 0 1 24 24 26 25:
Old : 34: 2 0 1 24 24 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 41.4 69.7 60.8 42.4 40.7 58.4 57.5
Old : 53.1 41.4 69.7 60.8 42.4 40.7 58.4 57.5
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, March 4, 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 : 103,857: 13,268 4,177 3,600 76,732 84,280 93,600 92,057: 10,257 11,800
Old : 103,857: 13,268 4,177 3,600 76,732 84,280 93,600 92,057: 10,257 11,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -5,948: -155 -1,600 -170 -5,135 -7,079 -5,460 -8,849: -488 2,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.0 3.5 73.9 81.2 90.1 88.6: 9.9 11.4
Old : 100.0: 12.8 4.0 3.5 73.9 81.2 90.1 88.6: 9.9 11.4
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 : 34: 2 2 2 19 25 23 27:
Old : 34: 2 2 2 19 25 23 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 : 32.7 39.6 56.2 59.6 31.9 34.3 49.6 51.6
Old : 32.7 39.6 56.2 59.6 31.9 34.3 49.6 51.6
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, March 4, 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 : 68,377: 0 7,308 3,063 57,331 46,992 60,394 57,363: 7,983 11,014
Old : 68,377: 0 7,308 3,063 57,331 46,992 60,394 57,363: 7,983 11,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -3,572: -5,173 7,308 -3,846 4,233 -9,659 -4,786 -6,197: 1,214 2,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.7 4.5 83.8 68.7 88.3 83.9: 11.7 16.1
Old : 100.0: 0.0 10.7 4.5 83.8 68.7 88.3 83.9: 11.7 16.1
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 : 23: 0 1 1 20 19 21 20:
Old : 23: 0 1 1 20 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 45.0 73.9 64.4 50.0 38.9 58.4 53.7
Old : 54.6 45.0 73.9 64.4 50.0 38.9 58.4 53.7
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, March 4, 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 : 83,724: 1,149 1,054 1,971 75,502 68,529 78,622 71,554: 5,102 12,170
Old : 83,724: 1,149 1,054 1,971 75,502 68,529 78,622 71,554: 5,102 12,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -6,355: 528 958 -972 -7,454 -7,398 -7,898 -7,412: 1,543 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.3 2.4 90.2 81.9 93.9 85.5: 6.1 14.5
Old : 100.0: 1.4 1.3 2.4 90.2 81.9 93.9 85.5: 6.1 14.5
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 : 38: 1 1 2 22 31 24 33:
Old : 38: 1 1 2 22 31 24 33:
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 27.7 66.7 42.8 40.2 25.1 53.9 38.1
Old : 43.5 27.7 66.7 42.8 40.2 25.1 53.9 38.1
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, March 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 107,163: 3,713 857 3,727 85,172 93,377 92,612 97,961: 14,551 9,202
Old : 107,163: 3,713 857 3,727 85,172 93,377 92,612 97,961: 14,551 9,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -6,395: -441 -633 -125 -5,699 -5,467 -6,265 -6,225: -130 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.8 3.5 79.5 87.1 86.4 91.4: 13.6 8.6
Old : 100.0: 3.5 0.8 3.5 79.5 87.1 86.4 91.4: 13.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 3 18 19 21 22:
Old : 28: 2 1 3 18 19 21 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 : 46.6 46.4 64.8 69.6 45.5 45.3 61.7 63.1
Old : 46.6 46.4 64.8 69.6 45.5 45.3 61.7 63.1
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 - Futures Only, March 4, 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 : 74,975: 4,510 3,206 10,743 53,972 46,911 69,225 60,860: 5,750 14,115
Old : 74,975: 4,510 3,206 10,743 53,972 46,911 69,225 60,860: 5,750 14,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -2,053: -859 -680 168 -2,816 -5,514 -3,507 -6,026: 1,454 3,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.3 14.3 72.0 62.6 92.3 81.2: 7.7 18.8
Old : 100.0: 6.0 4.3 14.3 72.0 62.6 92.3 81.2: 7.7 18.8
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 : 24: 3 1 3 15 12 19 15:
Old : 24: 3 1 3 15 12 19 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 : 49.1 43.1 69.4 64.1 41.6 28.9 52.9 42.3
Old : 49.1 43.1 69.4 64.1 41.6 28.9 52.9 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, March 4, 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 : 89,393: 5,520 0 17,520 60,458 63,674 83,498 81,194: 5,895 8,199
Old : 89,393: 5,520 0 17,520 60,458 63,674 83,498 81,194: 5,895 8,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -2,189: -252 -1,109 716 -6,381 298 -5,917 -95: 3,728 -2,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 19.6 67.6 71.2 93.4 90.8: 6.6 9.2
Old : 100.0: 6.2 0.0 19.6 67.6 71.2 93.4 90.8: 6.6 9.2
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 : 20: 4 0 3 10 14 14 17:
Old : 20: 4 0 3 10 14 14 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 : 71.1 46.9 86.0 69.2 47.1 34.8 52.7 46.4
Old : 71.1 46.9 86.0 69.2 47.1 34.8 52.7 46.4
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, March 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,809: 1,712 2,358 3,881 52,101 43,610 57,694 49,849: 9,115 16,960
Old : 66,809: 1,712 2,358 3,881 52,101 43,610 57,694 49,849: 9,115 16,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -6,626: -248 462 -950 -8,808 -11,115 -10,006 -11,603: 3,380 4,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.5 5.8 78.0 65.3 86.4 74.6: 13.6 25.4
Old : 100.0: 2.6 3.5 5.8 78.0 65.3 86.4 74.6: 13.6 25.4
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 : 24: 1 1 1 20 17 22 18:
Old : 24: 1 1 1 20 17 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 : 33.6 41.6 54.4 63.6 23.6 34.8 34.8 39.5
Old : 33.6 41.6 54.4 63.6 23.6 34.8 34.8 39.5
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, March 4, 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 : 118,335: 23,011 1,103 5,037 83,926 103,748 111,974 109,888: 6,361 8,447
Old : 118,335: 23,011 1,103 5,037 83,926 103,748 111,974 109,888: 6,361 8,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -6,613: 3,983 -700 -2,899 -6,771 -2,317 -5,687 -5,916: -926 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 0.9 4.3 70.9 87.7 94.6 92.9: 5.4 7.1
Old : 100.0: 19.4 0.9 4.3 70.9 87.7 94.6 92.9: 5.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 2 4 27 30 32 34:
Old : 42: 3 2 4 27 30 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 36.2 56.4 52.2 36.6 34.6 50.2 50.3
Old : 39.9 36.2 56.4 52.2 36.6 34.6 50.2 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, March 4, 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 : 125,857: 2,619 21,180 16,677 88,076 80,288 107,372 118,145: 18,485 7,712
Old : 125,857: 2,619 21,180 16,677 88,076 80,288 107,372 118,145: 18,485 7,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -3,677: 2,619 3,655 -2,183 -12,415 -5,591 -11,979 -4,119: 8,302 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 16.8 13.3 70.0 63.8 85.3 93.9: 14.7 6.1
Old : 100.0: 2.1 16.8 13.3 70.0 63.8 85.3 93.9: 14.7 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 : 36: 1 5 6 27 27 33 33:
Old : 36: 1 5 6 27 27 33 33:
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 : 35.6 30.0 54.5 49.0 26.7 25.4 37.4 37.7
Old : 35.6 30.0 54.5 49.0 26.7 25.4 37.4 37.7
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, March 4, 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 : 87,220: 17,720 0 2,406 56,235 74,250 76,361 76,656: 10,859 10,564
Old : 87,220: 17,720 0 2,406 56,235 74,250 76,361 76,656: 10,859 10,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -5,668: 552 -112 -732 -7,498 -5,227 -7,678 -6,071: 2,010 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 0.0 2.8 64.5 85.1 87.5 87.9: 12.5 12.1
Old : 100.0: 20.3 0.0 2.8 64.5 85.1 87.5 87.9: 12.5 12.1
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 : 25: 5 0 4 12 17 17 21:
Old : 25: 5 0 4 12 17 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 46.5 77.0 65.6 52.0 44.4 67.4 61.1
Old : 56.1 46.5 77.0 65.6 52.0 44.4 67.4 61.1
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, March 4, 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 : 240,422: 17,998 3,969 5,186 201,853 215,971 225,037 225,126: 15,385 15,296
Old : 240,422: 17,998 3,969 5,186 201,853 215,971 225,037 225,126: 15,385 15,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -7,374: 2,433 -1,703 -207 -8,756 -6,160 -6,530 -8,070: -844 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.7 2.2 84.0 89.8 93.6 93.6: 6.4 6.4
Old : 100.0: 7.5 1.7 2.2 84.0 89.8 93.6 93.6: 6.4 6.4
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 : 52: 3 3 5 38 39 44 44:
Old : 52: 3 3 5 38 39 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 53.8 52.6 65.0 28.2 52.8 46.9 60.7
Old : 30.8 53.8 52.6 65.0 28.2 52.8 46.9 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, March 4, 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 : 224,815: 15,393 428 15,752 178,930 197,707 210,075 213,887: 14,740 10,928
Old : 224,815: 15,393 428 15,752 178,930 197,707 210,075 213,887: 14,740 10,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 3,953: 1,931 -68 3,069 -2,931 187 2,069 3,188: 1,884 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.2 7.0 79.6 87.9 93.4 95.1: 6.6 4.9
Old : 100.0: 6.8 0.2 7.0 79.6 87.9 93.4 95.1: 6.6 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 : 43: 3 1 2 35 31 39 33:
Old : 43: 3 1 2 35 31 39 33:
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 : 31.1 39.3 48.1 64.9 24.3 34.5 38.6 52.2
Old : 31.1 39.3 48.1 64.9 24.3 34.5 38.6 52.2
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, March 4, 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 : 234,663: 14,052 6,159 12,634 192,714 201,892 219,400 220,685: 15,263 13,978
Old : 234,663: 14,052 6,159 12,634 192,714 201,892 219,400 220,685: 15,263 13,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -7,328: 7,701 -3,433 -1,813 -15,406 -5,567 -9,518 -10,813: 2,190 3,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.6 5.4 82.1 86.0 93.5 94.0: 6.5 6.0
Old : 100.0: 6.0 2.6 5.4 82.1 86.0 93.5 94.0: 6.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 1 3 39 36 44 39:
Old : 47: 4 1 3 39 36 44 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 34.2 52.0 54.8 33.2 25.5 44.8 41.6
Old : 35.1 34.2 52.0 54.8 33.2 25.5 44.8 41.6
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, March 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,609: 0 7,139 495 41,363 34,885 41,858 42,519: 10,751 10,090
Old : 52,609: 0 7,139 495 41,363 34,885 41,858 42,519: 10,751 10,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -2,032: 0 2,741 -1,264 -2,319 -5,023 -3,583 -3,546: 1,551 1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.6 0.9 78.6 66.3 79.6 80.8: 20.4 19.2
Old : 100.0: 0.0 13.6 0.9 78.6 66.3 79.6 80.8: 20.4 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 17 15 18 16:
Old : 22: 0 1 1 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 39.0 61.0 62.9 30.8 36.0 47.5 54.4
Old : 37.5 39.0 61.0 62.9 30.8 36.0 47.5 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, March 4, 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 : 225,789: 35,552 3,489 13,770 157,048 188,821 206,370 206,080: 19,419 19,709
Old : 225,789: 35,552 3,489 13,770 157,048 188,821 206,370 206,080: 19,419 19,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -10,611: 5,891 -5,419 -1,893 -13,598 -3,656 -9,600 -10,968: -1,011 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 1.5 6.1 69.6 83.6 91.4 91.3: 8.6 8.7
Old : 100.0: 15.7 1.5 6.1 69.6 83.6 91.4 91.3: 8.6 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 : 42: 4 2 5 33 35 39 40:
Old : 42: 4 2 5 33 35 39 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 : 32.9 33.0 53.6 48.1 24.9 28.1 36.6 37.5
Old : 32.9 33.0 53.6 48.1 24.9 28.1 36.6 37.5
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, March 4, 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 : 74,550: 4,844 7,000 1,087 58,892 55,238 64,823 63,325: 9,727 11,225
Old : 74,550: 4,844 7,000 1,087 58,892 55,238 64,823 63,325: 9,727 11,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -6,755: -310 -2,746 206 -10,113 -5,812 -10,217 -8,352: 3,462 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 9.4 1.5 79.0 74.1 87.0 84.9: 13.0 15.1
Old : 100.0: 6.5 9.4 1.5 79.0 74.1 87.0 84.9: 13.0 15.1
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 : 29: 1 2 1 21 21 23 23:
Old : 29: 1 2 1 21 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 34.5 59.0 58.3 26.4 30.8 44.9 45.8
Old : 33.2 34.5 59.0 58.3 26.4 30.8 44.9 45.8
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, March 4, 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 : 3,108,393: 962,134 194,136 875,197 1,215,526 2,008,835 3,052,857 3,078,168: 55,536 30,225
Old : 3,108,393: 962,134 194,136 875,197 1,215,526 2,008,835 3,052,857 3,078,168: 55,536 30,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -110,926: 111,760 1,335 -83,490 -152,829 -32,041 -124,559 -114,196: 13,633 3,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 6.2 28.2 39.1 64.6 98.2 99.0: 1.8 1.0
Old : 100.0: 31.0 6.2 28.2 39.1 64.6 98.2 99.0: 1.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 35 16 41 94 90 144 135:
Old : 154: 35 16 41 94 90 144 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 37.9 49.6 52.3 24.8 25.1 30.0 32.6
Old : 38.0 37.9 49.6 52.3 24.8 25.1 30.0 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, March 4, 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 : 966,328: 76,828 314,186 211,026 672,943 435,718 960,797 960,930: 5,531 5,398
Old : 966,328: 76,828 314,186 211,026 672,943 435,718 960,797 960,930: 5,531 5,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -41,654: -20,069 33,460 5,166 -24,245 -67,630 -39,148 -29,004: -2,506 -12,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 32.5 21.8 69.6 45.1 99.4 99.4: 0.6 0.6
Old : 100.0: 8.0 32.5 21.8 69.6 45.1 99.4 99.4: 0.6 0.6
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 : 84: 14 26 32 44 39 79 76:
Old : 84: 14 26 32 44 39 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 : 36.8 39.9 60.9 60.5 31.5 29.4 43.0 41.8
Old : 36.8 39.9 60.9 60.5 31.5 29.4 43.0 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, March 4, 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 : 32,353: 1,900 508 204 29,634 30,763 31,738 31,475: 615 878
Old : 32,353: 1,900 508 204 29,634 30,763 31,738 31,475: 615 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -435: 67 -77 -171 -324 -169 -428 -417: -7 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.6 0.6 91.6 95.1 98.1 97.3: 1.9 2.7
Old : 100.0: 5.9 1.6 0.6 91.6 95.1 98.1 97.3: 1.9 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 : 40: 2 3 1 29 25 31 29:
Old : 40: 2 3 1 29 25 31 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 : 51.0 46.0 72.1 68.7 44.9 43.7 57.9 57.8
Old : 51.0 46.0 72.1 68.7 44.9 43.7 57.9 57.8
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, March 4, 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 : 16,440: 4,142 40 319 11,424 15,572 15,885 15,931: 555 509
Old : 16,440: 4,142 40 319 11,424 15,572 15,885 15,931: 555 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -724: 2 0 -2 -658 -946 -658 -948: -66 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 0.2 1.9 69.5 94.7 96.6 96.9: 3.4 3.1
Old : 100.0: 25.2 0.2 1.9 69.5 94.7 96.6 96.9: 3.4 3.1
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: 3 1 2 16 17 19 20:
Old : 26: 3 1 2 16 17 19 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 : 61.2 70.9 85.8 87.3 41.9 44.6 55.6 55.1
Old : 61.2 70.9 85.8 87.3 41.9 44.6 55.6 55.1
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, March 4, 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 : 26,616: 880 480 1,192 21,390 23,432 23,462 25,104: 3,154 1,512
Old : 26,616: 880 480 1,192 21,390 23,432 23,462 25,104: 3,154 1,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -1,126: -98 -20 -62 -746 -1,024 -906 -1,106: -220 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.8 4.5 80.4 88.0 88.1 94.3: 11.9 5.7
Old : 100.0: 3.3 1.8 4.5 80.4 88.0 88.1 94.3: 11.9 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 : 26: 2 1 2 20 16 23 18:
Old : 26: 2 1 2 20 16 23 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 : 46.8 53.6 66.6 77.3 30.2 45.8 44.2 52.7
Old : 46.8 53.6 66.6 77.3 30.2 45.8 44.2 52.7
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, March 4, 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 : 23,108: 1,920 0 800 19,680 20,966 22,400 21,766: 708 1,342
Old : 23,108: 1,920 0 800 19,680 20,966 22,400 21,766: 708 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 1,410: 970 0 -90 268 992 1,148 902: 262 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 3.5 85.2 90.7 96.9 94.2: 3.1 5.8
Old : 100.0: 8.3 0.0 3.5 85.2 90.7 96.9 94.2: 3.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 19 19 22 20:
Old : 26: 2 0 1 19 19 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 : 47.6 71.7 65.9 84.6 44.4 60.9 59.6 68.3
Old : 47.6 71.7 65.9 84.6 44.4 60.9 59.6 68.3
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, March 4, 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 : 1,450,956: 261,451 159,390 386,270 717,686 823,043 1,365,407 1,368,703: 85,549 82,253
Old : 1,450,956: 261,451 159,390 386,270 717,686 823,043 1,365,407 1,368,703: 85,549 82,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 45,034: 3,462 -12,929 35,676 8,497 34,056 47,635 56,803: -2,601 -11,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 11.0 26.6 49.5 56.7 94.1 94.3: 5.9 5.7
Old : 100.0: 18.0 11.0 26.6 49.5 56.7 94.1 94.3: 5.9 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 : 338: 94 119 133 84 104 264 284:
Old : 338: 94 119 133 84 104 264 284:
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 : 26.7 24.0 37.6 33.1 11.6 8.6 17.3 14.2
Old : 26.7 24.0 37.6 33.1 11.6 8.6 17.3 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, March 4, 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 : 116,229: 19,646 19,516 5,676 62,300 37,743 87,622 62,935: 28,607 53,294
Old : 116,229: 19,646 19,516 5,676 62,300 37,743 87,622 62,935: 28,607 53,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -4,055: -1,523 -1,967 692 -2,937 -2,400 -3,768 -3,675: -287 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 16.8 4.9 53.6 32.5 75.4 54.1: 24.6 45.9
Old : 100.0: 16.9 16.8 4.9 53.6 32.5 75.4 54.1: 24.6 45.9
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 : 20: 2 4 4 14 12 19 17:
Old : 20: 2 4 4 14 12 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 29.5 66.5 44.8 43.2 29.2 56.0 39.4
Old : 49.7 29.5 66.5 44.8 43.2 29.2 56.0 39.4
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, March 4, 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 : 14,576: 0 565 100 14,476 13,911 14,576 14,576: 0 0
Old : 14,576: 0 565 100 14,476 13,911 14,576 14,576: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -2,309: 0 15 0 -2,309 -2,324 -2,309 -2,309: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.7 99.3 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.9 0.7 99.3 95.4 100.0 100.0: 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 : 35: 0 2 1 23 26 24 29:
Old : 35: 0 2 1 23 26 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 43.2 76.7 63.3 25.9 21.7 38.1 32.7
Old : 53.2 43.2 76.7 63.3 25.9 21.7 38.1 32.7
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, March 4, 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 : 160,994: 29,568 26,431 40,782 77,092 85,481 147,442 152,694: 13,552 8,300
Old : 160,994: 29,568 26,431 40,782 77,092 85,481 147,442 152,694: 13,552 8,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 1,773: 431 -46 -17 798 1,889 1,212 1,826: 561 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.4 25.3 47.9 53.1 91.6 94.8: 8.4 5.2
Old : 100.0: 18.4 16.4 25.3 47.9 53.1 91.6 94.8: 8.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 12 14 23 23 23 48 47:
Old : 49: 12 14 23 23 23 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 31.6 53.3 52.0 20.9 17.1 24.4 24.2
Old : 39.1 31.6 53.3 52.0 20.9 17.1 24.4 24.2
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, March 4, 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 : 6,435: 150 500 0 6,225 5,935 6,375 6,435: 60 0
Old : 6,435: 150 500 0 6,225 5,935 6,375 6,435: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -750: 0 -50 0 -750 -700 -750 -750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 7.8 0.0 96.7 92.2 99.1 100.0: 0.9 0.0
Old : 100.0: 2.3 7.8 0.0 96.7 92.2 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 : 23: 1 1 0 14 13 15 14:
Old : 23: 1 1 0 14 13 15 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 : 59.4 63.1 86.6 88.7 46.6 54.4 61.0 63.3
Old : 59.4 63.1 86.6 88.7 46.6 54.4 61.0 63.3
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, March 4, 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 : 21,466: 12,270 2,580 178 4,328 17,315 16,776 20,073: 4,690 1,393
Old : 21,466: 12,270 2,580 178 4,328 17,315 16,776 20,073: 4,690 1,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -764: -36 461 -290 -1,243 -1,856 -1,569 -1,685: 805 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 12.0 0.8 20.2 80.7 78.2 93.5: 21.8 6.5
Old : 100.0: 57.2 12.0 0.8 20.2 80.7 78.2 93.5: 21.8 6.5
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 : 126: 73 14 5 17 26 94 42:
Old : 126: 73 14 5 17 26 94 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 : 26.7 40.1 38.7 63.6 26.7 39.8 38.7 63.3
Old : 26.7 40.1 38.7 63.6 26.7 39.8 38.7 63.3
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, March 4, 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 : 15,014: 8,539 2,673 1 2,167 10,957 10,707 13,631: 4,307 1,383
Old : 15,014: 8,539 2,673 1 2,167 10,957 10,707 13,631: 4,307 1,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -472: -599 -270 -33 247 -258 -385 -561: -87 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 17.8 0.0 14.4 73.0 71.3 90.8: 28.7 9.2
Old : 100.0: 56.9 17.8 0.0 14.4 73.0 71.3 90.8: 28.7 9.2
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 : 100: 48 18 1 12 26 61 44:
Old : 100: 48 18 1 12 26 61 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 43.0 27.9 59.8 17.4 43.0 27.8 59.8
Old : 17.4 43.0 27.9 59.8 17.4 43.0 27.8 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, March 4, 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 : 230,924: 62,268 16,818 22,153 122,755 180,048 207,176 219,019: 23,748 11,905
Old : 230,924: 62,268 16,818 22,153 122,755 180,048 207,176 219,019: 23,748 11,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -20,391: -581 -3,401 -1,092 -10,145 -11,048 -11,818 -15,541: -8,573 -4,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 7.3 9.6 53.2 78.0 89.7 94.8: 10.3 5.2
Old : 100.0: 27.0 7.3 9.6 53.2 78.0 89.7 94.8: 10.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 64 22 34 77 100 154 145:
Old : 193: 64 22 34 77 100 154 145:
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 : 23.3 22.0 34.4 37.1 10.9 15.1 17.5 22.9
Old : 23.3 22.0 34.4 37.1 10.9 15.1 17.5 22.9
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, March 4, 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 : 10,627: 300 326 1,323 8,615 8,500 10,238 10,149: 389 478
Old : 10,627: 300 326 1,323 8,615 8,500 10,238 10,149: 389 478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -1,256: 0 -1,609 290 -1,547 14 -1,257 -1,305: 1 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.1 12.4 81.1 80.0 96.3 95.5: 3.7 4.5
Old : 100.0: 2.8 3.1 12.4 81.1 80.0 96.3 95.5: 3.7 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 : 30: 1 1 2 17 21 19 23:
Old : 30: 1 1 2 17 21 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 50.1 71.0 68.8 34.1 34.4 49.9 48.0
Old : 43.4 50.1 71.0 68.8 34.1 34.4 49.9 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, March 4, 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 : 4,695: 125 0 850 3,720 3,795 4,695 4,645: 0 50
Old : 4,695: 125 0 850 3,720 3,795 4,695 4,645: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -1,035: -825 0 25 -235 -1,010 -1,035 -985: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 18.1 79.2 80.8 100.0 98.9: 0.0 1.1
Old : 100.0: 2.7 0.0 18.1 79.2 80.8 100.0 98.9: 0.0 1.1
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 : 27: 1 0 1 19 15 20 16:
Old : 27: 1 0 1 19 15 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 : 49.1 68.1 72.5 87.2 27.3 44.8 41.1 53.4
Old : 49.1 68.1 72.5 87.2 27.3 44.8 41.1 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008