GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, March 11, 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 : 5,906: 0 0 0 4,893 5,678 4,893 5,678: 1,013 228
Old : 5,906: 0 0 0 4,893 5,678 4,893 5,678: 1,013 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 352: 0 -50 0 319 369 319 319: 33 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 82.8 96.1 82.8 96.1: 17.2 3.9
Old : 100.0: 0.0 0.0 0.0 82.8 96.1 82.8 96.1: 17.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 19 22 19 22:
Old : 30: 0 0 0 19 22 19 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 : 46.4 62.7 66.8 80.1 43.0 56.8 55.3 70.4
Old : 46.4 62.7 66.8 80.1 43.0 56.8 55.3 70.4
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, March 11, 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 : 7,792: 125 120 50 7,457 7,572 7,632 7,742: 160 50
Old : 7,792: 125 120 50 7,457 7,572 7,632 7,742: 160 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : 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 : 37: 2 1 1 25 27 27 29:
Old : 37: 2 1 1 25 27 27 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 : 56.0 47.4 74.8 66.9 42.9 43.5 54.7 56.0
Old : 56.0 47.4 74.8 66.9 42.9 43.5 54.7 56.0
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 11, 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 : 2,966: 25 0 10 2,213 2,208 2,248 2,218: 718 748
Old : 2,966: 25 0 10 2,213 2,208 2,248 2,218: 718 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 108: 0 0 0 131 76 131 76: -23 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.3 74.6 74.4 75.8 74.8: 24.2 25.2
Old : 100.0: 0.8 0.0 0.3 74.6 74.4 75.8 74.8: 24.2 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 20 19 21 20:
Old : 22: 1 0 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 : 36.1 31.3 55.2 52.5 26.2 26.5 34.7 37.2
Old : 36.1 31.3 55.2 52.5 26.2 26.5 34.7 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, March 11, 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 : 3,389: 5 60 50 2,993 2,847 3,048 2,957: 341 432
Old : 3,389: 5 60 50 2,993 2,847 3,048 2,957: 341 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 161: 0 55 -25 103 88 78 118: 83 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.8 1.5 88.3 84.0 89.9 87.3: 10.1 12.7
Old : 100.0: 0.1 1.8 1.5 88.3 84.0 89.9 87.3: 10.1 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 2 31 35 33 37:
Old : 38: 1 1 2 31 35 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 22.0 47.7 37.7 22.1 16.2 34.4 25.8
Old : 27.6 22.0 47.7 37.7 22.1 16.2 34.4 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, March 11, 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 : 230,125: 48,817 20,383 24,480 122,436 158,396 195,733 203,259: 34,392 26,866
Old : 230,125: 48,817 20,383 24,480 122,436 158,396 195,733 203,259: 34,392 26,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -6,891: -3,687 -714 969 -6,177 -8,168 -8,895 -7,913: 2,004 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 8.9 10.6 53.2 68.8 85.1 88.3: 14.9 11.7
Old : 100.0: 21.2 8.9 10.6 53.2 68.8 85.1 88.3: 14.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 44 21 32 60 73 123 110:
Old : 144: 44 21 32 60 73 123 110:
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 : 18.5 23.3 30.2 37.4 13.9 15.1 21.8 22.7
Old : 18.5 23.3 30.2 37.4 13.9 15.1 21.8 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, March 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 6,820: 2,150 0 50 4,190 6,670 6,390 6,720: 430 100
Old : 6,820: 2,150 0 50 4,190 6,670 6,390 6,720: 430 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 0.0 0.7 61.4 97.8 93.7 98.5: 6.3 1.5
Old : 100.0: 31.5 0.0 0.7 61.4 97.8 93.7 98.5: 6.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 15 22 17 23:
Old : 26: 1 0 1 15 22 17 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 : 71.8 61.6 87.0 77.0 67.4 54.3 68.9 65.2
Old : 71.8 61.6 87.0 77.0 67.4 54.3 68.9 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, March 11, 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 : 7,675: 700 0 525 5,050 6,075 6,275 6,600: 1,400 1,075
Old : 7,675: 700 0 525 5,050 6,075 6,275 6,600: 1,400 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 6.8 65.8 79.2 81.8 86.0: 18.2 14.0
Old : 100.0: 9.1 0.0 6.8 65.8 79.2 81.8 86.0: 18.2 14.0
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: 2 0 1 12 14 14 15:
Old : 21: 2 0 1 12 14 14 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 : 66.4 45.6 76.2 69.4 55.7 41.0 60.9 58.6
Old : 66.4 45.6 76.2 69.4 55.7 41.0 60.9 58.6
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 11, 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 : 925,085: 135,281 211,021 311,832 396,704 368,196 843,817 891,049: 81,268 34,036
Old : 925,085: 135,281 211,021 311,832 396,704 368,196 843,817 891,049: 81,268 34,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -15,056: -16,549 -18,515 1,644 -2,580 -937 -17,485 -17,808: 2,429 2,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 22.8 33.7 42.9 39.8 91.2 96.3: 8.8 3.7
Old : 100.0: 14.6 22.8 33.7 42.9 39.8 91.2 96.3: 8.8 3.7
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 : 230: 90 50 79 80 69 212 163:
Old : 230: 90 50 79 80 69 212 163:
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 37.2 40.9 51.3 13.5 18.0 17.4 22.3
Old : 26.2 37.2 40.9 51.3 13.5 18.0 17.4 22.3
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 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 98,827: 0 11,943 2,451 87,707 72,045 90,158 86,439: 8,669 12,388
Old : 98,827: 0 11,943 2,451 87,707 72,045 90,158 86,439: 8,669 12,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,317: -946 1,282 -181 2,822 -272 1,695 829: -378 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.1 2.5 88.7 72.9 91.2 87.5: 8.8 12.5
Old : 100.0: 0.0 12.1 2.5 88.7 72.9 91.2 87.5: 8.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 5 4 22 19 26 24:
Old : 30: 0 5 4 22 19 26 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 : 55.9 57.1 69.8 72.9 54.4 56.6 65.8 69.0
Old : 55.9 57.1 69.8 72.9 54.4 56.6 65.8 69.0
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 11, 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 : 94,459: 6,189 9,962 4,311 75,619 70,176 86,119 84,449: 8,340 10,010
Old : 94,459: 6,189 9,962 4,311 75,619 70,176 86,119 84,449: 8,340 10,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 901: 428 2,949 -1,171 3,451 6 2,708 1,784: -1,807 -883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.5 4.6 80.1 74.3 91.2 89.4: 8.8 10.6
Old : 100.0: 6.6 10.5 4.6 80.1 74.3 91.2 89.4: 8.8 10.6
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 : 37: 2 3 4 27 22 31 27:
Old : 37: 2 3 4 27 22 31 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 : 37.0 38.5 57.0 61.9 37.0 32.5 56.1 53.0
Old : 37.0 38.5 57.0 61.9 37.0 32.5 56.1 53.0
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 11, 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 : 128,091: 11,464 0 4,645 103,579 116,707 119,688 121,352: 8,403 6,739
Old : 128,091: 11,464 0 4,645 103,579 116,707 119,688 121,352: 8,403 6,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 720: 391 0 -30 339 550 700 520: 20 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 3.6 80.9 91.1 93.4 94.7: 6.6 5.3
Old : 100.0: 8.9 0.0 3.6 80.9 91.1 93.4 94.7: 6.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 52.8 41.0 69.3 60.5 42.2 40.5 58.0 57.2
Old : 52.8 41.0 69.3 60.5 42.2 40.5 58.0 57.2
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 11, 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 : 107,629: 13,268 1,867 4,600 79,012 89,147 96,880 95,614: 10,749 12,015
Old : 107,629: 13,268 1,867 4,600 79,012 89,147 96,880 95,614: 10,749 12,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 3,772: 0 -2,310 1,000 2,280 4,867 3,280 3,557: 492 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 1.7 4.3 73.4 82.8 90.0 88.8: 10.0 11.2
Old : 100.0: 12.3 1.7 4.3 73.4 82.8 90.0 88.8: 10.0 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 2 19 26 23 28:
Old : 34: 2 2 2 19 26 23 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 : 31.6 41.0 54.6 59.7 30.8 35.9 48.4 52.2
Old : 31.6 41.0 54.6 59.7 30.8 35.9 48.4 52.2
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 11, 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 : 71,790: 1,762 5,093 4,449 59,084 50,360 65,295 59,902: 6,495 11,888
Old : 71,790: 1,762 5,093 4,449 59,084 50,360 65,295 59,902: 6,495 11,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 3,413: 1,762 -2,215 1,386 1,753 3,368 4,901 2,539: -1,488 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 7.1 6.2 82.3 70.1 91.0 83.4: 9.0 16.6
Old : 100.0: 2.5 7.1 6.2 82.3 70.1 91.0 83.4: 9.0 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 21 20 23 22:
Old : 25: 1 1 2 21 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 45.8 73.3 64.6 48.2 39.0 58.0 52.8
Old : 53.2 45.8 73.3 64.6 48.2 39.0 58.0 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, March 11, 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 : 89,341: 2,387 0 1,604 81,458 74,699 85,449 76,303: 3,892 13,038
Old : 89,341: 2,387 0 1,604 81,458 74,699 85,449 76,303: 3,892 13,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 5,617: 1,238 -1,054 -367 5,956 6,170 6,827 4,749: -1,210 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 1.8 91.2 83.6 95.6 85.4: 4.4 14.6
Old : 100.0: 2.7 0.0 1.8 91.2 83.6 95.6 85.4: 4.4 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 : 39: 1 0 1 23 33 24 34:
Old : 39: 1 0 1 23 33 24 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 : 41.2 28.4 65.8 42.9 36.5 23.6 51.0 36.2
Old : 41.2 28.4 65.8 42.9 36.5 23.6 51.0 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, March 11, 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 : 108,452: 3,781 1,105 3,603 86,613 93,594 93,997 98,302: 14,455 10,150
Old : 108,452: 3,781 1,105 3,603 86,613 93,594 93,997 98,302: 14,455 10,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,289: 68 248 -124 1,441 217 1,385 341: -96 948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.0 3.3 79.9 86.3 86.7 90.6: 13.3 9.4
Old : 100.0: 3.5 1.0 3.3 79.9 86.3 86.7 90.6: 13.3 9.4
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 : 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 : 46.1 46.5 64.1 69.0 44.8 45.4 60.7 62.4
Old : 46.1 46.5 64.1 69.0 44.8 45.4 60.7 62.4
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 11, 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 : 74,181: 5,365 3,851 10,138 55,218 45,699 70,721 59,688: 3,460 14,493
Old : 74,181: 5,365 3,851 10,138 55,218 45,699 70,721 59,688: 3,460 14,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -794: 855 645 -605 1,246 -1,212 1,496 -1,172: -2,290 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.2 13.7 74.4 61.6 95.3 80.5: 4.7 19.5
Old : 100.0: 7.2 5.2 13.7 74.4 61.6 95.3 80.5: 4.7 19.5
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 : 27: 2 2 3 18 12 22 15:
Old : 27: 2 2 3 18 12 22 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 : 49.2 43.8 67.1 64.3 41.7 29.0 54.2 42.5
Old : 49.2 43.8 67.1 64.3 41.7 29.0 54.2 42.5
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 11, 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 : 90,443: 4,292 96 17,736 61,276 63,256 83,304 81,088: 7,139 9,355
Old : 90,443: 4,292 96 17,736 61,276 63,256 83,304 81,088: 7,139 9,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,050: -1,228 96 216 818 -418 -194 -106: 1,244 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.1 19.6 67.8 69.9 92.1 89.7: 7.9 10.3
Old : 100.0: 4.7 0.1 19.6 67.8 69.9 92.1 89.7: 7.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 3 9 14 13 17:
Old : 20: 3 1 3 9 14 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 46.2 85.7 68.1 47.5 34.1 52.4 46.4
Old : 71.0 46.2 85.7 68.1 47.5 34.1 52.4 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 11, 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 : 67,323: 1,712 2,685 3,549 52,430 43,671 57,691 49,905: 9,632 17,418
Old : 67,323: 1,712 2,685 3,549 52,430 43,671 57,691 49,905: 9,632 17,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 514: 0 327 -332 329 61 -3 56: 517 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.0 5.3 77.9 64.9 85.7 74.1: 14.3 25.9
Old : 100.0: 2.5 4.0 5.3 77.9 64.9 85.7 74.1: 14.3 25.9
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 : 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 : 32.9 41.3 53.0 63.1 22.4 34.6 33.8 39.2
Old : 32.9 41.3 53.0 63.1 22.4 34.6 33.8 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, March 11, 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 : 123,750: 24,725 1,531 4,294 87,520 109,970 116,539 115,795: 7,211 7,955
Old : 123,750: 24,725 1,531 4,294 87,520 109,970 116,539 115,795: 7,211 7,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 5,415: 1,714 428 -743 3,594 6,222 4,565 5,907: 850 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 1.2 3.5 70.7 88.9 94.2 93.6: 5.8 6.4
Old : 100.0: 20.0 1.2 3.5 70.7 88.9 94.2 93.6: 5.8 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 : 45: 3 2 4 28 31 33 35:
Old : 45: 3 2 4 28 31 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 35.7 54.8 52.4 36.1 34.2 50.1 50.4
Old : 38.8 35.7 54.8 52.4 36.1 34.2 50.1 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
Commitments of Traders - Futures Only, March 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,210: 0 3,064 2,310 48,622 47,075 50,932 52,449: 6,278 4,761
Old : 57,210: 0 3,064 2,310 48,622 47,075 50,932 52,449: 6,278 4,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 4.0 85.0 82.3 89.0 91.7: 11.0 8.3
Old : 100.0: 0.0 5.4 4.0 85.0 82.3 89.0 91.7: 11.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 1 14 12 15 14:
Old : 20: 0 2 1 14 12 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 : 49.9 53.7 70.3 76.7 41.6 48.2 59.7 64.7
Old : 49.9 53.7 70.3 76.7 41.6 48.2 59.7 64.7
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 11, 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 : 127,485: 2,437 20,752 18,679 86,266 79,462 107,382 118,893: 20,103 8,592
Old : 127,485: 2,437 20,752 18,679 86,266 79,462 107,382 118,893: 20,103 8,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,628: -182 -428 2,002 -1,810 -826 10 748: 1,618 880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 16.3 14.7 67.7 62.3 84.2 93.3: 15.8 6.7
Old : 100.0: 1.9 16.3 14.7 67.7 62.3 84.2 93.3: 15.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 5 7 26 25 33 32:
Old : 35: 2 5 7 26 25 33 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 : 34.9 29.2 52.2 47.9 25.5 24.4 36.0 37.0
Old : 34.9 29.2 52.2 47.9 25.5 24.4 36.0 37.0
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 11, 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 : 88,933: 14,212 0 2,770 62,328 75,430 79,310 78,200: 9,623 10,733
Old : 88,933: 14,212 0 2,770 62,328 75,430 79,310 78,200: 9,623 10,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,713: -3,508 0 364 6,093 1,180 2,949 1,544: -1,236 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 0.0 3.1 70.1 84.8 89.2 87.9: 10.8 12.1
Old : 100.0: 16.0 0.0 3.1 70.1 84.8 89.2 87.9: 10.8 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 : 27: 6 0 4 15 18 21 22:
Old : 27: 6 0 4 15 18 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 : 53.8 43.8 72.9 62.5 49.8 41.2 62.4 57.8
Old : 53.8 43.8 72.9 62.5 49.8 41.2 62.4 57.8
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 11, 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 : 242,995: 17,504 3,929 4,605 205,010 219,256 227,119 227,790: 15,876 15,205
Old : 242,995: 17,504 3,929 4,605 205,010 219,256 227,119 227,790: 15,876 15,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 2,573: -494 -40 -581 3,157 3,285 2,082 2,664: 491 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.6 1.9 84.4 90.2 93.5 93.7: 6.5 6.3
Old : 100.0: 7.2 1.6 1.9 84.4 90.2 93.5 93.7: 6.5 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 : 52: 3 3 5 40 39 46 44:
Old : 52: 3 3 5 40 39 46 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 : 30.4 52.4 50.5 63.9 27.6 50.8 45.2 58.9
Old : 30.4 52.4 50.5 63.9 27.6 50.8 45.2 58.9
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 11, 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 : 228,109: 16,190 0 15,800 180,246 200,250 212,236 216,050: 15,873 12,059
Old : 228,109: 16,190 0 15,800 180,246 200,250 212,236 216,050: 15,873 12,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 3,294: 797 -428 48 1,316 2,543 2,161 2,163: 1,133 1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 6.9 79.0 87.8 93.0 94.7: 7.0 5.3
Old : 100.0: 7.1 0.0 6.9 79.0 87.8 93.0 94.7: 7.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 0 2 35 32 39 34:
Old : 43: 4 0 2 35 32 39 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 : 31.2 38.8 48.7 63.8 24.0 34.6 38.5 50.9
Old : 31.2 38.8 48.7 63.8 24.0 34.6 38.5 50.9
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 11, 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 : 240,551: 15,252 9,519 11,714 198,051 205,593 225,017 226,826: 15,534 13,725
Old : 240,551: 15,252 9,519 11,714 198,051 205,593 225,017 226,826: 15,534 13,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 5,888: 1,200 3,360 -920 5,337 3,701 5,617 6,141: 271 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.0 4.9 82.3 85.5 93.5 94.3: 6.5 5.7
Old : 100.0: 6.3 4.0 4.9 82.3 85.5 93.5 94.3: 6.5 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 : 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 : 34.9 35.3 51.6 55.0 33.5 25.9 45.5 42.1
Old : 34.9 35.3 51.6 55.0 33.5 25.9 45.5 42.1
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, March 11, 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 : 52,999: 0 5,505 1,401 41,549 36,277 42,950 43,183: 10,049 9,816
Old : 52,999: 0 5,505 1,401 41,549 36,277 42,950 43,183: 10,049 9,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 390: 0 -1,634 906 186 1,392 1,092 664: -702 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 2.6 78.4 68.4 81.0 81.5: 19.0 18.5
Old : 100.0: 0.0 10.4 2.6 78.4 68.4 81.0 81.5: 19.0 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 37.5 61.0 62.6 30.5 32.7 46.9 52.0
Old : 37.5 37.5 61.0 62.6 30.5 32.7 46.9 52.0
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 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 215,540: 31,264 3,207 15,816 152,055 181,759 199,135 200,782: 16,405 14,758
Old : 215,540: 31,264 3,207 15,816 152,055 181,759 199,135 200,782: 16,405 14,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -10,249: -4,288 -282 2,046 -4,993 -7,062 -7,235 -5,298: -3,014 -4,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 1.5 7.3 70.5 84.3 92.4 93.2: 7.6 6.8
Old : 100.0: 14.5 1.5 7.3 70.5 84.3 92.4 93.2: 7.6 6.8
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 : 43: 4 3 6 35 35 42 41:
Old : 43: 4 3 6 35 35 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 29.3 53.8 45.7 23.7 22.7 35.1 33.4
Old : 32.2 29.3 53.8 45.7 23.7 22.7 35.1 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, March 11, 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 : 75,131: 4,995 6,974 1,045 59,032 55,586 65,072 63,605: 10,059 11,526
Old : 75,131: 4,995 6,974 1,045 59,032 55,586 65,072 63,605: 10,059 11,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 581: 151 -26 -42 140 348 249 280: 332 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 9.3 1.4 78.6 74.0 86.6 84.7: 13.4 15.3
Old : 100.0: 6.6 9.3 1.4 78.6 74.0 86.6 84.7: 13.4 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 : 29: 1 2 1 22 21 24 23:
Old : 29: 1 2 1 22 21 24 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 : 32.9 34.6 58.7 58.4 26.4 31.2 44.8 45.8
Old : 32.9 34.6 58.7 58.4 26.4 31.2 44.8 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 11, 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 : 3,168,252: 1,017,804 203,739 878,317 1,232,970 2,073,905 3,129,091 3,155,961: 39,161 12,291
Old : 3,168,252: 1,017,804 203,739 878,317 1,232,970 2,073,905 3,129,091 3,155,961: 39,161 12,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 59,859: 55,670 9,603 3,120 17,444 65,070 76,234 77,793: -16,375 -17,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 6.4 27.7 38.9 65.5 98.8 99.6: 1.2 0.4
Old : 100.0: 32.1 6.4 27.7 38.9 65.5 98.8 99.6: 1.2 0.4
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 : 155: 35 16 43 94 90 146 136:
Old : 155: 35 16 43 94 90 146 136:
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 : 37.6 37.8 50.0 51.9 24.8 25.1 30.2 33.0
Old : 37.6 37.8 50.0 51.9 24.8 25.1 30.2 33.0
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 11, 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 : 1,036,941: 97,486 369,516 233,706 701,388 430,977 1,032,580 1,034,199: 4,361 2,742
Old : 1,036,941: 97,486 369,516 233,706 701,388 430,977 1,032,580 1,034,199: 4,361 2,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 70,613: 20,658 55,330 22,680 28,445 -4,741 71,783 73,269: -1,170 -2,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 35.6 22.5 67.6 41.6 99.6 99.7: 0.4 0.3
Old : 100.0: 9.4 35.6 22.5 67.6 41.6 99.6 99.7: 0.4 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 : 86: 15 28 34 43 39 81 78:
Old : 86: 15 28 34 43 39 81 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 42.1 61.9 60.5 30.8 31.7 42.3 43.2
Old : 37.8 42.1 61.9 60.5 30.8 31.7 42.3 43.2
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 11, 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 : 32,155: 1,900 516 204 29,658 30,779 31,762 31,499: 393 656
Old : 32,155: 1,900 516 204 29,658 30,779 31,762 31,499: 393 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -198: 0 8 0 24 16 24 24: -222 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.6 0.6 92.2 95.7 98.8 98.0: 1.2 2.0
Old : 100.0: 5.9 1.6 0.6 92.2 95.7 98.8 98.0: 1.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 49.8 46.3 72.5 69.1 43.7 44.0 57.3 58.1
Old : 49.8 46.3 72.5 69.1 43.7 44.0 57.3 58.1
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 11, 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 : 16,231: 4,142 40 319 11,424 15,572 15,885 15,931: 346 300
Old : 16,231: 4,142 40 319 11,424 15,572 15,885 15,931: 346 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -209: 0 0 0 0 0 0 0: -209 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 0.2 2.0 70.4 95.9 97.9 98.2: 2.1 1.8
Old : 100.0: 25.5 0.2 2.0 70.4 95.9 97.9 98.2: 2.1 1.8
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 : 27: 3 1 2 16 18 19 21:
Old : 27: 3 1 2 16 18 19 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 : 62.0 71.8 86.9 88.4 42.4 45.2 56.4 55.8
Old : 62.0 71.8 86.9 88.4 42.4 45.2 56.4 55.8
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 11, 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 : 26,410: 880 480 1,192 21,330 23,352 23,402 25,024: 3,008 1,386
Old : 26,410: 880 480 1,192 21,330 23,352 23,402 25,024: 3,008 1,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -206: 0 0 0 -60 -80 -60 -80: -146 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.8 4.5 80.8 88.4 88.6 94.8: 11.4 5.2
Old : 100.0: 3.3 1.8 4.5 80.8 88.4 88.6 94.8: 11.4 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 : 25: 2 1 2 19 16 22 18:
Old : 25: 2 1 2 19 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 53.7 68.1 77.6 31.3 46.2 45.8 53.1
Old : 48.1 53.7 68.1 77.6 31.3 46.2 45.8 53.1
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 11, 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 : 22,730: 960 0 800 20,356 20,682 22,116 21,482: 614 1,248
Old : 22,730: 960 0 800 20,356 20,682 22,116 21,482: 614 1,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -378: -960 0 0 676 -284 -284 -284: -94 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 3.5 89.6 91.0 97.3 94.5: 2.7 5.5
Old : 100.0: 4.2 0.0 3.5 89.6 91.0 97.3 94.5: 2.7 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 : 25: 1 0 1 20 20 22 21:
Old : 25: 1 0 1 20 20 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 68.6 68.2 83.0 46.9 57.3 62.5 66.9
Old : 48.1 68.6 68.2 83.0 46.9 57.3 62.5 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, March 11, 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 : 1,484,417: 260,590 145,445 408,101 740,892 839,961 1,409,583 1,393,507: 74,834 90,910
Old : 1,484,417: 260,590 145,445 408,101 740,892 839,961 1,409,583 1,393,507: 74,834 90,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 33,461: -861 -13,945 21,831 23,206 16,918 44,176 24,804: -10,715 8,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 9.8 27.5 49.9 56.6 95.0 93.9: 5.0 6.1
Old : 100.0: 17.6 9.8 27.5 49.9 56.6 95.0 93.9: 5.0 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 : 338: 103 114 132 84 103 266 283:
Old : 338: 103 114 132 84 103 266 283:
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 : 26.4 23.1 37.1 32.8 12.0 8.6 17.9 14.1
Old : 26.4 23.1 37.1 32.8 12.0 8.6 17.9 14.1
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 11, 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 : 119,967: 19,166 19,151 5,649 69,966 51,048 94,781 75,848: 25,186 44,119
Old : 119,967: 19,166 19,151 5,649 69,966 51,048 94,781 75,848: 25,186 44,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 3,738: -480 -365 -27 7,666 13,305 7,159 12,913: -3,421 -9,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.0 4.7 58.3 42.6 79.0 63.2: 21.0 36.8
Old : 100.0: 16.0 16.0 4.7 58.3 42.6 79.0 63.2: 21.0 36.8
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 : 23: 2 4 4 17 15 21 21:
Old : 23: 2 4 4 17 15 21 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 : 48.3 28.7 64.8 46.8 41.8 28.5 54.6 43.5
Old : 48.3 28.7 64.8 46.8 41.8 28.5 54.6 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, March 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,576: 0 565 100 16,476 15,911 16,576 16,576: 0 0
Old : 16,576: 0 565 100 16,476 15,911 16,576 16,576: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 2,000: 0 0 0 2,000 2,000 2,000 2,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.6 99.4 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.4 0.6 99.4 96.0 100.0 100.0: 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 : 50.9 40.7 77.6 63.6 27.6 23.3 37.7 34.2
Old : 50.9 40.7 77.6 63.6 27.6 23.3 37.7 34.2
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 11, 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 : 175,609: 32,304 36,360 42,141 87,730 88,850 162,175 167,351: 13,434 8,258
Old : 175,609: 32,304 36,360 42,141 87,730 88,850 162,175 167,351: 13,434 8,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 14,615: 2,736 9,929 1,359 10,638 3,369 14,733 14,657: -118 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 20.7 24.0 50.0 50.6 92.4 95.3: 7.6 4.7
Old : 100.0: 18.4 20.7 24.0 50.0 50.6 92.4 95.3: 7.6 4.7
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 : 51: 11 17 24 23 23 49 49:
Old : 51: 11 17 24 23 23 49 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 33.6 52.0 51.8 22.6 20.0 26.9 26.4
Old : 35.5 33.6 52.0 51.8 22.6 20.0 26.9 26.4
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 11, 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: March 4, 2008 :
: 0: 0 0 0 0 0 0 0: 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 49.0 56.7 65.3 65.7
Old : 59.4 63.1 86.6 88.7 49.0 56.7 65.3 65.7
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 11, 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 : 20,606: 12,465 2,483 58 4,469 17,320 16,992 19,861: 3,614 745
Old : 20,606: 12,465 2,483 58 4,469 17,320 16,992 19,861: 3,614 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -860: 195 -97 -120 141 5 216 -212: -1,076 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 12.0 0.3 21.7 84.1 82.5 96.4: 17.5 3.6
Old : 100.0: 60.5 12.0 0.3 21.7 84.1 82.5 96.4: 17.5 3.6
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 : 118: 69 14 4 13 26 85 41:
Old : 118: 69 14 4 13 26 85 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 : 29.2 42.3 43.5 67.6 29.2 41.5 43.5 66.7
Old : 29.2 42.3 43.5 67.6 29.2 41.5 43.5 66.7
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 11, 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 : 13,669: 7,596 1,989 9 2,670 10,654 10,275 12,652: 3,394 1,017
Old : 13,669: 7,596 1,989 9 2,670 10,654 10,275 12,652: 3,394 1,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -1,345: -943 -684 8 503 -303 -432 -979: -913 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 14.6 0.1 19.5 77.9 75.2 92.6: 24.8 7.4
Old : 100.0: 55.6 14.6 0.1 19.5 77.9 75.2 92.6: 24.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 39 12 1 14 24 53 37:
Old : 83: 39 12 1 14 24 53 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 47.5 32.5 64.4 19.6 47.5 31.7 64.4
Old : 19.6 47.5 32.5 64.4 19.6 47.5 31.7 64.4
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, March 11, 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 : 239,844: 68,693 17,518 23,149 125,893 185,825 217,735 226,492: 22,109 13,352
Old : 239,844: 68,693 17,518 23,149 125,893 185,825 217,735 226,492: 22,109 13,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 8,920: 6,425 700 996 3,138 5,777 10,559 7,473: -1,639 1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 7.3 9.7 52.5 77.5 90.8 94.4: 9.2 5.6
Old : 100.0: 28.6 7.3 9.7 52.5 77.5 90.8 94.4: 9.2 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 : 190: 66 18 37 80 95 160 139:
Old : 190: 66 18 37 80 95 160 139:
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 23.1 37.0 39.6 13.9 15.9 21.0 23.4
Old : 23.7 23.1 37.0 39.6 13.9 15.9 21.0 23.4
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 11, 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 : 11,604: 524 0 1,310 9,481 9,916 11,315 11,226: 289 378
Old : 11,604: 524 0 1,310 9,481 9,916 11,315 11,226: 289 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 977: 224 -326 -13 866 1,416 1,077 1,077: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 11.3 81.7 85.5 97.5 96.7: 2.5 3.3
Old : 100.0: 4.5 0.0 11.3 81.7 85.5 97.5 96.7: 2.5 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 : 30: 2 0 2 17 22 19 24:
Old : 30: 2 0 2 17 22 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 46.9 72.9 69.9 36.9 35.0 50.3 47.7
Old : 47.2 46.9 72.9 69.9 36.9 35.0 50.3 47.7
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 11, 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 : 4,845: 125 0 850 3,870 3,945 4,845 4,795: 0 50
Old : 4,845: 125 0 850 3,870 3,945 4,845 4,795: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 17.5 79.9 81.4 100.0 99.0: 0.0 1.0
Old : 100.0: 2.6 0.0 17.5 79.9 81.4 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 48.1 69.0 71.8 87.6 29.0 47.6 42.9 55.8
Old : 48.1 69.0 71.8 87.6 29.0 47.6 42.9 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, March 11, 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 : 9,294: 1,839 450 0 6,004 5,829 7,843 6,279: 1,451 3,015
Old : 9,294: 1,839 450 0 6,004 5,829 7,843 6,279: 1,451 3,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 4.8 0.0 64.6 62.7 84.4 67.6: 15.6 32.4
Old : 100.0: 19.8 4.8 0.0 64.6 62.7 84.4 67.6: 15.6 32.4
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 : 25: 3 1 0 14 16 17 17:
Old : 25: 3 1 0 14 16 17 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 : 53.1 37.9 70.0 54.1 44.6 33.3 58.6 44.0
Old : 53.1 37.9 70.0 54.1 44.6 33.3 58.6 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008