GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, April 1, 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 : 7,938: 0 0 0 6,105 7,290 6,105 7,290: 1,833 648
Old : 7,938: 0 0 0 6,105 7,290 6,105 7,290: 1,833 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 265: 0 0 0 -545 -135 -545 -135: 810 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 76.9 91.8 76.9 91.8: 23.1 8.2
Old : 100.0: 0.0 0.0 0.0 76.9 91.8 76.9 91.8: 23.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 21 21 21 21:
Old : 32: 0 0 0 21 21 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 : 44.0 57.7 60.4 78.9 41.5 57.7 51.2 71.2
Old : 44.0 57.7 60.4 78.9 41.5 57.7 51.2 71.2
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, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,546: 50 820 125 8,156 7,536 8,331 8,481: 215 65
Old : 8,546: 50 820 125 8,156 7,536 8,331 8,481: 215 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -75: 0 0 0 -200 -95 -200 -95: 125 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 9.6 1.5 95.4 88.2 97.5 99.2: 2.5 0.8
Old : 100.0: 0.6 9.6 1.5 95.4 88.2 97.5 99.2: 2.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 2 1 27 29 29 31:
Old : 39: 1 2 1 27 29 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 44.6 72.1 66.0 44.6 40.3 57.3 56.2
Old : 50.7 44.6 72.1 66.0 44.6 40.3 57.3 56.2
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, April 1, 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 : 3,413: 20 0 15 2,604 2,577 2,639 2,592: 774 821
Old : 3,413: 20 0 15 2,604 2,577 2,639 2,592: 774 821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 320: 0 -27 -30 207 268 177 211: 143 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.4 76.3 75.5 77.3 75.9: 22.7 24.1
Old : 100.0: 0.6 0.0 0.4 76.3 75.5 77.3 75.9: 22.7 24.1
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: 1 0 1 21 22 22 23:
Old : 25: 1 0 1 21 22 22 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 : 32.8 29.0 51.8 50.2 23.1 26.5 34.5 37.7
Old : 32.8 29.0 51.8 50.2 23.1 26.5 34.5 37.7
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, April 1, 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 : 4,367: 5 0 35 3,774 3,628 3,814 3,663: 553 704
Old : 4,367: 5 0 35 3,774 3,628 3,814 3,663: 553 704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 475: -120 0 0 465 440 345 440: 130 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.8 86.4 83.1 87.3 83.9: 12.7 16.1
Old : 100.0: 0.1 0.0 0.8 86.4 83.1 87.3 83.9: 12.7 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 : 36: 1 0 1 29 34 30 35:
Old : 36: 1 0 1 29 34 30 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 : 28.9 25.2 49.3 41.2 19.9 18.1 32.8 27.2
Old : 28.9 25.2 49.3 41.2 19.9 18.1 32.8 27.2
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, April 1, 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 : 220,703: 39,628 16,695 22,099 127,851 157,112 189,578 195,906: 31,125 24,797
Old : 220,703: 39,628 16,695 22,099 127,851 157,112 189,578 195,906: 31,125 24,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -3,376: -2,200 -126 2,328 -3,941 -3,276 -3,813 -1,074: 437 -2,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 7.6 10.0 57.9 71.2 85.9 88.8: 14.1 11.2
Old : 100.0: 18.0 7.6 10.0 57.9 71.2 85.9 88.8: 14.1 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 : 152: 43 24 31 64 80 126 119:
Old : 152: 43 24 31 64 80 126 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 25.0 29.6 38.4 12.7 17.7 19.5 23.9
Old : 19.0 25.0 29.6 38.4 12.7 17.7 19.5 23.9
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, April 1, 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 : 9,645: 2,000 100 500 6,915 8,995 9,415 9,595: 230 50
Old : 9,645: 2,000 100 500 6,915 8,995 9,415 9,595: 230 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 700: 0 100 0 1,025 775 1,025 875: -325 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 1.0 5.2 71.7 93.3 97.6 99.5: 2.4 0.5
Old : 100.0: 20.7 1.0 5.2 71.7 93.3 97.6 99.5: 2.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 2 26 28 28 30:
Old : 33: 1 1 2 26 28 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 56.0 83.6 70.8 61.2 52.4 68.9 60.9
Old : 70.5 56.0 83.6 70.8 61.2 52.4 68.9 60.9
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, April 1, 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 : 866,662: 143,900 209,369 283,357 370,766 342,430 798,023 835,156: 68,639 31,506
Old : 866,662: 143,900 209,369 283,357 370,766 342,430 798,023 835,156: 68,639 31,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -17,723: 7,077 6,526 -14,550 -7,502 -11,840 -14,975 -19,864: -2,748 2,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 24.2 32.7 42.8 39.5 92.1 96.4: 7.9 3.6
Old : 100.0: 16.6 24.2 32.7 42.8 39.5 92.1 96.4: 7.9 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 : 211: 77 45 72 76 68 193 153:
Old : 211: 77 45 72 76 68 193 153:
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 : 26.5 38.0 40.5 52.8 11.8 20.2 16.7 24.2
Old : 26.5 38.0 40.5 52.8 11.8 20.2 16.7 24.2
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, April 1, 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 : 95,490: 0 12,191 1,829 84,954 69,877 86,783 83,897: 8,707 11,593
Old : 95,490: 0 12,191 1,829 84,954 69,877 86,783 83,897: 8,707 11,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -2,310: -3 269 -584 -1,547 -1,362 -2,134 -1,677: -176 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.8 1.9 89.0 73.2 90.9 87.9: 9.1 12.1
Old : 100.0: 0.0 12.8 1.9 89.0 73.2 90.9 87.9: 9.1 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 : 28: 0 4 2 22 18 24 22:
Old : 28: 0 4 2 22 18 24 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 : 56.0 58.0 69.8 73.7 54.5 57.3 66.5 69.9
Old : 56.0 58.0 69.8 73.7 54.5 57.3 66.5 69.9
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, April 1, 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 : 83,338: 3,587 10,308 2,339 69,284 59,941 75,210 72,588: 8,128 10,750
Old : 83,338: 3,587 10,308 2,339 69,284 59,941 75,210 72,588: 8,128 10,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -8,078: -2,182 1,570 -737 -5,484 -9,995 -8,403 -9,162: 325 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 12.4 2.8 83.1 71.9 90.2 87.1: 9.8 12.9
Old : 100.0: 4.3 12.4 2.8 83.1 71.9 90.2 87.1: 9.8 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 4 24 22 28 26:
Old : 35: 2 2 4 24 22 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 37.4 60.0 58.6 38.7 33.6 59.2 51.4
Old : 39.2 37.4 60.0 58.6 38.7 33.6 59.2 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 120,429: 8,955 0 4,917 95,578 106,229 109,450 111,146: 10,979 9,283
Old : 120,429: 8,955 0 4,917 95,578 106,229 109,450 111,146: 10,979 9,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -9,220: -2,391 0 -30 -8,953 -10,512 -11,374 -10,542: 2,154 1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 4.1 79.4 88.2 90.9 92.3: 9.1 7.7
Old : 100.0: 7.4 0.0 4.1 79.4 88.2 90.9 92.3: 9.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 1 22 23 24 24:
Old : 31: 2 0 1 22 23 24 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 : 51.9 40.3 68.2 59.2 41.8 39.8 56.0 56.7
Old : 51.9 40.3 68.2 59.2 41.8 39.8 56.0 56.7
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, April 1, 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 : 111,647: 13,268 2,521 6,187 80,125 89,957 99,580 98,665: 12,067 12,982
Old : 111,647: 13,268 2,521 6,187 80,125 89,957 99,580 98,665: 12,067 12,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 738: 0 306 -152 1,408 617 1,256 771: -518 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 2.3 5.5 71.8 80.6 89.2 88.4: 10.8 11.6
Old : 100.0: 11.9 2.3 5.5 71.8 80.6 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 2 2 20 28 24 30:
Old : 36: 2 2 2 20 28 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 39.5 53.5 58.0 29.7 35.2 47.0 50.2
Old : 30.5 39.5 53.5 58.0 29.7 35.2 47.0 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,378: 7,630 0 4,240 36,500 43,767 48,370 48,007: 5,008 5,371
Old : 53,378: 7,630 0 4,240 36,500 43,767 48,370 48,007: 5,008 5,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -3,589: -2,157 0 554 -2,052 -1,816 -3,655 -1,262: 66 -2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 0.0 7.9 68.4 82.0 90.6 89.9: 9.4 10.1
Old : 100.0: 14.3 0.0 7.9 68.4 82.0 90.6 89.9: 9.4 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 15 17 17 19:
Old : 22: 2 0 2 15 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 42.5 73.5 70.8 45.3 33.8 53.4 52.7
Old : 54.8 42.5 73.5 70.8 45.3 33.8 53.4 52.7
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, April 1, 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 : 71,448: 3,007 2,366 4,283 57,602 52,413 64,892 59,062: 6,556 12,386
Old : 71,448: 3,007 2,366 4,283 57,602 52,413 64,892 59,062: 6,556 12,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -3,696: 185 2,060 -3,061 -1,629 -3,775 -4,505 -4,776: 809 1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.3 6.0 80.6 73.4 90.8 82.7: 9.2 17.3
Old : 100.0: 4.2 3.3 6.0 80.6 73.4 90.8 82.7: 9.2 17.3
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 : 26: 1 1 2 19 20 21 22:
Old : 26: 1 1 2 19 20 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 : 48.9 44.4 73.1 63.4 48.2 39.3 62.9 52.5
Old : 48.9 44.4 73.1 63.4 48.2 39.3 62.9 52.5
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, April 1, 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 : 97,412: 2,874 980 2,782 87,410 81,399 93,066 85,161: 4,346 12,251
Old : 97,412: 2,874 980 2,782 87,410 81,399 93,066 85,161: 4,346 12,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 1,616: -1,073 -275 609 1,439 1,567 975 1,901: 641 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.0 2.9 89.7 83.6 95.5 87.4: 4.5 12.6
Old : 100.0: 3.0 1.0 2.9 89.7 83.6 95.5 87.4: 4.5 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 1 3 27 34 30 37:
Old : 42: 2 1 3 27 34 30 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 : 36.7 25.8 57.5 40.1 30.8 22.5 44.9 35.1
Old : 36.7 25.8 57.5 40.1 30.8 22.5 44.9 35.1
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, April 1, 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 : 113,117: 3,976 746 4,681 88,991 96,286 97,648 101,713: 15,469 11,404
Old : 113,117: 3,976 746 4,681 88,991 96,286 97,648 101,713: 15,469 11,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 3,232: 1,200 608 233 2,558 2,056 3,991 2,897: -759 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.7 4.1 78.7 85.1 86.3 89.9: 13.7 10.1
Old : 100.0: 3.5 0.7 4.1 78.7 85.1 86.3 89.9: 13.7 10.1
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: 2 1 2 19 20 22 22:
Old : 29: 2 1 2 19 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 44.2 61.3 66.1 41.5 43.2 55.4 59.0
Old : 43.5 44.2 61.3 66.1 41.5 43.2 55.4 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,678: 6,873 0 10,591 49,236 50,165 66,700 60,756: 5,978 11,922
Old : 72,678: 6,873 0 10,591 49,236 50,165 66,700 60,756: 5,978 11,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -5,000: -4,405 0 961 -2,700 -4,431 -6,144 -3,470: 1,144 -1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 14.6 67.7 69.0 91.8 83.6: 8.2 16.4
Old : 100.0: 9.5 0.0 14.6 67.7 69.0 91.8 83.6: 8.2 16.4
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 : 27: 4 0 3 17 14 21 17:
Old : 27: 4 0 3 17 14 21 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 : 49.0 42.5 67.4 64.8 43.9 32.3 54.5 44.1
Old : 49.0 42.5 67.4 64.8 43.9 32.3 54.5 44.1
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, April 1, 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 : 94,777: 7,627 5,405 16,057 63,936 63,102 87,620 84,564: 7,157 10,213
Old : 94,777: 7,627 5,405 16,057 63,936 63,102 87,620 84,564: 7,157 10,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 3,419: 4,623 4,165 -998 -232 -330 3,393 2,837: 26 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.7 16.9 67.5 66.6 92.4 89.2: 7.6 10.8
Old : 100.0: 8.0 5.7 16.9 67.5 66.6 92.4 89.2: 7.6 10.8
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 : 22: 2 2 3 11 15 15 18:
Old : 22: 2 2 3 11 15 15 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 : 68.5 49.8 85.4 68.8 51.0 35.1 56.6 45.9
Old : 68.5 49.8 85.4 68.8 51.0 35.1 56.6 45.9
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, April 1, 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 : 61,696: 1,819 0 4,058 45,503 44,363 51,380 48,421: 10,316 13,275
Old : 61,696: 1,819 0 4,058 45,503 44,363 51,380 48,421: 10,316 13,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -5,347: 107 -545 -347 -6,279 -4,384 -6,519 -5,276: 1,172 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 6.6 73.8 71.9 83.3 78.5: 16.7 21.5
Old : 100.0: 2.9 0.0 6.6 73.8 71.9 83.3 78.5: 16.7 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 20 18 22 19:
Old : 25: 2 0 1 20 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 39.7 53.3 61.4 23.1 35.4 33.9 41.2
Old : 33.8 39.7 53.3 61.4 23.1 35.4 33.9 41.2
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, April 1, 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 : 131,180: 30,101 1,760 3,600 90,812 119,232 124,513 124,592: 6,667 6,588
Old : 131,180: 30,101 1,760 3,600 90,812 119,232 124,513 124,592: 6,667 6,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 3,142: 3,095 -404 -629 610 3,838 3,076 2,805: 66 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 1.3 2.7 69.2 90.9 94.9 95.0: 5.1 5.0
Old : 100.0: 22.9 1.3 2.7 69.2 90.9 94.9 95.0: 5.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 1 4 29 32 34 36:
Old : 46: 4 1 4 29 32 34 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 : 39.3 37.5 54.9 53.6 35.7 36.1 50.7 51.7
Old : 39.3 37.5 54.9 53.6 35.7 36.1 50.7 51.7
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, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 119,715: 2,411 22,549 17,083 81,238 71,044 100,732 110,676: 18,983 9,039
Old : 119,715: 2,411 22,549 17,083 81,238 71,044 100,732 110,676: 18,983 9,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -6,786: -178 1,457 -1,350 -4,382 -7,408 -5,910 -7,301: -876 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 18.8 14.3 67.9 59.3 84.1 92.4: 15.9 7.6
Old : 100.0: 2.0 18.8 14.3 67.9 59.3 84.1 92.4: 15.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 6 5 26 25 31 32:
Old : 35: 1 6 5 26 25 31 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 : 33.5 29.8 51.1 50.0 22.3 24.0 33.7 36.3
Old : 33.5 29.8 51.1 50.0 22.3 24.0 33.7 36.3
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, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 101,551: 16,312 0 9,449 64,438 77,611 90,199 87,060: 11,352 14,491
Old : 101,551: 16,312 0 9,449 64,438 77,611 90,199 87,060: 11,352 14,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -1,234: 1,744 0 1,078 -4,300 -3,077 -1,478 -1,999: 244 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 0.0 9.3 63.5 76.4 88.8 85.7: 11.2 14.3
Old : 100.0: 16.1 0.0 9.3 63.5 76.4 88.8 85.7: 11.2 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 3 18 16 22 19:
Old : 23: 4 0 3 18 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 46.4 72.7 65.6 41.8 42.0 58.3 55.5
Old : 47.4 46.4 72.7 65.6 41.8 42.0 58.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, April 1, 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 : 236,867: 14,446 5,146 5,279 202,272 211,496 221,997 221,921: 14,870 14,946
Old : 236,867: 14,446 5,146 5,279 202,272 211,496 221,997 221,921: 14,870 14,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -11,024: -2,319 -830 -542 -10,438 -10,617 -13,299 -11,989: 2,275 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.2 2.2 85.4 89.3 93.7 93.7: 6.3 6.3
Old : 100.0: 6.1 2.2 2.2 85.4 89.3 93.7 93.7: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 4 7 41 38 48 46:
Old : 54: 4 4 7 41 38 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 53.8 49.8 64.8 27.1 52.9 43.5 59.8
Old : 29.9 53.8 49.8 64.8 27.1 52.9 43.5 59.8
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, April 1, 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 : 225,770: 19,417 0 14,546 177,708 197,107 211,671 211,653: 14,099 14,117
Old : 225,770: 19,417 0 14,546 177,708 197,107 211,671 211,653: 14,099 14,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -7,836: -2,437 0 -310 -1,000 -8,027 -3,747 -8,337: -4,089 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 6.4 78.7 87.3 93.8 93.7: 6.2 6.3
Old : 100.0: 8.6 0.0 6.4 78.7 87.3 93.8 93.7: 6.2 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 : 44: 5 0 2 36 33 41 35:
Old : 44: 5 0 2 36 33 41 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 : 29.8 37.2 52.5 61.0 22.9 34.7 35.9 48.0
Old : 29.8 37.2 52.5 61.0 22.9 34.7 35.9 48.0
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, April 1, 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 : 232,954: 11,255 9,012 11,370 198,148 197,818 220,773 218,200: 12,181 14,754
Old : 232,954: 11,255 9,012 11,370 198,148 197,818 220,773 218,200: 12,181 14,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -14,908: -3,343 247 -2,629 -8,700 -13,222 -14,672 -15,604: -236 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.9 4.9 85.1 84.9 94.8 93.7: 5.2 6.3
Old : 100.0: 4.8 3.9 4.9 85.1 84.9 94.8 93.7: 5.2 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 : 51: 4 3 4 43 36 49 41:
Old : 51: 4 3 4 43 36 49 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 : 36.3 34.4 53.1 54.0 36.3 25.1 47.3 40.0
Old : 36.3 34.4 53.1 54.0 36.3 25.1 47.3 40.0
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, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,053: 0 2,736 2,103 38,690 33,243 40,793 38,082: 9,260 11,971
Old : 50,053: 0 2,736 2,103 38,690 33,243 40,793 38,082: 9,260 11,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -4,178: 0 -766 -93 -3,207 -5,179 -3,300 -6,038: -878 1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 4.2 77.3 66.4 81.5 76.1: 18.5 23.9
Old : 100.0: 0.0 5.5 4.2 77.3 66.4 81.5 76.1: 18.5 23.9
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: 0 1 1 17 13 18 14:
Old : 20: 0 1 1 17 13 18 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 : 36.5 36.9 59.0 61.9 28.7 30.9 43.4 45.9
Old : 36.5 36.9 59.0 61.9 28.7 30.9 43.4 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, April 1, 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 : 202,985: 31,362 3,006 15,442 143,548 172,681 190,352 191,129: 12,633 11,856
Old : 202,985: 31,362 3,006 15,442 143,548 172,681 190,352 191,129: 12,633 11,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -11,927: 1,930 632 -2,347 -7,621 -8,593 -8,038 -10,308: -3,889 -1,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.5 7.6 70.7 85.1 93.8 94.2: 6.2 5.8
Old : 100.0: 15.5 1.5 7.6 70.7 85.1 93.8 94.2: 6.2 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 : 44: 5 2 5 37 36 43 42:
Old : 44: 5 2 5 37 36 43 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 : 32.9 28.1 52.6 43.9 24.1 21.3 35.2 30.4
Old : 32.9 28.1 52.6 43.9 24.1 21.3 35.2 30.4
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, April 1, 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 : 70,450: 4,455 7,658 859 53,985 49,120 59,299 57,637: 11,151 12,813
Old : 70,450: 4,455 7,658 859 53,985 49,120 59,299 57,637: 11,151 12,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -5,883: -540 -172 -62 -6,595 -7,196 -7,197 -7,430: 1,314 1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 10.9 1.2 76.6 69.7 84.2 81.8: 15.8 18.2
Old : 100.0: 6.3 10.9 1.2 76.6 69.7 84.2 81.8: 15.8 18.2
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 : 27: 1 2 1 20 19 22 21:
Old : 27: 1 2 1 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 36.8 59.0 58.6 26.4 30.6 44.1 46.6
Old : 33.5 36.8 59.0 58.6 26.4 30.6 44.1 46.6
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, April 1, 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 : 3,125,204: 955,407 119,221 949,648 1,179,278 2,043,739 3,084,333 3,112,608: 40,871 12,596
Old : 3,125,204: 955,407 119,221 949,648 1,179,278 2,043,739 3,084,333 3,112,608: 40,871 12,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -186,559: -85,149 -113,826 -7,677 -101,839 -65,359 -194,665 -186,862: 8,106 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 3.8 30.4 37.7 65.4 98.7 99.6: 1.3 0.4
Old : 100.0: 30.6 3.8 30.4 37.7 65.4 98.7 99.6: 1.3 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 : 152: 32 20 42 93 89 142 136:
Old : 152: 32 20 42 93 89 142 136:
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 : 37.1 35.5 50.7 51.1 25.1 21.0 29.2 28.2
Old : 37.1 35.5 50.7 51.1 25.1 21.0 29.2 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, April 1, 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 : 1,065,335: 131,503 338,154 215,308 712,082 509,067 1,058,893 1,062,529: 6,442 2,806
Old : 1,065,335: 131,503 338,154 215,308 712,082 509,067 1,058,893 1,062,529: 6,442 2,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -98,603: -16,604 -76,320 -7,688 -76,320 -14,648 -100,612 -98,656: 2,009 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 31.7 20.2 66.8 47.8 99.4 99.7: 0.6 0.3
Old : 100.0: 12.3 31.7 20.2 66.8 47.8 99.4 99.7: 0.6 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 : 81: 18 21 32 41 39 77 74:
Old : 81: 18 21 32 41 39 77 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 46.1 64.2 65.9 36.1 36.6 46.4 46.5
Old : 43.6 46.1 64.2 65.9 36.1 36.6 46.4 46.5
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, April 1, 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 : 29,390: 1,709 475 244 27,292 28,295 29,245 29,014: 145 376
Old : 29,390: 1,709 475 244 27,292 28,295 29,245 29,014: 145 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -2,737: -191 6 -26 -2,558 -2,813 -2,775 -2,833: 38 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.6 0.8 92.9 96.3 99.5 98.7: 0.5 1.3
Old : 100.0: 5.8 1.6 0.8 92.9 96.3 99.5 98.7: 0.5 1.3
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 : 39: 2 3 2 28 26 31 31:
Old : 39: 2 3 2 28 26 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 45.6 74.0 67.5 42.5 42.7 57.2 55.6
Old : 49.8 45.6 74.0 67.5 42.5 42.7 57.2 55.6
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, April 1, 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 : 15,134: 4,064 0 319 10,508 14,531 14,891 14,850: 243 284
Old : 15,134: 4,064 0 319 10,508 14,531 14,891 14,850: 243 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -1,097: -78 -40 0 -916 -1,041 -994 -1,081: -103 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 0.0 2.1 69.4 96.0 98.4 98.1: 1.6 1.9
Old : 100.0: 26.9 0.0 2.1 69.4 96.0 98.4 98.1: 1.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 2 17 19 20 21:
Old : 27: 3 0 2 17 19 20 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 : 62.2 73.5 87.7 89.6 44.0 49.6 60.0 59.9
Old : 62.2 73.5 87.7 89.6 44.0 49.6 60.0 59.9
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, April 1, 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 : 25,408: 842 480 1,190 20,584 22,298 22,616 23,968: 2,792 1,440
Old : 25,408: 842 480 1,190 20,584 22,298 22,616 23,968: 2,792 1,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -1,062: -38 0 -2 -806 -1,084 -846 -1,086: -216 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.9 4.7 81.0 87.8 89.0 94.3: 11.0 5.7
Old : 100.0: 3.3 1.9 4.7 81.0 87.8 89.0 94.3: 11.0 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 : 25: 2 1 2 18 16 21 18:
Old : 25: 2 1 2 18 16 21 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 : 49.2 52.6 68.7 76.9 32.5 44.7 46.3 52.4
Old : 49.2 52.6 68.7 76.9 32.5 44.7 46.3 52.4
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, April 1, 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 : 25,488: 1,090 0 720 23,084 23,894 24,894 24,614: 594 874
Old : 25,488: 1,090 0 720 23,084 23,894 24,894 24,614: 594 874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -238: -10 0 -80 -128 -224 -218 -304: -20 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 2.8 90.6 93.7 97.7 96.6: 2.3 3.4
Old : 100.0: 4.3 0.0 2.8 90.6 93.7 97.7 96.6: 2.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 21 22 23 23:
Old : 27: 1 0 1 21 22 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 : 54.2 69.1 71.6 82.5 53.2 61.8 68.1 72.7
Old : 54.2 69.1 71.6 82.5 53.2 61.8 68.1 72.7
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, April 1, 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 : 1,381,645: 225,434 187,730 385,500 705,007 735,800 1,315,941 1,309,030: 65,704 72,615
Old : 1,381,645: 225,434 187,730 385,500 705,007 735,800 1,315,941 1,309,030: 65,704 72,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 18,978: -947 6,312 17,957 4,028 -8,407 21,038 15,862: -2,060 3,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.6 27.9 51.0 53.3 95.2 94.7: 4.8 5.3
Old : 100.0: 16.3 13.6 27.9 51.0 53.3 95.2 94.7: 4.8 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 : 316: 91 106 126 85 101 256 264:
Old : 316: 91 106 126 85 101 256 264:
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 : 27.1 25.1 39.1 35.2 12.4 7.9 19.0 13.6
Old : 27.1 25.1 39.1 35.2 12.4 7.9 19.0 13.6
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, April 1, 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 : 120,106: 17,828 16,956 5,631 69,871 44,451 93,330 67,038: 26,776 53,068
Old : 120,106: 17,828 16,956 5,631 69,871 44,451 93,330 67,038: 26,776 53,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -4,192: -1,634 -2,385 -172 -1,033 -7,714 -2,839 -10,271: -1,353 6,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.1 4.7 58.2 37.0 77.7 55.8: 22.3 44.2
Old : 100.0: 14.8 14.1 4.7 58.2 37.0 77.7 55.8: 22.3 44.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 2 3 16 14 19 19:
Old : 21: 3 2 3 16 14 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 26.0 64.3 42.3 39.2 24.8 52.3 35.6
Old : 46.1 26.0 64.3 42.3 39.2 24.8 52.3 35.6
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, April 1, 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 : 19,136: 150 815 100 18,886 18,221 19,136 19,136: 0 0
Old : 19,136: 150 815 100 18,886 18,221 19,136 19,136: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -961: 150 -644 0 -1,111 -317 -961 -961: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.3 0.5 98.7 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 4.3 0.5 98.7 95.2 100.0 100.0: 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 : 37: 1 3 1 23 26 25 30:
Old : 37: 1 3 1 23 26 25 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 43.1 76.1 65.1 31.5 27.0 38.9 34.9
Old : 50.2 43.1 76.1 65.1 31.5 27.0 38.9 34.9
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, April 1, 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 : 185,374: 31,223 33,952 45,743 95,505 97,703 172,471 177,398: 12,903 7,976
Old : 185,374: 31,223 33,952 45,743 95,505 97,703 172,471 177,398: 12,903 7,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 3,322: 1,039 -1,184 813 2,669 3,310 4,521 2,939: -1,199 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.3 24.7 51.5 52.7 93.0 95.7: 7.0 4.3
Old : 100.0: 16.8 18.3 24.7 51.5 52.7 93.0 95.7: 7.0 4.3
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 : 51: 11 15 22 25 25 49 49:
Old : 51: 11 15 22 25 25 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 : 37.9 34.1 56.1 52.2 21.6 16.9 27.0 24.7
Old : 37.9 34.1 56.1 52.2 21.6 16.9 27.0 24.7
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, April 1, 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 : 19,649: 12,001 2,462 123 5,030 16,660 17,154 19,245: 2,495 404
Old : 19,649: 12,001 2,462 123 5,030 16,660 17,154 19,245: 2,495 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -539: -708 72 2 356 -567 -350 -493: -189 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 12.5 0.6 25.6 84.8 87.3 97.9: 12.7 2.1
Old : 100.0: 61.1 12.5 0.6 25.6 84.8 87.3 97.9: 12.7 2.1
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 : 101: 47 16 4 11 29 60 47:
Old : 101: 47 16 4 11 29 60 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 : 32.7 40.9 51.9 64.0 32.7 40.9 51.9 63.2
Old : 32.7 40.9 51.9 64.0 32.7 40.9 51.9 63.2
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, April 1, 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 : 12,018: 7,281 1,678 175 1,912 9,140 9,368 10,993: 2,650 1,025
Old : 12,018: 7,281 1,678 175 1,912 9,140 9,368 10,993: 2,650 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 605: 918 112 156 97 320 1,171 588: -566 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 14.0 1.5 15.9 76.1 77.9 91.5: 22.1 8.5
Old : 100.0: 60.6 14.0 1.5 15.9 76.1 77.9 91.5: 22.1 8.5
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 : 69: 28 10 3 16 24 46 35:
Old : 69: 28 10 3 16 24 46 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 : 24.0 50.1 39.2 64.5 24.0 50.1 38.1 62.6
Old : 24.0 50.1 39.2 64.5 24.0 50.1 38.1 62.6
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, April 1, 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 : 228,865: 56,990 13,029 20,114 129,369 182,215 206,473 215,358: 22,392 13,507
Old : 228,865: 56,990 13,029 20,114 129,369 182,215 206,473 215,358: 22,392 13,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -14,602: 3,025 494 -996 -16,773 -13,604 -14,744 -14,106: 142 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.7 8.8 56.5 79.6 90.2 94.1: 9.8 5.9
Old : 100.0: 24.9 5.7 8.8 56.5 79.6 90.2 94.1: 9.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 66 19 34 74 85 153 128:
Old : 182: 66 19 34 74 85 153 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 31.1 38.3 46.1 11.4 16.2 18.2 23.8
Old : 27.8 31.1 38.3 46.1 11.4 16.2 18.2 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,220: 100 0 200 2,835 2,835 3,135 3,035: 85 185
Old : 3,220: 100 0 200 2,835 2,835 3,135 3,035: 85 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 6.2 88.0 88.0 97.4 94.3: 2.6 5.7
Old : 100.0: 3.1 0.0 6.2 88.0 88.0 97.4 94.3: 2.6 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 : 20: 1 0 1 14 14 15 15:
Old : 20: 1 0 1 14 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 57.5 76.1 78.7 37.3 38.8 49.7 48.1
Old : 52.8 57.5 76.1 78.7 37.3 38.8 49.7 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, April 1, 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 : 14,527: 750 311 1,136 12,367 12,662 14,253 14,109: 274 418
Old : 14,527: 750 311 1,136 12,367 12,662 14,253 14,109: 274 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 627: -839 311 120 1,396 216 677 647: -50 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.1 7.8 85.1 87.2 98.1 97.1: 1.9 2.9
Old : 100.0: 5.2 2.1 7.8 85.1 87.2 98.1 97.1: 1.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 2 20 25 22 27:
Old : 32: 1 1 2 20 25 22 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 : 43.8 43.6 71.8 68.4 34.9 33.8 48.9 44.9
Old : 43.8 43.6 71.8 68.4 34.9 33.8 48.9 44.9
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, April 1, 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 : 5,895: 0 375 950 4,945 4,520 5,895 5,845: 0 50
Old : 5,895: 0 375 950 4,945 4,520 5,895 5,845: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 475: -125 375 100 500 0 475 475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 16.1 83.9 76.7 100.0 99.2: 0.0 0.8
Old : 100.0: 0.0 6.4 16.1 83.9 76.7 100.0 99.2: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 21 15 22 16:
Old : 28: 0 1 1 21 15 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 69.0 66.2 87.7 29.3 42.9 46.3 59.5
Old : 45.9 69.0 66.2 87.7 29.3 42.9 46.3 59.5
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, April 1, 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 : 11,625: 2,682 450 150 6,717 6,551 9,549 7,151: 2,076 4,474
Old : 11,625: 2,682 450 150 6,717 6,551 9,549 7,151: 2,076 4,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 67: 243 0 0 -197 -202 46 -202: 21 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 3.9 1.3 57.8 56.4 82.1 61.5: 17.9 38.5
Old : 100.0: 23.1 3.9 1.3 57.8 56.4 82.1 61.5: 17.9 38.5
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: 5 1 1 17 15 22 17:
Old : 28: 5 1 1 17 15 22 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 : 43.1 29.2 62.6 44.3 35.4 26.6 52.1 37.7
Old : 43.1 29.2 62.6 44.3 35.4 26.6 52.1 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008