GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, May 27, 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 : 7,102: 0 50 0 6,777 6,617 6,777 6,667: 325 435
Old : 7,102: 0 50 0 6,777 6,617 6,777 6,667: 325 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 610: 0 -25 0 285 310 285 285: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 95.4 93.2 95.4 93.9: 4.6 6.1
Old : 100.0: 0.0 0.7 0.0 95.4 93.2 95.4 93.9: 4.6 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 : 39: 0 1 0 32 25 32 26:
Old : 39: 0 1 0 32 25 32 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 : 40.7 41.0 62.3 66.0 37.9 40.2 51.6 60.3
Old : 40.7 41.0 62.3 66.0 37.9 40.2 51.6 60.3
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, May 27, 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 : 7,500: 50 955 0 7,270 6,320 7,320 7,275: 180 225
Old : 7,500: 50 955 0 7,270 6,320 7,320 7,275: 180 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 0: 0 0 0 -25 0 -25 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 12.7 0.0 96.9 84.3 97.6 97.0: 2.4 3.0
Old : 100.0: 0.7 12.7 0.0 96.9 84.3 97.6 97.0: 2.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 3 0 25 27 26 30:
Old : 40: 1 3 0 25 27 26 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 : 55.7 46.6 73.4 66.4 50.1 43.4 58.9 56.5
Old : 55.7 46.6 73.4 66.4 50.1 43.4 58.9 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, May 27, 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 : 3,601: 0 78 27 2,909 2,966 2,936 3,071: 665 530
Old : 3,601: 0 78 27 2,909 2,966 2,936 3,071: 665 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 126: 0 78 27 24 71 51 176: 75 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.7 80.8 82.4 81.5 85.3: 18.5 14.7
Old : 100.0: 0.0 2.2 0.7 80.8 82.4 81.5 85.3: 18.5 14.7
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 : 29: 0 1 1 23 27 24 28:
Old : 29: 0 1 1 23 27 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 31.2 49.9 52.6 19.1 25.4 30.1 37.1
Old : 28.8 31.2 49.9 52.6 19.1 25.4 30.1 37.1
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, May 27, 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 : 4,102: 75 0 45 3,530 3,289 3,650 3,334: 452 768
Old : 4,102: 75 0 45 3,530 3,289 3,650 3,334: 452 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 237: 20 0 -15 223 58 228 43: 9 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 1.1 86.1 80.2 89.0 81.3: 11.0 18.7
Old : 100.0: 1.8 0.0 1.1 86.1 80.2 89.0 81.3: 11.0 18.7
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: 2 0 2 31 34 33 36:
Old : 38: 2 0 2 31 34 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 25.3 51.1 42.7 22.1 19.4 34.2 28.6
Old : 33.3 25.3 51.1 42.7 22.1 19.4 34.2 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, May 27, 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 : 214,630: 32,973 18,367 30,834 116,937 137,489 180,744 186,690: 33,886 27,940
Old : 214,630: 32,973 18,367 30,834 116,937 137,489 180,744 186,690: 33,886 27,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -11,371: -1,788 1,654 -2,388 -6,200 -11,569 -10,376 -12,303: -995 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 8.6 14.4 54.5 64.1 84.2 87.0: 15.8 13.0
Old : 100.0: 15.4 8.6 14.4 54.5 64.1 84.2 87.0: 15.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 37 25 38 61 63 121 110:
Old : 139: 37 25 38 61 63 121 110:
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 : 19.2 28.5 30.8 38.7 10.0 18.4 17.9 23.3
Old : 19.2 28.5 30.8 38.7 10.0 18.4 17.9 23.3
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, May 27, 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 : 8,075: 1,700 50 450 5,775 6,645 7,925 7,145: 150 930
Old : 8,075: 1,700 50 450 5,775 6,645 7,925 7,145: 150 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 100: 50 0 0 250 -555 300 -555: -200 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 0.6 5.6 71.5 82.3 98.1 88.5: 1.9 11.5
Old : 100.0: 21.1 0.6 5.6 71.5 82.3 98.1 88.5: 1.9 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 1 3 24 30 28 33:
Old : 39: 2 1 3 24 30 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 41.7 76.2 57.5 60.7 40.5 66.3 50.4
Old : 66.9 41.7 76.2 57.5 60.7 40.5 66.3 50.4
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, May 27, 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 : 7,500: 1,325 50 100 5,450 7,175 6,875 7,325: 625 175
Old : 7,500: 1,325 50 100 5,450 7,175 6,875 7,325: 625 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 0.7 1.3 72.7 95.7 91.7 97.7: 8.3 2.3
Old : 100.0: 17.7 0.7 1.3 72.7 95.7 91.7 97.7: 8.3 2.3
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: 1 1 1 9 17 11 18:
Old : 23: 1 1 1 9 17 11 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 : 77.3 46.0 88.0 74.3 73.3 44.3 80.3 69.7
Old : 77.3 46.0 88.0 74.3 73.3 44.3 80.3 69.7
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, May 27, 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 : 902,704: 180,898 252,312 289,171 357,185 332,965 827,254 874,448: 75,450 28,256
Old : 902,704: 180,898 252,312 289,171 357,185 332,965 827,254 874,448: 75,450 28,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 9,857: 25,057 27,275 -10,070 -2,474 -6,148 12,513 11,057: -2,656 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 28.0 32.0 39.6 36.9 91.6 96.9: 8.4 3.1
Old : 100.0: 20.0 28.0 32.0 39.6 36.9 91.6 96.9: 8.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 92 42 78 76 70 211 158:
Old : 227: 92 42 78 76 70 211 158:
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 : 25.7 40.1 39.4 54.2 11.5 23.8 17.4 27.7
Old : 25.7 40.1 39.4 54.2 11.5 23.8 17.4 27.7
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, May 27, 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 : 98,162: 0 10,207 2,399 89,647 72,924 92,046 85,530: 6,116 12,632
Old : 98,162: 0 10,207 2,399 89,647 72,924 92,046 85,530: 6,116 12,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -481: 0 66 -61 -420 -546 -481 -541: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 2.4 91.3 74.3 93.8 87.1: 6.2 12.9
Old : 100.0: 0.0 10.4 2.4 91.3 74.3 93.8 87.1: 6.2 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 : 30: 0 4 2 24 22 26 26:
Old : 30: 0 4 2 24 22 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 55.5 69.3 70.1 50.2 54.7 65.5 66.5
Old : 52.5 55.5 69.3 70.1 50.2 54.7 65.5 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, May 27, 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 : 75,451: 3,379 10,598 2,038 61,867 54,493 67,284 67,129: 8,167 8,322
Old : 75,451: 3,379 10,598 2,038 61,867 54,493 67,284 67,129: 8,167 8,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 294: 0 1,817 -918 1,119 -868 201 31: 93 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 14.0 2.7 82.0 72.2 89.2 89.0: 10.8 11.0
Old : 100.0: 4.5 14.0 2.7 82.0 72.2 89.2 89.0: 10.8 11.0
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 : 38: 2 2 3 25 25 28 29:
Old : 38: 2 2 3 25 25 28 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 : 35.9 35.2 55.2 55.2 35.8 27.2 55.0 43.3
Old : 35.9 35.2 55.2 55.2 35.8 27.2 55.0 43.3
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, May 27, 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 : 114,882: 5,151 0 2,486 99,356 103,938 106,993 106,424: 7,889 8,458
Old : 114,882: 5,151 0 2,486 99,356 103,938 106,993 106,424: 7,889 8,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -92: 1,366 0 -634 1,013 1,660 1,745 1,026: -1,837 -1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 2.2 86.5 90.5 93.1 92.6: 6.9 7.4
Old : 100.0: 4.5 0.0 2.2 86.5 90.5 93.1 92.6: 6.9 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 : 35: 2 0 1 29 28 31 29:
Old : 35: 2 0 1 29 28 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 : 45.8 43.6 62.4 61.1 40.0 38.4 53.9 53.0
Old : 45.8 43.6 62.4 61.1 40.0 38.4 53.9 53.0
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, May 27, 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 : 98,691: 10,525 3,012 1,279 78,424 86,135 90,228 90,426: 8,463 8,265
Old : 98,691: 10,525 3,012 1,279 78,424 86,135 90,228 90,426: 8,463 8,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 0: -240 0 240 30 -300 30 -60: -30 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.1 1.3 79.5 87.3 91.4 91.6: 8.6 8.4
Old : 100.0: 10.7 3.1 1.3 79.5 87.3 91.4 91.6: 8.6 8.4
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 : 39: 3 1 2 24 30 28 32:
Old : 39: 3 1 2 24 30 28 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 : 30.3 39.9 51.8 59.7 26.7 34.7 42.8 52.4
Old : 30.3 39.9 51.8 59.7 26.7 34.7 42.8 52.4
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, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,559: 6,586 0 5,468 40,786 49,036 52,840 54,504: 6,719 5,055
Old : 59,559: 6,586 0 5,468 40,786 49,036 52,840 54,504: 6,719 5,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 1,705: -1,270 0 578 1,997 943 1,305 1,521: 400 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 9.2 68.5 82.3 88.7 91.5: 11.3 8.5
Old : 100.0: 11.1 0.0 9.2 68.5 82.3 88.7 91.5: 11.3 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 : 25: 2 0 1 17 18 19 19:
Old : 25: 2 0 1 17 18 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 : 55.2 42.8 73.6 68.5 36.1 28.6 42.8 44.6
Old : 55.2 42.8 73.6 68.5 36.1 28.6 42.8 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, May 27, 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 : 76,191: 5,756 4,755 2,982 61,315 60,808 70,053 68,545: 6,138 7,646
Old : 76,191: 5,756 4,755 2,982 61,315 60,808 70,053 68,545: 6,138 7,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -1,177: 184 161 -334 -705 486 -855 313: -322 -1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.2 3.9 80.5 79.8 91.9 90.0: 8.1 10.0
Old : 100.0: 7.6 6.2 3.9 80.5 79.8 91.9 90.0: 8.1 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 2 23 26 25 28:
Old : 32: 1 1 2 23 26 25 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 : 47.8 45.0 72.4 63.1 46.9 40.7 62.4 53.3
Old : 47.8 45.0 72.4 63.1 46.9 40.7 62.4 53.3
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, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 102,414: 6,216 4,073 3,282 87,974 86,058 97,472 93,413: 4,942 9,001
Old : 102,414: 6,216 4,073 3,282 87,974 86,058 97,472 93,413: 4,942 9,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 2,502: 378 -1,100 1,083 619 2,447 2,080 2,430: 422 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.0 3.2 85.9 84.0 95.2 91.2: 4.8 8.8
Old : 100.0: 6.1 4.0 3.2 85.9 84.0 95.2 91.2: 4.8 8.8
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 : 45: 2 2 3 28 35 31 39:
Old : 45: 2 2 3 28 35 31 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 : 39.3 25.2 62.5 40.8 35.8 21.4 52.7 35.0
Old : 39.3 25.2 62.5 40.8 35.8 21.4 52.7 35.0
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, May 27, 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 : 122,937: 6,931 2,012 6,075 100,213 101,662 113,219 109,749: 9,718 13,188
Old : 122,937: 6,931 2,012 6,075 100,213 101,662 113,219 109,749: 9,718 13,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 362: -512 1,772 128 513 -1,808 129 92: 233 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.6 4.9 81.5 82.7 92.1 89.3: 7.9 10.7
Old : 100.0: 5.6 1.6 4.9 81.5 82.7 92.1 89.3: 7.9 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 2 3 22 25 26 30:
Old : 36: 4 2 3 22 25 26 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 : 45.0 41.3 60.6 61.7 43.8 41.3 56.0 56.7
Old : 45.0 41.3 60.6 61.7 43.8 41.3 56.0 56.7
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, May 27, 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 : 69,330: 4,686 5,779 5,605 52,184 44,583 62,475 55,967: 6,855 13,363
Old : 69,330: 4,686 5,779 5,605 52,184 44,583 62,475 55,967: 6,855 13,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -1,109: 291 -428 201 -1,745 -412 -1,253 -639: 144 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 8.3 8.1 75.3 64.3 90.1 80.7: 9.9 19.3
Old : 100.0: 6.8 8.3 8.1 75.3 64.3 90.1 80.7: 9.9 19.3
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 : 27: 3 1 4 18 17 22 21:
Old : 27: 3 1 4 18 17 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 : 43.3 44.6 62.2 62.5 39.3 32.3 51.0 44.6
Old : 43.3 44.6 62.2 62.5 39.3 32.3 51.0 44.6
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, May 27, 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 : 114,768: 5,974 4,958 23,431 83,704 78,157 113,109 106,546: 1,659 8,222
Old : 114,768: 5,974 4,958 23,431 83,704 78,157 113,109 106,546: 1,659 8,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -211: -1,492 428 261 868 -900 -363 -211: 152 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.3 20.4 72.9 68.1 98.6 92.8: 1.4 7.2
Old : 100.0: 5.2 4.3 20.4 72.9 68.1 98.6 92.8: 1.4 7.2
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: 4 1 3 16 16 21 19:
Old : 27: 4 1 3 16 16 21 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 : 66.7 52.6 82.6 72.0 40.4 28.8 50.3 43.0
Old : 66.7 52.6 82.6 72.0 40.4 28.8 50.3 43.0
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, May 27, 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 : 63,531: 1,224 283 3,655 49,650 48,781 54,529 52,719: 9,002 10,812
Old : 63,531: 1,224 283 3,655 49,650 48,781 54,529 52,719: 9,002 10,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -257: 0 -620 57 -374 66 -317 -497: 60 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.4 5.8 78.2 76.8 85.8 83.0: 14.2 17.0
Old : 100.0: 1.9 0.4 5.8 78.2 76.8 85.8 83.0: 14.2 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 1 23 24 25 25:
Old : 29: 1 1 1 23 24 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 35.0 49.9 57.5 21.9 32.3 33.9 42.3
Old : 30.6 35.0 49.9 57.5 21.9 32.3 33.9 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, May 27, 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 : 117,636: 13,848 758 4,763 94,000 104,232 112,611 109,753: 5,025 7,883
Old : 117,636: 13,848 758 4,763 94,000 104,232 112,611 109,753: 5,025 7,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 1,544: -32 240 375 1,727 656 2,070 1,271: -526 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.6 4.0 79.9 88.6 95.7 93.3: 4.3 6.7
Old : 100.0: 11.8 0.6 4.0 79.9 88.6 95.7 93.3: 4.3 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 : 48: 4 1 4 34 34 39 38:
Old : 48: 4 1 4 34 34 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 35.1 51.0 50.5 27.1 31.6 44.0 45.4
Old : 33.1 35.1 51.0 50.5 27.1 31.6 44.0 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, May 27, 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 : 131,803: 2,680 35,304 16,549 93,245 71,091 112,474 122,944: 19,329 8,859
Old : 131,803: 2,680 35,304 16,549 93,245 71,091 112,474 122,944: 19,329 8,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 1,360: 0 1,705 0 1,179 259 1,179 1,964: 181 -604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 26.8 12.6 70.7 53.9 85.3 93.3: 14.7 6.7
Old : 100.0: 2.0 26.8 12.6 70.7 53.9 85.3 93.3: 14.7 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 : 37: 1 6 5 29 27 34 34:
Old : 37: 1 6 5 29 27 34 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 : 33.5 32.2 50.4 49.0 22.9 21.0 34.9 35.5
Old : 33.5 32.2 50.4 49.0 22.9 21.0 34.9 35.5
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, May 27, 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 : 117,012: 8,323 376 10,668 88,573 90,447 107,564 101,491: 9,448 15,521
Old : 117,012: 8,323 376 10,668 88,573 90,447 107,564 101,491: 9,448 15,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 1,596: 885 -2,456 1,200 -1,740 1,828 345 572: 1,251 1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.3 9.1 75.7 77.3 91.9 86.7: 8.1 13.3
Old : 100.0: 7.1 0.3 9.1 75.7 77.3 91.9 86.7: 8.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 4 19 18 24 22:
Old : 27: 4 1 4 19 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 : 56.8 46.8 73.0 64.0 50.8 41.2 58.5 52.5
Old : 56.8 46.8 73.0 64.0 50.8 41.2 58.5 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,769: 0 0 0 45,543 47,045 45,543 47,045: 3,226 1,724
Old : 48,769: 0 0 0 45,543 47,045 45,543 47,045: 3,226 1,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.4 96.5 93.4 96.5: 6.6 3.5
Old : 100.0: 0.0 0.0 0.0 93.4 96.5 93.4 96.5: 6.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 12 14 12 14:
Old : 22: 0 0 0 12 14 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 50.6 80.1 79.4 49.8 36.4 67.8 60.8
Old : 59.0 50.6 80.1 79.4 49.8 36.4 67.8 60.8
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, May 27, 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 : 241,978: 14,568 2,794 5,406 204,394 219,987 224,368 228,187: 17,610 13,791
Old : 241,978: 14,568 2,794 5,406 204,394 219,987 224,368 228,187: 17,610 13,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 2,053: 514 -1,457 190 -714 3,158 -10 1,891: 2,063 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.2 2.2 84.5 90.9 92.7 94.3: 7.3 5.7
Old : 100.0: 6.0 1.2 2.2 84.5 90.9 92.7 94.3: 7.3 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 : 54: 3 4 6 43 41 49 48:
Old : 54: 3 4 6 43 41 49 48:
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 53.1 49.6 61.9 26.1 49.5 42.7 56.9
Old : 29.2 53.1 49.6 61.9 26.1 49.5 42.7 56.9
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, May 27, 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 : 244,467: 9,804 8,528 15,796 205,484 209,220 231,084 233,544: 13,383 10,923
Old : 244,467: 9,804 8,528 15,796 205,484 209,220 231,084 233,544: 13,383 10,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 2,280: -2,804 -1,141 515 4,295 1,928 2,006 1,302: 274 978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.5 6.5 84.1 85.6 94.5 95.5: 5.5 4.5
Old : 100.0: 4.0 3.5 6.5 84.1 85.6 94.5 95.5: 5.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 2 3 40 34 46 37:
Old : 48: 4 2 3 40 34 46 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 : 26.2 37.9 46.3 59.9 23.1 36.4 37.7 50.0
Old : 26.2 37.9 46.3 59.9 23.1 36.4 37.7 50.0
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, May 27, 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 : 253,881: 11,962 5,136 15,083 216,202 222,058 243,247 242,277: 10,634 11,604
Old : 253,881: 11,962 5,136 15,083 216,202 222,058 243,247 242,277: 10,634 11,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 56: 924 -16 460 -1,397 -383 -13 61: 69 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.0 5.9 85.2 87.5 95.8 95.4: 4.2 4.6
Old : 100.0: 4.7 2.0 5.9 85.2 87.5 95.8 95.4: 4.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 4 2 4 51 48 57 52:
Old : 61: 4 2 4 51 48 57 52:
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 : 34.2 28.8 50.0 46.3 32.0 19.1 43.4 31.7
Old : 34.2 28.8 50.0 46.3 32.0 19.1 43.4 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,489: 843 918 2,523 43,669 42,611 47,035 46,052: 8,454 9,437
Old : 55,489: 843 918 2,523 43,669 42,611 47,035 46,052: 8,454 9,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -428: 341 0 -338 -1,319 -183 -1,316 -521: 888 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.7 4.5 78.7 76.8 84.8 83.0: 15.2 17.0
Old : 100.0: 1.5 1.7 4.5 78.7 76.8 84.8 83.0: 15.2 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 16 20 18:
Old : 24: 1 1 1 19 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 38.4 63.4 59.9 33.9 34.1 48.1 51.3
Old : 38.3 38.4 63.4 59.9 33.9 34.1 48.1 51.3
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, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 220,684: 17,735 5,929 19,278 174,198 184,676 211,211 209,883: 9,473 10,801
Old : 220,684: 17,735 5,929 19,278 174,198 184,676 211,211 209,883: 9,473 10,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 523: -1,227 138 1,116 527 -974 416 280: 107 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 2.7 8.7 78.9 83.7 95.7 95.1: 4.3 4.9
Old : 100.0: 8.0 2.7 8.7 78.9 83.7 95.7 95.1: 4.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 3 5 42 41 48 46:
Old : 50: 3 3 5 42 41 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 28.4 51.5 43.5 22.0 22.4 32.8 32.5
Old : 29.9 28.4 51.5 43.5 22.0 22.4 32.8 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, May 27, 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 : 64,459: 3,525 3,480 960 52,048 45,504 56,533 49,944: 7,926 14,515
Old : 64,459: 3,525 3,480 960 52,048 45,504 56,533 49,944: 7,926 14,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 179: 0 -926 240 -61 372 179 -314: 0 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 5.4 1.5 80.7 70.6 87.7 77.5: 12.3 22.5
Old : 100.0: 5.5 5.4 1.5 80.7 70.6 87.7 77.5: 12.3 22.5
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: 1 2 1 22 18 24 20:
Old : 28: 1 2 1 22 18 24 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 : 32.7 37.6 57.4 57.1 29.0 26.3 41.2 36.7
Old : 32.7 37.6 57.4 57.1 29.0 26.3 41.2 36.7
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, May 27, 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 : 3,525,383: 1,265,842 225,887 867,665 1,370,873 2,407,221 3,504,380 3,500,773: 21,003 24,610
Old : 3,525,383: 1,265,842 225,887 867,665 1,370,873 2,407,221 3,504,380 3,500,773: 21,003 24,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 229,254: 140,411 103,588 35,188 59,565 75,816 235,164 214,592: -5,910 14,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 6.4 24.6 38.9 68.3 99.4 99.3: 0.6 0.7
Old : 100.0: 35.9 6.4 24.6 38.9 68.3 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 37 16 48 111 103 166 151:
Old : 172: 37 16 48 111 103 166 151:
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 : 38.3 35.0 51.2 51.6 28.9 23.1 33.0 31.0
Old : 38.3 35.0 51.2 51.6 28.9 23.1 33.0 31.0
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, May 27, 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 : 1,227,921: 88,372 412,034 312,570 796,095 497,667 1,197,037 1,222,271: 30,884 5,650
Old : 1,227,921: 88,372 412,034 312,570 796,095 497,667 1,197,037 1,222,271: 30,884 5,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 54,614: -133 30,036 10,355 17,027 10,974 27,249 51,365: 27,365 3,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 33.6 25.5 64.8 40.5 97.5 99.5: 2.5 0.5
Old : 100.0: 7.2 33.6 25.5 64.8 40.5 97.5 99.5: 2.5 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 : 90: 20 22 29 45 45 82 79:
Old : 90: 20 22 29 45 45 82 79:
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 50.0 57.1 66.7 28.4 32.3 37.6 41.5
Old : 34.9 50.0 57.1 66.7 28.4 32.3 37.6 41.5
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, May 27, 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 : 30,818: 1,778 430 242 28,163 29,440 30,183 30,112: 635 706
Old : 30,818: 1,778 430 242 28,163 29,440 30,183 30,112: 635 706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 75: 0 16 -7 104 91 97 100: -22 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.4 0.8 91.4 95.5 97.9 97.7: 2.1 2.3
Old : 100.0: 5.8 1.4 0.8 91.4 95.5 97.9 97.7: 2.1 2.3
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: 3 4 3 30 31 35 36:
Old : 43: 3 4 3 30 31 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 42.3 66.1 65.5 35.4 39.3 48.8 52.3
Old : 43.8 42.3 66.1 65.5 35.4 39.3 48.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 12,425: 1,364 195 106 10,699 11,868 12,169 12,169: 256 256
Old : 12,425: 1,364 195 106 10,699 11,868 12,169 12,169: 256 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 1.6 0.9 86.1 95.5 97.9 97.9: 2.1 2.1
Old : 100.0: 11.0 1.6 0.9 86.1 95.5 97.9 97.9: 2.1 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 : 20: 1 1 1 10 13 12 14:
Old : 20: 1 1 1 10 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 76.3 89.2 92.5 50.7 58.8 67.2 66.5
Old : 57.5 76.3 89.2 92.5 50.7 58.8 67.2 66.5
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, May 27, 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 : 16,173: 3,646 0 331 11,636 15,198 15,613 15,529: 560 644
Old : 16,173: 3,646 0 331 11,636 15,198 15,613 15,529: 560 644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 0.0 2.0 71.9 94.0 96.5 96.0: 3.5 4.0
Old : 100.0: 22.5 0.0 2.0 71.9 94.0 96.5 96.0: 3.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 2 18 18 21 20:
Old : 26: 3 0 2 18 18 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 : 61.4 71.5 85.0 87.1 40.5 44.7 56.4 55.7
Old : 61.4 71.5 85.0 87.1 40.5 44.7 56.4 55.7
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, May 27, 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 : 25,622: 540 1,326 562 21,796 22,332 22,898 24,220: 2,724 1,402
Old : 25,622: 540 1,326 562 21,796 22,332 22,898 24,220: 2,724 1,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 480: 0 0 0 480 480 480 480: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 5.2 2.2 85.1 87.2 89.4 94.5: 10.6 5.5
Old : 100.0: 2.1 5.2 2.2 85.1 87.2 89.4 94.5: 10.6 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 2 2 18 16 21 18:
Old : 25: 1 2 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 : 47.3 52.8 69.2 76.1 29.5 40.3 42.0 47.3
Old : 47.3 52.8 69.2 76.1 29.5 40.3 42.0 47.3
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, May 27, 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 : 30,024: 3,240 240 640 26,106 28,106 29,986 28,986: 38 1,038
Old : 30,024: 3,240 240 640 26,106 28,106 29,986 28,986: 38 1,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 984: 480 0 0 504 984 984 984: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.8 2.1 87.0 93.6 99.9 96.5: 0.1 3.5
Old : 100.0: 10.8 0.8 2.1 87.0 93.6 99.9 96.5: 0.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 1 23 22 26 23:
Old : 29: 2 1 1 23 22 26 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 : 55.2 70.4 71.8 82.5 52.3 66.4 67.9 75.5
Old : 55.2 70.4 71.8 82.5 52.3 66.4 67.9 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 8,292: 530 0 12 7,214 7,360 7,756 7,372: 536 920
Old : 8,292: 530 0 12 7,214 7,360 7,756 7,372: 536 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 0.1 87.0 88.8 93.5 88.9: 6.5 11.1
Old : 100.0: 6.4 0.0 0.1 87.0 88.8 93.5 88.9: 6.5 11.1
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 : 20: 1 0 1 13 13 14 14:
Old : 20: 1 0 1 13 13 14 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 : 42.7 59.1 72.7 79.9 40.8 51.0 63.2 62.4
Old : 42.7 59.1 72.7 79.9 40.8 51.0 63.2 62.4
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, May 27, 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 : 1,338,874: 229,157 190,132 359,021 667,020 691,347 1,255,198 1,240,500: 83,676 98,374
Old : 1,338,874: 229,157 190,132 359,021 667,020 691,347 1,255,198 1,240,500: 83,676 98,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -17,783: -18,312 -3,186 -1,879 1,319 2,282 -18,872 -2,783: 1,089 -15,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.2 26.8 49.8 51.6 93.8 92.7: 6.2 7.3
Old : 100.0: 17.1 14.2 26.8 49.8 51.6 93.8 92.7: 6.2 7.3
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 : 325: 89 127 126 85 97 257 274:
Old : 325: 89 127 126 85 97 257 274:
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 : 26.8 22.6 38.1 32.3 12.4 8.8 19.0 13.8
Old : 26.8 22.6 38.1 32.3 12.4 8.8 19.0 13.8
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, May 27, 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 : 132,014: 23,583 14,954 5,374 63,152 56,233 92,109 76,561: 39,905 55,453
Old : 132,014: 23,583 14,954 5,374 63,152 56,233 92,109 76,561: 39,905 55,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 868: -1,130 -1,759 -854 -152 1,152 -2,136 -1,461: 3,004 2,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 11.3 4.1 47.8 42.6 69.8 58.0: 30.2 42.0
Old : 100.0: 17.9 11.3 4.1 47.8 42.6 69.8 58.0: 30.2 42.0
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 : 20: 3 2 5 13 14 18 19:
Old : 20: 3 2 5 13 14 18 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 : 44.6 22.9 61.2 40.5 35.5 22.6 47.7 38.4
Old : 44.6 22.9 61.2 40.5 35.5 22.6 47.7 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, May 27, 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 : 21,019: 1,050 865 0 19,114 20,154 20,164 21,019: 855 0
Old : 21,019: 1,050 865 0 19,114 20,154 20,164 21,019: 855 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 1,680: 900 0 0 -75 1,680 825 1,680: 855 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.1 0.0 90.9 95.9 95.9 100.0: 4.1 0.0
Old : 100.0: 5.0 4.1 0.0 90.9 95.9 95.9 100.0: 4.1 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 : 38: 2 4 0 26 27 28 31:
Old : 38: 2 4 0 26 27 28 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 : 45.3 49.8 64.2 74.0 24.9 32.2 35.3 40.2
Old : 45.3 49.8 64.2 74.0 24.9 32.2 35.3 40.2
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, May 27, 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 : 190,296: 14,714 31,112 47,181 118,875 104,953 180,770 183,246: 9,526 7,050
Old : 190,296: 14,714 31,112 47,181 118,875 104,953 180,770 183,246: 9,526 7,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 11,034: -16,222 -280 8,396 20,082 4,179 12,256 12,295: -1,222 -1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 16.3 24.8 62.5 55.2 95.0 96.3: 5.0 3.7
Old : 100.0: 7.7 16.3 24.8 62.5 55.2 95.0 96.3: 5.0 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 : 54: 13 14 25 24 24 51 51:
Old : 54: 13 14 25 24 24 51 51:
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 30.3 55.4 46.5 18.7 17.2 25.9 24.0
Old : 36.1 30.3 55.4 46.5 18.7 17.2 25.9 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, May 27, 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 : 26,916: 1,210 2,498 4,100 19,175 18,353 24,485 24,951: 2,431 1,965
Old : 26,916: 1,210 2,498 4,100 19,175 18,353 24,485 24,951: 2,431 1,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 415: 0 300 0 -185 666 -185 966: 600 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.3 15.2 71.2 68.2 91.0 92.7: 9.0 7.3
Old : 100.0: 4.5 9.3 15.2 71.2 68.2 91.0 92.7: 9.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 4 14 16 18 21:
Old : 21: 1 2 4 14 16 18 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 : 41.2 33.9 64.9 55.8 22.3 16.8 25.1 24.6
Old : 41.2 33.9 64.9 55.8 22.3 16.8 25.1 24.6
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, May 27, 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 : 6,415: 100 700 0 6,015 5,715 6,115 6,415: 300 0
Old : 6,415: 100 700 0 6,015 5,715 6,115 6,415: 300 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 600: -300 300 0 600 300 300 600: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 10.9 0.0 93.8 89.1 95.3 100.0: 4.7 0.0
Old : 100.0: 1.6 10.9 0.0 93.8 89.1 95.3 100.0: 4.7 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 : 24: 1 2 0 13 15 14 17:
Old : 24: 1 2 0 13 15 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 57.8 81.4 81.2 50.6 54.6 72.4 69.4
Old : 52.5 57.8 81.4 81.2 50.6 54.6 72.4 69.4
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, May 27, 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 : 18,352: 9,541 1,711 823 5,547 15,431 15,911 17,965: 2,441 387
Old : 18,352: 9,541 1,711 823 5,547 15,431 15,911 17,965: 2,441 387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -356: -376 -129 -5 108 -50 -273 -184: -83 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 9.3 4.5 30.2 84.1 86.7 97.9: 13.3 2.1
Old : 100.0: 52.0 9.3 4.5 30.2 84.1 86.7 97.9: 13.3 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 : 96: 47 10 6 14 25 64 40:
Old : 96: 47 10 6 14 25 64 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 42.8 51.8 64.2 35.7 42.8 51.8 63.8
Old : 35.7 42.8 51.8 64.2 35.7 42.8 51.8 63.8
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, May 27, 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 : 17,295: 11,729 2,082 389 1,472 13,635 13,590 16,106: 3,705 1,189
Old : 17,295: 11,729 2,082 389 1,472 13,635 13,590 16,106: 3,705 1,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 70: 58 157 0 136 179 194 336: -124 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 12.0 2.2 8.5 78.8 78.6 93.1: 21.4 6.9
Old : 100.0: 67.8 12.0 2.2 8.5 78.8 78.6 93.1: 21.4 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 51 11 2 7 22 59 34:
Old : 90: 51 11 2 7 22 59 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 : 22.6 46.3 34.5 65.4 22.6 46.3 34.5 65.4
Old : 22.6 46.3 34.5 65.4 22.6 46.3 34.5 65.4
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, May 27, 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 : 270,454: 71,873 10,216 29,070 145,546 216,842 246,489 256,128: 23,965 14,326
Old : 270,454: 71,873 10,216 29,070 145,546 216,842 246,489 256,128: 23,965 14,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -4,918: -6,093 1,705 -2,563 4,639 -3,126 -4,017 -3,984: -901 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 3.8 10.7 53.8 80.2 91.1 94.7: 8.9 5.3
Old : 100.0: 26.6 3.8 10.7 53.8 80.2 91.1 94.7: 8.9 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 : 190: 67 19 40 78 94 162 141:
Old : 190: 67 19 40 78 94 162 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 30.0 34.2 46.3 10.8 12.5 17.7 20.1
Old : 22.8 30.0 34.2 46.3 10.8 12.5 17.7 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, May 27, 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 : 3,235: 0 50 250 2,650 2,635 2,900 2,935: 335 300
Old : 3,235: 0 50 250 2,650 2,635 2,900 2,935: 335 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 460: 0 0 50 275 125 325 175: 135 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 7.7 81.9 81.5 89.6 90.7: 10.4 9.3
Old : 100.0: 0.0 1.5 7.7 81.9 81.5 89.6 90.7: 10.4 9.3
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 : 27: 0 1 2 18 20 20 22:
Old : 27: 0 1 2 18 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 41.7 65.7 60.3 23.2 30.4 34.0 36.6
Old : 41.7 41.7 65.7 60.3 23.2 30.4 34.0 36.6
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, May 27, 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 : 14,375: 182 766 390 13,415 13,133 13,987 14,289: 388 86
Old : 14,375: 182 766 390 13,415 13,133 13,987 14,289: 388 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 1,842: -218 -150 90 1,863 2,320 1,735 2,260: 107 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.3 2.7 93.3 91.4 97.3 99.4: 2.7 0.6
Old : 100.0: 1.3 5.3 2.7 93.3 91.4 97.3 99.4: 2.7 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 : 33: 1 1 2 25 22 27 24:
Old : 33: 1 1 2 25 22 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 45.8 68.2 72.8 40.7 35.4 51.3 50.2
Old : 48.4 45.8 68.2 72.8 40.7 35.4 51.3 50.2
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, May 27, 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 : 5,220: 0 575 75 5,145 4,520 5,220 5,170: 0 50
Old : 5,220: 0 575 75 5,145 4,520 5,220 5,170: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 1.4 98.6 86.6 100.0 99.0: 0.0 1.0
Old : 100.0: 0.0 11.0 1.4 98.6 86.6 100.0 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 : 29: 0 1 1 19 16 20 17:
Old : 29: 0 1 1 19 16 20 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 : 44.1 57.4 69.8 81.3 36.9 51.1 54.1 65.5
Old : 44.1 57.4 69.8 81.3 36.9 51.1 54.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,054: 160 0 0 1,894 2,054 2,054 2,054: 0 0
Old : 2,054: 160 0 0 1,894 2,054 2,054 2,054: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 0.0 92.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 0.0 0.0 92.2 100.0 100.0 100.0: 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 : 21: 2 0 0 8 13 10 13:
Old : 21: 2 0 0 8 13 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 61.1 92.2 82.9 56.0 46.6 74.7 65.3
Old : 62.6 61.1 92.2 82.9 56.0 46.6 74.7 65.3
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, May 27, 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 : 15,425: 2,006 732 1,103 10,465 7,704 13,574 9,539: 1,851 5,886
Old : 15,425: 2,006 732 1,103 10,465 7,704 13,574 9,539: 1,851 5,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 45: -826 74 313 264 -142 -249 245: 294 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 4.7 7.2 67.8 49.9 88.0 61.8: 12.0 38.2
Old : 100.0: 13.0 4.7 7.2 67.8 49.9 88.0 61.8: 12.0 38.2
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 : 36: 5 4 3 23 20 29 26:
Old : 36: 5 4 3 23 20 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 25.4 61.0 36.6 36.1 22.5 50.7 30.2
Old : 39.8 25.4 61.0 36.6 36.1 22.5 50.7 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008