GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, June 3, 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 : 6,477: 0 50 0 6,061 5,856 6,061 5,906: 416 571
Old : 6,477: 0 50 0 6,061 5,856 6,061 5,906: 416 571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -625: 0 0 0 -716 -761 -716 -761: 91 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 93.6 90.4 93.6 91.2: 6.4 8.8
Old : 100.0: 0.0 0.8 0.0 93.6 90.4 93.6 91.2: 6.4 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 : 38: 0 1 0 29 22 29 23:
Old : 38: 0 1 0 29 22 29 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 : 36.9 40.6 56.4 64.7 36.7 40.6 52.6 57.8
Old : 36.9 40.6 56.4 64.7 36.7 40.6 52.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, June 3, 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 : 6,860: 0 955 0 6,670 5,710 6,670 6,665: 190 195
Old : 6,860: 0 955 0 6,670 5,710 6,670 6,665: 190 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -640: -50 0 0 -600 -610 -650 -610: 10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.9 0.0 97.2 83.2 97.2 97.2: 2.8 2.8
Old : 100.0: 0.0 13.9 0.0 97.2 83.2 97.2 97.2: 2.8 2.8
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 : 37: 0 4 0 24 23 24 27:
Old : 37: 0 4 0 24 23 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 48.0 73.5 69.4 52.0 44.7 61.0 56.8
Old : 56.3 48.0 73.5 69.4 52.0 44.7 61.0 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, June 3, 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 : 3,041: 0 96 6 2,134 2,245 2,140 2,347: 901 694
Old : 3,041: 0 96 6 2,134 2,245 2,140 2,347: 901 694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -560: 0 18 -21 -775 -721 -796 -724: 236 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.2 70.2 73.8 70.4 77.2: 29.6 22.8
Old : 100.0: 0.0 3.2 0.2 70.2 73.8 70.4 77.2: 29.6 22.8
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 : 25: 0 1 1 19 22 20 23:
Old : 25: 0 1 1 19 22 20 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 : 27.4 31.7 47.5 51.8 20.4 22.2 28.7 33.4
Old : 27.4 31.7 47.5 51.8 20.4 22.2 28.7 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, June 3, 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 : 3,494: 0 0 0 2,948 2,726 2,948 2,726: 546 768
Old : 3,494: 0 0 0 2,948 2,726 2,948 2,726: 546 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -608: -75 0 -45 -582 -563 -702 -608: 94 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.4 78.0 84.4 78.0: 15.6 22.0
Old : 100.0: 0.0 0.0 0.0 84.4 78.0 84.4 78.0: 15.6 22.0
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 : 33: 0 0 0 29 28 29 28:
Old : 33: 0 0 0 29 28 29 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 : 33.0 24.5 46.6 45.4 27.7 18.1 38.4 31.5
Old : 33.0 24.5 46.6 45.4 27.7 18.1 38.4 31.5
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, June 3, 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 : 210,214: 32,065 18,248 31,370 114,628 137,231 178,063 186,849: 32,151 23,365
Old : 210,214: 32,065 18,248 31,370 114,628 137,231 178,063 186,849: 32,151 23,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -4,416: -908 -119 536 -2,309 -258 -2,681 159: -1,735 -4,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 8.7 14.9 54.5 65.3 84.7 88.9: 15.3 11.1
Old : 100.0: 15.3 8.7 14.9 54.5 65.3 84.7 88.9: 15.3 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 : 139: 36 24 37 59 64 119 110:
Old : 139: 36 24 37 59 64 119 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 28.8 29.6 39.4 11.0 19.4 18.2 24.0
Old : 17.7 28.8 29.6 39.4 11.0 19.4 18.2 24.0
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, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 6,565: 1,200 50 600 4,765 4,710 6,565 5,360: 0 1,205
Old : 6,565: 1,200 50 600 4,765 4,710 6,565 5,360: 0 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -1,510: -500 0 150 -1,010 -1,935 -1,360 -1,785: -150 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 0.8 9.1 72.6 71.7 100.0 81.6: 0.0 18.4
Old : 100.0: 18.3 0.8 9.1 72.6 71.7 100.0 81.6: 0.0 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 1 20 24 23 26:
Old : 34: 3 1 1 20 24 23 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 : 68.4 43.3 81.3 59.2 55.8 34.0 63.4 44.7
Old : 68.4 43.3 81.3 59.2 55.8 34.0 63.4 44.7
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, June 3, 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 : 6,575: 975 100 50 4,975 6,325 6,000 6,475: 575 100
Old : 6,575: 975 100 50 4,975 6,325 6,000 6,475: 575 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -925: -350 50 -50 -475 -850 -875 -850: -50 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 1.5 0.8 75.7 96.2 91.3 98.5: 8.7 1.5
Old : 100.0: 14.8 1.5 0.8 75.7 96.2 91.3 98.5: 8.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 8 16 10 17:
Old : 22: 1 1 1 8 16 10 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 : 80.6 46.8 89.7 75.3 76.0 44.9 84.0 73.4
Old : 80.6 46.8 89.7 75.3 76.0 44.9 84.0 73.4
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, June 3, 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 : 915,499: 194,335 261,238 294,584 351,588 326,768 840,507 882,590: 74,992 32,909
Old : 915,499: 194,335 261,238 294,584 351,588 326,768 840,507 882,590: 74,992 32,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 12,795: 13,437 8,926 5,413 -5,597 -6,197 13,253 8,142: -458 4,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 28.5 32.2 38.4 35.7 91.8 96.4: 8.2 3.6
Old : 100.0: 21.2 28.5 32.2 38.4 35.7 91.8 96.4: 8.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 97 45 76 76 71 216 157:
Old : 231: 97 45 76 76 71 216 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 40.8 40.0 54.2 12.4 24.5 17.9 28.2
Old : 26.8 40.8 40.0 54.2 12.4 24.5 17.9 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 95,844: 0 8,811 1,707 89,074 76,548 90,781 87,066: 5,063 8,778
Old : 95,844: 0 8,811 1,707 89,074 76,548 90,781 87,066: 5,063 8,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -2,318: 0 -1,396 -692 -573 3,624 -1,265 1,536: -1,053 -3,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 1.8 92.9 79.9 94.7 90.8: 5.3 9.2
Old : 100.0: 0.0 9.2 1.8 92.9 79.9 94.7 90.8: 5.3 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 2 24 23 26 26:
Old : 30: 0 3 2 24 23 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 : 52.7 56.6 69.7 70.8 50.4 55.8 65.8 67.5
Old : 52.7 56.6 69.7 70.8 50.4 55.8 65.8 67.5
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, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,382: 3,439 10,211 1,497 57,162 50,043 62,098 61,751: 8,284 8,631
Old : 70,382: 3,439 10,211 1,497 57,162 50,043 62,098 61,751: 8,284 8,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -5,069: 60 -387 -541 -4,705 -4,450 -5,186 -5,378: 117 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 14.5 2.1 81.2 71.1 88.2 87.7: 11.8 12.3
Old : 100.0: 4.9 14.5 2.1 81.2 71.1 88.2 87.7: 11.8 12.3
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 : 37: 2 2 3 26 24 29 28:
Old : 37: 2 2 3 26 24 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 35.8 53.0 56.1 34.4 28.1 52.6 44.8
Old : 34.6 35.8 53.0 56.1 34.4 28.1 52.6 44.8
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, June 3, 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 : 106,118: 5,207 0 1,860 89,508 95,534 96,575 97,394: 9,543 8,724
Old : 106,118: 5,207 0 1,860 89,508 95,534 96,575 97,394: 9,543 8,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -8,764: 56 0 -626 -9,848 -8,404 -10,418 -9,030: 1,654 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 1.8 84.3 90.0 91.0 91.8: 9.0 8.2
Old : 100.0: 4.9 0.0 1.8 84.3 90.0 91.0 91.8: 9.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 1 27 25 29 26:
Old : 33: 2 0 1 27 25 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 : 46.5 43.6 61.9 62.0 39.9 38.8 52.7 52.7
Old : 46.5 43.6 61.9 62.0 39.9 38.8 52.7 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 88,171: 8,665 2,832 1,249 69,342 75,671 79,256 79,752: 8,915 8,419
Old : 88,171: 8,665 2,832 1,249 69,342 75,671 79,256 79,752: 8,915 8,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -10,520: -1,860 -180 -30 -9,082 -10,464 -10,972 -10,674: 452 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 3.2 1.4 78.6 85.8 89.9 90.5: 10.1 9.5
Old : 100.0: 9.8 3.2 1.4 78.6 85.8 89.9 90.5: 10.1 9.5
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 : 35: 3 1 2 21 27 25 29:
Old : 35: 3 1 2 21 27 25 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 : 32.5 41.7 52.5 60.3 28.1 37.7 44.4 53.1
Old : 32.5 41.7 52.5 60.3 28.1 37.7 44.4 53.1
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, June 3, 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 : 55,182: 4,499 0 5,460 38,212 45,237 48,171 50,697: 7,011 4,485
Old : 55,182: 4,499 0 5,460 38,212 45,237 48,171 50,697: 7,011 4,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -4,377: -2,087 0 -8 -2,574 -3,799 -4,669 -3,807: 292 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 9.9 69.2 82.0 87.3 91.9: 12.7 8.1
Old : 100.0: 8.2 0.0 9.9 69.2 82.0 87.3 91.9: 12.7 8.1
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 : 21: 2 0 1 14 15 16 16:
Old : 21: 2 0 1 14 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 46.7 73.0 72.0 34.8 30.9 42.7 46.6
Old : 53.4 46.7 73.0 72.0 34.8 30.9 42.7 46.6
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, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,928: 5,502 6,558 1,785 56,309 51,973 63,596 60,316: 8,332 11,612
Old : 71,928: 5,502 6,558 1,785 56,309 51,973 63,596 60,316: 8,332 11,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -4,263: -254 1,803 -1,197 -5,006 -8,835 -6,457 -8,229: 2,194 3,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.1 2.5 78.3 72.3 88.4 83.9: 11.6 16.1
Old : 100.0: 7.6 9.1 2.5 78.3 72.3 88.4 83.9: 11.6 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 20 22 22 23:
Old : 28: 1 1 1 20 22 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 48.7 72.9 66.0 47.0 45.1 64.0 57.2
Old : 49.4 48.7 72.9 66.0 47.0 45.1 64.0 57.2
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, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 95,937: 5,168 3,984 2,815 82,833 81,211 90,816 88,010: 5,121 7,927
Old : 95,937: 5,168 3,984 2,815 82,833 81,211 90,816 88,010: 5,121 7,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -6,477: -1,048 -89 -467 -5,141 -4,847 -6,656 -5,403: 179 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 4.2 2.9 86.3 84.7 94.7 91.7: 5.3 8.3
Old : 100.0: 5.4 4.2 2.9 86.3 84.7 94.7 91.7: 5.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 3 3 24 34 27 38:
Old : 43: 1 3 3 24 34 27 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 : 41.7 26.7 64.8 41.4 38.0 23.4 55.2 36.9
Old : 41.7 26.7 64.8 41.4 38.0 23.4 55.2 36.9
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, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 119,413: 8,128 1,340 4,605 98,221 100,789 110,954 106,734: 8,459 12,679
Old : 119,413: 8,128 1,340 4,605 98,221 100,789 110,954 106,734: 8,459 12,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -3,524: 1,197 -672 -1,470 -1,992 -873 -2,265 -3,015: -1,259 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.1 3.9 82.3 84.4 92.9 89.4: 7.1 10.6
Old : 100.0: 6.8 1.1 3.9 82.3 84.4 92.9 89.4: 7.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 1 3 23 25 27 29:
Old : 35: 4 1 3 23 25 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 40.1 63.2 60.5 46.7 39.9 58.6 55.6
Old : 47.9 40.1 63.2 60.5 46.7 39.9 58.6 55.6
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, June 3, 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 : 65,319: 3,855 5,971 5,848 50,932 42,226 60,635 54,045: 4,684 11,274
Old : 65,319: 3,855 5,971 5,848 50,932 42,226 60,635 54,045: 4,684 11,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -4,011: -831 192 243 -1,252 -2,357 -1,840 -1,922: -2,171 -2,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 9.1 9.0 78.0 64.6 92.8 82.7: 7.2 17.3
Old : 100.0: 5.9 9.1 9.0 78.0 64.6 92.8 82.7: 7.2 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 4 19 17 23 21:
Old : 28: 3 1 4 19 17 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 45.8 63.5 63.1 40.5 31.2 51.6 44.1
Old : 44.8 45.8 63.5 63.1 40.5 31.2 51.6 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, June 3, 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 : 112,080: 4,017 7,200 19,153 85,838 77,811 109,008 104,164: 3,072 7,916
Old : 112,080: 4,017 7,200 19,153 85,838 77,811 109,008 104,164: 3,072 7,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -2,688: -1,957 2,242 -4,278 2,134 -346 -4,101 -2,382: 1,413 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 6.4 17.1 76.6 69.4 97.3 92.9: 2.7 7.1
Old : 100.0: 3.6 6.4 17.1 76.6 69.4 97.3 92.9: 2.7 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 2 17 18 21 20:
Old : 27: 3 1 2 17 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 : 63.1 54.1 77.6 72.2 38.8 32.1 47.3 45.4
Old : 63.1 54.1 77.6 72.2 38.8 32.1 47.3 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,706: 984 329 3,425 44,413 43,335 48,822 47,089: 8,884 10,617
Old : 57,706: 984 329 3,425 44,413 43,335 48,822 47,089: 8,884 10,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -5,825: -240 46 -230 -5,237 -5,446 -5,707 -5,630: -118 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.6 5.9 77.0 75.1 84.6 81.6: 15.4 18.4
Old : 100.0: 1.7 0.6 5.9 77.0 75.1 84.6 81.6: 15.4 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 22 21 24 22:
Old : 27: 1 1 1 22 21 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 : 33.0 36.0 52.7 56.8 24.8 33.1 37.1 42.4
Old : 33.0 36.0 52.7 56.8 24.8 33.1 37.1 42.4
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, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 107,435: 12,600 458 3,442 86,364 97,058 102,406 100,958: 5,029 6,477
Old : 107,435: 12,600 458 3,442 86,364 97,058 102,406 100,958: 5,029 6,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -10,201: -1,248 -300 -1,321 -7,636 -7,174 -10,205 -8,795: 4 -1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.4 3.2 80.4 90.3 95.3 94.0: 4.7 6.0
Old : 100.0: 11.7 0.4 3.2 80.4 90.3 95.3 94.0: 4.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 1 4 31 35 36 39:
Old : 48: 4 1 4 31 35 36 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 : 33.6 35.1 51.8 50.8 28.6 31.3 45.5 44.9
Old : 33.6 35.1 51.8 50.8 28.6 31.3 45.5 44.9
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, June 3, 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 : 121,886: 2,406 32,184 16,409 84,835 63,383 103,650 111,976: 18,236 9,910
Old : 121,886: 2,406 32,184 16,409 84,835 63,383 103,650 111,976: 18,236 9,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -9,917: -274 -3,120 -140 -8,410 -7,708 -8,824 -10,968: -1,093 1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 26.4 13.5 69.6 52.0 85.0 91.9: 15.0 8.1
Old : 100.0: 2.0 26.4 13.5 69.6 52.0 85.0 91.9: 15.0 8.1
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 : 35: 1 6 5 28 25 33 32:
Old : 35: 1 6 5 28 25 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 32.5 50.5 48.9 23.4 20.7 34.0 33.8
Old : 32.8 32.5 50.5 48.9 23.4 20.7 34.0 33.8
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, June 3, 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 : 112,522: 6,110 16 11,701 87,094 86,998 104,905 98,715: 7,617 13,807
Old : 112,522: 6,110 16 11,701 87,094 86,998 104,905 98,715: 7,617 13,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -4,490: -2,213 -360 1,033 -1,479 -3,449 -2,659 -2,776: -1,831 -1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 10.4 77.4 77.3 93.2 87.7: 6.8 12.3
Old : 100.0: 5.4 0.0 10.4 77.4 77.3 93.2 87.7: 6.8 12.3
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 : 28: 4 1 4 20 19 25 23:
Old : 28: 4 1 4 20 19 25 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 : 57.8 47.5 73.4 63.6 51.2 40.5 57.9 50.7
Old : 57.8 47.5 73.4 63.6 51.2 40.5 57.9 50.7
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, June 3, 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 : 237,604: 14,183 1,392 6,936 199,054 216,061 220,173 224,389: 17,431 13,215
Old : 237,604: 14,183 1,392 6,936 199,054 216,061 220,173 224,389: 17,431 13,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -4,374: -385 -1,402 1,530 -5,340 -3,926 -4,195 -3,798: -179 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.6 2.9 83.8 90.9 92.7 94.4: 7.3 5.6
Old : 100.0: 6.0 0.6 2.9 83.8 90.9 92.7 94.4: 7.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 5 7 41 41 48 49:
Old : 56: 3 5 7 41 41 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 54.1 50.4 62.1 26.6 51.1 44.4 57.7
Old : 29.1 54.1 50.4 62.1 26.6 51.1 44.4 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 234,889: 9,327 9,703 16,783 195,939 198,750 222,049 225,236: 12,840 9,653
Old : 234,889: 9,327 9,703 16,783 195,939 198,750 222,049 225,236: 12,840 9,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -9,578: -477 1,175 987 -9,545 -10,470 -9,035 -8,308: -543 -1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.1 7.1 83.4 84.6 94.5 95.9: 5.5 4.1
Old : 100.0: 4.0 4.1 7.1 83.4 84.6 94.5 95.9: 5.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 26.7 38.4 46.0 60.6 23.1 36.8 37.1 50.7
Old : 26.7 38.4 46.0 60.6 23.1 36.8 37.1 50.7
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, June 3, 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 : 239,072: 9,289 6,742 14,758 204,348 207,649 228,395 229,149: 10,677 9,923
Old : 239,072: 9,289 6,742 14,758 204,348 207,649 228,395 229,149: 10,677 9,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -14,809: -2,673 1,606 -325 -11,854 -14,409 -14,852 -13,128: 43 -1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.8 6.2 85.5 86.9 95.5 95.8: 4.5 4.2
Old : 100.0: 3.9 2.8 6.2 85.5 86.9 95.5 95.8: 4.5 4.2
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 : 60: 4 3 5 49 47 56 52:
Old : 60: 4 3 5 49 47 56 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 : 31.9 28.7 49.8 46.5 29.6 18.7 42.6 30.3
Old : 31.9 28.7 49.8 46.5 29.6 18.7 42.6 30.3
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, June 3, 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 : 51,482: 1,057 922 2,216 40,971 38,788 44,244 41,926: 7,238 9,556
Old : 51,482: 1,057 922 2,216 40,971 38,788 44,244 41,926: 7,238 9,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -4,007: 214 4 -307 -2,698 -3,823 -2,791 -4,126: -1,216 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.8 4.3 79.6 75.3 85.9 81.4: 14.1 18.6
Old : 100.0: 2.1 1.8 4.3 79.6 75.3 85.9 81.4: 14.1 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 39.5 40.8 63.0 60.6 32.9 36.2 47.6 51.4
Old : 39.5 40.8 63.0 60.6 32.9 36.2 47.6 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, June 3, 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 : 210,604: 18,611 5,630 17,617 166,129 177,402 202,357 200,649: 8,247 9,955
Old : 210,604: 18,611 5,630 17,617 166,129 177,402 202,357 200,649: 8,247 9,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -10,080: 876 -299 -1,661 -8,069 -7,274 -8,854 -9,234: -1,226 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.7 8.4 78.9 84.2 96.1 95.3: 3.9 4.7
Old : 100.0: 8.8 2.7 8.4 78.9 84.2 96.1 95.3: 3.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 3 5 41 42 47 47:
Old : 50: 3 3 5 41 42 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 31.1 52.6 46.2 23.9 25.8 35.3 36.6
Old : 30.9 31.1 52.6 46.2 23.9 25.8 35.3 36.6
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, June 3, 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 : 59,673: 2,985 3,388 780 46,478 42,514 50,243 46,682: 9,430 12,991
Old : 59,673: 2,985 3,388 780 46,478 42,514 50,243 46,682: 9,430 12,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -4,786: -540 -92 -180 -5,570 -2,990 -6,290 -3,262: 1,504 -1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.7 1.3 77.9 71.2 84.2 78.2: 15.8 21.8
Old : 100.0: 5.0 5.7 1.3 77.9 71.2 84.2 78.2: 15.8 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 1 19 18 21 20:
Old : 26: 1 2 1 19 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 : 35.0 37.2 59.1 55.8 30.1 25.0 41.7 36.2
Old : 35.0 37.2 59.1 55.8 30.1 25.0 41.7 36.2
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, June 3, 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 : 3,418,312: 1,319,672 235,719 784,139 1,286,421 2,388,222 3,390,232 3,408,080: 28,080 10,232
Old : 3,418,312: 1,319,672 235,719 784,139 1,286,421 2,388,222 3,390,232 3,408,080: 28,080 10,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -107,071: 53,830 9,832 -83,526 -84,452 -18,999 -114,148 -92,693: 7,077 -14,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 6.9 22.9 37.6 69.9 99.2 99.7: 0.8 0.3
Old : 100.0: 38.6 6.9 22.9 37.6 69.9 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 34 17 43 102 96 152 142:
Old : 161: 34 17 43 102 96 152 142:
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 : 40.4 36.1 52.7 53.1 30.6 24.4 35.4 33.2
Old : 40.4 36.1 52.7 53.1 30.6 24.4 35.4 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, June 3, 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 : 1,075,435: 116,219 325,253 275,319 680,040 471,120 1,071,578 1,071,692: 3,857 3,743
Old : 1,075,435: 116,219 325,253 275,319 680,040 471,120 1,071,578 1,071,692: 3,857 3,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -152,486: 27,847 -86,781 -37,251 -116,055 -26,547 -125,459 -150,579: -27,027 -1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 30.2 25.6 63.2 43.8 99.6 99.7: 0.4 0.3
Old : 100.0: 10.8 30.2 25.6 63.2 43.8 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 19 18 26 45 42 78 72:
Old : 82: 19 18 26 45 42 78 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 48.4 59.5 66.6 27.6 32.3 38.7 42.5
Old : 38.4 48.4 59.5 66.6 27.6 32.3 38.7 42.5
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, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 29,353: 658 514 951 26,600 26,669 28,209 28,134: 1,144 1,219
Old : 29,353: 658 514 951 26,600 26,669 28,209 28,134: 1,144 1,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -1,465: -1,120 84 709 -1,563 -2,771 -1,974 -1,978: 509 513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.8 3.2 90.6 90.9 96.1 95.8: 3.9 4.2
Old : 100.0: 2.2 1.8 3.2 90.6 90.9 96.1 95.8: 3.9 4.2
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 : 38: 3 3 5 30 28 35 34:
Old : 38: 3 3 5 30 28 35 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 : 44.1 41.6 65.7 61.9 35.3 36.2 45.8 46.6
Old : 44.1 41.6 65.7 61.9 35.3 36.2 45.8 46.6
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, June 3, 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 : 11,753: 1,322 280 21 10,090 11,196 11,433 11,497: 320 256
Old : 11,753: 1,322 280 21 10,090 11,196 11,433 11,497: 320 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -672: -42 85 -85 -609 -672 -736 -672: 64 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 2.4 0.2 85.9 95.3 97.3 97.8: 2.7 2.2
Old : 100.0: 11.2 2.4 0.2 85.9 95.3 97.3 97.8: 2.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 55.6 75.3 89.1 92.0 50.5 56.8 65.5 65.3
Old : 55.6 75.3 89.1 92.0 50.5 56.8 65.5 65.3
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, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 15,545: 3,648 0 329 11,021 14,692 14,998 15,021: 547 524
Old : 15,545: 3,648 0 329 11,021 14,692 14,998 15,021: 547 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -628: 2 0 -2 -615 -506 -615 -508: -13 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 0.0 2.1 70.9 94.5 96.5 96.6: 3.5 3.4
Old : 100.0: 23.5 0.0 2.1 70.9 94.5 96.5 96.6: 3.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 2 18 17 21 19:
Old : 25: 3 0 2 18 17 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 : 62.0 72.5 85.1 87.2 42.1 46.5 57.9 57.1
Old : 62.0 72.5 85.1 87.2 42.1 46.5 57.9 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, June 3, 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 : 24,612: 460 1,324 562 21,082 21,220 22,104 23,106: 2,508 1,506
Old : 24,612: 460 1,324 562 21,082 21,220 22,104 23,106: 2,508 1,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -1,010: -80 -2 0 -714 -1,112 -794 -1,114: -216 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.4 2.3 85.7 86.2 89.8 93.9: 10.2 6.1
Old : 100.0: 1.9 5.4 2.3 85.7 86.2 89.8 93.9: 10.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 16 14 19 16:
Old : 22: 1 2 2 16 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 52.5 70.2 75.9 30.1 39.1 41.6 46.7
Old : 47.9 52.5 70.2 75.9 30.1 39.1 41.6 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, June 3, 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 : 30,176: 4,190 240 560 25,388 28,230 30,138 29,030: 38 1,146
Old : 30,176: 4,190 240 560 25,388 28,230 30,138 29,030: 38 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 152: 950 0 -80 -718 124 152 44: 0 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.8 1.9 84.1 93.6 99.9 96.2: 0.1 3.8
Old : 100.0: 13.9 0.8 1.9 84.1 93.6 99.9 96.2: 0.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 1 21 21 24 22:
Old : 28: 2 1 1 21 21 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 : 54.5 69.4 71.5 81.9 50.9 66.2 66.4 74.1
Old : 54.5 69.4 71.5 81.9 50.9 66.2 66.4 74.1
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, June 3, 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 : 8,922: 480 0 12 7,906 7,856 8,398 7,868: 524 1,054
Old : 8,922: 480 0 12 7,906 7,856 8,398 7,868: 524 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 630: -50 0 0 692 496 642 496: -12 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 0.1 88.6 88.1 94.1 88.2: 5.9 11.8
Old : 100.0: 5.4 0.0 0.1 88.6 88.1 94.1 88.2: 5.9 11.8
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 : 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 : 45.4 57.8 73.1 80.0 43.4 51.9 63.5 66.7
Old : 45.4 57.8 73.1 80.0 43.4 51.9 63.5 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, June 3, 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 : 1,355,667: 218,962 188,092 386,831 681,448 703,698 1,287,241 1,278,621: 68,426 77,046
Old : 1,355,667: 218,962 188,092 386,831 681,448 703,698 1,287,241 1,278,621: 68,426 77,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 16,793: -10,195 -2,040 27,810 14,428 12,351 32,043 38,121: -15,250 -21,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 13.9 28.5 50.3 51.9 95.0 94.3: 5.0 5.7
Old : 100.0: 16.2 13.9 28.5 50.3 51.9 95.0 94.3: 5.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 91 133 130 87 100 268 285:
Old : 341: 91 133 130 87 100 268 285:
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 : 26.3 22.5 37.5 32.6 11.8 8.5 18.2 12.8
Old : 26.3 22.5 37.5 32.6 11.8 8.5 18.2 12.8
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, June 3, 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 : 126,434: 21,592 14,674 4,513 58,616 58,194 84,721 77,381: 41,713 49,053
Old : 126,434: 21,592 14,674 4,513 58,616 58,194 84,721 77,381: 41,713 49,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -5,580: -1,991 -280 -861 -4,536 1,961 -7,388 820: 1,808 -6,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 11.6 3.6 46.4 46.0 67.0 61.2: 33.0 38.8
Old : 100.0: 17.1 11.6 3.6 46.4 46.0 67.0 61.2: 33.0 38.8
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 : 20: 2 2 4 14 15 18 19:
Old : 20: 2 2 4 14 15 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 22.8 60.1 39.6 34.4 22.6 46.1 38.4
Old : 44.6 22.8 60.1 39.6 34.4 22.6 46.1 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, June 3, 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 : 18,784: 900 650 0 17,884 18,134 18,784 18,784: 0 0
Old : 18,784: 900 650 0 17,884 18,134 18,784 18,784: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -2,235: -150 -215 0 -1,230 -2,020 -1,380 -2,235: -855 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.5 0.0 95.2 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 3.5 0.0 95.2 96.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 0 24 27 25 29:
Old : 35: 1 2 0 24 27 25 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 : 52.2 48.0 72.1 71.0 34.9 32.4 47.8 42.0
Old : 52.2 48.0 72.1 71.0 34.9 32.4 47.8 42.0
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, June 3, 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 : 189,858: 14,250 31,268 43,646 121,436 106,756 179,332 181,670: 10,526 8,188
Old : 189,858: 14,250 31,268 43,646 121,436 106,756 179,332 181,670: 10,526 8,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -438: -464 156 -3,535 2,561 1,803 -1,438 -1,576: 1,000 1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 16.5 23.0 64.0 56.2 94.5 95.7: 5.5 4.3
Old : 100.0: 7.5 16.5 23.0 64.0 56.2 94.5 95.7: 5.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 11 14 23 24 24 49 48:
Old : 51: 11 14 23 24 24 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 : 36.3 30.4 53.0 46.7 18.4 18.1 25.8 24.3
Old : 36.3 30.4 53.0 46.7 18.4 18.1 25.8 24.3
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, June 3, 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 : 27,216: 1,210 2,498 4,100 19,213 18,403 24,523 25,001: 2,693 2,215
Old : 27,216: 1,210 2,498 4,100 19,213 18,403 24,523 25,001: 2,693 2,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 300: 0 0 0 38 50 38 50: 262 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.2 15.1 70.6 67.6 90.1 91.9: 9.9 8.1
Old : 100.0: 4.4 9.2 15.1 70.6 67.6 90.1 91.9: 9.9 8.1
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 : 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 : 41.6 33.5 65.0 55.3 22.4 16.6 25.2 24.4
Old : 41.6 33.5 65.0 55.3 22.4 16.6 25.2 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, June 3, 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 : 5,855: 50 650 0 5,805 5,205 5,855 5,855: 0 0
Old : 5,855: 50 650 0 5,805 5,205 5,855 5,855: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -560: -50 -50 0 -210 -510 -260 -560: -300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 11.1 0.0 99.1 88.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 11.1 0.0 99.1 88.9 100.0 100.0: 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 : 25: 1 2 0 14 15 15 17:
Old : 25: 1 2 0 14 15 15 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 : 52.8 56.4 83.4 79.4 50.6 51.1 78.7 70.0
Old : 52.8 56.4 83.4 79.4 50.6 51.1 78.7 70.0
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, June 3, 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 : 17,052: 9,686 2,183 560 4,749 14,017 14,995 16,760: 2,057 292
Old : 17,052: 9,686 2,183 560 4,749 14,017 14,995 16,760: 2,057 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -1,300: 145 472 -263 -798 -1,414 -916 -1,205: -384 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 12.8 3.3 27.9 82.2 87.9 98.3: 12.1 1.7
Old : 100.0: 56.8 12.8 3.3 27.9 82.2 87.9 98.3: 12.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 43 13 6 16 23 63 39:
Old : 94: 43 13 6 16 23 63 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 : 33.8 45.0 51.3 66.8 33.8 45.0 51.3 66.2
Old : 33.8 45.0 51.3 66.8 33.8 45.0 51.3 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 15,395: 10,045 2,713 471 1,878 11,321 12,394 14,505: 3,001 890
Old : 15,395: 10,045 2,713 471 1,878 11,321 12,394 14,505: 3,001 890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -1,900: -1,684 631 82 406 -2,314 -1,196 -1,601: -704 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 17.6 3.1 12.2 73.5 80.5 94.2: 19.5 5.8
Old : 100.0: 65.2 17.6 3.1 12.2 73.5 80.5 94.2: 19.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 49 11 4 10 25 61 38:
Old : 92: 49 11 4 10 25 61 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 : 19.8 41.2 31.7 60.1 19.8 41.2 31.6 59.6
Old : 19.8 41.2 31.7 60.1 19.8 41.2 31.6 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, June 3, 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 : 254,501: 73,466 9,829 28,832 131,169 204,857 233,467 243,518: 21,034 10,983
Old : 254,501: 73,466 9,829 28,832 131,169 204,857 233,467 243,518: 21,034 10,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -15,953: 1,593 -387 -238 -14,377 -11,985 -13,022 -12,610: -2,931 -3,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 3.9 11.3 51.5 80.5 91.7 95.7: 8.3 4.3
Old : 100.0: 28.9 3.9 11.3 51.5 80.5 91.7 95.7: 8.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 70 17 39 73 90 158 136:
Old : 190: 70 17 39 73 90 158 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 29.8 35.8 45.2 11.6 12.2 18.3 20.5
Old : 24.1 29.8 35.8 45.2 11.6 12.2 18.3 20.5
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, June 3, 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 : 3,110: 0 50 200 2,525 2,710 2,725 2,960: 385 150
Old : 3,110: 0 50 200 2,525 2,710 2,725 2,960: 385 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -125: 0 0 -50 -125 75 -175 25: 50 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 6.4 81.2 87.1 87.6 95.2: 12.4 4.8
Old : 100.0: 0.0 1.6 6.4 81.2 87.1 87.6 95.2: 12.4 4.8
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 : 25: 0 1 2 17 17 19 19:
Old : 25: 0 1 2 17 17 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 : 43.4 47.4 61.9 68.3 24.1 37.8 34.6 45.8
Old : 43.4 47.4 61.9 68.3 24.1 37.8 34.6 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, June 3, 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 : 15,144: 1,220 760 275 13,557 14,053 15,052 15,088: 92 56
Old : 15,144: 1,220 760 275 13,557 14,053 15,052 15,088: 92 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 769: 1,038 -6 -115 142 920 1,065 799: -296 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 5.0 1.8 89.5 92.8 99.4 99.6: 0.6 0.4
Old : 100.0: 8.1 5.0 1.8 89.5 92.8 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 2 27 21 29 23:
Old : 34: 1 1 2 27 21 29 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 : 51.9 48.3 72.7 75.9 48.0 42.7 60.5 60.3
Old : 51.9 48.3 72.7 75.9 48.0 42.7 60.5 60.3
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, June 3, 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 : 3,915: 0 250 75 3,840 3,490 3,915 3,815: 0 100
Old : 3,915: 0 250 75 3,840 3,490 3,915 3,815: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -1,305: 0 -325 0 -1,305 -1,030 -1,305 -1,355: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 1.9 98.1 89.1 100.0 97.4: 0.0 2.6
Old : 100.0: 0.0 6.4 1.9 98.1 89.1 100.0 97.4: 0.0 2.6
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 : 30: 0 1 1 20 15 21 16:
Old : 30: 0 1 1 20 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 50.1 71.9 77.5 39.7 43.7 54.0 58.4
Old : 51.9 50.1 71.9 77.5 39.7 43.7 54.0 58.4
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, June 3, 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 : 2,077: 128 0 0 1,949 2,077 2,077 2,077: 0 0
Old : 2,077: 128 0 0 1,949 2,077 2,077 2,077: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 23: -32 0 0 55 23 23 23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 0.0 93.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.2 0.0 0.0 93.8 100.0 100.0 100.0: 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 : 23: 2 0 0 10 13 12 13:
Old : 23: 2 0 0 10 13 12 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 : 58.9 65.6 84.6 86.1 47.3 50.3 67.3 68.8
Old : 58.9 65.6 84.6 86.1 47.3 50.3 67.3 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, June 3, 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 : 15,099: 1,363 683 1,153 10,646 6,948 13,162 8,784: 1,937 6,315
Old : 15,099: 1,363 683 1,153 10,646 6,948 13,162 8,784: 1,937 6,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -326: -643 -49 50 181 -756 -412 -755: 86 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 4.5 7.6 70.5 46.0 87.2 58.2: 12.8 41.8
Old : 100.0: 9.0 4.5 7.6 70.5 46.0 87.2 58.2: 12.8 41.8
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 : 37: 5 4 3 24 20 30 26:
Old : 37: 5 4 3 24 20 30 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 : 42.2 24.4 62.2 34.7 38.1 21.1 50.9 27.7
Old : 42.2 24.4 62.2 34.7 38.1 21.1 50.9 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008