GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, June 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,261: 0 50 0 7,261 6,501 7,261 6,551: 0 710
Old : 7,261: 0 50 0 7,261 6,501 7,261 6,551: 0 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -190: 0 0 0 -140 -780 -140 -780: -50 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 100.0 89.5 100.0 90.2: 0.0 9.8
Old : 100.0: 0.0 0.7 0.0 100.0 89.5 100.0 90.2: 0.0 9.8
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 1 0 29 25 29 26:
Old : 37: 0 1 0 29 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 : 40.2 40.8 63.7 65.2 35.5 33.3 48.5 49.8
Old : 40.2 40.8 63.7 65.2 35.5 33.3 48.5 49.8
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 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,710: 0 805 0 7,510 6,660 7,510 7,465: 200 245
Old : 7,710: 0 805 0 7,510 6,660 7,510 7,465: 200 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 295: 0 -100 0 295 345 295 245: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 0.0 97.4 86.4 97.4 96.8: 2.6 3.2
Old : 100.0: 0.0 10.4 0.0 97.4 86.4 97.4 96.8: 2.6 3.2
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 : 37: 0 2 0 25 25 25 27:
Old : 37: 0 2 0 25 25 25 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 : 58.9 42.9 76.1 67.0 55.0 39.9 65.1 56.9
Old : 58.9 42.9 76.1 67.0 55.0 39.9 65.1 56.9
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 24, 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 : 3,646: 90 102 22 2,731 2,710 2,843 2,834: 803 812
Old : 3,646: 90 102 22 2,731 2,710 2,843 2,834: 803 812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 12: 0 2 0 -65 -83 -65 -81: 77 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.8 0.6 74.9 74.3 78.0 77.7: 22.0 22.3
Old : 100.0: 2.5 2.8 0.6 74.9 74.3 78.0 77.7: 22.0 22.3
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 : 31: 2 1 2 25 25 28 27:
Old : 31: 2 1 2 25 25 28 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 : 27.4 31.4 46.7 48.4 19.6 22.1 30.4 33.3
Old : 27.4 31.4 46.7 48.4 19.6 22.1 30.4 33.3
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 24, 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 : 3,946: 0 0 0 3,312 3,151 3,312 3,151: 634 795
Old : 3,946: 0 0 0 3,312 3,151 3,312 3,151: 634 795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 21: -15 0 -25 76 136 36 111: -15 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.9 79.9 83.9 79.9: 16.1 20.1
Old : 100.0: 0.0 0.0 0.0 83.9 79.9 83.9 79.9: 16.1 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 0 0 32 35 32 35:
Old : 38: 0 0 0 32 35 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 26.1 46.5 44.2 26.6 19.5 35.9 31.0
Old : 32.6 26.1 46.5 44.2 26.6 19.5 35.9 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, June 24, 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 : 222,793: 28,918 15,464 30,934 129,229 152,078 189,081 198,476: 33,712 24,317
Old : 222,793: 28,918 15,464 30,934 129,229 152,078 189,081 198,476: 33,712 24,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 6,701: 340 95 -1,761 6,997 7,924 5,576 6,258: 1,125 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 6.9 13.9 58.0 68.3 84.9 89.1: 15.1 10.9
Old : 100.0: 13.0 6.9 13.9 58.0 68.3 84.9 89.1: 15.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 29 26 38 60 65 114 109:
Old : 131: 29 26 38 60 65 114 109:
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 : 19.5 28.5 31.2 40.3 11.2 19.0 17.5 24.0
Old : 19.5 28.5 31.2 40.3 11.2 19.0 17.5 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 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 8,165: 800 0 500 6,665 6,310 7,965 6,810: 200 1,355
Old : 8,165: 800 0 500 6,665 6,310 7,965 6,810: 200 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 650: 0 -50 0 750 750 750 700: -100 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.0 6.1 81.6 77.3 97.6 83.4: 2.4 16.6
Old : 100.0: 9.8 0.0 6.1 81.6 77.3 97.6 83.4: 2.4 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 0 1 23 32 26 33:
Old : 41: 3 0 1 23 32 26 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 28.1 77.6 47.3 51.9 27.1 62.3 39.3
Old : 62.3 28.1 77.6 47.3 51.9 27.1 62.3 39.3
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 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,565: 1,791 441 75 5,474 7,024 7,340 7,540: 225 25
Old : 7,565: 1,791 441 75 5,474 7,024 7,340 7,540: 225 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 891: 691 441 0 200 450 891 891: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 5.8 1.0 72.4 92.8 97.0 99.7: 3.0 0.3
Old : 100.0: 23.7 5.8 1.0 72.4 92.8 97.0 99.7: 3.0 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 : 27: 2 1 1 12 19 14 21:
Old : 27: 2 1 1 12 19 14 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 : 65.3 43.6 88.4 69.6 61.3 41.6 82.5 67.3
Old : 65.3 43.6 88.4 69.6 61.3 41.6 82.5 67.3
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 24, 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 : 971,727: 213,616 295,917 324,087 357,583 319,248 895,286 939,252: 76,441 32,475
Old : 971,727: 213,616 295,917 324,087 357,583 319,248 895,286 939,252: 76,441 32,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 23,916: 22,629 25,719 2,087 4,339 -1,788 29,055 26,018: -5,139 -2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 30.5 33.4 36.8 32.9 92.1 96.7: 7.9 3.3
Old : 100.0: 22.0 30.5 33.4 36.8 32.9 92.1 96.7: 7.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 103 43 84 76 65 219 159:
Old : 235: 103 43 84 76 65 219 159:
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 41.7 39.4 54.4 12.5 25.2 17.7 29.0
Old : 26.8 41.7 39.4 54.4 12.5 25.2 17.7 29.0
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 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 102,024: 460 8,556 1,918 94,459 83,394 96,837 93,868: 5,187 8,156
Old : 102,024: 460 8,556 1,918 94,459 83,394 96,837 93,868: 5,187 8,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -1: 460 -782 -46 -477 1,036 -63 208: 62 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 8.4 1.9 92.6 81.7 94.9 92.0: 5.1 8.0
Old : 100.0: 0.5 8.4 1.9 92.6 81.7 94.9 92.0: 5.1 8.0
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 : 31: 1 2 2 26 24 28 27:
Old : 31: 1 2 2 26 24 28 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 : 49.6 53.8 66.2 71.3 47.0 51.6 62.2 66.6
Old : 49.6 53.8 66.2 71.3 47.0 51.6 62.2 66.6
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 24, 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 : 71,874: 3,439 10,146 2,703 57,704 50,219 63,846 63,068: 8,028 8,806
Old : 71,874: 3,439 10,146 2,703 57,704 50,219 63,846 63,068: 8,028 8,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 1,909: 0 511 783 739 442 1,522 1,736: 387 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 14.1 3.8 80.3 69.9 88.8 87.7: 11.2 12.3
Old : 100.0: 4.8 14.1 3.8 80.3 69.9 88.8 87.7: 11.2 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 27 23 30 27:
Old : 37: 2 2 3 27 23 30 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 : 34.3 32.6 52.9 53.5 34.2 25.4 52.5 43.1
Old : 34.3 32.6 52.9 53.5 34.2 25.4 52.5 43.1
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 24, 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 : 112,146: 3,512 3,110 2,466 98,461 97,166 104,439 102,742: 7,707 9,404
Old : 112,146: 3,512 3,110 2,466 98,461 97,166 104,439 102,742: 7,707 9,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 3,516: 0 246 248 4,341 2,803 4,589 3,297: -1,073 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.8 2.2 87.8 86.6 93.1 91.6: 6.9 8.4
Old : 100.0: 3.1 2.8 2.2 87.8 86.6 93.1 91.6: 6.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 1 30 27 32 28:
Old : 35: 1 1 1 30 27 32 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 : 46.4 42.9 61.0 61.3 40.8 35.3 52.8 49.5
Old : 46.4 42.9 61.0 61.3 40.8 35.3 52.8 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, June 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 101,430: 10,075 2,832 577 76,777 87,277 87,429 90,686: 14,001 10,744
Old : 101,430: 10,075 2,832 577 76,777 87,277 87,429 90,686: 14,001 10,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 10,654: 604 0 -306 9,450 9,244 9,748 8,938: 906 1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.8 0.6 75.7 86.0 86.2 89.4: 13.8 10.6
Old : 100.0: 9.9 2.8 0.6 75.7 86.0 86.2 89.4: 13.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 2 20 26 24 28:
Old : 34: 3 1 2 20 26 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 44.0 50.5 61.3 23.8 38.9 38.2 52.1
Old : 31.7 44.0 50.5 61.3 23.8 38.9 38.2 52.1
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 24, 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 : 56,514: 3,020 2,376 5,894 41,263 43,221 50,177 51,491: 6,337 5,023
Old : 56,514: 3,020 2,376 5,894 41,263 43,221 50,177 51,491: 6,337 5,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 401: 302 713 -352 265 316 215 677: 186 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.2 10.4 73.0 76.5 88.8 91.1: 11.2 8.9
Old : 100.0: 5.3 4.2 10.4 73.0 76.5 88.8 91.1: 11.2 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 17 17 19 18:
Old : 23: 1 1 1 17 17 19 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 : 55.2 51.6 71.9 75.5 43.4 32.8 51.4 50.0
Old : 55.2 51.6 71.9 75.5 43.4 32.8 51.4 50.0
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 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,480: 5,564 6,684 2,767 57,132 59,668 65,463 69,119: 11,017 7,361
Old : 76,480: 5,564 6,684 2,767 57,132 59,668 65,463 69,119: 11,017 7,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 547: 62 -1,553 1,179 -1,617 3,929 -376 3,555: 923 -3,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.7 3.6 74.7 78.0 85.6 90.4: 14.4 9.6
Old : 100.0: 7.3 8.7 3.6 74.7 78.0 85.6 90.4: 14.4 9.6
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 : 31: 1 1 1 23 26 25 27:
Old : 31: 1 1 1 23 26 25 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 : 45.8 50.1 68.8 66.6 42.5 46.0 61.0 57.7
Old : 45.8 50.1 68.8 66.6 42.5 46.0 61.0 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, June 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 103,896: 6,219 4,765 2,120 88,989 90,546 97,328 97,431: 6,568 6,465
Old : 103,896: 6,219 4,765 2,120 88,989 90,546 97,328 97,431: 6,568 6,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -12: -1,329 253 117 -839 -963 -2,051 -593: 2,039 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.6 2.0 85.7 87.2 93.7 93.8: 6.3 6.2
Old : 100.0: 6.0 4.6 2.0 85.7 87.2 93.7 93.8: 6.3 6.2
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 : 46: 1 3 3 27 37 30 41:
Old : 46: 1 3 3 27 37 30 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 25.2 61.7 41.9 36.6 23.3 54.7 37.2
Old : 39.4 25.2 61.7 41.9 36.6 23.3 54.7 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, June 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 122,579: 909 2,830 7,781 104,343 97,542 113,033 108,153: 9,546 14,426
Old : 122,579: 909 2,830 7,781 104,343 97,542 113,033 108,153: 9,546 14,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 2,317: -1,612 1,063 1,245 2,684 400 2,317 2,708: 0 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.3 6.3 85.1 79.6 92.2 88.2: 7.8 11.8
Old : 100.0: 0.7 2.3 6.3 85.1 79.6 92.2 88.2: 7.8 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 : 35: 3 2 4 22 26 26 31:
Old : 35: 3 2 4 22 26 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 38.2 65.1 56.5 45.5 36.7 59.8 50.2
Old : 46.7 38.2 65.1 56.5 45.5 36.7 59.8 50.2
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 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,821: 2,186 2,891 5,871 51,173 44,080 59,230 52,842: 4,591 10,979
Old : 63,821: 2,186 2,891 5,871 51,173 44,080 59,230 52,842: 4,591 10,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -1,674: -918 -3,508 447 -1,048 1,449 -1,519 -1,612: -155 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.5 9.2 80.2 69.1 92.8 82.8: 7.2 17.2
Old : 100.0: 3.4 4.5 9.2 80.2 69.1 92.8 82.8: 7.2 17.2
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: 3 1 4 20 19 24 23:
Old : 30: 3 1 4 20 19 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 40.6 63.4 59.5 37.9 28.4 48.0 41.0
Old : 45.0 40.6 63.4 59.5 37.9 28.4 48.0 41.0
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 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 113,358: 6,137 5,792 21,866 84,269 81,377 112,272 109,035: 1,086 4,323
Old : 113,358: 6,137 5,792 21,866 84,269 81,377 112,272 109,035: 1,086 4,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -842: 861 704 -370 -1,143 -962 -652 -628: -190 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.1 19.3 74.3 71.8 99.0 96.2: 1.0 3.8
Old : 100.0: 5.4 5.1 19.3 74.3 71.8 99.0 96.2: 1.0 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 : 30: 4 1 3 17 20 22 23:
Old : 30: 4 1 3 17 20 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 : 63.4 53.0 78.8 69.8 38.3 30.2 48.7 42.4
Old : 63.4 53.0 78.8 69.8 38.3 30.2 48.7 42.4
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 24, 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 : 65,217: 984 1,367 2,935 54,591 51,438 58,510 55,740: 6,707 9,477
Old : 65,217: 984 1,367 2,935 54,591 51,438 58,510 55,740: 6,707 9,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 1,426: 0 856 -612 2,957 1,917 2,345 2,161: -919 -735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.1 4.5 83.7 78.9 89.7 85.5: 10.3 14.5
Old : 100.0: 1.5 2.1 4.5 83.7 78.9 89.7 85.5: 10.3 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 26 26 28 27:
Old : 31: 1 1 1 26 26 28 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 : 29.6 32.9 47.5 52.6 23.3 30.2 36.0 40.0
Old : 29.6 32.9 47.5 52.6 23.3 30.2 36.0 40.0
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 24, 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 : 105,675: 6,187 0 6,855 83,583 92,118 96,625 98,973: 9,050 6,702
Old : 105,675: 6,187 0 6,855 83,583 92,118 96,625 98,973: 9,050 6,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -1,610: -1,377 0 175 -1,321 -1,807 -2,523 -1,632: 913 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 6.5 79.1 87.2 91.4 93.7: 8.6 6.3
Old : 100.0: 5.9 0.0 6.5 79.1 87.2 91.4 93.7: 8.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 0 4 31 34 36 38:
Old : 48: 5 0 4 31 34 36 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 : 30.4 33.6 49.3 50.4 25.0 29.4 41.6 42.8
Old : 30.4 33.6 49.3 50.4 25.0 29.4 41.6 42.8
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 24, 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 : 130,166: 2,895 25,684 20,998 90,496 73,475 114,389 120,157: 15,777 10,009
Old : 130,166: 2,895 25,684 20,998 90,496 73,475 114,389 120,157: 15,777 10,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 1,949: -620 711 252 2,042 326 1,674 1,289: 275 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 19.7 16.1 69.5 56.4 87.9 92.3: 12.1 7.7
Old : 100.0: 2.2 19.7 16.1 69.5 56.4 87.9 92.3: 12.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 5 5 32 27 37 34:
Old : 39: 2 5 5 32 27 37 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 : 34.2 29.9 52.1 47.9 21.1 18.5 30.7 29.5
Old : 34.2 29.9 52.1 47.9 21.1 18.5 30.7 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, June 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 117,275: 8,007 16 13,366 86,024 89,517 107,397 102,899: 9,878 14,376
Old : 117,275: 8,007 16 13,366 86,024 89,517 107,397 102,899: 9,878 14,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -194: 1,335 0 580 -2,203 -67 -288 513: 94 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 11.4 73.4 76.3 91.6 87.7: 8.4 12.3
Old : 100.0: 6.8 0.0 11.4 73.4 76.3 91.6 87.7: 8.4 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 19 19 24 23:
Old : 28: 4 1 4 19 19 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 47.9 73.9 63.1 51.2 40.6 58.5 49.9
Old : 58.0 47.9 73.9 63.1 51.2 40.6 58.5 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, June 24, 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 : 55,423: 4,920 620 0 49,275 52,826 54,195 53,446: 1,228 1,977
Old : 55,423: 4,920 620 0 49,275 52,826 54,195 53,446: 1,228 1,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 7,556: 0 620 0 8,786 6,936 8,786 7,556: -1,230 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.1 0.0 88.9 95.3 97.8 96.4: 2.2 3.6
Old : 100.0: 8.9 1.1 0.0 88.9 95.3 97.8 96.4: 2.2 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 : 24: 1 1 0 16 14 17 15:
Old : 24: 1 1 0 16 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 45.0 78.7 75.0 47.9 34.5 67.8 58.2
Old : 54.0 45.0 78.7 75.0 47.9 34.5 67.8 58.2
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 24, 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 : 237,448: 13,770 3,657 5,666 200,595 214,602 220,031 223,925: 17,417 13,523
Old : 237,448: 13,770 3,657 5,666 200,595 214,602 220,031 223,925: 17,417 13,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -1,190: -729 -888 426 -217 -728 -520 -1,190: -670 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.5 2.4 84.5 90.4 92.7 94.3: 7.3 5.7
Old : 100.0: 5.8 1.5 2.4 84.5 90.4 92.7 94.3: 7.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 5 6 43 40 50 47:
Old : 56: 3 5 6 43 40 50 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 : 29.1 52.7 50.2 61.1 26.7 50.1 44.0 57.3
Old : 29.1 52.7 50.2 61.1 26.7 50.1 44.0 57.3
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 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 241,730: 9,479 14,099 17,991 200,793 201,587 228,263 233,677: 13,467 8,053
Old : 241,730: 9,479 14,099 17,991 200,793 201,587 228,263 233,677: 13,467 8,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 2,632: -364 302 -6 3,851 5,910 3,481 6,206: -849 -3,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 5.8 7.4 83.1 83.4 94.4 96.7: 5.6 3.3
Old : 100.0: 3.9 5.8 7.4 83.1 83.4 94.4 96.7: 5.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 2 3 41 34 46 37:
Old : 47: 3 2 3 41 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 : 26.5 37.9 45.5 60.0 22.0 33.7 35.4 49.0
Old : 26.5 37.9 45.5 60.0 22.0 33.7 35.4 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, June 24, 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 : 245,842: 13,595 1,349 16,347 205,177 220,714 235,119 238,410: 10,723 7,432
Old : 245,842: 13,595 1,349 16,347 205,177 220,714 235,119 238,410: 10,723 7,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 1,558: 216 -1,423 1,241 776 2,131 2,233 1,949: -675 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.5 6.6 83.5 89.8 95.6 97.0: 4.4 3.0
Old : 100.0: 5.5 0.5 6.6 83.5 89.8 95.6 97.0: 4.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 6 2 6 55 54 63 60:
Old : 66: 6 2 6 55 54 63 60:
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 : 29.5 27.5 47.2 45.2 26.0 20.0 38.0 31.0
Old : 29.5 27.5 47.2 45.2 26.0 20.0 38.0 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, June 24, 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 : 51,240: 1,390 0 2,305 40,398 40,098 44,093 42,403: 7,147 8,837
Old : 51,240: 1,390 0 2,305 40,398 40,098 44,093 42,403: 7,147 8,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -186: 484 -310 -186 -546 124 -248 -372: 62 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 4.5 78.8 78.3 86.1 82.8: 13.9 17.2
Old : 100.0: 2.7 0.0 4.5 78.8 78.3 86.1 82.8: 13.9 17.2
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 : 24: 1 0 1 19 17 20 18:
Old : 24: 1 0 1 19 17 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 : 39.7 40.9 62.0 60.8 32.5 35.6 47.0 51.5
Old : 39.7 40.9 62.0 60.8 32.5 35.6 47.0 51.5
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 24, 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 : 214,350: 19,931 7,351 17,353 170,374 179,025 207,658 203,729: 6,692 10,621
Old : 214,350: 19,931 7,351 17,353 170,374 179,025 207,658 203,729: 6,692 10,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -671: -1,972 -764 1,085 2,230 -992 1,343 -671: -2,014 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 3.4 8.1 79.5 83.5 96.9 95.0: 3.1 5.0
Old : 100.0: 9.3 3.4 8.1 79.5 83.5 96.9 95.0: 3.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 2 5 41 42 46 47:
Old : 49: 3 2 5 41 42 46 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 29.4 52.7 46.0 24.5 24.6 36.7 36.0
Old : 30.9 29.4 52.7 46.0 24.5 24.6 36.7 36.0
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 24, 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 : 62,927: 2,985 4,670 570 50,012 44,513 53,567 49,753: 9,360 13,174
Old : 62,927: 2,985 4,670 570 50,012 44,513 53,567 49,753: 9,360 13,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 706: 0 -992 0 706 866 706 -126: 0 832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 7.4 0.9 79.5 70.7 85.1 79.1: 14.9 20.9
Old : 100.0: 4.7 7.4 0.9 79.5 70.7 85.1 79.1: 14.9 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 1 22 18 24 20:
Old : 27: 1 2 1 22 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 34.7 58.1 56.0 30.2 24.1 41.2 36.5
Old : 34.8 34.7 58.1 56.0 30.2 24.1 41.2 36.5
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 24, 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 : 3,636,187: 1,426,010 297,541 813,254 1,366,267 2,511,126 3,605,531 3,621,921: 30,656 14,266
Old : 3,636,187: 1,426,010 297,541 813,254 1,366,267 2,511,126 3,605,531 3,621,921: 30,656 14,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 93,901: 72,351 46,470 10,862 17,772 35,529 100,985 92,861: -7,084 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 8.2 22.4 37.6 69.1 99.2 99.6: 0.8 0.4
Old : 100.0: 39.2 8.2 22.4 37.6 69.1 99.2 99.6: 0.8 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 : 164: 36 11 42 109 100 158 143:
Old : 164: 36 11 42 109 100 158 143:
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 : 41.0 36.1 53.5 52.5 31.4 24.8 35.9 33.5
Old : 41.0 36.1 53.5 52.5 31.4 24.8 35.9 33.5
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 24, 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 : 1,187,340: 129,255 353,076 305,854 749,446 526,429 1,184,555 1,185,359: 2,785 1,981
Old : 1,187,340: 129,255 353,076 305,854 749,446 526,429 1,184,555 1,185,359: 2,785 1,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 60,503: -9,956 24,110 25,196 46,104 12,133 61,344 61,439: -841 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 29.7 25.8 63.1 44.3 99.8 99.8: 0.2 0.2
Old : 100.0: 10.9 29.7 25.8 63.1 44.3 99.8 99.8: 0.2 0.2
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 : 93: 23 23 31 46 45 85 83:
Old : 93: 23 23 31 46 45 85 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 42.8 56.0 60.1 26.1 28.1 36.1 38.4
Old : 36.8 42.8 56.0 60.1 26.1 28.1 36.1 38.4
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 24, 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 : 29,680: 694 674 907 26,961 26,838 28,562 28,419: 1,118 1,261
Old : 29,680: 694 674 907 26,961 26,838 28,562 28,419: 1,118 1,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 16: 0 60 -46 57 1 11 15: 5 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.3 3.1 90.8 90.4 96.2 95.8: 3.8 4.2
Old : 100.0: 2.3 2.3 3.1 90.8 90.4 96.2 95.8: 3.8 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 4 30 29 35 34:
Old : 38: 3 3 4 30 29 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 : 44.0 40.9 65.4 61.3 35.3 35.6 45.7 46.1
Old : 44.0 40.9 65.4 61.3 35.3 35.6 45.7 46.1
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 24, 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 : 11,839: 1,322 0 0 10,197 11,583 11,519 11,583: 320 256
Old : 11,839: 1,322 0 0 10,197 11,583 11,519 11,583: 320 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 86: 0 -258 0 86 344 86 86: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.0 0.0 86.1 97.8 97.3 97.8: 2.7 2.2
Old : 100.0: 11.2 0.0 0.0 86.1 97.8 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 0 0 10 14 11 14:
Old : 20: 1 0 0 10 14 11 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 : 56.1 75.9 89.4 92.4 51.1 57.5 66.0 65.8
Old : 56.1 75.9 89.4 92.4 51.1 57.5 66.0 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, June 24, 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 : 15,439: 3,328 0 337 11,067 14,538 14,732 14,875: 707 564
Old : 15,439: 3,328 0 337 11,067 14,538 14,732 14,875: 707 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 28: 0 0 0 -12 -12 -12 -12: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 0.0 2.2 71.7 94.2 95.4 96.3: 4.6 3.7
Old : 100.0: 21.6 0.0 2.2 71.7 94.2 95.4 96.3: 4.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 2 20 19 22 21:
Old : 25: 2 0 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 72.5 83.7 87.4 42.5 47.2 57.2 58.0
Old : 61.7 72.5 83.7 87.4 42.5 47.2 57.2 58.0
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 24, 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 : 24,544: 380 532 508 21,560 22,048 22,448 23,088: 2,096 1,456
Old : 24,544: 380 532 508 21,560 22,048 22,448 23,088: 2,096 1,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -106: 0 -632 -94 388 688 294 -38: -400 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.2 2.1 87.8 89.8 91.5 94.1: 8.5 5.9
Old : 100.0: 1.5 2.2 2.1 87.8 89.8 91.5 94.1: 8.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 18 17 21 19:
Old : 24: 1 2 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 : 48.0 53.9 70.9 77.5 29.9 39.2 41.9 45.7
Old : 48.0 53.9 70.9 77.5 29.9 39.2 41.9 45.7
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 24, 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 : 30,900: 0 310 570 30,292 28,874 30,862 29,754: 38 1,146
Old : 30,900: 0 310 570 30,292 28,874 30,862 29,754: 38 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -1,170: 0 -240 -20 -1,150 -910 -1,170 -1,170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 1.8 98.0 93.4 99.9 96.3: 0.1 3.7
Old : 100.0: 0.0 1.0 1.8 98.0 93.4 99.9 96.3: 0.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 23 20 25 22:
Old : 27: 0 2 2 23 20 25 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 : 57.3 68.8 76.8 81.8 56.0 62.6 70.9 71.8
Old : 57.3 68.8 76.8 81.8 56.0 62.6 70.9 71.8
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 24, 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 : 9,588: 170 0 0 9,318 8,498 9,488 8,498: 100 1,090
Old : 9,588: 170 0 0 9,318 8,498 9,488 8,498: 100 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 326: -350 0 -12 692 302 330 290: -4 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 97.2 88.6 99.0 88.6: 1.0 11.4
Old : 100.0: 1.8 0.0 0.0 97.2 88.6 99.0 88.6: 1.0 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 0 15 16 17 16:
Old : 23: 2 0 0 15 16 17 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 : 44.5 53.2 74.3 77.2 42.7 39.0 62.7 55.7
Old : 44.5 53.2 74.3 77.2 42.7 39.0 62.7 55.7
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 24, 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 : 1,306,075: 211,137 190,540 362,591 661,176 652,921 1,234,904 1,206,052: 71,171 100,023
Old : 1,306,075: 211,137 190,540 362,591 661,176 652,921 1,234,904 1,206,052: 71,171 100,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -29,132: 7,331 -7,541 4,582 -25,491 -24,857 -13,578 -27,816: -15,554 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.6 27.8 50.6 50.0 94.6 92.3: 5.4 7.7
Old : 100.0: 16.2 14.6 27.8 50.6 50.0 94.6 92.3: 5.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 84 126 129 78 97 256 266:
Old : 320: 84 126 129 78 97 256 266:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 22.8 40.3 32.6 14.0 7.8 20.3 11.7
Old : 28.8 22.8 40.3 32.6 14.0 7.8 20.3 11.7
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 24, 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 : 130,567: 22,309 15,369 5,143 61,376 59,068 88,828 79,580: 41,739 50,987
Old : 130,567: 22,309 15,369 5,143 61,376 59,068 88,828 79,580: 41,739 50,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 1,899: -1,628 -225 -487 1,188 7,243 -927 6,531: 2,826 -4,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 11.8 3.9 47.0 45.2 68.0 60.9: 32.0 39.1
Old : 100.0: 17.1 11.8 3.9 47.0 45.2 68.0 60.9: 32.0 39.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 4 16 15 20 19:
Old : 20: 2 2 4 16 15 20 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 : 45.5 22.6 60.2 39.6 34.9 22.1 45.4 36.9
Old : 45.5 22.6 60.2 39.6 34.9 22.1 45.4 36.9
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 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,292: 900 650 25 18,367 18,617 19,292 19,292: 0 0
Old : 19,292: 900 650 25 18,367 18,617 19,292 19,292: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 260: 0 0 25 235 235 260 260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.4 0.1 95.2 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.7 3.4 0.1 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 : 39: 1 2 1 29 27 31 30:
Old : 39: 1 2 1 29 27 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 48.0 66.4 70.4 32.7 35.0 45.1 44.6
Old : 48.5 48.0 66.4 70.4 32.7 35.0 45.1 44.6
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 24, 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 : 186,137: 15,896 26,999 42,148 117,085 107,867 175,129 177,014: 11,008 9,123
Old : 186,137: 15,896 26,999 42,148 117,085 107,867 175,129 177,014: 11,008 9,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -7,512: 2,348 -1,921 -1,018 -7,484 -4,227 -6,154 -7,166: -1,358 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.5 22.6 62.9 58.0 94.1 95.1: 5.9 4.9
Old : 100.0: 8.5 14.5 22.6 62.9 58.0 94.1 95.1: 5.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 11 24 23 23 48 47:
Old : 49: 13 11 24 23 23 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 32.5 52.1 49.6 19.6 17.9 25.7 25.1
Old : 36.3 32.5 52.1 49.6 19.6 17.9 25.7 25.1
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 24, 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 : 25,777: 1,710 1,986 3,000 18,256 18,506 22,966 23,492: 2,811 2,285
Old : 25,777: 1,710 1,986 3,000 18,256 18,506 22,966 23,492: 2,811 2,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -200: 0 0 0 35 235 35 235: -235 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.7 11.6 70.8 71.8 89.1 91.1: 10.9 8.9
Old : 100.0: 6.6 7.7 11.6 70.8 71.8 89.1 91.1: 10.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 14 16 17 19:
Old : 20: 1 2 2 14 16 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 35.6 66.5 59.2 20.1 16.5 22.1 23.1
Old : 40.7 35.6 66.5 59.2 20.1 16.5 22.1 23.1
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 24, 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 : 6,245: 50 650 0 6,195 5,595 6,245 6,245: 0 0
Old : 6,245: 50 650 0 6,195 5,595 6,245 6,245: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 10.4 0.0 99.2 89.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 10.4 0.0 99.2 89.6 100.0 100.0: 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 : 28: 1 2 0 17 17 18 19:
Old : 28: 1 2 0 17 17 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 : 49.5 52.0 75.7 74.8 42.1 46.3 64.1 65.6
Old : 49.5 52.0 75.7 74.8 42.1 46.3 64.1 65.6
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 24, 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 : 17,078: 10,716 3,315 115 3,954 13,414 14,785 16,844: 2,293 234
Old : 17,078: 10,716 3,315 115 3,954 13,414 14,785 16,844: 2,293 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 155: 40 420 -40 -17 -179 -17 201: 172 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 19.4 0.7 23.2 78.5 86.6 98.6: 13.4 1.4
Old : 100.0: 62.7 19.4 0.7 23.2 78.5 86.6 98.6: 13.4 1.4
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 : 106: 51 14 5 14 28 67 45:
Old : 106: 51 14 5 14 28 67 45:
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 : 32.0 41.1 48.4 59.8 32.0 41.1 48.4 59.8
Old : 32.0 41.1 48.4 59.8 32.0 41.1 48.4 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, June 24, 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 : 15,051: 10,179 1,900 290 1,640 12,160 12,109 14,350: 2,942 701
Old : 15,051: 10,179 1,900 290 1,640 12,160 12,109 14,350: 2,942 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -1,095: -588 -550 -12 -175 -11 -775 -573: -320 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 12.6 1.9 10.9 80.8 80.5 95.3: 19.5 4.7
Old : 100.0: 67.6 12.6 1.9 10.9 80.8 80.5 95.3: 19.5 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 : 84: 45 10 6 10 22 60 34:
Old : 84: 45 10 6 10 22 60 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 : 19.6 46.0 32.0 65.3 19.6 46.0 32.0 65.3
Old : 19.6 46.0 32.0 65.3 19.6 46.0 32.0 65.3
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 24, 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 : 266,171: 66,498 13,238 29,730 147,105 211,574 243,333 254,542: 22,838 11,629
Old : 266,171: 66,498 13,238 29,730 147,105 211,574 243,333 254,542: 22,838 11,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 8,285: 1,107 556 2,096 6,796 5,649 9,999 8,301: -1,714 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 5.0 11.2 55.3 79.5 91.4 95.6: 8.6 4.4
Old : 100.0: 25.0 5.0 11.2 55.3 79.5 91.4 95.6: 8.6 4.4
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 : 181: 63 19 41 81 88 162 133:
Old : 181: 63 19 41 81 88 162 133:
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 : 24.6 29.6 36.2 44.8 10.4 11.4 17.1 19.3
Old : 24.6 29.6 36.2 44.8 10.4 11.4 17.1 19.3
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 24, 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 : 3,760: 0 50 200 3,203 3,360 3,403 3,610: 357 150
Old : 3,760: 0 50 200 3,203 3,360 3,403 3,610: 357 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 250: 0 0 0 278 250 278 250: -28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 5.3 85.2 89.4 90.5 96.0: 9.5 4.0
Old : 100.0: 0.0 1.3 5.3 85.2 89.4 90.5 96.0: 9.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 2 20 21 22 23:
Old : 29: 0 1 2 20 21 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 : 43.3 50.5 65.2 67.8 32.0 42.6 43.3 51.9
Old : 43.3 50.5 65.2 67.8 32.0 42.6 43.3 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, June 24, 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 : 16,392: 1,220 1,085 443 14,612 14,783 16,275 16,311: 117 81
Old : 16,392: 1,220 1,085 443 14,612 14,783 16,275 16,311: 117 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -11: 0 150 -86 75 -75 -11 -11: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 6.6 2.7 89.1 90.2 99.3 99.5: 0.7 0.5
Old : 100.0: 7.4 6.6 2.7 89.1 90.2 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 2 30 24 32 26:
Old : 38: 1 1 2 30 24 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 46.7 71.0 72.3 48.0 40.4 60.0 57.7
Old : 51.6 46.7 71.0 72.3 48.0 40.4 60.0 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, June 24, 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 : 5,030: 0 250 75 4,905 4,505 4,980 4,830: 50 200
Old : 5,030: 0 250 75 4,905 4,505 4,980 4,830: 50 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 700: 0 0 0 700 700 700 700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 1.5 97.5 89.6 99.0 96.0: 1.0 4.0
Old : 100.0: 0.0 5.0 1.5 97.5 89.6 99.0 96.0: 1.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 1 21 18 22 19:
Old : 31: 0 1 1 21 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 47.9 70.5 71.3 40.9 42.9 52.8 59.8
Old : 48.1 47.9 70.5 71.3 40.9 42.9 52.8 59.8
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 24, 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 : 2,578: 224 0 0 2,066 2,386 2,290 2,386: 288 192
Old : 2,578: 224 0 0 2,066 2,386 2,290 2,386: 288 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 117: 96 0 -96 -75 21 -75 -75: 192 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 0.0 80.1 92.6 88.8 92.6: 11.2 7.4
Old : 100.0: 8.7 0.0 0.0 80.1 92.6 88.8 92.6: 11.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 0 12 14 15 14:
Old : 25: 3 0 0 12 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 53.6 68.2 77.7 39.7 43.8 56.7 59.2
Old : 43.8 53.6 68.2 77.7 39.7 43.8 56.7 59.2
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 24, 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 : 13,973: 1,564 1,975 577 9,047 8,748 11,188 11,300: 2,785 2,673
Old : 13,973: 1,564 1,975 577 9,047 8,748 11,188 11,300: 2,785 2,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 248: 0 725 -390 389 -66 -1 269: 249 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.1 4.1 64.7 62.6 80.1 80.9: 19.9 19.1
Old : 100.0: 11.2 14.1 4.1 64.7 62.6 80.1 80.9: 19.9 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 3 4 22 21 29 27:
Old : 36: 6 3 4 22 21 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 41.4 56.0 54.7 33.6 39.6 47.9 52.5
Old : 37.8 41.4 56.0 54.7 33.6 39.6 47.9 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008