GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,394: 0 50 0 8,197 8,077 8,197 8,127: 197 267
Old : 8,394: 0 50 0 8,197 8,077 8,197 8,127: 197 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 1,133: 0 0 0 936 1,576 936 1,576: 197 -443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 97.7 96.2 97.7 96.8: 2.3 3.2
Old : 100.0: 0.0 0.6 0.0 97.7 96.2 97.7 96.8: 2.3 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 1 0 29 26 29 27:
Old : 37: 0 1 0 29 26 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 : 37.2 39.1 60.6 66.5 32.2 30.3 44.0 49.3
Old : 37.2 39.1 60.6 66.5 32.2 30.3 44.0 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,705: 0 830 0 7,505 6,680 7,505 7,510: 200 195
Old : 7,705: 0 830 0 7,505 6,680 7,505 7,510: 200 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -5: 0 25 0 -5 20 -5 45: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 0.0 97.4 86.7 97.4 97.5: 2.6 2.5
Old : 100.0: 0.0 10.8 0.0 97.4 86.7 97.4 97.5: 2.6 2.5
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 : 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 43.2 76.1 68.0 55.0 40.2 65.7 57.9
Old : 58.9 43.2 76.1 68.0 55.0 40.2 65.7 57.9
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,953: 20 102 32 3,222 3,122 3,274 3,256: 679 697
Old : 3,953: 20 102 32 3,222 3,122 3,274 3,256: 679 697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 307: -70 0 10 491 412 431 422: -124 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.6 0.8 81.5 79.0 82.8 82.4: 17.2 17.6
Old : 100.0: 0.5 2.6 0.8 81.5 79.0 82.8 82.4: 17.2 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 2 27 29 29 31:
Old : 33: 1 1 2 27 29 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 31.8 46.3 48.1 19.7 22.9 31.9 33.6
Old : 28.2 31.8 46.3 48.1 19.7 22.9 31.9 33.6
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,054: 0 30 55 3,401 3,216 3,456 3,301: 598 753
Old : 4,054: 0 30 55 3,401 3,216 3,456 3,301: 598 753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 108: 0 30 55 89 65 144 150: -36 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 1.4 83.9 79.3 85.2 81.4: 14.8 18.6
Old : 100.0: 0.0 0.7 1.4 83.9 79.3 85.2 81.4: 14.8 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 2 2 33 35 35 37:
Old : 39: 0 2 2 33 35 35 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 : 30.8 25.3 44.3 44.0 25.9 20.6 34.2 31.9
Old : 30.8 25.3 44.3 44.0 25.9 20.6 34.2 31.9
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 219,020: 32,158 15,705 31,399 123,369 149,918 186,926 197,022: 32,094 21,998
Old : 219,020: 32,158 15,705 31,399 123,369 149,918 186,926 197,022: 32,094 21,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -3,773: 3,240 241 465 -5,860 -2,160 -2,155 -1,454: -1,618 -2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.2 14.3 56.3 68.4 85.3 90.0: 14.7 10.0
Old : 100.0: 14.7 7.2 14.3 56.3 68.4 85.3 90.0: 14.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 33 23 35 59 65 112 107:
Old : 129: 33 23 35 59 65 112 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 29.1 31.2 40.0 12.1 18.8 19.0 24.4
Old : 19.8 29.1 31.2 40.0 12.1 18.8 19.0 24.4
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 8,851: 1,033 50 650 7,168 7,096 8,851 7,796: 0 1,055
Old : 8,851: 1,033 50 650 7,168 7,096 8,851 7,796: 0 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 686: 233 50 150 503 786 886 986: -200 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.6 7.3 81.0 80.2 100.0 88.1: 0.0 11.9
Old : 100.0: 11.7 0.6 7.3 81.0 80.2 100.0 88.1: 0.0 11.9
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 : 44: 3 1 2 28 33 32 35:
Old : 44: 3 1 2 28 33 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 : 56.4 27.1 72.3 47.4 45.4 25.0 56.5 36.8
Old : 56.4 27.1 72.3 47.4 45.4 25.0 56.5 36.8
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,465: 1,116 516 0 5,124 5,949 6,240 6,465: 225 0
Old : 6,465: 1,116 516 0 5,124 5,949 6,240 6,465: 225 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -1,100: -675 75 -75 -350 -1,075 -1,100 -1,075: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 8.0 0.0 79.3 92.0 96.5 100.0: 3.5 0.0
Old : 100.0: 17.3 8.0 0.0 79.3 92.0 96.5 100.0: 3.5 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 : 26: 2 2 0 11 16 13 18:
Old : 26: 2 2 0 11 16 13 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 : 71.0 45.6 87.2 73.3 71.0 44.5 83.8 71.4
Old : 71.0 45.6 87.2 73.3 71.0 44.5 83.8 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 971,774: 205,398 306,725 322,545 358,793 311,272 886,736 940,542: 85,038 31,232
Old : 971,774: 205,398 306,725 322,545 358,793 311,272 886,736 940,542: 85,038 31,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 47: -8,218 10,808 -1,542 1,210 -7,976 -8,550 1,290: 8,597 -1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 31.6 33.2 36.9 32.0 91.2 96.8: 8.8 3.2
Old : 100.0: 21.1 31.6 33.2 36.9 32.0 91.2 96.8: 8.8 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 : 238: 109 41 83 77 66 228 155:
Old : 238: 109 41 83 77 66 228 155:
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 : 26.0 42.6 38.7 55.3 11.7 26.3 17.8 30.3
Old : 26.0 42.6 38.7 55.3 11.7 26.3 17.8 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,948: 1,014 8,562 1,420 87,847 79,303 90,281 89,285: 7,667 8,663
Old : 97,948: 1,014 8,562 1,420 87,847 79,303 90,281 89,285: 7,667 8,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -4,076: 554 6 -498 -6,612 -4,091 -6,556 -4,583: 2,480 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 8.7 1.4 89.7 81.0 92.2 91.2: 7.8 8.8
Old : 100.0: 1.0 8.7 1.4 89.7 81.0 92.2 91.2: 7.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 2 25 23 27 26:
Old : 30: 1 2 2 25 23 27 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 : 49.3 54.7 65.8 72.3 46.5 52.4 61.7 67.2
Old : 49.3 54.7 65.8 72.3 46.5 52.4 61.7 67.2
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,667: 3,067 10,322 2,726 53,568 44,596 59,361 57,644: 6,306 8,023
Old : 65,667: 3,067 10,322 2,726 53,568 44,596 59,361 57,644: 6,306 8,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -6,207: -372 176 23 -4,136 -5,623 -4,485 -5,424: -1,722 -783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 15.7 4.2 81.6 67.9 90.4 87.8: 9.6 12.2
Old : 100.0: 4.7 15.7 4.2 81.6 67.9 90.4 87.8: 9.6 12.2
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: 2 2 3 28 24 31 28:
Old : 38: 2 2 3 28 24 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 34.2 54.1 54.5 34.6 25.7 51.8 42.8
Old : 34.7 34.2 54.1 54.5 34.6 25.7 51.8 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 102,397: 3,388 503 3,006 87,264 90,227 93,658 93,736: 8,739 8,661
Old : 102,397: 3,388 503 3,006 87,264 90,227 93,658 93,736: 8,739 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -9,749: -124 -2,607 540 -11,197 -6,939 -10,781 -9,006: 1,032 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.5 2.9 85.2 88.1 91.5 91.5: 8.5 8.5
Old : 100.0: 3.3 0.5 2.9 85.2 88.1 91.5 91.5: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 1 29 25 31 26:
Old : 34: 1 1 1 29 25 31 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 : 47.5 43.2 62.1 61.5 40.9 36.5 53.4 51.0
Old : 47.5 43.2 62.1 61.5 40.9 36.5 53.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 103,439: 10,408 2,832 517 78,513 88,825 89,438 92,174: 14,001 11,265
Old : 103,439: 10,408 2,832 517 78,513 88,825 89,438 92,174: 14,001 11,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 2,009: 333 0 -60 1,736 1,548 2,009 1,488: 0 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.7 0.5 75.9 85.9 86.5 89.1: 13.5 10.9
Old : 100.0: 10.1 2.7 0.5 75.9 85.9 86.5 89.1: 13.5 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 : 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 : 33.0 43.0 51.4 59.4 25.0 38.0 39.6 50.6
Old : 33.0 43.0 51.4 59.4 25.0 38.0 39.6 50.6
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,129: 3,020 2,018 5,909 38,611 39,431 47,540 47,358: 3,589 3,771
Old : 51,129: 3,020 2,018 5,909 38,611 39,431 47,540 47,358: 3,589 3,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -5,385: 0 -358 15 -2,652 -3,790 -2,637 -4,133: -2,748 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.9 11.6 75.5 77.1 93.0 92.6: 7.0 7.4
Old : 100.0: 5.9 3.9 11.6 75.5 77.1 93.0 92.6: 7.0 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 : 24: 1 1 1 18 18 20 19:
Old : 24: 1 1 1 18 18 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 : 55.7 54.9 73.8 77.4 45.5 36.7 54.9 52.6
Old : 55.7 54.9 73.8 77.4 45.5 36.7 54.9 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,445: 4,603 5,902 2,820 53,118 54,088 60,541 62,810: 10,904 8,635
Old : 71,445: 4,603 5,902 2,820 53,118 54,088 60,541 62,810: 10,904 8,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -5,035: -961 -782 53 -4,014 -5,580 -4,922 -6,309: -113 1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.3 3.9 74.3 75.7 84.7 87.9: 15.3 12.1
Old : 100.0: 6.4 8.3 3.9 74.3 75.7 84.7 87.9: 15.3 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 1 21 24 23 25:
Old : 29: 1 1 1 21 24 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 51.3 68.6 68.0 46.3 46.8 62.8 58.3
Old : 48.5 51.3 68.6 68.0 46.3 46.8 62.8 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 106,498: 3,861 5,999 2,580 93,948 91,170 100,389 99,749: 6,109 6,749
Old : 106,498: 3,861 5,999 2,580 93,948 91,170 100,389 99,749: 6,109 6,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 2,602: -2,358 1,234 460 4,959 624 3,061 2,318: -459 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 5.6 2.4 88.2 85.6 94.3 93.7: 5.7 6.3
Old : 100.0: 3.6 5.6 2.4 88.2 85.6 94.3 93.7: 5.7 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: 1 3 3 30 37 33 41:
Old : 48: 1 3 3 30 37 33 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 : 38.9 24.4 59.4 41.2 36.5 22.7 53.2 36.7
Old : 38.9 24.4 59.4 41.2 36.5 22.7 53.2 36.7
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 124,503: 480 3,456 8,058 106,419 98,412 114,957 109,926: 9,546 14,577
Old : 124,503: 480 3,456 8,058 106,419 98,412 114,957 109,926: 9,546 14,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 1,924: -429 626 277 2,076 870 1,924 1,773: 0 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.8 6.5 85.5 79.0 92.3 88.3: 7.7 11.7
Old : 100.0: 0.4 2.8 6.5 85.5 79.0 92.3 88.3: 7.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 3 4 22 26 26 31:
Old : 35: 2 3 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 : 46.9 37.6 65.7 55.7 45.1 36.2 59.7 49.4
Old : 46.9 37.6 65.7 55.7 45.1 36.2 59.7 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,089: 1,608 2,452 5,341 43,933 37,318 50,882 45,111: 4,207 9,978
Old : 55,089: 1,608 2,452 5,341 43,933 37,318 50,882 45,111: 4,207 9,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -8,732: -578 -439 -530 -7,240 -6,762 -8,348 -7,731: -384 -1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.5 9.7 79.7 67.7 92.4 81.9: 7.6 18.1
Old : 100.0: 2.9 4.5 9.7 79.7 67.7 92.4 81.9: 7.6 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 4 18 17 22 21:
Old : 28: 2 2 4 18 17 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 42.4 62.7 61.5 37.2 28.8 47.3 40.2
Old : 44.6 42.4 62.7 61.5 37.2 28.8 47.3 40.2
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 105,358: 5,384 7,925 19,640 79,577 74,214 104,601 101,779: 757 3,579
Old : 105,358: 5,384 7,925 19,640 79,577 74,214 104,601 101,779: 757 3,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -8,000: -753 2,133 -2,226 -4,692 -7,163 -7,671 -7,256: -329 -744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.5 18.6 75.5 70.4 99.3 96.6: 0.7 3.4
Old : 100.0: 5.1 7.5 18.6 75.5 70.4 99.3 96.6: 0.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 64.7 54.5 80.6 71.3 39.2 31.2 50.4 43.4
Old : 64.7 54.5 80.6 71.3 39.2 31.2 50.4 43.4
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,927: 736 1,134 3,046 47,636 46,528 51,418 50,708: 8,509 9,219
Old : 59,927: 736 1,134 3,046 47,636 46,528 51,418 50,708: 8,509 9,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -5,290: -248 -233 111 -6,955 -4,910 -7,092 -5,032: 1,802 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.9 5.1 79.5 77.6 85.8 84.6: 14.2 15.4
Old : 100.0: 1.2 1.9 5.1 79.5 77.6 85.8 84.6: 14.2 15.4
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 : 30: 1 1 1 26 25 28 26:
Old : 30: 1 1 1 26 25 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 33.5 49.5 53.4 26.4 29.1 38.5 39.8
Old : 31.3 33.5 49.5 53.4 26.4 29.1 38.5 39.8
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 107,147: 4,469 1,056 8,149 88,410 91,391 101,028 100,596: 6,119 6,551
Old : 107,147: 4,469 1,056 8,149 88,410 91,391 101,028 100,596: 6,119 6,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 1,472: -1,718 1,056 1,294 4,827 -727 4,403 1,623: -2,931 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 1.0 7.6 82.5 85.3 94.3 93.9: 5.7 6.1
Old : 100.0: 4.2 1.0 7.6 82.5 85.3 94.3 93.9: 5.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 2 4 32 34 37 38:
Old : 49: 3 2 4 32 34 37 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 32.3 50.1 50.2 26.0 26.7 42.5 41.9
Old : 30.4 32.3 50.1 50.2 26.0 26.7 42.5 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,936: 0 6,156 0 45,185 43,543 45,185 49,699: 7,751 3,237
Old : 52,936: 0 6,156 0 45,185 43,543 45,185 49,699: 7,751 3,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.6 0.0 85.4 82.3 85.4 93.9: 14.6 6.1
Old : 100.0: 0.0 11.6 0.0 85.4 82.3 85.4 93.9: 14.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 16 13 16 15:
Old : 21: 0 2 0 16 13 16 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 : 54.2 60.7 70.8 81.1 40.5 47.3 53.4 57.9
Old : 54.2 60.7 70.8 81.1 40.5 47.3 53.4 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 117,889: 6,056 26,271 15,655 81,065 64,903 102,776 106,829: 15,113 11,060
Old : 117,889: 6,056 26,271 15,655 81,065 64,903 102,776 106,829: 15,113 11,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -12,277: 3,161 587 -5,343 -9,431 -8,572 -11,613 -13,328: -664 1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 22.3 13.3 68.8 55.1 87.2 90.6: 12.8 9.4
Old : 100.0: 5.1 22.3 13.3 68.8 55.1 87.2 90.6: 12.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 5 5 30 25 35 32:
Old : 37: 2 5 5 30 25 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 31.3 51.8 47.9 20.5 19.9 31.0 30.1
Old : 35.0 31.3 51.8 47.9 20.5 19.9 31.0 30.1
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 107,645: 11,744 0 7,223 81,583 85,994 100,550 93,217: 7,095 14,428
Old : 107,645: 11,744 0 7,223 81,583 85,994 100,550 93,217: 7,095 14,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -9,630: 3,737 -16 -6,143 -4,441 -3,523 -6,847 -9,682: -2,783 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.0 6.7 75.8 79.9 93.4 86.6: 6.6 13.4
Old : 100.0: 10.9 0.0 6.7 75.8 79.9 93.4 86.6: 6.6 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 0 4 20 18 25 22:
Old : 28: 5 0 4 20 18 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 : 59.9 50.7 75.9 63.2 55.9 44.8 65.0 54.5
Old : 59.9 50.7 75.9 63.2 55.9 44.8 65.0 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 49,058: 3,680 0 0 44,398 47,494 48,078 47,494: 980 1,564
Old : 49,058: 3,680 0 0 44,398 47,494 48,078 47,494: 980 1,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -6,365: -1,240 -620 0 -4,877 -5,332 -6,117 -5,952: -248 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.0 90.5 96.8 98.0 96.8: 2.0 3.2
Old : 100.0: 7.5 0.0 0.0 90.5 96.8 98.0 96.8: 2.0 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 : 22: 1 0 0 14 14 15 14:
Old : 22: 1 0 0 14 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 : 57.9 47.1 81.3 76.4 48.5 39.6 68.2 61.9
Old : 57.9 47.1 81.3 76.4 48.5 39.6 68.2 61.9
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 226,877: 9,839 3,910 6,592 193,306 203,678 209,737 214,180: 17,140 12,697
Old : 226,877: 9,839 3,910 6,592 193,306 203,678 209,737 214,180: 17,140 12,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -10,571: -3,931 253 926 -7,289 -10,924 -10,294 -9,745: -277 -826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.7 2.9 85.2 89.8 92.4 94.4: 7.6 5.6
Old : 100.0: 4.3 1.7 2.9 85.2 89.8 92.4 94.4: 7.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 4 6 44 41 51 48:
Old : 56: 4 4 6 44 41 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 53.9 50.7 62.4 27.8 51.7 45.1 58.8
Old : 30.7 53.9 50.7 62.4 27.8 51.7 45.1 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 231,460: 7,543 14,223 17,039 194,600 190,807 219,182 222,069: 12,278 9,391
Old : 231,460: 7,543 14,223 17,039 194,600 190,807 219,182 222,069: 12,278 9,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -10,270: -1,936 124 -952 -6,193 -10,780 -9,081 -11,608: -1,189 1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.1 7.4 84.1 82.4 94.7 95.9: 5.3 4.1
Old : 100.0: 3.3 6.1 7.4 84.1 82.4 94.7 95.9: 5.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 2 3 39 34 44 37:
Old : 46: 3 2 3 39 34 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 38.5 46.4 60.5 22.0 34.6 35.1 50.0
Old : 27.7 38.5 46.4 60.5 22.0 34.6 35.1 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 231,971: 10,946 2,266 13,757 196,752 208,111 221,455 224,134: 10,516 7,837
Old : 231,971: 10,946 2,266 13,757 196,752 208,111 221,455 224,134: 10,516 7,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -13,871: -2,649 917 -2,590 -8,425 -12,603 -13,664 -14,276: -207 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.0 5.9 84.8 89.7 95.5 96.6: 4.5 3.4
Old : 100.0: 4.7 1.0 5.9 84.8 89.7 95.5 96.6: 4.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 3 2 4 54 51 59 55:
Old : 62: 3 2 4 54 51 59 55:
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 : 29.7 28.2 47.8 45.8 25.2 20.5 38.0 30.4
Old : 29.7 28.2 47.8 45.8 25.2 20.5 38.0 30.4
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,645: 897 0 2,402 35,962 35,597 39,261 37,999: 7,384 8,646
Old : 46,645: 897 0 2,402 35,962 35,597 39,261 37,999: 7,384 8,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -4,595: -493 0 97 -4,436 -4,501 -4,832 -4,404: 237 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 5.1 77.1 76.3 84.2 81.5: 15.8 18.5
Old : 100.0: 1.9 0.0 5.1 77.1 76.3 84.2 81.5: 15.8 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 19 14 20 15:
Old : 22: 1 0 1 19 14 20 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 : 42.6 44.6 64.5 64.5 35.7 38.5 50.1 54.1
Old : 42.6 44.6 64.5 64.5 35.7 38.5 50.1 54.1
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 199,654: 18,422 7,203 14,320 160,805 168,784 193,547 190,307: 6,107 9,347
Old : 199,654: 18,422 7,203 14,320 160,805 168,784 193,547 190,307: 6,107 9,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -14,696: -1,509 -148 -3,033 -9,569 -10,241 -14,111 -13,422: -585 -1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.6 7.2 80.5 84.5 96.9 95.3: 3.1 4.7
Old : 100.0: 9.2 3.6 7.2 80.5 84.5 96.9 95.3: 3.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 2 5 41 43 46 48:
Old : 50: 3 2 5 41 43 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 30.3 53.8 47.4 25.6 26.0 37.1 37.7
Old : 32.4 30.3 53.8 47.4 25.6 26.0 37.1 37.7
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,556: 2,117 4,484 570 46,014 40,378 48,701 45,432: 8,855 12,124
Old : 57,556: 2,117 4,484 570 46,014 40,378 48,701 45,432: 8,855 12,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -5,371: -868 -186 0 -3,998 -4,135 -4,866 -4,321: -505 -1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 7.8 1.0 79.9 70.2 84.6 78.9: 15.4 21.1
Old : 100.0: 3.7 7.8 1.0 79.9 70.2 84.6 78.9: 15.4 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 22 19 24 21:
Old : 28: 1 2 1 22 19 24 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 : 36.7 35.5 59.3 55.3 31.0 24.0 42.3 37.1
Old : 36.7 35.5 59.3 55.3 31.0 24.0 42.3 37.1
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,509,769: 1,439,310 309,577 773,697 1,262,201 2,413,426 3,475,208 3,496,700: 34,561 13,069
Old : 3,509,769: 1,439,310 309,577 773,697 1,262,201 2,413,426 3,475,208 3,496,700: 34,561 13,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -126,418: 13,300 12,036 -39,557 -104,066 -97,700 -130,323 -125,221: 3,905 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 8.8 22.0 36.0 68.8 99.0 99.6: 1.0 0.4
Old : 100.0: 41.0 8.8 22.0 36.0 68.8 99.0 99.6: 1.0 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 : 158: 32 15 43 102 98 151 143:
Old : 158: 32 15 43 102 98 151 143:
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 : 41.4 36.5 53.9 53.4 32.9 26.9 37.4 35.3
Old : 41.4 36.5 53.9 53.4 32.9 26.9 37.4 35.3
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,071,339: 141,034 299,632 266,823 660,370 502,532 1,068,227 1,068,987: 3,112 2,352
Old : 1,071,339: 141,034 299,632 266,823 660,370 502,532 1,068,227 1,068,987: 3,112 2,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -116,001: 11,779 -53,444 -39,031 -89,076 -23,897 -116,328 -116,372: 327 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 28.0 24.9 61.6 46.9 99.7 99.8: 0.3 0.2
Old : 100.0: 13.2 28.0 24.9 61.6 46.9 99.7 99.8: 0.3 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 : 89: 21 22 32 44 43 84 78:
Old : 89: 21 22 32 44 43 84 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 42.9 54.9 60.9 25.4 28.8 34.3 37.8
Old : 36.6 42.9 54.9 60.9 25.4 28.8 34.3 37.8
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 27,275: 1,172 370 482 24,865 25,770 26,519 26,622: 756 653
Old : 27,275: 1,172 370 482 24,865 25,770 26,519 26,622: 756 653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -2,405: 478 -304 -425 -2,096 -1,068 -2,043 -1,797: -362 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.4 1.8 91.2 94.5 97.2 97.6: 2.8 2.4
Old : 100.0: 4.3 1.4 1.8 91.2 94.5 97.2 97.6: 2.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 3 4 29 30 35 35:
Old : 39: 4 3 4 29 30 35 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 : 44.1 42.3 66.1 62.5 33.8 36.8 45.8 47.6
Old : 44.1 42.3 66.1 62.5 33.8 36.8 45.8 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, July 1, 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 : 11,921: 1,322 0 0 10,279 11,665 11,601 11,665: 320 256
Old : 11,921: 1,322 0 0 10,279 11,665 11,601 11,665: 320 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 82: 0 0 0 82 82 82 82: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 0.0 86.2 97.9 97.3 97.9: 2.7 2.1
Old : 100.0: 11.1 0.0 0.0 86.2 97.9 97.3 97.9: 2.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.4 75.4 89.5 92.5 51.4 57.4 66.2 66.0
Old : 56.4 75.4 89.5 92.5 51.4 57.4 66.2 66.0
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 14,691: 3,290 0 337 10,296 13,862 13,923 14,199: 768 492
Old : 14,691: 3,290 0 337 10,296 13,862 13,923 14,199: 768 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -748: -38 0 0 -771 -676 -809 -676: 61 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 0.0 2.3 70.1 94.4 94.8 96.7: 5.2 3.3
Old : 100.0: 22.4 0.0 2.3 70.1 94.4 94.8 96.7: 5.2 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 : 25: 3 0 2 19 19 22 21:
Old : 25: 3 0 2 19 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 : 62.0 73.4 83.6 87.8 44.8 49.5 58.6 59.7
Old : 62.0 73.4 83.6 87.8 44.8 49.5 58.6 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 24,228: 280 480 480 21,040 21,522 21,800 22,482: 2,428 1,746
Old : 24,228: 280 480 480 21,040 21,522 21,800 22,482: 2,428 1,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -316: -100 -52 -28 -520 -526 -648 -606: 332 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.0 2.0 86.8 88.8 90.0 92.8: 10.0 7.2
Old : 100.0: 1.2 2.0 2.0 86.8 88.8 90.0 92.8: 10.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 18 21 19:
Old : 24: 1 1 1 19 18 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 : 47.0 52.3 69.3 75.8 27.7 40.4 43.0 47.4
Old : 47.0 52.3 69.3 75.8 27.7 40.4 43.0 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 30,162: 0 240 480 29,646 28,328 30,126 29,048: 36 1,114
Old : 30,162: 0 240 480 29,646 28,328 30,126 29,048: 36 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -738: 0 -70 -90 -646 -546 -736 -706: -2 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 1.6 98.3 93.9 99.9 96.3: 0.1 3.7
Old : 100.0: 0.0 0.8 1.6 98.3 93.9 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 1 1 23 20 24 21:
Old : 27: 0 1 1 23 20 24 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 : 60.8 68.7 79.8 81.2 60.0 62.4 73.1 70.8
Old : 60.8 68.7 79.8 81.2 60.0 62.4 73.1 70.8
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, July 1, 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 : 9,606: 120 0 0 8,090 8,458 8,210 8,458: 1,396 1,148
Old : 9,606: 120 0 0 8,090 8,458 8,210 8,458: 1,396 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 18: -50 0 0 -1,228 -40 -1,278 -40: 1,296 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 84.2 88.0 85.5 88.0: 14.5 12.0
Old : 100.0: 1.2 0.0 0.0 84.2 88.0 85.5 88.0: 14.5 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 14 14 15 14:
Old : 21: 1 0 0 14 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 : 41.2 51.2 67.7 76.1 38.1 36.0 48.2 52.1
Old : 41.2 51.2 67.7 76.1 38.1 36.0 48.2 52.1
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,294,480: 221,478 194,966 350,730 641,480 664,448 1,213,688 1,210,144: 80,792 84,336
Old : 1,294,480: 221,478 194,966 350,730 641,480 664,448 1,213,688 1,210,144: 80,792 84,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -11,595: 10,341 4,426 -11,861 -19,696 11,527 -21,216 4,092: 9,621 -15,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.1 27.1 49.6 51.3 93.8 93.5: 6.2 6.5
Old : 100.0: 17.1 15.1 27.1 49.6 51.3 93.8 93.5: 6.2 6.5
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 : 328: 90 126 128 82 99 261 270:
Old : 328: 90 126 128 82 99 261 270:
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 : 28.7 23.1 40.1 33.2 13.3 8.2 19.5 12.5
Old : 28.7 23.1 40.1 33.2 13.3 8.2 19.5 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,246: 900 600 25 17,321 17,621 18,246 18,246: 0 0
Old : 18,246: 900 600 25 17,321 17,621 18,246 18,246: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -1,046: 0 -50 0 -1,046 -996 -1,046 -1,046: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.3 0.1 94.9 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 3.3 0.1 94.9 96.6 100.0 100.0: 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 : 41: 1 2 1 29 27 31 30:
Old : 41: 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 : 43.5 53.5 63.4 76.3 26.9 35.4 37.3 41.9
Old : 43.5 53.5 63.4 76.3 26.9 35.4 37.3 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 186,308: 16,476 26,938 41,649 117,405 108,546 175,530 177,133: 10,778 9,175
Old : 186,308: 16,476 26,938 41,649 117,405 108,546 175,530 177,133: 10,778 9,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 171: 580 -61 -499 320 679 401 119: -230 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.5 22.4 63.0 58.3 94.2 95.1: 5.8 4.9
Old : 100.0: 8.8 14.5 22.4 63.0 58.3 94.2 95.1: 5.8 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 23 24 24 48 47:
Old : 49: 13 11 23 24 24 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 : 36.8 32.4 52.3 49.5 20.1 17.8 25.8 25.0
Old : 36.8 32.4 52.3 49.5 20.1 17.8 25.8 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 26,074: 1,710 1,986 3,000 18,486 18,793 23,196 23,779: 2,878 2,295
Old : 26,074: 1,710 1,986 3,000 18,486 18,793 23,196 23,779: 2,878 2,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 297: 0 0 0 230 287 230 287: 67 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.6 11.5 70.9 72.1 89.0 91.2: 11.0 8.8
Old : 100.0: 6.6 7.6 11.5 70.9 72.1 89.0 91.2: 11.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 15 16 18 19:
Old : 21: 1 2 2 15 16 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 : 40.2 35.2 65.7 60.3 20.3 18.3 23.5 25.0
Old : 40.2 35.2 65.7 60.3 20.3 18.3 23.5 25.0
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,792: 0 600 0 5,792 5,192 5,792 5,792: 0 0
Old : 5,792: 0 600 0 5,792 5,192 5,792 5,792: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -453: -50 -50 0 -403 -403 -453 -453: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 0.0 100.0 89.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.4 0.0 100.0 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 : 25: 0 2 0 16 15 16 17:
Old : 25: 0 2 0 16 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 52.6 74.7 75.4 40.2 46.0 60.9 65.9
Old : 50.8 52.6 74.7 75.4 40.2 46.0 60.9 65.9
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 17,252: 11,125 3,303 97 3,477 13,539 14,699 16,939: 2,553 313
Old : 17,252: 11,125 3,303 97 3,477 13,539 14,699 16,939: 2,553 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 174: 409 -12 -18 -477 125 -86 95: 260 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 19.1 0.6 20.2 78.5 85.2 98.2: 14.8 1.8
Old : 100.0: 64.5 19.1 0.6 20.2 78.5 85.2 98.2: 14.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 53 12 5 15 27 70 42:
Old : 106: 53 12 5 15 27 70 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 40.6 45.6 58.4 29.4 40.6 45.6 58.4
Old : 29.4 40.6 45.6 58.4 29.4 40.6 45.6 58.4
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 15,141: 9,846 2,107 122 1,783 12,001 11,751 14,230: 3,390 911
Old : 15,141: 9,846 2,107 122 1,783 12,001 11,751 14,230: 3,390 911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 90: -333 207 -168 143 -159 -358 -120: 448 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 13.9 0.8 11.8 79.3 77.6 94.0: 22.4 6.0
Old : 100.0: 65.0 13.9 0.8 11.8 79.3 77.6 94.0: 22.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 40 8 3 10 21 52 30:
Old : 77: 40 8 3 10 21 52 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 : 20.6 43.5 33.3 64.6 20.6 43.5 33.3 64.6
Old : 20.6 43.5 33.3 64.6 20.6 43.5 33.3 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 247,679: 70,079 10,355 24,201 131,702 201,967 225,982 236,523: 21,697 11,156
Old : 247,679: 70,079 10,355 24,201 131,702 201,967 225,982 236,523: 21,697 11,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -18,492: 3,581 -2,883 -5,529 -15,403 -9,607 -17,351 -18,019: -1,141 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 4.2 9.8 53.2 81.5 91.2 95.5: 8.8 4.5
Old : 100.0: 28.3 4.2 9.8 53.2 81.5 91.2 95.5: 8.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 67 16 31 71 86 150 123:
Old : 178: 67 16 31 71 86 150 123:
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 : 24.4 30.3 36.8 45.4 11.7 11.1 18.1 19.0
Old : 24.4 30.3 36.8 45.4 11.7 11.1 18.1 19.0
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,602: 100 50 200 4,260 4,242 4,560 4,492: 42 110
Old : 4,602: 100 50 200 4,260 4,242 4,560 4,492: 42 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 842: 100 0 0 1,057 882 1,157 882: -315 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.1 4.3 92.6 92.2 99.1 97.6: 0.9 2.4
Old : 100.0: 2.2 1.1 4.3 92.6 92.2 99.1 97.6: 0.9 2.4
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 : 29: 1 1 2 23 21 25 23:
Old : 29: 1 1 2 23 21 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 46.7 63.0 69.5 25.1 33.7 35.6 41.3
Old : 39.1 46.7 63.0 69.5 25.1 33.7 35.6 41.3
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 17,161: 1,220 810 514 15,344 15,776 17,078 17,100: 83 61
Old : 17,161: 1,220 810 514 15,344 15,776 17,078 17,100: 83 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 769: 0 -275 71 732 993 803 789: -34 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 4.7 3.0 89.4 91.9 99.5 99.6: 0.5 0.4
Old : 100.0: 7.1 4.7 3.0 89.4 91.9 99.5 99.6: 0.5 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 : 40: 1 1 2 31 25 33 27:
Old : 40: 1 1 2 31 25 33 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 : 50.1 44.6 70.7 70.3 46.9 39.9 59.2 56.2
Old : 50.1 44.6 70.7 70.3 46.9 39.9 59.2 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,280: 0 250 75 5,205 4,855 5,280 5,180: 0 100
Old : 5,280: 0 250 75 5,205 4,855 5,280 5,180: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 250: 0 0 0 300 350 300 350: -50 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 1.4 98.6 92.0 100.0 98.1: 0.0 1.9
Old : 100.0: 0.0 4.7 1.4 98.6 92.0 100.0 98.1: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 1 22 19 23 20:
Old : 32: 0 1 1 22 19 23 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 : 45.8 46.6 69.0 69.3 40.8 41.9 52.7 59.4
Old : 45.8 46.6 69.0 69.3 40.8 41.9 52.7 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,259: 192 0 0 1,779 2,067 1,971 2,067: 288 192
Old : 2,259: 192 0 0 1,779 2,067 1,971 2,067: 288 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -319: -32 0 0 -287 -319 -319 -319: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.0 78.8 91.5 87.3 91.5: 12.7 8.5
Old : 100.0: 8.5 0.0 0.0 78.8 91.5 87.3 91.5: 12.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 10 11 12 11:
Old : 20: 2 0 0 10 11 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 58.4 73.6 79.7 44.9 41.6 61.9 58.6
Old : 49.9 58.4 73.6 79.7 44.9 41.6 61.9 58.6
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,430: 1,432 2,094 401 8,378 8,325 10,211 10,820: 3,219 2,610
Old : 13,430: 1,432 2,094 401 8,378 8,325 10,211 10,820: 3,219 2,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -543: -132 119 -176 -669 -423 -977 -480: 434 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.6 3.0 62.4 62.0 76.0 80.6: 24.0 19.4
Old : 100.0: 10.7 15.6 3.0 62.4 62.0 76.0 80.6: 24.0 19.4
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 : 31: 4 3 3 16 22 21 27:
Old : 31: 4 3 3 16 22 21 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 : 37.2 39.3 56.2 54.5 32.9 38.0 46.5 51.8
Old : 37.2 39.3 56.2 54.5 32.9 38.0 46.5 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008