GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, July 8, 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 : 6,681: 0 0 0 6,384 6,254 6,384 6,254: 297 427
Old : 6,681: 0 0 0 6,384 6,254 6,384 6,254: 297 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -1,713: 0 -50 0 -1,813 -1,823 -1,813 -1,873: 100 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.6 93.6 95.6 93.6: 4.4 6.4
Old : 100.0: 0.0 0.0 0.0 95.6 93.6 95.6 93.6: 4.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 25 26 25 26:
Old : 35: 0 0 0 25 26 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 38.0 67.0 67.4 32.6 34.3 46.2 46.6
Old : 42.6 38.0 67.0 67.4 32.6 34.3 46.2 46.6
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 8, 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 : 6,962: 0 805 0 6,692 5,952 6,692 6,757: 270 205
Old : 6,962: 0 805 0 6,692 5,952 6,692 6,757: 270 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -743: 0 -25 0 -813 -728 -813 -753: 70 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.6 0.0 96.1 85.5 96.1 97.1: 3.9 2.9
Old : 100.0: 0.0 11.6 0.0 96.1 85.5 96.1 97.1: 3.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 0 21 21 21 23:
Old : 33: 0 2 0 21 21 21 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 : 60.0 46.0 77.8 72.6 55.7 42.6 65.6 62.1
Old : 60.0 46.0 77.8 72.6 55.7 42.6 65.6 62.1
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 8, 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 : 3,499: 0 163 77 2,856 2,649 2,933 2,889: 566 610
Old : 3,499: 0 163 77 2,856 2,649 2,933 2,889: 566 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -454: -20 61 45 -366 -473 -341 -367: -113 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 2.2 81.6 75.7 83.8 82.6: 16.2 17.4
Old : 100.0: 0.0 4.7 2.2 81.6 75.7 83.8 82.6: 16.2 17.4
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 : 32: 0 3 3 24 28 27 31:
Old : 32: 0 3 3 24 28 27 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 : 30.0 29.6 46.7 46.5 19.7 22.4 29.9 33.9
Old : 30.0 29.6 46.7 46.5 19.7 22.4 29.9 33.9
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 8, 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 : 3,020: 0 55 40 2,453 2,412 2,493 2,507: 527 513
Old : 3,020: 0 55 40 2,453 2,412 2,493 2,507: 527 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -1,034: 0 25 -15 -948 -804 -963 -794: -71 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 1.3 81.2 79.9 82.5 83.0: 17.5 17.0
Old : 100.0: 0.0 1.8 1.3 81.2 79.9 82.5 83.0: 17.5 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 29 29 30 31:
Old : 35: 0 1 1 29 29 30 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 : 32.0 30.1 47.1 48.2 24.5 24.4 36.4 37.5
Old : 32.0 30.1 47.1 48.2 24.5 24.4 36.4 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, July 8, 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 : 215,338: 28,728 14,979 31,684 124,129 146,784 184,541 193,447: 30,797 21,891
Old : 215,338: 28,728 14,979 31,684 124,129 146,784 184,541 193,447: 30,797 21,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -3,682: -3,430 -726 285 760 -3,134 -2,385 -3,575: -1,297 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 7.0 14.7 57.6 68.2 85.7 89.8: 14.3 10.2
Old : 100.0: 13.3 7.0 14.7 57.6 68.2 85.7 89.8: 14.3 10.2
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 : 132: 33 20 36 65 67 118 108:
Old : 132: 33 20 36 65 67 118 108:
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 : 20.0 30.1 32.2 40.4 12.9 18.8 19.9 24.1
Old : 20.0 30.1 32.2 40.4 12.9 18.8 19.9 24.1
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 8, 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 : 7,600: 298 200 400 6,778 6,876 7,476 7,476: 124 124
Old : 7,600: 298 200 400 6,778 6,876 7,476 7,476: 124 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -1,251: -735 150 -250 -390 -220 -1,375 -320: 124 -931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.6 5.3 89.2 90.5 98.4 98.4: 1.6 1.6
Old : 100.0: 3.9 2.6 5.3 89.2 90.5 98.4 98.4: 1.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 1 3 25 29 29 32:
Old : 42: 2 1 3 25 29 29 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 : 58.9 40.5 73.4 62.5 50.7 36.4 58.3 49.5
Old : 58.9 40.5 73.4 62.5 50.7 36.4 58.3 49.5
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 8, 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 : 6,515: 1,116 516 0 5,074 5,999 6,190 6,515: 325 0
Old : 6,515: 1,116 516 0 5,074 5,999 6,190 6,515: 325 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 50: 0 0 0 -50 50 -50 50: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.9 0.0 77.9 92.1 95.0 100.0: 5.0 0.0
Old : 100.0: 17.1 7.9 0.0 77.9 92.1 95.0 100.0: 5.0 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 : 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 : 67.4 46.8 85.0 73.5 67.4 45.7 80.0 71.6
Old : 67.4 46.8 85.0 73.5 67.4 45.7 80.0 71.6
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 8, 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 : 971,678: 215,328 310,174 320,577 360,778 306,373 896,683 937,124: 74,995 34,554
Old : 971,678: 215,328 310,174 320,577 360,778 306,373 896,683 937,124: 74,995 34,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -96: 9,930 3,449 -1,968 1,985 -4,899 9,947 -3,418: -10,043 3,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 31.9 33.0 37.1 31.5 92.3 96.4: 7.7 3.6
Old : 100.0: 22.2 31.9 33.0 37.1 31.5 92.3 96.4: 7.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 100 48 87 81 71 224 170:
Old : 240: 100 48 87 81 71 224 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 41.8 38.8 54.0 12.6 26.3 17.7 30.0
Old : 26.3 41.8 38.8 54.0 12.6 26.3 17.7 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 98,590: 892 7,559 1,700 87,355 80,790 89,947 90,049: 8,643 8,541
Old : 98,590: 892 7,559 1,700 87,355 80,790 89,947 90,049: 8,643 8,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 642: -122 -1,003 280 -492 1,487 -334 764: 976 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 7.7 1.7 88.6 81.9 91.2 91.3: 8.8 8.7
Old : 100.0: 0.9 7.7 1.7 88.6 81.9 91.2 91.3: 8.8 8.7
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 : 30: 1 2 2 24 24 26 27:
Old : 30: 1 2 2 24 24 26 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 : 48.7 55.0 65.0 72.4 45.8 52.7 60.7 67.3
Old : 48.7 55.0 65.0 72.4 45.8 52.7 60.7 67.3
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 8, 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 : 66,705: 3,067 10,198 2,851 54,213 45,491 60,131 58,540: 6,574 8,165
Old : 66,705: 3,067 10,198 2,851 54,213 45,491 60,131 58,540: 6,574 8,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,038: 0 -124 125 645 895 770 896: 268 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 15.3 4.3 81.3 68.2 90.1 87.8: 9.9 12.2
Old : 100.0: 4.6 15.3 4.3 81.3 68.2 90.1 87.8: 9.9 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 : 34.3 34.7 54.0 55.2 34.0 27.0 50.9 44.8
Old : 34.3 34.7 54.0 55.2 34.0 27.0 50.9 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, July 8, 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 : 103,918: 3,388 567 3,434 87,779 91,194 94,601 95,195: 9,317 8,723
Old : 103,918: 3,388 567 3,434 87,779 91,194 94,601 95,195: 9,317 8,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,521: 0 64 428 515 967 943 1,459: 578 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.5 3.3 84.5 87.8 91.0 91.6: 9.0 8.4
Old : 100.0: 3.3 0.5 3.3 84.5 87.8 91.0 91.6: 9.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 47.4 43.3 61.5 61.3 40.9 36.6 52.7 50.9
Old : 47.4 43.3 61.5 61.3 40.9 36.6 52.7 50.9
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 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 94,472: 5,704 2,708 214 73,638 79,667 79,556 82,589: 14,916 11,883
Old : 94,472: 5,704 2,708 214 73,638 79,667 79,556 82,589: 14,916 11,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -8,967: -4,704 -124 -303 -4,875 -9,158 -9,882 -9,585: 915 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.9 0.2 77.9 84.3 84.2 87.4: 15.8 12.6
Old : 100.0: 6.0 2.9 0.2 77.9 84.3 84.2 87.4: 15.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 1 20 25 23 26:
Old : 32: 2 1 1 20 25 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 43.6 53.5 60.4 27.5 39.5 41.5 50.8
Old : 36.2 43.6 53.5 60.4 27.5 39.5 41.5 50.8
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 8, 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 : 49,897: 3,020 2,154 5,134 38,154 38,838 46,308 46,126: 3,589 3,771
Old : 49,897: 3,020 2,154 5,134 38,154 38,838 46,308 46,126: 3,589 3,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -1,232: 0 136 -775 -457 -593 -1,232 -1,232: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.3 10.3 76.5 77.8 92.8 92.4: 7.2 7.6
Old : 100.0: 6.1 4.3 10.3 76.5 77.8 92.8 92.4: 7.2 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.8 54.9 72.4 76.8 44.9 36.8 54.5 52.5
Old : 53.8 54.9 72.4 76.8 44.9 36.8 54.5 52.5
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 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,982: 4,764 5,733 2,866 53,111 53,476 60,741 62,075: 10,241 8,907
Old : 70,982: 4,764 5,733 2,866 53,111 53,476 60,741 62,075: 10,241 8,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -463: 161 -169 46 -7 -612 200 -735: -663 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 8.1 4.0 74.8 75.3 85.6 87.5: 14.4 12.5
Old : 100.0: 6.7 8.1 4.0 74.8 75.3 85.6 87.5: 14.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 22 25 25 26:
Old : 31: 2 1 1 22 25 25 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 : 49.1 49.9 67.7 66.8 47.0 45.4 62.3 57.3
Old : 49.1 49.9 67.7 66.8 47.0 45.4 62.3 57.3
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 8, 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 : 99,770: 3,148 3,727 2,791 88,252 87,614 94,191 94,132: 5,579 5,638
Old : 99,770: 3,148 3,727 2,791 88,252 87,614 94,191 94,132: 5,579 5,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -6,728: -713 -2,272 211 -5,696 -3,556 -6,198 -5,617: -530 -1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.7 2.8 88.5 87.8 94.4 94.3: 5.6 5.7
Old : 100.0: 3.2 3.7 2.8 88.5 87.8 94.4 94.3: 5.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 3 3 29 38 32 42:
Old : 48: 1 3 3 29 38 32 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 : 39.9 25.2 60.2 41.7 37.8 23.1 54.6 37.5
Old : 39.9 25.2 60.2 41.7 37.8 23.1 54.6 37.5
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 8, 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 : 115,391: 1,427 1,789 6,962 97,323 93,349 105,712 102,100: 9,679 13,291
Old : 115,391: 1,427 1,789 6,962 97,323 93,349 105,712 102,100: 9,679 13,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -9,112: 947 -1,667 -1,096 -9,096 -5,063 -9,245 -7,826: 133 -1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.6 6.0 84.3 80.9 91.6 88.5: 8.4 11.5
Old : 100.0: 1.2 1.6 6.0 84.3 80.9 91.6 88.5: 8.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 2 3 23 26 26 30:
Old : 34: 1 2 3 23 26 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 38.2 65.6 56.4 43.8 36.4 58.4 50.2
Old : 46.1 38.2 65.6 56.4 43.8 36.4 58.4 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,902: 1,208 2,484 6,093 45,092 37,651 52,393 46,228: 4,509 10,674
Old : 56,902: 1,208 2,484 6,093 45,092 37,651 52,393 46,228: 4,509 10,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,813: -400 32 752 1,159 333 1,511 1,117: 302 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.4 10.7 79.2 66.2 92.1 81.2: 7.9 18.8
Old : 100.0: 2.1 4.4 10.7 79.2 66.2 92.1 81.2: 7.9 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 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 : 45.1 41.6 62.4 60.2 37.6 28.1 47.3 39.1
Old : 45.1 41.6 62.4 60.2 37.6 28.1 47.3 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, July 8, 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 : 107,505: 5,336 7,677 20,199 81,213 76,050 106,748 103,926: 757 3,579
Old : 107,505: 5,336 7,677 20,199 81,213 76,050 106,748 103,926: 757 3,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 2,147: -48 -248 559 1,636 1,836 2,147 2,147: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.1 18.8 75.5 70.7 99.3 96.7: 0.7 3.3
Old : 100.0: 5.0 7.1 18.8 75.5 70.7 99.3 96.7: 0.7 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 : 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 : 64.9 55.0 80.1 71.3 39.3 31.9 50.4 43.8
Old : 64.9 55.0 80.1 71.3 39.3 31.9 50.4 43.8
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 8, 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 : 60,534: 736 346 3,352 49,914 48,073 54,002 51,771: 6,532 8,763
Old : 60,534: 736 346 3,352 49,914 48,073 54,002 51,771: 6,532 8,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 607: 0 -788 306 2,278 1,545 2,584 1,063: -1,977 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.6 5.5 82.5 79.4 89.2 85.5: 10.8 14.5
Old : 100.0: 1.2 0.6 5.5 82.5 79.4 89.2 85.5: 10.8 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 27 26 29 27:
Old : 31: 1 1 1 27 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 : 31.4 32.3 49.5 52.9 26.1 29.3 39.1 40.9
Old : 31.4 32.3 49.5 52.9 26.1 29.3 39.1 40.9
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 8, 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 : 96,929: 4,531 278 6,388 79,658 84,326 90,577 90,992: 6,352 5,937
Old : 96,929: 4,531 278 6,388 79,658 84,326 90,577 90,992: 6,352 5,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -10,218: 62 -778 -1,761 -8,752 -7,065 -10,451 -9,604: 233 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.3 6.6 82.2 87.0 93.4 93.9: 6.6 6.1
Old : 100.0: 4.7 0.3 6.6 82.2 87.0 93.4 93.9: 6.6 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 : 49: 4 1 4 32 34 37 38:
Old : 49: 4 1 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 : 31.4 31.5 50.7 48.7 27.4 27.7 43.6 42.6
Old : 31.4 31.5 50.7 48.7 27.4 27.7 43.6 42.6
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 8, 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 : 54,721: 0 7,883 0 47,711 43,903 47,711 51,786: 7,010 2,935
Old : 54,721: 0 7,883 0 47,711 43,903 47,711 51,786: 7,010 2,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,785: 0 1,727 0 2,526 360 2,526 2,087: -741 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.4 0.0 87.2 80.2 87.2 94.6: 12.8 5.4
Old : 100.0: 0.0 14.4 0.0 87.2 80.2 87.2 94.6: 12.8 5.4
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 : 22: 0 2 0 17 14 17 16:
Old : 22: 0 2 0 17 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 61.9 69.2 81.6 39.2 48.9 51.7 59.2
Old : 52.4 61.9 69.2 81.6 39.2 48.9 51.7 59.2
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 8, 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 : 118,388: 5,297 26,844 16,015 81,963 64,407 103,275 107,266: 15,113 11,122
Old : 118,388: 5,297 26,844 16,015 81,963 64,407 103,275 107,266: 15,113 11,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 499: -759 573 360 898 -496 499 437: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 22.7 13.5 69.2 54.4 87.2 90.6: 12.8 9.4
Old : 100.0: 4.5 22.7 13.5 69.2 54.4 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 : 33.4 32.0 50.7 48.5 19.2 20.3 29.6 30.0
Old : 33.4 32.0 50.7 48.5 19.2 20.3 29.6 30.0
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 8, 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 : 108,644: 12,141 0 8,361 80,925 85,427 101,427 93,788: 7,217 14,856
Old : 108,644: 12,141 0 8,361 80,925 85,427 101,427 93,788: 7,217 14,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 999: 397 0 1,138 -658 -567 877 571: 122 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.0 7.7 74.5 78.6 93.4 86.3: 6.6 13.7
Old : 100.0: 11.2 0.0 7.7 74.5 78.6 93.4 86.3: 6.6 13.7
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 : 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 : 61.0 50.1 75.1 62.2 55.9 45.8 64.8 54.8
Old : 61.0 50.1 75.1 62.2 55.9 45.8 64.8 54.8
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 8, 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: July 1, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 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 8, 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 : 228,328: 9,278 4,392 6,743 194,537 204,364 210,558 215,499: 17,770 12,829
Old : 228,328: 9,278 4,392 6,743 194,537 204,364 210,558 215,499: 17,770 12,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,451: -561 482 151 1,231 686 821 1,319: 630 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.9 3.0 85.2 89.5 92.2 94.4: 7.8 5.6
Old : 100.0: 4.1 1.9 3.0 85.2 89.5 92.2 94.4: 7.8 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 : 57: 4 5 6 44 41 52 48:
Old : 57: 4 5 6 44 41 52 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 : 30.6 52.9 50.0 61.4 27.7 50.5 44.9 57.5
Old : 30.6 52.9 50.0 61.4 27.7 50.5 44.9 57.5
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 8, 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 : 233,420: 8,313 14,676 16,841 196,110 192,428 221,264 223,945: 12,156 9,475
Old : 233,420: 8,313 14,676 16,841 196,110 192,428 221,264 223,945: 12,156 9,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,960: 770 453 -198 1,510 1,621 2,082 1,876: -122 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 6.3 7.2 84.0 82.4 94.8 95.9: 5.2 4.1
Old : 100.0: 3.6 6.3 7.2 84.0 82.4 94.8 95.9: 5.2 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 : 27.9 38.5 46.5 60.4 21.8 34.3 34.8 49.7
Old : 27.9 38.5 46.5 60.4 21.8 34.3 34.8 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 234,338: 8,545 1,448 15,128 201,763 210,324 225,436 226,900: 8,902 7,438
Old : 234,338: 8,545 1,448 15,128 201,763 210,324 225,436 226,900: 8,902 7,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 2,367: -2,401 -818 1,371 5,011 2,213 3,981 2,766: -1,614 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.6 6.5 86.1 89.8 96.2 96.8: 3.8 3.2
Old : 100.0: 3.6 0.6 6.5 86.1 89.8 96.2 96.8: 3.8 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 : 64: 3 2 4 56 53 61 57:
Old : 64: 3 2 4 56 53 61 57:
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 : 30.0 27.8 48.4 45.2 25.3 20.0 36.9 29.8
Old : 30.0 27.8 48.4 45.2 25.3 20.0 36.9 29.8
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 8, 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 : 46,972: 263 0 2,849 36,538 35,477 39,650 38,326: 7,322 8,646
Old : 46,972: 263 0 2,849 36,538 35,477 39,650 38,326: 7,322 8,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 327: -634 0 447 576 -120 389 327: -62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 6.1 77.8 75.5 84.4 81.6: 15.6 18.4
Old : 100.0: 0.6 0.0 6.1 77.8 75.5 84.4 81.6: 15.6 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 42.3 44.0 64.6 64.8 35.5 38.3 49.9 52.4
Old : 42.3 44.0 64.6 64.8 35.5 38.3 49.9 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, July 8, 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 : 200,433: 18,700 6,372 15,217 160,913 169,926 194,830 191,515: 5,603 8,918
Old : 200,433: 18,700 6,372 15,217 160,913 169,926 194,830 191,515: 5,603 8,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 779: 278 -831 897 108 1,142 1,283 1,208: -504 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 3.2 7.6 80.3 84.8 97.2 95.6: 2.8 4.4
Old : 100.0: 9.3 3.2 7.6 80.3 84.8 97.2 95.6: 2.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 1 5 43 44 48 49:
Old : 51: 4 1 5 43 44 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 30.1 53.4 47.2 25.6 25.8 36.7 37.8
Old : 32.2 30.1 53.4 47.2 25.6 25.8 36.7 37.8
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 8, 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 : 57,823: 2,117 4,484 570 46,130 40,254 48,817 45,308: 9,006 12,515
Old : 57,823: 2,117 4,484 570 46,130 40,254 48,817 45,308: 9,006 12,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 267: 0 0 0 116 -124 116 -124: 151 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 7.8 1.0 79.8 69.6 84.4 78.4: 15.6 21.6
Old : 100.0: 3.7 7.8 1.0 79.8 69.6 84.4 78.4: 15.6 21.6
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 : 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 : 37.1 35.3 59.4 55.1 31.9 23.9 43.1 36.9
Old : 37.1 35.3 59.4 55.1 31.9 23.9 43.1 36.9
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 8, 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 : 3,534,469: 1,453,119 332,974 781,710 1,264,746 2,405,839 3,499,575 3,520,523: 34,894 13,946
Old : 3,534,469: 1,453,119 332,974 781,710 1,264,746 2,405,839 3,499,575 3,520,523: 34,894 13,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 24,700: 13,809 23,397 8,013 2,545 -7,587 24,367 23,823: 333 877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 9.4 22.1 35.8 68.1 99.0 99.6: 1.0 0.4
Old : 100.0: 41.1 9.4 22.1 35.8 68.1 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 : 159: 35 15 44 102 98 152 144:
Old : 159: 35 15 44 102 98 152 144:
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 : 41.1 36.5 53.3 53.0 32.5 26.8 37.0 35.1
Old : 41.1 36.5 53.3 53.0 32.5 26.8 37.0 35.1
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 8, 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 : 1,104,795: 127,747 330,881 277,123 696,525 493,976 1,101,395 1,101,980: 3,400 2,815
Old : 1,104,795: 127,747 330,881 277,123 696,525 493,976 1,101,395 1,101,980: 3,400 2,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 33,456: -13,287 31,249 10,300 36,155 -8,556 33,168 32,993: 288 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 29.9 25.1 63.0 44.7 99.7 99.7: 0.3 0.3
Old : 100.0: 11.6 29.9 25.1 63.0 44.7 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 24 19 30 44 42 83 76:
Old : 89: 24 19 30 44 42 83 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 44.4 54.7 61.4 25.4 30.6 34.3 38.9
Old : 35.9 44.4 54.7 61.4 25.4 30.6 34.3 38.9
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 8, 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 : 27,200: 1,250 240 432 24,809 25,928 26,491 26,600: 709 600
Old : 27,200: 1,250 240 432 24,809 25,928 26,491 26,600: 709 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -75: 78 -130 -50 -56 158 -28 -22: -47 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.9 1.6 91.2 95.3 97.4 97.8: 2.6 2.2
Old : 100.0: 4.6 0.9 1.6 91.2 95.3 97.4 97.8: 2.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 1 3 29 30 34 34:
Old : 38: 5 1 3 29 30 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 42.4 66.2 62.6 33.4 37.0 45.6 47.1
Old : 44.2 42.4 66.2 62.6 33.4 37.0 45.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, July 8, 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 : 11,207: 1,280 0 0 9,607 10,951 10,887 10,951: 320 256
Old : 11,207: 1,280 0 0 9,607 10,951 10,887 10,951: 320 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -714: -42 0 0 -672 -714 -714 -714: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.0 0.0 85.7 97.7 97.1 97.7: 2.9 2.3
Old : 100.0: 11.4 0.0 0.0 85.7 97.7 97.1 97.7: 2.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 54.2 75.3 88.8 92.0 51.1 54.8 64.4 63.8
Old : 54.2 75.3 88.8 92.0 51.1 54.8 64.4 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, July 8, 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 : 14,723: 3,210 0 337 10,408 13,894 13,955 14,231: 768 492
Old : 14,723: 3,210 0 337 10,408 13,894 13,955 14,231: 768 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 32: -80 0 0 112 32 32 32: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 0.0 2.3 70.7 94.4 94.8 96.7: 5.2 3.3
Old : 100.0: 21.8 0.0 2.3 70.7 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 : 24: 2 0 2 19 19 21 21:
Old : 24: 2 0 2 19 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 73.3 83.8 87.8 45.5 50.4 59.7 60.4
Old : 61.1 73.3 83.8 87.8 45.5 50.4 59.7 60.4
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 8, 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 : 24,432: 280 480 480 21,244 21,726 22,004 22,686: 2,428 1,746
Old : 24,432: 280 480 480 21,244 21,726 22,004 22,686: 2,428 1,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 204: 0 0 0 204 204 204 204: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.0 2.0 87.0 88.9 90.1 92.9: 9.9 7.1
Old : 100.0: 1.1 2.0 2.0 87.0 88.9 90.1 92.9: 9.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 46.6 51.8 68.8 75.1 27.5 40.1 42.6 47.3
Old : 46.6 51.8 68.8 75.1 27.5 40.1 42.6 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, July 8, 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: July 1, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 : 59.5 68.7 79.8 81.2 58.9 62.4 73.1 70.8
Old : 59.5 68.7 79.8 81.2 58.9 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 8, 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: July 1, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 8, 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 : 1,316,278: 216,841 202,695 360,267 672,082 679,465 1,249,190 1,242,427: 67,088 73,851
Old : 1,316,278: 216,841 202,695 360,267 672,082 679,465 1,249,190 1,242,427: 67,088 73,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 21,798: -4,637 7,729 9,537 30,602 15,017 35,502 32,283: -13,704 -10,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 15.4 27.4 51.1 51.6 94.9 94.4: 5.1 5.6
Old : 100.0: 16.5 15.4 27.4 51.1 51.6 94.9 94.4: 5.1 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 : 333: 83 131 133 84 101 263 283:
Old : 333: 83 131 133 84 101 263 283:
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 : 28.5 22.8 40.1 32.5 13.0 8.3 19.3 12.5
Old : 28.5 22.8 40.1 32.5 13.0 8.3 19.3 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 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,051: 900 600 25 18,026 18,426 18,951 19,051: 100 0
Old : 19,051: 900 600 25 18,026 18,426 18,951 19,051: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 805: 0 0 0 705 805 705 805: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.1 0.1 94.6 96.7 99.5 100.0: 0.5 0.0
Old : 100.0: 4.7 3.1 0.1 94.6 96.7 99.5 100.0: 0.5 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 : 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 : 39.8 52.0 61.4 76.8 22.8 34.7 36.4 40.9
Old : 39.8 52.0 61.4 76.8 22.8 34.7 36.4 40.9
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 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 189,411: 16,766 29,883 42,107 119,443 107,932 178,316 179,922: 11,095 9,489
Old : 189,411: 16,766 29,883 42,107 119,443 107,932 178,316 179,922: 11,095 9,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 3,103: 290 2,945 458 2,038 -614 2,786 2,789: 317 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.8 22.2 63.1 57.0 94.1 95.0: 5.9 5.0
Old : 100.0: 8.9 15.8 22.2 63.1 57.0 94.1 95.0: 5.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 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 : 36.6 31.9 52.4 48.4 21.0 18.1 26.9 25.9
Old : 36.6 31.9 52.4 48.4 21.0 18.1 26.9 25.9
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 8, 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 : 26,064: 1,710 1,986 3,000 18,486 18,793 23,196 23,779: 2,868 2,285
Old : 26,064: 1,710 1,986 3,000 18,486 18,793 23,196 23,779: 2,868 2,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -10: 0 0 0 0 0 0 0: -10 -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 8, 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: July 1, 2008 :
: 0: 0 0 0 0 0 0 0: 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 8, 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 : 16,575: 10,794 3,397 126 3,350 12,686 14,270 16,209: 2,305 366
Old : 16,575: 10,794 3,397 126 3,350 12,686 14,270 16,209: 2,305 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -677: -331 94 29 -127 -853 -429 -730: -248 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 20.5 0.8 20.2 76.5 86.1 97.8: 13.9 2.2
Old : 100.0: 65.1 20.5 0.8 20.2 76.5 86.1 97.8: 13.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 47 11 5 14 27 63 41:
Old : 98: 47 11 5 14 27 63 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 : 30.0 38.7 47.1 57.8 30.0 38.7 47.1 57.8
Old : 30.0 38.7 47.1 57.8 30.0 38.7 47.1 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, July 8, 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 : 14,647: 9,052 2,543 30 2,372 10,938 11,454 13,511: 3,193 1,136
Old : 14,647: 9,052 2,543 30 2,372 10,938 11,454 13,511: 3,193 1,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -494: -794 436 -92 589 -1,063 -297 -719: -197 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 17.4 0.2 16.2 74.7 78.2 92.2: 21.8 7.8
Old : 100.0: 61.8 17.4 0.2 16.2 74.7 78.2 92.2: 21.8 7.8
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 : 72: 37 6 3 12 19 49 28:
Old : 72: 37 6 3 12 19 49 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 : 21.7 43.0 34.0 64.2 21.7 43.0 34.0 64.2
Old : 21.7 43.0 34.0 64.2 21.7 43.0 34.0 64.2
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 8, 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 : 246,370: 64,486 16,955 21,061 138,119 197,197 223,666 235,213: 22,704 11,157
Old : 246,370: 64,486 16,955 21,061 138,119 197,197 223,666 235,213: 22,704 11,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -1,309: -5,593 6,600 -3,140 6,417 -4,770 -2,316 -1,310: 1,007 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 6.9 8.5 56.1 80.0 90.8 95.5: 9.2 4.5
Old : 100.0: 26.2 6.9 8.5 56.1 80.0 90.8 95.5: 9.2 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 : 172: 61 18 37 72 84 146 129:
Old : 172: 61 18 37 72 84 146 129:
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 : 23.9 30.1 35.3 43.0 11.3 11.0 17.7 18.6
Old : 23.9 30.1 35.3 43.0 11.3 11.0 17.7 18.6
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 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,752: 200 0 0 3,310 3,642 3,510 3,642: 242 110
Old : 3,752: 200 0 0 3,310 3,642 3,510 3,642: 242 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -850: 100 -50 -200 -950 -600 -1,050 -850: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 0.0 88.2 97.1 93.6 97.1: 6.4 2.9
Old : 100.0: 5.3 0.0 0.0 88.2 97.1 93.6 97.1: 6.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 17 20 19 20:
Old : 26: 2 0 0 17 20 19 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 : 41.3 44.6 69.3 68.6 20.3 30.0 31.0 36.5
Old : 41.3 44.6 69.3 68.6 20.3 30.0 31.0 36.5
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 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 15,439: 1,170 254 489 13,532 14,646 15,191 15,389: 248 50
Old : 15,439: 1,170 254 489 13,532 14,646 15,191 15,389: 248 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -1,722: -50 -556 -25 -1,812 -1,130 -1,887 -1,711: 165 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.6 3.2 87.6 94.9 98.4 99.7: 1.6 0.3
Old : 100.0: 7.6 1.6 3.2 87.6 94.9 98.4 99.7: 1.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 1 24 23 26 24:
Old : 37: 1 1 1 24 23 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 50.8 76.6 73.4 51.6 48.9 64.7 64.6
Old : 55.3 50.8 76.6 73.4 51.6 48.9 64.7 64.6
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 8, 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 : 4,345: 125 0 0 4,220 4,295 4,345 4,295: 0 50
Old : 4,345: 125 0 0 4,220 4,295 4,345 4,295: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -935: 125 -250 -75 -985 -560 -935 -885: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 97.1 98.8 100.0 98.8: 0.0 1.2
Old : 100.0: 2.9 0.0 0.0 97.1 98.8 100.0 98.8: 0.0 1.2
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 : 28: 1 0 0 18 18 19 18:
Old : 28: 1 0 0 18 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 51.8 76.4 73.6 47.3 49.5 65.7 66.7
Old : 52.2 51.8 76.4 73.6 47.3 49.5 65.7 66.7
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 8, 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 : 2,643: 380 0 0 1,831 2,439 2,211 2,439: 432 204
Old : 2,643: 380 0 0 1,831 2,439 2,211 2,439: 432 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 384: 188 0 0 52 372 240 372: 144 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 0.0 0.0 69.3 92.3 83.7 92.3: 16.3 7.7
Old : 100.0: 14.4 0.0 0.0 69.3 92.3 83.7 92.3: 16.3 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 10 13 12 13:
Old : 22: 2 0 0 10 13 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 50.9 72.0 77.3 43.4 44.0 60.0 61.0
Old : 48.1 50.9 72.0 77.3 43.4 44.0 60.0 61.0
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 8, 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 : 13,604: 1,486 2,286 331 8,297 8,235 10,114 10,852: 3,490 2,752
Old : 13,604: 1,486 2,286 331 8,297 8,235 10,114 10,852: 3,490 2,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 174: 54 192 -70 -81 -90 -97 32: 271 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 16.8 2.4 61.0 60.5 74.3 79.8: 25.7 20.2
Old : 100.0: 10.9 16.8 2.4 61.0 60.5 74.3 79.8: 25.7 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 3 3 15 21 20 26:
Old : 30: 4 3 3 15 21 20 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 : 35.1 39.8 54.6 54.8 30.8 38.9 45.6 52.5
Old : 35.1 39.8 54.6 54.8 30.8 38.9 45.6 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008