GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, July 15, 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 : 6,794: 0 0 0 6,619 6,489 6,619 6,489: 175 305
Old : 6,794: 0 0 0 6,619 6,489 6,619 6,489: 175 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 113: 0 0 0 235 235 235 235: -122 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 95.5 97.4 95.5: 2.6 4.5
Old : 100.0: 0.0 0.0 0.0 97.4 95.5 97.4 95.5: 2.6 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 : 38: 0 0 0 27 27 27 27:
Old : 38: 0 0 0 27 27 27 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 : 43.9 36.1 68.2 65.0 34.4 35.5 47.7 48.8
Old : 43.9 36.1 68.2 65.0 34.4 35.5 47.7 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, July 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,179: 0 805 0 6,914 6,209 6,914 7,014: 265 165
Old : 7,179: 0 805 0 6,914 6,209 6,914 7,014: 265 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 217: 0 0 0 222 257 222 257: -5 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 0.0 96.3 86.5 96.3 97.7: 3.7 2.3
Old : 100.0: 0.0 11.2 0.0 96.3 86.5 96.3 97.7: 3.7 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 : 35: 0 2 0 24 23 24 25:
Old : 35: 0 2 0 24 23 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 44.9 75.9 71.8 54.5 41.9 63.9 61.1
Old : 58.6 44.9 75.9 71.8 54.5 41.9 63.9 61.1
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 15, 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 : 3,620: 0 179 68 3,045 2,891 3,113 3,138: 507 482
Old : 3,620: 0 179 68 3,045 2,891 3,113 3,138: 507 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 121: 0 16 -9 189 242 180 249: -59 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 1.9 84.1 79.9 86.0 86.7: 14.0 13.3
Old : 100.0: 0.0 4.9 1.9 84.1 79.9 86.0 86.7: 14.0 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 3 3 27 31 30 34:
Old : 35: 0 3 3 27 31 30 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 : 28.8 27.7 45.8 43.8 17.3 21.7 27.1 32.4
Old : 28.8 27.7 45.8 43.8 17.3 21.7 27.1 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, July 15, 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 : 3,297: 0 60 25 2,682 2,642 2,707 2,727: 590 570
Old : 3,297: 0 60 25 2,682 2,642 2,707 2,727: 590 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 277: 0 5 -15 229 230 214 220: 63 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.8 81.3 80.1 82.1 82.7: 17.9 17.3
Old : 100.0: 0.0 1.8 0.8 81.3 80.1 82.1 82.7: 17.9 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 2 1 31 30 32 32:
Old : 37: 0 2 1 31 30 32 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 : 25.9 27.9 41.2 44.4 17.6 21.6 30.6 31.0
Old : 25.9 27.9 41.2 44.4 17.6 21.6 30.6 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, July 15, 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 : 227,987: 29,807 16,839 36,040 130,353 151,259 196,200 204,138: 31,787 23,849
Old : 227,987: 29,807 16,839 36,040 130,353 151,259 196,200 204,138: 31,787 23,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 12,649: 1,079 3,522 5,583 4,997 1,586 11,659 10,691: 990 1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 7.4 15.8 57.2 66.3 86.1 89.5: 13.9 10.5
Old : 100.0: 13.1 7.4 15.8 57.2 66.3 86.1 89.5: 13.9 10.5
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 : 133: 38 21 40 64 64 122 109:
Old : 133: 38 21 40 64 64 122 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 30.8 33.9 40.3 12.8 18.7 19.5 24.1
Old : 21.4 30.8 33.9 40.3 12.8 18.7 19.5 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 15, 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 : 7,876: 323 200 400 7,103 7,206 7,826 7,806: 50 70
Old : 7,876: 323 200 400 7,103 7,206 7,826 7,806: 50 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 276: 25 0 0 325 330 350 330: -74 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.5 5.1 90.2 91.5 99.4 99.1: 0.6 0.9
Old : 100.0: 4.1 2.5 5.1 90.2 91.5 99.4 99.1: 0.6 0.9
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 : 43: 2 1 3 29 31 33 34:
Old : 43: 2 1 3 29 31 33 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 : 57.8 38.4 71.1 61.3 50.5 34.9 57.2 49.7
Old : 57.8 38.4 71.1 61.3 50.5 34.9 57.2 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, July 15, 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 : 6,490: 1,116 516 0 5,149 5,974 6,265 6,490: 225 0
Old : 6,490: 1,116 516 0 5,149 5,974 6,265 6,490: 225 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -25: 0 0 0 75 -25 75 -25: -100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.0 0.0 79.3 92.0 96.5 100.0: 3.5 0.0
Old : 100.0: 17.2 8.0 0.0 79.3 92.0 96.5 100.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 0 13 16 15 18:
Old : 27: 2 2 0 13 16 15 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 : 60.7 48.2 81.1 73.8 60.7 48.2 77.3 71.5
Old : 60.7 48.2 81.1 73.8 60.7 48.2 77.3 71.5
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 15, 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 : 964,168: 217,143 317,791 304,703 363,085 308,216 884,931 930,710: 79,237 33,458
Old : 964,168: 217,143 317,791 304,703 363,085 308,216 884,931 930,710: 79,237 33,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -7,510: 1,815 13,834 -14,386 819 -5,862 -11,752 -6,414: 4,242 -1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 33.0 31.6 37.7 32.0 91.8 96.5: 8.2 3.5
Old : 100.0: 22.5 33.0 31.6 37.7 32.0 91.8 96.5: 8.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 94 48 87 77 67 218 166:
Old : 234: 94 48 87 77 67 218 166:
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 : 26.9 41.8 39.6 53.9 14.0 27.3 18.3 31.0
Old : 26.9 41.8 39.6 53.9 14.0 27.3 18.3 31.0
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 15, 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 : 98,340: 1,508 7,084 1,690 86,499 80,909 89,697 89,683: 8,643 8,657
Old : 98,340: 1,508 7,084 1,690 86,499 80,909 89,697 89,683: 8,643 8,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -250: 616 -475 -10 -856 119 -250 -366: 0 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 7.2 1.7 88.0 82.3 91.2 91.2: 8.8 8.8
Old : 100.0: 1.5 7.2 1.7 88.0 82.3 91.2 91.2: 8.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 24 24 26 27:
Old : 30: 2 1 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 : 48.4 55.1 64.5 72.5 45.3 52.8 59.9 67.4
Old : 48.4 55.1 64.5 72.5 45.3 52.8 59.9 67.4
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 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,910: 3,067 10,021 3,238 57,031 48,058 63,336 61,317: 6,574 8,593
Old : 69,910: 3,067 10,021 3,238 57,031 48,058 63,336 61,317: 6,574 8,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 3,205: 0 -177 387 2,818 2,567 3,205 2,777: 0 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 14.3 4.6 81.6 68.7 90.6 87.7: 9.4 12.3
Old : 100.0: 4.4 14.3 4.6 81.6 68.7 90.6 87.7: 9.4 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 2 3 29 24 32 28:
Old : 38: 2 2 3 29 24 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 34.9 52.2 54.7 32.5 25.7 48.6 43.5
Old : 32.8 34.9 52.2 54.7 32.5 25.7 48.6 43.5
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 15, 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 : 107,270: 3,388 684 3,687 90,218 94,262 97,293 98,633: 9,977 8,637
Old : 107,270: 3,388 684 3,687 90,218 94,262 97,293 98,633: 9,977 8,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 3,352: 3,388 117 253 -949 3,068 2,692 3,438: 660 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.6 3.4 84.1 87.9 90.7 91.9: 9.3 8.1
Old : 100.0: 3.2 0.6 3.4 84.1 87.9 90.7 91.9: 9.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 1 30 27 32 28:
Old : 35: 1 1 1 30 27 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 43.1 60.1 60.2 39.7 36.3 51.1 49.3
Old : 46.2 43.1 60.1 60.2 39.7 36.3 51.1 49.3
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 15, 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 : 94,860: 5,704 2,708 214 74,961 80,126 80,879 83,048: 13,981 11,812
Old : 94,860: 5,704 2,708 214 74,961 80,126 80,879 83,048: 13,981 11,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 388: 0 0 0 1,323 459 1,323 459: -935 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.9 0.2 79.0 84.5 85.3 87.5: 14.7 12.5
Old : 100.0: 6.0 2.9 0.2 79.0 84.5 85.3 87.5: 14.7 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 : 33: 2 1 1 21 26 24 27:
Old : 33: 2 1 1 21 26 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 43.4 53.3 59.9 27.3 38.9 41.3 50.2
Old : 36.1 43.4 53.3 59.9 27.3 38.9 41.3 50.2
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 15, 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 : 49,849: 3,020 1,790 5,134 38,106 39,154 46,260 46,078: 3,589 3,771
Old : 49,849: 3,020 1,790 5,134 38,106 39,154 46,260 46,078: 3,589 3,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -48: 0 -364 0 -48 316 -48 -48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.6 10.3 76.4 78.5 92.8 92.4: 7.2 7.6
Old : 100.0: 6.1 3.6 10.3 76.4 78.5 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 : 53.6 54.3 72.2 75.4 43.7 37.4 53.3 50.5
Old : 53.6 54.3 72.2 75.4 43.7 37.4 53.3 50.5
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 15, 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 : 72,162: 4,702 3,999 4,086 53,856 54,225 62,644 62,310: 9,518 9,852
Old : 72,162: 4,702 3,999 4,086 53,856 54,225 62,644 62,310: 9,518 9,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 1,180: -62 -1,734 1,220 745 749 1,903 235: -723 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.5 5.7 74.6 75.1 86.8 86.3: 13.2 13.7
Old : 100.0: 6.5 5.5 5.7 74.6 75.1 86.8 86.3: 13.2 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 : 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 : 48.6 47.6 68.9 64.4 46.4 41.1 61.1 53.3
Old : 48.6 47.6 68.9 64.4 46.4 41.1 61.1 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, July 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 101,457: 3,450 3,333 2,963 89,495 89,677 95,908 95,973: 5,549 5,484
Old : 101,457: 3,450 3,333 2,963 89,495 89,677 95,908 95,973: 5,549 5,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 1,687: 302 -394 172 1,243 2,063 1,717 1,841: -30 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.3 2.9 88.2 88.4 94.5 94.6: 5.5 5.4
Old : 100.0: 3.4 3.3 2.9 88.2 88.4 94.5 94.6: 5.5 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 : 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 : 39.2 24.6 59.9 41.1 37.1 22.8 52.1 37.0
Old : 39.2 24.6 59.9 41.1 37.1 22.8 52.1 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, July 15, 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 : 116,111: 6,004 1,608 6,349 94,173 94,319 106,526 102,276: 9,585 13,835
Old : 116,111: 6,004 1,608 6,349 94,173 94,319 106,526 102,276: 9,585 13,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 720: 4,577 -181 -613 -3,150 970 814 176: -94 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.4 5.5 81.1 81.2 91.7 88.1: 8.3 11.9
Old : 100.0: 5.2 1.4 5.5 81.1 81.2 91.7 88.1: 8.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 3 23 26 26 30:
Old : 34: 2 1 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 : 43.4 37.9 66.4 56.0 40.3 36.1 56.7 49.9
Old : 43.4 37.9 66.4 56.0 40.3 36.1 56.7 49.9
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 15, 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 : 56,919: 826 2,388 6,381 45,265 37,495 52,472 46,264: 4,447 10,655
Old : 56,919: 826 2,388 6,381 45,265 37,495 52,472 46,264: 4,447 10,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 17: -382 -96 288 173 -156 79 36: -62 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.2 11.2 79.5 65.9 92.2 81.3: 7.8 18.7
Old : 100.0: 1.5 4.2 11.2 79.5 65.9 92.2 81.3: 7.8 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 45.0 41.1 62.6 59.6 37.2 27.1 46.8 38.1
Old : 45.0 41.1 62.6 59.6 37.2 27.1 46.8 38.1
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 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 106,445: 6,321 7,863 19,607 79,790 75,306 105,718 102,776: 727 3,669
Old : 106,445: 6,321 7,863 19,607 79,790 75,306 105,718 102,776: 727 3,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -1,060: 985 186 -592 -1,423 -744 -1,030 -1,150: -30 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.4 18.4 75.0 70.7 99.3 96.6: 0.7 3.4
Old : 100.0: 5.9 7.4 18.4 75.0 70.7 99.3 96.6: 0.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 3 17 20 22 23:
Old : 30: 4 1 3 17 20 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 55.6 80.1 71.7 39.3 32.4 51.1 43.6
Old : 64.5 55.6 80.1 71.7 39.3 32.4 51.1 43.6
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 15, 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 : 60,364: 736 39 3,099 50,032 47,853 53,867 50,991: 6,497 9,373
Old : 60,364: 736 39 3,099 50,032 47,853 53,867 50,991: 6,497 9,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -170: 736 -307 -253 -618 -220 -135 -780: -35 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.1 5.1 82.9 79.3 89.2 84.5: 10.8 15.5
Old : 100.0: 1.2 0.1 5.1 82.9 79.3 89.2 84.5: 10.8 15.5
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 : 31.1 32.0 49.7 52.1 26.2 29.4 39.4 40.9
Old : 31.1 32.0 49.7 52.1 26.2 29.4 39.4 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 15, 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 : 96,466: 1,620 3,045 6,960 82,431 82,392 91,011 92,397: 5,455 4,069
Old : 96,466: 1,620 3,045 6,960 82,431 82,392 91,011 92,397: 5,455 4,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -463: -2,911 2,767 572 2,773 -1,934 434 1,405: -897 -1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.2 7.2 85.5 85.4 94.3 95.8: 5.7 4.2
Old : 100.0: 1.7 3.2 7.2 85.5 85.4 94.3 95.8: 5.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 2 3 4 33 35 38 39:
Old : 50: 2 3 4 33 35 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 28.5 52.1 45.8 30.0 24.1 46.4 38.9
Old : 33.3 28.5 52.1 45.8 30.0 24.1 46.4 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
Commitments of Traders - Futures Only, July 15, 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 6,171 0 47,711 43,903 47,711 50,074: 7,010 4,647
Old : 54,721: 0 6,171 0 47,711 43,903 47,711 50,074: 7,010 4,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 0: 0 -1,712 0 0 0 0 -1,712: 0 1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.3 0.0 87.2 80.2 87.2 91.5: 12.8 8.5
Old : 100.0: 0.0 11.3 0.0 87.2 80.2 87.2 91.5: 12.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 58.8 69.2 78.5 39.2 45.8 51.7 56.0
Old : 52.4 58.8 69.2 78.5 39.2 45.8 51.7 56.0
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 15, 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 : 118,842: 5,723 26,559 16,544 82,075 64,792 104,342 107,895: 14,500 10,947
Old : 118,842: 5,723 26,559 16,544 82,075 64,792 104,342 107,895: 14,500 10,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 454: 426 -285 529 112 385 1,067 629: -613 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 22.3 13.9 69.1 54.5 87.8 90.8: 12.2 9.2
Old : 100.0: 4.8 22.3 13.9 69.1 54.5 87.8 90.8: 12.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 5 6 32 26 38 33:
Old : 39: 2 5 6 32 26 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 32.1 48.6 48.7 18.5 20.1 28.2 29.5
Old : 32.4 32.1 48.6 48.7 18.5 20.1 28.2 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, July 15, 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 : 108,575: 12,638 500 7,430 80,961 87,090 101,029 95,020: 7,546 13,555
Old : 108,575: 12,638 500 7,430 80,961 87,090 101,029 95,020: 7,546 13,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -69: 497 500 -931 36 1,663 -398 1,232: 329 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.5 6.8 74.6 80.2 93.0 87.5: 7.0 12.5
Old : 100.0: 11.6 0.5 6.8 74.6 80.2 93.0 87.5: 7.0 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 : 29: 4 1 4 21 19 26 23:
Old : 29: 4 1 4 21 19 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 50.3 75.3 62.1 56.8 46.3 66.1 55.7
Old : 61.6 50.3 75.3 62.1 56.8 46.3 66.1 55.7
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 15, 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 : 49,771: 3,680 2,108 0 45,111 46,559 48,791 48,667: 980 1,104
Old : 49,771: 3,680 2,108 0 45,111 46,559 48,791 48,667: 980 1,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 713: 3,680 2,108 0 -2,967 -935 713 1,173: 0 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.2 0.0 90.6 93.5 98.0 97.8: 2.0 2.2
Old : 100.0: 7.4 4.2 0.0 90.6 93.5 98.0 97.8: 2.0 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 : 26: 1 2 0 16 15 17 17:
Old : 26: 1 2 0 16 15 17 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 : 57.1 46.4 80.1 72.9 47.9 39.0 67.2 61.0
Old : 57.1 46.4 80.1 72.9 47.9 39.0 67.2 61.0
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 15, 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 : 228,576: 9,675 2,788 7,013 194,180 205,922 210,868 215,723: 17,708 12,853
Old : 228,576: 9,675 2,788 7,013 194,180 205,922 210,868 215,723: 17,708 12,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 248: 397 -1,604 270 -357 1,558 310 224: -62 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 1.2 3.1 85.0 90.1 92.3 94.4: 7.7 5.6
Old : 100.0: 4.2 1.2 3.1 85.0 90.1 92.3 94.4: 7.7 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 4 5 44 42 51 48:
Old : 57: 4 4 5 44 42 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 53.3 50.2 61.6 28.0 51.2 44.9 58.1
Old : 30.9 53.3 50.2 61.6 28.0 51.2 44.9 58.1
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 15, 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 : 235,196: 8,528 14,550 16,662 199,469 196,655 224,659 227,867: 10,537 7,329
Old : 235,196: 8,528 14,550 16,662 199,469 196,655 224,659 227,867: 10,537 7,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 1,776: 215 -126 -179 3,359 4,227 3,395 3,922: -1,619 -2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 6.2 7.1 84.8 83.6 95.5 96.9: 4.5 3.1
Old : 100.0: 3.6 6.2 7.1 84.8 83.6 95.5 96.9: 4.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 2 3 41 36 46 39:
Old : 48: 3 2 3 41 36 46 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 38.2 46.0 59.7 21.1 33.9 34.0 49.7
Old : 27.4 38.2 46.0 59.7 21.1 33.9 34.0 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 15, 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 : 236,296: 6,325 3,631 15,138 206,038 209,753 227,501 228,522: 8,795 7,774
Old : 236,296: 6,325 3,631 15,138 206,038 209,753 227,501 228,522: 8,795 7,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 1,958: -2,220 2,183 10 4,275 -571 2,065 1,622: -107 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.5 6.4 87.2 88.8 96.3 96.7: 3.7 3.3
Old : 100.0: 2.7 1.5 6.4 87.2 88.8 96.3 96.7: 3.7 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 : 65: 3 3 5 56 53 62 58:
Old : 65: 3 3 5 56 53 62 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 27.5 47.4 45.7 24.9 19.6 36.8 28.2
Old : 29.8 27.5 47.4 45.7 24.9 19.6 36.8 28.2
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 15, 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 : 47,797: 0 209 3,191 37,498 35,661 40,689 39,061: 7,108 8,736
Old : 47,797: 0 209 3,191 37,498 35,661 40,689 39,061: 7,108 8,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 825: -263 209 342 960 184 1,039 735: -214 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 6.7 78.5 74.6 85.1 81.7: 14.9 18.3
Old : 100.0: 0.0 0.4 6.7 78.5 74.6 85.1 81.7: 14.9 18.3
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 : 22: 0 1 1 19 14 20 15:
Old : 22: 0 1 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 : 41.4 43.7 63.6 65.2 34.7 37.6 48.6 51.0
Old : 41.4 43.7 63.6 65.2 34.7 37.6 48.6 51.0
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 15, 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 : 203,811: 19,451 7,462 15,932 162,704 171,717 198,087 195,111: 5,724 8,700
Old : 203,811: 19,451 7,462 15,932 162,704 171,717 198,087 195,111: 5,724 8,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 3,378: 751 1,090 715 1,791 1,791 3,257 3,596: 121 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.7 7.8 79.8 84.3 97.2 95.7: 2.8 4.3
Old : 100.0: 9.5 3.7 7.8 79.8 84.3 97.2 95.7: 2.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 1 6 42 43 48 49:
Old : 51: 5 1 6 42 43 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 : 32.6 29.3 54.0 46.4 26.1 25.1 37.0 37.4
Old : 32.6 29.3 54.0 46.4 26.1 25.1 37.0 37.4
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 15, 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 : 58,925: 2,117 4,111 630 46,337 41,469 49,084 46,210: 9,841 12,715
Old : 58,925: 2,117 4,111 630 46,337 41,469 49,084 46,210: 9,841 12,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 1,102: 2,117 -373 60 -1,910 1,215 267 902: 835 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.0 1.1 78.6 70.4 83.3 78.4: 16.7 21.6
Old : 100.0: 3.6 7.0 1.1 78.6 70.4 83.3 78.4: 16.7 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 20 24 22:
Old : 28: 1 2 1 22 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 34.7 59.4 53.6 31.3 22.8 42.3 34.7
Old : 36.9 34.7 59.4 53.6 31.3 22.8 42.3 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, July 15, 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 : 3,617,587: 1,490,572 359,248 803,654 1,296,623 2,445,636 3,590,849 3,608,538: 26,738 9,049
Old : 3,617,587: 1,490,572 359,248 803,654 1,296,623 2,445,636 3,590,849 3,608,538: 26,738 9,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 83,118: 37,453 33,249 21,944 31,877 32,822 91,274 88,015: -8,156 -4,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 9.9 22.2 35.8 67.6 99.3 99.7: 0.7 0.3
Old : 100.0: 41.2 9.9 22.2 35.8 67.6 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 33 16 45 105 101 155 147:
Old : 161: 33 16 45 105 101 155 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 36.6 53.0 53.1 32.5 27.1 36.9 35.3
Old : 41.0 36.6 53.0 53.1 32.5 27.1 36.9 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, July 15, 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 : 1,117,523: 119,526 373,639 247,482 746,599 493,894 1,113,607 1,115,015: 3,916 2,508
Old : 1,117,523: 119,526 373,639 247,482 746,599 493,894 1,113,607 1,115,015: 3,916 2,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 12,728: -8,221 56,254 -29,641 50,074 -13,578 12,212 13,035: 516 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 33.4 22.1 66.8 44.2 99.6 99.8: 0.4 0.2
Old : 100.0: 10.7 33.4 22.1 66.8 44.2 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 26 17 29 44 42 83 76:
Old : 90: 26 17 29 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 : 38.0 43.4 55.2 60.2 28.7 31.1 37.7 40.1
Old : 38.0 43.4 55.2 60.2 28.7 31.1 37.7 40.1
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 15, 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 : 26,860: 1,310 240 432 24,369 25,528 26,111 26,200: 749 660
Old : 26,860: 1,310 240 432 24,369 25,528 26,111 26,200: 749 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -340: 130 0 40 -550 -440 -380 -400: 40 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.9 1.6 90.7 95.0 97.2 97.5: 2.8 2.5
Old : 100.0: 4.9 0.9 1.6 90.7 95.0 97.2 97.5: 2.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 1 3 28 30 33 34:
Old : 38: 5 1 3 28 30 33 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 : 43.9 43.0 66.2 63.4 34.7 38.3 47.1 48.7
Old : 43.9 43.0 66.2 63.4 34.7 38.3 47.1 48.7
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 15, 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 8, 2008 :
: 0: 0 0 0 0 0 0 0: 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 51.9 54.8 65.2 63.8
Old : 54.2 75.3 88.8 92.0 51.9 54.8 65.2 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 15, 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 : 14,789: 3,190 0 337 10,458 13,938 13,985 14,275: 804 514
Old : 14,789: 3,190 0 337 10,458 13,938 13,985 14,275: 804 514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 66: -20 0 0 50 44 30 44: 36 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 0.0 2.3 70.7 94.2 94.6 96.5: 5.4 3.5
Old : 100.0: 21.6 0.0 2.3 70.7 94.2 94.6 96.5: 5.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 2 18 18 20 20:
Old : 24: 2 0 2 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 73.2 83.6 87.7 45.2 50.1 59.3 60.2
Old : 61.0 73.2 83.6 87.7 45.2 50.1 59.3 60.2
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 15, 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 : 24,072: 280 480 480 20,884 21,366 21,644 22,326: 2,428 1,746
Old : 24,072: 280 480 480 20,884 21,366 21,644 22,326: 2,428 1,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -360: 0 0 0 -360 -360 -360 -360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.0 2.0 86.8 88.8 89.9 92.7: 10.1 7.3
Old : 100.0: 1.2 2.0 2.0 86.8 88.8 89.9 92.7: 10.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 45.8 52.6 68.3 74.7 26.9 39.7 41.7 47.1
Old : 45.8 52.6 68.3 74.7 26.9 39.7 41.7 47.1
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 15, 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 : 30,090: 0 240 480 29,574 28,040 30,054 28,760: 36 1,330
Old : 30,090: 0 240 480 29,574 28,040 30,054 28,760: 36 1,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -72: 0 0 0 -72 -288 -72 -288: 0 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 1.6 98.3 93.2 99.9 95.6: 0.1 4.4
Old : 100.0: 0.0 0.8 1.6 98.3 93.2 99.9 95.6: 0.1 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 : 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 : 58.8 67.3 79.4 79.7 58.2 60.7 72.2 69.1
Old : 58.8 67.3 79.4 79.7 58.2 60.7 72.2 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, July 15, 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 : 9,486: 120 0 0 7,970 8,338 8,090 8,338: 1,396 1,148
Old : 9,486: 120 0 0 7,970 8,338 8,090 8,338: 1,396 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -120: 0 0 0 -120 -120 -120 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 84.0 87.9 85.3 87.9: 14.7 12.1
Old : 100.0: 1.3 0.0 0.0 84.0 87.9 85.3 87.9: 14.7 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 41.6 50.6 68.4 75.8 38.5 36.4 48.8 52.7
Old : 41.6 50.6 68.4 75.8 38.5 36.4 48.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, July 15, 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 : 1,344,411: 210,013 187,631 369,766 670,135 686,747 1,249,914 1,244,144: 94,497 100,267
Old : 1,344,411: 210,013 187,631 369,766 670,135 686,747 1,249,914 1,244,144: 94,497 100,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 28,133: 252 -15,064 150,174 -149,702 -133,393 724 1,717: 27,409 26,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.0 27.5 49.8 51.1 93.0 92.5: 7.0 7.5
Old : 100.0: 15.6 14.0 27.5 49.8 51.1 93.0 92.5: 7.0 7.5
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 : 335: 88 130 137 85 102 268 286:
Old : 335: 88 130 137 85 102 268 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 22.7 40.5 31.9 13.9 7.7 18.8 11.1
Old : 30.8 22.7 40.5 31.9 13.9 7.7 18.8 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, July 15, 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 : 127,502: 22,477 13,636 8,140 61,506 47,467 92,123 69,243: 35,379 58,259
Old : 127,502: 22,477 13,636 8,140 61,506 47,467 92,123 69,243: 35,379 58,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 10.7 6.4 48.2 37.2 72.3 54.3: 27.7 45.7
Old : 100.0: 17.6 10.7 6.4 48.2 37.2 72.3 54.3: 27.7 45.7
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 : 21: 3 4 6 13 14 19 21:
Old : 21: 3 4 6 13 14 19 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 : 45.3 20.5 63.3 36.4 37.2 19.5 47.4 29.8
Old : 45.3 20.5 63.3 36.4 37.2 19.5 47.4 29.8
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 15, 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 : 19,136: 900 600 25 18,011 18,311 18,936 18,936: 200 200
Old : 19,136: 900 600 25 18,011 18,311 18,936 18,936: 200 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 85: 0 0 0 -15 -115 -15 -115: 100 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.1 0.1 94.1 95.7 99.0 99.0: 1.0 1.0
Old : 100.0: 4.7 3.1 0.1 94.1 95.7 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 2 1 30 28 32 31:
Old : 41: 1 2 1 30 28 32 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 : 36.3 48.1 57.9 73.6 21.4 30.9 32.0 37.1
Old : 36.3 48.1 57.9 73.6 21.4 30.9 32.0 37.1
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 15, 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 : 187,405: 16,346 30,293 40,399 119,743 107,437 176,488 178,129: 10,917 9,276
Old : 187,405: 16,346 30,293 40,399 119,743 107,437 176,488 178,129: 10,917 9,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -2,006: -420 7,794 5,695 -7,103 -15,282 -1,828 -1,793: -178 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 16.2 21.6 63.9 57.3 94.2 95.1: 5.8 4.9
Old : 100.0: 8.7 16.2 21.6 63.9 57.3 94.2 95.1: 5.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 12 23 24 24 48 48:
Old : 50: 13 12 23 24 24 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 31.8 52.7 48.2 20.0 18.3 26.2 25.8
Old : 36.5 31.8 52.7 48.2 20.0 18.3 26.2 25.8
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 15, 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 : 30,753: 1,710 7,386 3,000 23,593 18,157 28,303 28,543: 2,450 2,210
Old : 30,753: 1,710 7,386 3,000 23,593 18,157 28,303 28,543: 2,450 2,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 4,689: 0 5,400 0 5,107 -636 5,107 4,764: -418 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 24.0 9.8 76.7 59.0 92.0 92.8: 8.0 7.2
Old : 100.0: 5.6 24.0 9.8 76.7 59.0 92.0 92.8: 8.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 2 15 16 18 20:
Old : 22: 1 3 2 15 16 18 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 : 52.1 41.2 74.0 63.5 34.7 29.8 38.6 37.9
Old : 52.1 41.2 74.0 63.5 34.7 29.8 38.6 37.9
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 15, 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 : 5,882: 0 600 0 5,882 5,090 5,882 5,690: 0 192
Old : 5,882: 0 600 0 5,882 5,090 5,882 5,690: 0 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 90: 0 0 0 90 -102 90 -102: 0 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.2 0.0 100.0 86.5 100.0 96.7: 0.0 3.3
Old : 100.0: 0.0 10.2 0.0 100.0 86.5 100.0 96.7: 0.0 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: 0 2 0 17 14 17 16:
Old : 24: 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 : 49.0 56.9 72.5 78.1 43.4 43.2 64.6 62.8
Old : 49.0 56.9 72.5 78.1 43.4 43.2 64.6 62.8
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 15, 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 : 15,809: 10,826 2,897 140 2,548 12,265 13,514 15,302: 2,295 507
Old : 15,809: 10,826 2,897 140 2,548 12,265 13,514 15,302: 2,295 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -766: 32 -500 14 -802 -421 -756 -907: -10 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 18.3 0.9 16.1 77.6 85.5 96.8: 14.5 3.2
Old : 100.0: 68.5 18.3 0.9 16.1 77.6 85.5 96.8: 14.5 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 : 105: 53 12 5 16 27 71 42:
Old : 105: 53 12 5 16 27 71 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 : 27.1 40.5 41.9 58.9 27.1 40.5 41.9 58.9
Old : 27.1 40.5 41.9 58.9 27.1 40.5 41.9 58.9
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 15, 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 : 13,943: 8,799 2,464 26 2,016 10,519 10,841 13,009: 3,102 934
Old : 13,943: 8,799 2,464 26 2,016 10,519 10,841 13,009: 3,102 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -704: -253 -79 -4 -356 -419 -613 -502: -91 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 17.7 0.2 14.5 75.4 77.8 93.3: 22.2 6.7
Old : 100.0: 63.1 17.7 0.2 14.5 75.4 77.8 93.3: 22.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 35 7 2 10 19 45 28:
Old : 70: 35 7 2 10 19 45 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 : 21.8 43.8 34.2 65.6 21.8 43.8 34.2 65.6
Old : 21.8 43.8 34.2 65.6 21.8 43.8 34.2 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, July 15, 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 : 244,161: 61,682 16,319 20,597 139,468 195,995 221,747 232,911: 22,414 11,250
Old : 244,161: 61,682 16,319 20,597 139,468 195,995 221,747 232,911: 22,414 11,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -2,209: -2,804 1,142 -410 1,295 -3,034 -1,919 -2,302: -290 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.7 8.4 57.1 80.3 90.8 95.4: 9.2 4.6
Old : 100.0: 25.3 6.7 8.4 57.1 80.3 90.8 95.4: 9.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 62 24 39 76 86 155 135:
Old : 181: 62 24 39 76 86 155 135:
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 : 21.8 29.0 34.2 41.1 12.3 9.7 18.8 17.5
Old : 21.8 29.0 34.2 41.1 12.3 9.7 18.8 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, July 15, 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 : 4,352: 200 0 0 4,010 4,342 4,210 4,342: 142 10
Old : 4,352: 200 0 0 4,010 4,342 4,210 4,342: 142 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 600: 0 0 0 700 700 700 700: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 92.1 99.8 96.7 99.8: 3.3 0.2
Old : 100.0: 4.6 0.0 0.0 92.1 99.8 96.7 99.8: 3.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 18 20 20 20:
Old : 26: 2 0 0 18 20 20 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 : 43.7 52.3 68.9 77.6 27.9 38.5 38.2 45.3
Old : 43.7 52.3 68.9 77.6 27.9 38.5 38.2 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, July 15, 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 : 15,739: 1,320 254 489 13,657 14,921 15,466 15,664: 273 75
Old : 15,739: 1,320 254 489 13,657 14,921 15,466 15,664: 273 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 300: 150 0 0 125 275 275 275: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 1.6 3.1 86.8 94.8 98.3 99.5: 1.7 0.5
Old : 100.0: 8.4 1.6 3.1 86.8 94.8 98.3 99.5: 1.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 1 1 24 25 26 26:
Old : 39: 1 1 1 24 25 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 51.1 76.2 73.2 51.5 49.2 64.2 64.6
Old : 55.2 51.1 76.2 73.2 51.5 49.2 64.2 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 15, 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 : 4,645: 125 0 0 4,520 4,495 4,645 4,495: 0 150
Old : 4,645: 125 0 0 4,520 4,495 4,645 4,495: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 300: 0 0 0 300 200 300 200: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 97.3 96.8 100.0 96.8: 0.0 3.2
Old : 100.0: 2.7 0.0 0.0 97.3 96.8 100.0 96.8: 0.0 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 : 27: 1 0 0 18 16 19 16:
Old : 27: 1 0 0 18 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 53.5 77.9 74.3 47.5 50.3 67.9 67.8
Old : 53.2 53.5 77.9 74.3 47.5 50.3 67.9 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, July 15, 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 : 2,692: 412 0 0 1,824 2,449 2,236 2,449: 456 243
Old : 2,692: 412 0 0 1,824 2,449 2,236 2,449: 456 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 49: 32 0 0 -7 10 25 10: 24 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 0.0 0.0 67.8 91.0 83.1 91.0: 16.9 9.0
Old : 100.0: 15.3 0.0 0.0 67.8 91.0 83.1 91.0: 16.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 12 12 14 12:
Old : 21: 2 0 0 12 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 53.2 68.8 79.5 40.3 46.5 54.4 63.1
Old : 49.6 53.2 68.8 79.5 40.3 46.5 54.4 63.1
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 15, 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 : 14,395: 1,486 2,253 418 8,783 8,499 10,687 11,170: 3,708 3,225
Old : 14,395: 1,486 2,253 418 8,783 8,499 10,687 11,170: 3,708 3,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 791: 0 -33 87 486 264 573 318: 218 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.7 2.9 61.0 59.0 74.2 77.6: 25.8 22.4
Old : 100.0: 10.3 15.7 2.9 61.0 59.0 74.2 77.6: 25.8 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 3 3 16 22 20 28:
Old : 30: 4 3 3 16 22 20 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 : 35.9 37.1 54.3 51.2 31.9 36.5 45.0 49.0
Old : 35.9 37.1 54.3 51.2 31.9 36.5 45.0 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 18, 2008