GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, July 22, 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 : 7,382: 0 0 50 7,120 7,050 7,170 7,100: 212 282
Old : 7,382: 0 0 50 7,120 7,050 7,170 7,100: 212 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 588: 0 0 50 501 561 551 611: 37 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.7 96.5 95.5 97.1 96.2: 2.9 3.8
Old : 100.0: 0.0 0.0 0.7 96.5 95.5 97.1 96.2: 2.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 0 1 26 28 27 29:
Old : 39: 0 0 1 26 28 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 36.4 67.4 63.4 34.9 36.4 47.9 49.3
Old : 43.6 36.4 67.4 63.4 34.9 36.4 47.9 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, July 22, 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 : 7,794: 0 630 165 7,364 6,814 7,529 7,609: 265 185
Old : 7,794: 0 630 165 7,364 6,814 7,529 7,609: 265 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 615: 0 -175 165 450 605 615 595: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 2.1 94.5 87.4 96.6 97.6: 3.4 2.4
Old : 100.0: 0.0 8.1 2.1 94.5 87.4 96.6 97.6: 3.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 1 25 27 26 29:
Old : 35: 0 2 1 25 27 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 41.5 75.3 67.6 52.1 38.9 63.9 57.4
Old : 56.3 41.5 75.3 67.6 52.1 38.9 63.9 57.4
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 22, 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 : 3,865: 0 249 62 3,117 2,888 3,179 3,199: 686 666
Old : 3,865: 0 249 62 3,117 2,888 3,179 3,199: 686 666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 245: 0 70 -6 72 -3 66 61: 179 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 1.6 80.6 74.7 82.3 82.8: 17.7 17.2
Old : 100.0: 0.0 6.4 1.6 80.6 74.7 82.3 82.8: 17.7 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 3 3 27 29 30 32:
Old : 34: 0 3 3 27 29 30 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 : 27.6 27.8 45.3 42.6 17.4 21.2 26.7 31.7
Old : 27.6 27.8 45.3 42.6 17.4 21.2 26.7 31.7
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 22, 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 : 3,439: 0 55 40 2,727 2,772 2,767 2,867: 672 572
Old : 3,439: 0 55 40 2,727 2,772 2,767 2,867: 672 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 142: 0 -5 15 45 130 60 140: 82 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 1.2 79.3 80.6 80.5 83.4: 19.5 16.6
Old : 100.0: 0.0 1.6 1.2 79.3 80.6 80.5 83.4: 19.5 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 1 31 32 32 34:
Old : 37: 0 1 1 31 32 32 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 : 26.3 28.1 41.8 44.6 18.2 22.7 31.3 33.7
Old : 26.3 28.1 41.8 44.6 18.2 22.7 31.3 33.7
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 22, 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 : 226,122: 26,772 15,912 34,926 131,620 150,084 193,318 200,922: 32,804 25,200
Old : 226,122: 26,772 15,912 34,926 131,620 150,084 193,318 200,922: 32,804 25,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,865: -3,035 -927 -1,114 1,267 -1,175 -2,882 -3,216: 1,017 1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 7.0 15.4 58.2 66.4 85.5 88.9: 14.5 11.1
Old : 100.0: 11.8 7.0 15.4 58.2 66.4 85.5 88.9: 14.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 33 22 40 65 65 120 110:
Old : 131: 33 22 40 65 65 120 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 31.6 35.1 41.3 13.2 18.5 20.3 23.7
Old : 22.2 31.6 35.1 41.3 13.2 18.5 20.3 23.7
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 22, 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 : 7,926: 373 200 400 7,103 7,256 7,876 7,856: 50 70
Old : 7,926: 373 200 400 7,103 7,256 7,876 7,856: 50 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 50: 50 0 0 0 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.5 5.0 89.6 91.5 99.4 99.1: 0.6 0.9
Old : 100.0: 4.7 2.5 5.0 89.6 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 28 32 32 35:
Old : 43: 2 1 3 28 32 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 38.2 70.7 60.3 49.3 34.9 57.4 47.5
Old : 56.5 38.2 70.7 60.3 49.3 34.9 57.4 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, July 22, 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 : 6,540: 1,116 516 0 5,199 6,024 6,315 6,540: 225 0
Old : 6,540: 1,116 516 0 5,199 6,024 6,315 6,540: 225 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.9 0.0 79.5 92.1 96.6 100.0: 3.4 0.0
Old : 100.0: 17.1 7.9 0.0 79.5 92.1 96.6 100.0: 3.4 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 : 61.8 47.8 82.0 74.0 61.8 47.8 78.2 72.5
Old : 61.8 47.8 82.0 74.0 61.8 47.8 78.2 72.5
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 22, 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 : 968,824: 214,567 314,807 347,694 323,023 271,017 885,284 933,518: 83,540 35,306
Old : 968,824: 214,567 314,807 347,694 323,023 271,017 885,284 933,518: 83,540 35,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 4,656: -2,576 -2,984 42,991 -40,062 -37,199 353 2,808: 4,303 1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 32.5 35.9 33.3 28.0 91.4 96.4: 8.6 3.6
Old : 100.0: 22.1 32.5 35.9 33.3 28.0 91.4 96.4: 8.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 91 51 89 77 67 216 167:
Old : 230: 91 51 89 77 67 216 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 41.2 38.3 53.1 13.4 27.0 17.7 30.4
Old : 26.7 41.2 38.3 53.1 13.4 27.0 17.7 30.4
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 22, 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 : 101,226: 1,787 8,420 1,399 89,520 82,568 92,706 92,387: 8,520 8,839
Old : 101,226: 1,787 8,420 1,399 89,520 82,568 92,706 92,387: 8,520 8,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 2,886: 279 1,336 -291 3,021 1,659 3,009 2,704: -123 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 8.3 1.4 88.4 81.6 91.6 91.3: 8.4 8.7
Old : 100.0: 1.8 8.3 1.4 88.4 81.6 91.6 91.3: 8.4 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 2 26 22 28 26:
Old : 32: 2 2 2 26 22 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 56.0 64.2 73.2 45.8 53.4 59.9 68.3
Old : 48.6 56.0 64.2 73.2 45.8 53.4 59.9 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,351: 3,109 14,704 4,437 56,523 42,648 64,069 61,789: 6,282 8,562
Old : 70,351: 3,109 14,704 4,437 56,523 42,648 64,069 61,789: 6,282 8,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 441: 42 4,683 1,199 -508 -5,410 733 472: -292 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 20.9 6.3 80.3 60.6 91.1 87.8: 8.9 12.2
Old : 100.0: 4.4 20.9 6.3 80.3 60.6 91.1 87.8: 8.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 3 5 29 24 34 30:
Old : 39: 3 3 5 29 24 34 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 : 32.4 37.7 51.7 57.1 32.3 30.1 48.3 46.5
Old : 32.4 37.7 51.7 57.1 32.3 30.1 48.3 46.5
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 22, 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 : 108,186: 4,945 870 3,845 92,994 95,142 101,784 99,857: 6,402 8,329
Old : 108,186: 4,945 870 3,845 92,994 95,142 101,784 99,857: 6,402 8,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 916: 1,557 186 158 2,776 880 4,491 1,224: -3,575 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.8 3.6 86.0 87.9 94.1 92.3: 5.9 7.7
Old : 100.0: 4.6 0.8 3.6 86.0 87.9 94.1 92.3: 5.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 3 30 27 34 30:
Old : 37: 2 2 3 30 27 34 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 : 44.7 42.0 57.9 58.6 38.3 35.3 49.2 48.2
Old : 44.7 42.0 57.9 58.6 38.3 35.3 49.2 48.2
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 22, 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 : 96,596: 5,704 2,708 214 76,843 80,188 82,761 83,110: 13,835 13,486
Old : 96,596: 5,704 2,708 214 76,843 80,188 82,761 83,110: 13,835 13,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,736: 0 0 0 1,882 62 1,882 62: -146 1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.8 0.2 79.6 83.0 85.7 86.0: 14.3 14.0
Old : 100.0: 5.9 2.8 0.2 79.6 83.0 85.7 86.0: 14.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 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 : 36.2 42.7 53.1 57.9 27.6 37.8 41.7 48.8
Old : 36.2 42.7 53.1 57.9 27.6 37.8 41.7 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, July 22, 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 : 49,854: 3,338 1,482 6,574 36,116 38,031 46,028 46,087: 3,826 3,767
Old : 49,854: 3,338 1,482 6,574 36,116 38,031 46,028 46,087: 3,826 3,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 5: 318 -308 1,440 -1,990 -1,123 -232 9: 237 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 3.0 13.2 72.4 76.3 92.3 92.4: 7.7 7.6
Old : 100.0: 6.7 3.0 13.2 72.4 76.3 92.3 92.4: 7.7 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: 2 1 2 17 17 20 19:
Old : 24: 2 1 2 17 17 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 : 52.5 54.8 71.0 76.6 41.5 37.3 51.1 49.9
Old : 52.5 54.8 71.0 76.6 41.5 37.3 51.1 49.9
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 22, 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 : 74,413: 4,748 3,354 5,448 59,101 57,039 69,297 65,841: 5,116 8,572
Old : 74,413: 4,748 3,354 5,448 59,101 57,039 69,297 65,841: 5,116 8,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 2,251: 46 -645 1,362 5,245 2,814 6,653 3,531: -4,402 -1,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.5 7.3 79.4 76.7 93.1 88.5: 6.9 11.5
Old : 100.0: 6.4 4.5 7.3 79.4 76.7 93.1 88.5: 6.9 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 2 2 25 26 29 29:
Old : 35: 3 2 2 25 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 43.6 68.3 60.2 45.3 36.6 59.8 48.7
Old : 47.4 43.6 68.3 60.2 45.3 36.6 59.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, July 22, 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 : 104,444: 4,969 4,669 3,060 89,102 91,003 97,131 98,732: 7,313 5,712
Old : 104,444: 4,969 4,669 3,060 89,102 91,003 97,131 98,732: 7,313 5,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 2,987: 1,519 1,336 97 -393 1,326 1,223 2,759: 1,764 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.5 2.9 85.3 87.1 93.0 94.5: 7.0 5.5
Old : 100.0: 4.8 4.5 2.9 85.3 87.1 93.0 94.5: 7.0 5.5
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 : 48: 2 3 4 29 37 33 42:
Old : 48: 2 3 4 29 37 33 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 : 37.7 25.3 60.1 41.8 35.7 23.5 53.2 37.7
Old : 37.7 25.3 60.1 41.8 35.7 23.5 53.2 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 115,800: 8,601 1,608 5,836 91,855 95,730 106,292 103,174: 9,508 12,626
Old : 115,800: 8,601 1,608 5,836 91,855 95,730 106,292 103,174: 9,508 12,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -311: 2,597 0 -513 -2,318 1,411 -234 898: -77 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.4 5.0 79.3 82.7 91.8 89.1: 8.2 10.9
Old : 100.0: 7.4 1.4 5.0 79.3 82.7 91.8 89.1: 8.2 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 1 4 24 27 28 32:
Old : 36: 3 1 4 24 27 28 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 : 44.5 38.0 68.3 56.1 41.5 36.2 59.0 50.7
Old : 44.5 38.0 68.3 56.1 41.5 36.2 59.0 50.7
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 22, 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 : 58,790: 2,433 3,369 4,686 46,629 40,451 53,748 48,506: 5,042 10,284
Old : 58,790: 2,433 3,369 4,686 46,629 40,451 53,748 48,506: 5,042 10,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,871: 1,607 981 -1,695 1,364 2,956 1,276 2,242: 595 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.7 8.0 79.3 68.8 91.4 82.5: 8.6 17.5
Old : 100.0: 4.1 5.7 8.0 79.3 68.8 91.4 82.5: 8.6 17.5
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: 3 1 4 19 18 23 22:
Old : 29: 3 1 4 19 18 23 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 : 43.6 39.5 62.6 60.5 35.2 27.8 44.7 39.0
Old : 43.6 39.5 62.6 60.5 35.2 27.8 44.7 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, July 22, 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 : 106,406: 3,944 8,266 19,039 81,524 74,978 104,507 102,283: 1,899 4,123
Old : 106,406: 3,944 8,266 19,039 81,524 74,978 104,507 102,283: 1,899 4,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -39: -2,377 403 -568 1,734 -328 -1,211 -493: 1,172 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 7.8 17.9 76.6 70.5 98.2 96.1: 1.8 3.9
Old : 100.0: 3.7 7.8 17.9 76.6 70.5 98.2 96.1: 1.8 3.9
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 : 29: 3 1 2 17 20 21 22:
Old : 29: 3 1 2 17 20 21 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 : 64.7 55.9 80.7 72.3 40.1 33.1 52.2 44.6
Old : 64.7 55.9 80.7 72.3 40.1 33.1 52.2 44.6
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 22, 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 : 60,246: 1,757 23 3,158 48,834 47,568 53,749 50,749: 6,497 9,497
Old : 60,246: 1,757 23 3,158 48,834 47,568 53,749 50,749: 6,497 9,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -118: 1,021 -16 59 -1,198 -285 -118 -242: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 5.2 81.1 79.0 89.2 84.2: 10.8 15.8
Old : 100.0: 2.9 0.0 5.2 81.1 79.0 89.2 84.2: 10.8 15.8
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 : 31: 2 1 2 26 25 29 27:
Old : 31: 2 1 2 26 25 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 : 31.8 32.1 50.1 51.5 27.0 29.5 39.7 40.5
Old : 31.8 32.1 50.1 51.5 27.0 29.5 39.7 40.5
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 22, 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 : 98,208: 2,918 6,376 5,320 83,798 80,972 92,036 92,668: 6,172 5,540
Old : 98,208: 2,918 6,376 5,320 83,798 80,972 92,036 92,668: 6,172 5,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,742: 1,298 3,331 -1,640 1,367 -1,420 1,025 271: 717 1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 6.5 5.4 85.3 82.4 93.7 94.4: 6.3 5.6
Old : 100.0: 3.0 6.5 5.4 85.3 82.4 93.7 94.4: 6.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 2 5 34 34 40 39:
Old : 50: 4 2 5 34 34 40 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 : 32.6 28.1 49.9 44.7 29.1 22.6 45.0 38.7
Old : 32.6 28.1 49.9 44.7 29.1 22.6 45.0 38.7
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 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,665: 0 6,045 0 48,013 44,331 48,013 50,376: 7,652 5,289
Old : 55,665: 0 6,045 0 48,013 44,331 48,013 50,376: 7,652 5,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 944: 0 -126 0 302 428 302 302: 642 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.9 0.0 86.3 79.6 86.3 90.5: 13.7 9.5
Old : 100.0: 0.0 10.9 0.0 86.3 79.6 86.3 90.5: 13.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 51.5 57.5 68.6 77.7 38.5 45.2 50.8 55.6
Old : 51.5 57.5 68.6 77.7 38.5 45.2 50.8 55.6
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 22, 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 : 125,142: 6,975 28,017 18,848 84,091 67,453 109,914 114,318: 15,228 10,824
Old : 125,142: 6,975 28,017 18,848 84,091 67,453 109,914 114,318: 15,228 10,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 6,300: 1,252 1,458 2,304 2,016 2,661 5,572 6,423: 728 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 22.4 15.1 67.2 53.9 87.8 91.4: 12.2 8.6
Old : 100.0: 5.6 22.4 15.1 67.2 53.9 87.8 91.4: 12.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 6 8 30 24 38 33:
Old : 39: 3 6 8 30 24 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 : 33.6 31.9 49.8 48.5 18.1 19.6 28.3 28.9
Old : 33.6 31.9 49.8 48.5 18.1 19.6 28.3 28.9
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 22, 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 : 110,377: 14,063 500 7,174 80,718 89,467 101,955 97,141: 8,422 13,236
Old : 110,377: 14,063 500 7,174 80,718 89,467 101,955 97,141: 8,422 13,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,802: 1,425 0 -256 -243 2,377 926 2,121: 876 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.5 6.5 73.1 81.1 92.4 88.0: 7.6 12.0
Old : 100.0: 12.7 0.5 6.5 73.1 81.1 92.4 88.0: 7.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 4 20 20 26 24:
Old : 30: 5 1 4 20 20 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 50.5 74.1 62.0 56.4 46.7 65.7 55.9
Old : 60.6 50.5 74.1 62.0 56.4 46.7 65.7 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, July 22, 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 : 53,586: 7,960 1,209 0 44,646 50,813 52,606 52,022: 980 1,564
Old : 53,586: 7,960 1,209 0 44,646 50,813 52,606 52,022: 980 1,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 3,815: 4,280 -899 0 -465 4,254 3,815 3,355: 0 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 2.3 0.0 83.3 94.8 98.2 97.1: 1.8 2.9
Old : 100.0: 14.9 2.3 0.0 83.3 94.8 98.2 97.1: 1.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 15 14 16 16:
Old : 25: 1 2 0 15 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 51.1 82.4 76.2 52.4 44.2 70.4 65.2
Old : 57.0 51.1 82.4 76.2 52.4 44.2 70.4 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 231,217: 9,923 4,329 8,984 194,788 205,225 213,695 218,538: 17,522 12,679
Old : 231,217: 9,923 4,329 8,984 194,788 205,225 213,695 218,538: 17,522 12,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 2,641: 248 1,541 1,971 608 -697 2,827 2,815: -186 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.9 3.9 84.2 88.8 92.4 94.5: 7.6 5.5
Old : 100.0: 4.3 1.9 3.9 84.2 88.8 92.4 94.5: 7.6 5.5
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 : 59: 5 5 6 45 42 53 50:
Old : 59: 5 5 6 45 42 53 50:
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 51.5 49.9 60.5 27.9 49.9 44.9 56.7
Old : 30.9 51.5 49.9 60.5 27.9 49.9 44.9 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, July 22, 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 : 236,659: 9,260 14,174 19,413 197,510 195,623 226,183 229,210: 10,476 7,449
Old : 236,659: 9,260 14,174 19,413 197,510 195,623 226,183 229,210: 10,476 7,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,463: 732 -376 2,751 -1,959 -1,032 1,524 1,343: -61 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 6.0 8.2 83.5 82.7 95.6 96.9: 4.4 3.1
Old : 100.0: 3.9 6.0 8.2 83.5 82.7 95.6 96.9: 4.4 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: 4 3 5 37 34 44 39:
Old : 48: 4 3 5 37 34 44 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 : 27.8 38.1 46.7 60.2 21.4 34.1 34.4 50.6
Old : 27.8 38.1 46.7 60.2 21.4 34.1 34.4 50.6
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 22, 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 : 235,838: 9,306 1,924 18,142 201,616 208,133 229,064 228,199: 6,774 7,639
Old : 235,838: 9,306 1,924 18,142 201,616 208,133 229,064 228,199: 6,774 7,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -458: 2,981 -1,707 3,004 -4,422 -1,620 1,563 -323: -2,021 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.8 7.7 85.5 88.3 97.1 96.8: 2.9 3.2
Old : 100.0: 3.9 0.8 7.7 85.5 88.3 97.1 96.8: 2.9 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 : 68: 5 4 8 55 53 64 61:
Old : 68: 5 4 8 55 53 64 61:
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 : 27.5 27.7 47.1 45.6 22.8 19.4 34.0 28.2
Old : 27.5 27.7 47.1 45.6 22.8 19.4 34.0 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 22, 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 : 47,985: 726 205 3,617 36,472 35,427 40,815 39,249: 7,170 8,736
Old : 47,985: 726 205 3,617 36,472 35,427 40,815 39,249: 7,170 8,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 188: 726 -4 426 -1,026 -234 126 188: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.4 7.5 76.0 73.8 85.1 81.8: 14.9 18.2
Old : 100.0: 1.5 0.4 7.5 76.0 73.8 85.1 81.8: 14.9 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 18 15 20 17:
Old : 24: 1 1 2 18 15 20 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 : 41.3 43.5 65.4 65.1 34.9 37.5 50.0 50.3
Old : 41.3 43.5 65.4 65.1 34.9 37.5 50.0 50.3
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 22, 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 : 206,171: 20,326 10,163 17,179 162,480 169,394 199,985 196,736: 6,186 9,435
Old : 206,171: 20,326 10,163 17,179 162,480 169,394 199,985 196,736: 6,186 9,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 2,360: 875 2,701 1,247 -224 -2,323 1,898 1,625: 462 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.9 8.3 78.8 82.2 97.0 95.4: 3.0 4.6
Old : 100.0: 9.9 4.9 8.3 78.8 82.2 97.0 95.4: 3.0 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 : 50: 5 2 7 40 41 47 48:
Old : 50: 5 2 7 40 41 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 28.5 54.1 45.7 26.1 24.1 37.4 35.9
Old : 32.6 28.5 54.1 45.7 26.1 24.1 37.4 35.9
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 22, 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 : 58,965: 2,117 4,827 1,502 45,505 39,921 49,124 46,250: 9,841 12,715
Old : 58,965: 2,117 4,827 1,502 45,505 39,921 49,124 46,250: 9,841 12,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 40: 0 716 872 -832 -1,548 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 8.2 2.5 77.2 67.7 83.3 78.4: 16.7 21.6
Old : 100.0: 3.6 8.2 2.5 77.2 67.7 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 3 2 21 19 24 22:
Old : 28: 1 3 2 21 19 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 : 37.1 34.7 59.4 53.6 31.3 22.8 42.2 34.7
Old : 37.1 34.7 59.4 53.6 31.3 22.8 42.2 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 22, 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 : 3,713,063: 1,467,987 386,480 1,017,046 1,200,432 2,299,431 3,685,465 3,702,957: 27,598 10,106
Old : 3,713,063: 1,467,987 386,480 1,017,046 1,200,432 2,299,431 3,685,465 3,702,957: 27,598 10,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 95,476: -22,585 27,232 213,392 -96,191 -146,205 94,616 94,419: 860 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 10.4 27.4 32.3 61.9 99.3 99.7: 0.7 0.3
Old : 100.0: 39.5 10.4 27.4 32.3 61.9 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 : 165: 29 23 49 104 99 156 152:
Old : 165: 29 23 49 104 99 156 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 35.2 52.8 51.1 31.4 25.4 35.8 33.8
Old : 41.1 35.2 52.8 51.1 31.4 25.4 35.8 33.8
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 22, 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 : 1,201,228: 108,985 404,493 324,254 763,686 465,188 1,196,925 1,193,935: 4,303 7,293
Old : 1,201,228: 108,985 404,493 324,254 763,686 465,188 1,196,925 1,193,935: 4,303 7,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 83,705: -10,541 30,854 76,772 17,087 -28,706 83,318 78,920: 387 4,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 33.7 27.0 63.6 38.7 99.6 99.4: 0.4 0.6
Old : 100.0: 9.1 33.7 27.0 63.6 38.7 99.6 99.4: 0.4 0.6
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 : 95: 25 24 32 44 44 84 85:
Old : 95: 25 24 32 44 44 84 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 42.9 55.2 57.8 28.2 28.1 36.9 35.6
Old : 37.6 42.9 55.2 57.8 28.2 28.1 36.9 35.6
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 22, 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 : 26,440: 1,496 1,043 851 23,386 23,942 25,733 25,836: 707 604
Old : 26,440: 1,496 1,043 851 23,386 23,942 25,733 25,836: 707 604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -420: 186 803 419 -983 -1,586 -378 -364: -42 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.9 3.2 88.4 90.6 97.3 97.7: 2.7 2.3
Old : 100.0: 5.7 3.9 3.2 88.4 90.6 97.3 97.7: 2.7 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 : 38: 6 2 5 26 28 33 34:
Old : 38: 6 2 5 26 28 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 : 45.4 43.6 65.5 64.7 35.3 38.7 48.7 50.2
Old : 45.4 43.6 65.5 64.7 35.3 38.7 48.7 50.2
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 22, 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 : 12,487: 1,280 170 512 10,375 11,549 12,167 12,231: 320 256
Old : 12,487: 1,280 170 512 10,375 11,549 12,167 12,231: 320 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,280: 0 170 512 768 598 1,280 1,280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.4 4.1 83.1 92.5 97.4 97.9: 2.6 2.1
Old : 100.0: 10.3 1.4 4.1 83.1 92.5 97.4 97.9: 2.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 9 13 11 14:
Old : 20: 1 1 1 9 13 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 : 58.9 73.3 89.9 90.8 46.6 46.4 58.5 57.3
Old : 58.9 73.3 89.9 90.8 46.6 46.4 58.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, July 22, 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 : 14,769: 3,287 0 357 10,337 13,898 13,981 14,255: 788 514
Old : 14,769: 3,287 0 357 10,337 13,898 13,981 14,255: 788 514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -20: 97 0 20 -121 -40 -4 -20: -16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 0.0 2.4 70.0 94.1 94.7 96.5: 5.3 3.5
Old : 100.0: 22.3 0.0 2.4 70.0 94.1 94.7 96.5: 5.3 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: 3 0 3 17 17 20 20:
Old : 24: 3 0 3 17 17 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 : 61.1 73.3 83.7 88.0 45.4 50.5 59.4 60.6
Old : 61.1 73.3 83.7 88.0 45.4 50.5 59.4 60.6
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 22, 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 : 24,088: 364 480 600 20,696 21,262 21,660 22,342: 2,428 1,746
Old : 24,088: 364 480 600 20,696 21,262 21,660 22,342: 2,428 1,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 16: 84 0 120 -188 -104 16 16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.0 2.5 85.9 88.3 89.9 92.8: 10.1 7.2
Old : 100.0: 1.5 2.0 2.5 85.9 88.3 89.9 92.8: 10.1 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 18 17 21 19:
Old : 24: 2 1 2 18 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 52.9 69.2 74.0 26.9 39.0 41.7 47.0
Old : 46.7 52.9 69.2 74.0 26.9 39.0 41.7 47.0
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 22, 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 : 30,112: 0 240 480 29,596 28,278 30,076 28,998: 36 1,114
Old : 30,112: 0 240 480 29,596 28,278 30,076 28,998: 36 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 22: 0 0 0 22 238 22 238: 0 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 1.6 98.3 93.9 99.9 96.3: 0.1 3.7
Old : 100.0: 0.0 0.8 1.6 98.3 93.9 99.9 96.3: 0.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 24 22 25 23:
Old : 28: 0 1 1 24 22 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 68.8 77.4 80.9 55.0 63.3 70.7 71.7
Old : 55.9 68.8 77.4 80.9 55.0 63.3 70.7 71.7
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 22, 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 : 9,742: 120 80 0 8,226 8,764 8,346 8,844: 1,396 898
Old : 9,742: 120 80 0 8,226 8,764 8,346 8,844: 1,396 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 256: 0 80 0 256 426 256 506: 0 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.8 0.0 84.4 90.0 85.7 90.8: 14.3 9.2
Old : 100.0: 1.2 0.8 0.0 84.4 90.0 85.7 90.8: 14.3 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 15 15 16 16:
Old : 23: 1 1 0 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 45.1 69.0 69.2 37.4 35.0 50.0 53.3
Old : 41.1 45.1 69.0 69.2 37.4 35.0 50.0 53.3
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 22, 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 : 1,217,375: 198,019 201,659 322,639 641,265 626,528 1,161,923 1,150,826: 55,452 66,549
Old : 1,217,375: 198,019 201,659 322,639 641,265 626,528 1,161,923 1,150,826: 55,452 66,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -127,036: -11,994 14,028 -47,127 -28,870 -60,219 -87,991 -93,318: -39,045 -33,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.6 26.5 52.7 51.5 95.4 94.5: 4.6 5.5
Old : 100.0: 16.3 16.6 26.5 52.7 51.5 95.4 94.5: 4.6 5.5
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 : 314: 83 120 126 83 99 250 267:
Old : 314: 83 120 126 83 99 250 267:
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 : 33.7 23.5 44.3 33.5 16.1 8.1 21.2 11.5
Old : 33.7 23.5 44.3 33.5 16.1 8.1 21.2 11.5
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 22, 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 : 129,940: 21,794 14,547 8,536 63,116 55,415 93,446 78,498: 36,494 51,442
Old : 129,940: 21,794 14,547 8,536 63,116 55,415 93,446 78,498: 36,494 51,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 2,438: -683 911 396 1,610 7,948 1,323 9,255: 1,115 -6,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.2 6.6 48.6 42.6 71.9 60.4: 28.1 39.6
Old : 100.0: 16.8 11.2 6.6 48.6 42.6 71.9 60.4: 28.1 39.6
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 : 22: 3 4 6 13 15 19 22:
Old : 22: 3 4 6 13 15 19 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 : 44.2 21.2 62.5 37.9 36.0 20.1 46.2 33.2
Old : 44.2 21.2 62.5 37.9 36.0 20.1 46.2 33.2
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 22, 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 : 19,561: 900 600 25 18,636 18,936 19,561 19,561: 0 0
Old : 19,561: 900 600 25 18,636 18,936 19,561 19,561: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 425: 0 0 0 625 625 625 625: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 3.1 0.1 95.3 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.6 3.1 0.1 95.3 96.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 2 1 30 29 32 32:
Old : 41: 1 2 1 30 29 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 : 37.0 47.3 58.3 73.1 21.9 30.5 32.9 36.5
Old : 37.0 47.3 58.3 73.1 21.9 30.5 32.9 36.5
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 22, 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 : 181,689: 14,815 27,343 42,278 112,522 103,860 169,615 173,481: 12,074 8,208
Old : 181,689: 14,815 27,343 42,278 112,522 103,860 169,615 173,481: 12,074 8,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -5,716: -1,531 -2,950 1,879 -7,221 -3,577 -6,873 -4,648: 1,157 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 15.0 23.3 61.9 57.2 93.4 95.5: 6.6 4.5
Old : 100.0: 8.2 15.0 23.3 61.9 57.2 93.4 95.5: 6.6 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 : 48: 12 14 22 22 21 46 45:
Old : 48: 12 14 22 22 21 46 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 33.0 53.8 47.8 20.4 17.4 26.3 24.3
Old : 36.8 33.0 53.8 47.8 20.4 17.4 26.3 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, July 22, 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 : 28,985: 1,710 8,191 3,000 22,063 16,134 26,773 27,325: 2,212 1,660
Old : 28,985: 1,710 8,191 3,000 22,063 16,134 26,773 27,325: 2,212 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,768: 0 805 0 -1,530 -2,023 -1,530 -1,218: -238 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 28.3 10.4 76.1 55.7 92.4 94.3: 7.6 5.7
Old : 100.0: 5.9 28.3 10.4 76.1 55.7 92.4 94.3: 7.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 4 2 14 14 17 19:
Old : 22: 1 4 2 14 14 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 47.9 78.3 71.5 45.1 33.9 49.3 44.2
Old : 56.6 47.9 78.3 71.5 45.1 33.9 49.3 44.2
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 22, 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 : 6,509: 0 600 0 6,509 5,909 6,509 6,509: 0 0
Old : 6,509: 0 600 0 6,509 5,909 6,509 6,509: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 627: 0 0 0 627 819 627 819: 0 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 0.0 100.0 90.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.2 0.0 100.0 90.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 18 15 18 17:
Old : 25: 0 2 0 18 15 18 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 : 45.8 59.5 70.5 78.7 39.0 46.7 58.2 63.7
Old : 45.8 59.5 70.5 78.7 39.0 46.7 58.2 63.7
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 22, 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 : 14,160: 9,117 3,484 48 3,196 9,983 12,361 13,515: 1,799 645
Old : 14,160: 9,117 3,484 48 3,196 9,983 12,361 13,515: 1,799 645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,649: -1,709 587 -92 648 -2,282 -1,153 -1,787: -496 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 24.6 0.3 22.6 70.5 87.3 95.4: 12.7 4.6
Old : 100.0: 64.4 24.6 0.3 22.6 70.5 87.3 95.4: 12.7 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 : 93: 43 15 2 14 23 59 38:
Old : 93: 43 15 2 14 23 59 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 39.0 42.8 60.2 26.8 38.9 42.8 57.1
Old : 26.8 39.0 42.8 60.2 26.8 38.9 42.8 57.1
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 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 14,632: 8,235 3,776 8 3,429 9,719 11,672 13,503: 2,960 1,129
Old : 14,632: 8,235 3,776 8 3,429 9,719 11,672 13,503: 2,960 1,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 689: -564 1,312 -18 1,413 -800 831 494: -142 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 25.8 0.1 23.4 66.4 79.8 92.3: 20.2 7.7
Old : 100.0: 56.3 25.8 0.1 23.4 66.4 79.8 92.3: 20.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 34 11 2 14 14 48 27:
Old : 71: 34 11 2 14 14 48 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 : 21.5 48.1 35.6 69.8 21.5 48.1 35.6 69.8
Old : 21.5 48.1 35.6 69.8 21.5 48.1 35.6 69.8
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 22, 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 : 236,184: 56,061 15,383 19,922 139,604 190,164 215,587 225,469: 20,597 10,715
Old : 236,184: 56,061 15,383 19,922 139,604 190,164 215,587 225,469: 20,597 10,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -7,977: -5,621 -936 -675 136 -5,831 -6,160 -7,442: -1,817 -535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 6.5 8.4 59.1 80.5 91.3 95.5: 8.7 4.5
Old : 100.0: 23.7 6.5 8.4 59.1 80.5 91.3 95.5: 8.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 56 26 42 74 84 149 135:
Old : 172: 56 26 42 74 84 149 135:
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 : 20.8 27.2 33.9 40.3 12.7 9.1 19.1 16.3
Old : 20.8 27.2 33.9 40.3 12.7 9.1 19.1 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, July 22, 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 : 4,052: 200 0 0 3,735 4,052 3,935 4,052: 117 0
Old : 4,052: 200 0 0 3,735 4,052 3,935 4,052: 117 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -300: 0 0 0 -275 -290 -275 -290: -25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 0.0 92.2 100.0 97.1 100.0: 2.9 0.0
Old : 100.0: 4.9 0.0 0.0 92.2 100.0 97.1 100.0: 2.9 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 0 0 19 22 21 22:
Old : 27: 2 0 0 19 22 21 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 : 43.2 43.8 68.7 71.0 27.5 36.4 38.6 46.2
Old : 43.2 43.8 68.7 71.0 27.5 36.4 38.6 46.2
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 22, 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 : 15,232: 1,320 154 589 13,014 14,414 14,923 15,157: 309 75
Old : 15,232: 1,320 154 589 13,014 14,414 14,923 15,157: 309 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -507: 0 -100 100 -643 -507 -543 -507: 36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 1.0 3.9 85.4 94.6 98.0 99.5: 2.0 0.5
Old : 100.0: 8.7 1.0 3.9 85.4 94.6 98.0 99.5: 2.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 1 23 25 25 26:
Old : 38: 1 1 1 23 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 : 54.9 48.2 76.4 71.2 51.3 46.3 63.4 62.0
Old : 54.9 48.2 76.4 71.2 51.3 46.3 63.4 62.0
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 22, 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 : 5,645: 125 0 0 5,420 5,445 5,545 5,445: 100 200
Old : 5,645: 125 0 0 5,420 5,445 5,545 5,445: 100 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,000: 0 0 0 900 950 900 950: 100 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 96.0 96.5 98.2 96.5: 1.8 3.5
Old : 100.0: 2.2 0.0 0.0 96.0 96.5 98.2 96.5: 1.8 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 : 29: 1 0 0 19 19 20 19:
Old : 29: 1 0 0 19 19 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 : 46.1 53.1 73.4 74.4 34.6 43.4 52.3 58.0
Old : 46.1 53.1 73.4 74.4 34.6 43.4 52.3 58.0
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 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,329: 646 0 0 2,154 3,013 2,800 3,013: 529 316
Old : 3,329: 646 0 0 2,154 3,013 2,800 3,013: 529 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 637: 234 0 0 330 564 564 564: 73 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 0.0 0.0 64.7 90.5 84.1 90.5: 15.9 9.5
Old : 100.0: 19.4 0.0 0.0 64.7 90.5 84.1 90.5: 15.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 51.3 64.4 72.6 82.4 47.8 59.8 62.3 73.2
Old : 51.3 64.4 72.6 82.4 47.8 59.8 62.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,980: 929 1,755 268 8,441 8,793 9,638 10,816: 4,342 3,164
Old : 13,980: 929 1,755 268 8,441 8,793 9,638 10,816: 4,342 3,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -415: -557 -498 -150 -342 294 -1,049 -354: 634 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 12.6 1.9 60.4 62.9 68.9 77.4: 31.1 22.6
Old : 100.0: 6.6 12.6 1.9 60.4 62.9 68.9 77.4: 31.1 22.6
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 : 29: 3 3 2 16 22 19 27:
Old : 29: 3 3 2 16 22 19 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 : 35.4 35.3 52.0 51.6 30.8 34.7 42.4 47.7
Old : 35.4 35.3 52.0 51.6 30.8 34.7 42.4 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2008