GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, July 29, 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 : 7,684: 0 0 0 7,202 7,132 7,202 7,132: 482 552
Old : 7,684: 0 0 0 7,202 7,132 7,202 7,132: 482 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 302: 0 0 -50 82 82 32 32: 270 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.7 92.8 93.7 92.8: 6.3 7.2
Old : 100.0: 0.0 0.0 0.0 93.7 92.8 93.7 92.8: 6.3 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 : 39: 0 0 0 27 31 27 31:
Old : 39: 0 0 0 27 31 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 37.0 64.9 58.6 33.9 35.7 47.2 47.8
Old : 41.7 37.0 64.9 58.6 33.9 35.7 47.2 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,191: 0 570 225 7,791 7,246 8,016 8,041: 175 150
Old : 8,191: 0 570 225 7,791 7,246 8,016 8,041: 175 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 397: 0 -60 60 427 432 487 432: -90 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 2.7 95.1 88.5 97.9 98.2: 2.1 1.8
Old : 100.0: 0.0 7.0 2.7 95.1 88.5 97.9 98.2: 2.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 2 1 29 31 30 33:
Old : 41: 0 2 1 29 31 30 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 : 53.5 40.2 72.5 66.3 49.3 37.9 60.2 56.2
Old : 53.5 40.2 72.5 66.3 49.3 37.9 60.2 56.2
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 29, 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 : 3,980: 70 260 85 3,153 3,016 3,308 3,361: 672 619
Old : 3,980: 70 260 85 3,153 3,016 3,308 3,361: 672 619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 115: 70 11 23 36 128 129 162: -14 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.5 2.1 79.2 75.8 83.1 84.4: 16.9 15.6
Old : 100.0: 1.8 6.5 2.1 79.2 75.8 83.1 84.4: 16.9 15.6
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 : 36: 1 3 4 26 30 30 34:
Old : 36: 1 3 4 26 30 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 29.6 44.8 44.4 17.9 22.1 27.0 32.3
Old : 27.9 29.6 44.8 44.4 17.9 22.1 27.0 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, July 29, 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 : 3,639: 0 60 40 2,892 2,932 2,932 3,032: 707 607
Old : 3,639: 0 60 40 2,892 2,932 2,932 3,032: 707 607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 200: 0 5 0 165 160 165 165: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 1.1 79.5 80.6 80.6 83.3: 19.4 16.7
Old : 100.0: 0.0 1.6 1.1 79.5 80.6 80.6 83.3: 19.4 16.7
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: 0 2 1 31 32 32 34:
Old : 37: 0 2 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 : 28.1 28.9 44.2 45.5 19.9 23.6 33.4 36.1
Old : 28.1 28.9 44.2 45.5 19.9 23.6 33.4 36.1
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 29, 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 : 226,852: 28,766 15,659 38,300 127,126 148,577 194,192 202,536: 32,660 24,316
Old : 226,852: 28,766 15,659 38,300 127,126 148,577 194,192 202,536: 32,660 24,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 730: 1,994 -253 3,374 -4,494 -1,507 874 1,614: -144 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 6.9 16.9 56.0 65.5 85.6 89.3: 14.4 10.7
Old : 100.0: 12.7 6.9 16.9 56.0 65.5 85.6 89.3: 14.4 10.7
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 : 132: 32 26 39 58 62 115 108:
Old : 132: 32 26 39 58 62 115 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 31.7 34.7 41.0 13.5 18.1 20.1 22.5
Old : 22.1 31.7 34.7 41.0 13.5 18.1 20.1 22.5
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 29, 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: 423 200 400 7,053 7,256 7,876 7,856: 50 70
Old : 7,926: 423 200 400 7,053 7,256 7,876 7,856: 50 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 0: 50 0 0 -50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.5 5.0 89.0 91.5 99.4 99.1: 0.6 0.9
Old : 100.0: 5.3 2.5 5.0 89.0 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 : 42: 2 1 3 29 28 33 31:
Old : 42: 2 1 3 29 28 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 39.4 69.1 62.8 46.4 34.3 53.6 47.5
Old : 54.9 39.4 69.1 62.8 46.4 34.3 53.6 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 29, 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 22, 2008 :
: 0: 0 0 0 0 0 0 0: 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 29, 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 : 940,387: 206,393 326,027 327,863 327,471 254,762 861,727 908,652: 78,660 31,735
Old : 940,387: 206,393 326,027 327,863 327,471 254,762 861,727 908,652: 78,660 31,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -28,437: -8,174 11,220 -19,831 4,448 -16,255 -23,557 -24,866: -4,880 -3,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 34.7 34.9 34.8 27.1 91.6 96.6: 8.4 3.4
Old : 100.0: 21.9 34.7 34.9 34.8 27.1 91.6 96.6: 8.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 84 45 83 76 63 203 154:
Old : 213: 84 45 83 76 63 203 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 42.0 40.8 53.7 15.6 29.8 20.2 33.0
Old : 28.5 42.0 40.8 53.7 15.6 29.8 20.2 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, July 29, 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 : 106,289: 2,716 9,338 2,382 92,485 85,792 97,583 97,512: 8,706 8,777
Old : 106,289: 2,716 9,338 2,382 92,485 85,792 97,583 97,512: 8,706 8,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 5,063: 929 918 983 2,965 3,224 4,877 5,125: 186 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 8.8 2.2 87.0 80.7 91.8 91.7: 8.2 8.3
Old : 100.0: 2.6 8.8 2.2 87.0 80.7 91.8 91.7: 8.2 8.3
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 : 32: 2 2 2 27 23 29 27:
Old : 32: 2 2 2 27 23 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 : 46.0 55.9 60.9 72.4 43.3 50.5 55.8 64.8
Old : 46.0 55.9 60.9 72.4 43.3 50.5 55.8 64.8
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 29, 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 : 70,371: 3,067 15,706 3,511 56,823 42,883 63,401 62,100: 6,970 8,271
Old : 70,371: 3,067 15,706 3,511 56,823 42,883 63,401 62,100: 6,970 8,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 20: -42 1,002 -926 300 235 -668 311: 688 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 22.3 5.0 80.7 60.9 90.1 88.2: 9.9 11.8
Old : 100.0: 4.4 22.3 5.0 80.7 60.9 90.1 88.2: 9.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 4 5 29 25 34 31:
Old : 40: 2 4 5 29 25 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 37.5 50.8 57.0 31.2 30.5 47.4 47.0
Old : 31.5 37.5 50.8 57.0 31.2 30.5 47.4 47.0
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 29, 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 : 109,496: 5,359 455 3,727 95,329 96,945 104,415 101,127: 5,081 8,369
Old : 109,496: 5,359 455 3,727 95,329 96,945 104,415 101,127: 5,081 8,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,310: 414 -415 -118 2,335 1,803 2,631 1,270: -1,321 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.4 3.4 87.1 88.5 95.4 92.4: 4.6 7.6
Old : 100.0: 4.9 0.4 3.4 87.1 88.5 95.4 92.4: 4.6 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 : 38: 3 1 3 31 27 35 30:
Old : 38: 3 1 3 31 27 35 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 : 44.2 41.3 58.1 57.8 37.4 34.8 49.1 47.5
Old : 44.2 41.3 58.1 57.8 37.4 34.8 49.1 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,961: 6,054 2,708 1,333 79,247 80,825 86,634 84,866: 11,327 13,095
Old : 97,961: 6,054 2,708 1,333 79,247 80,825 86,634 84,866: 11,327 13,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,365: 350 0 1,119 2,404 637 3,873 1,756: -2,508 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.8 1.4 80.9 82.5 88.4 86.6: 11.6 13.4
Old : 100.0: 6.2 2.8 1.4 80.9 82.5 88.4 86.6: 11.6 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 2 22 26 26 28:
Old : 35: 3 1 2 22 26 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 41.9 53.7 57.9 27.9 37.8 43.1 49.1
Old : 36.5 41.9 53.7 57.9 27.9 37.8 43.1 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, July 29, 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 : 50,245: 3,848 1,802 6,436 36,596 38,480 46,880 46,718: 3,365 3,527
Old : 50,245: 3,848 1,802 6,436 36,596 38,480 46,880 46,718: 3,365 3,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 391: 510 320 -138 480 449 852 631: -461 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 3.6 12.8 72.8 76.6 93.3 93.0: 6.7 7.0
Old : 100.0: 7.7 3.6 12.8 72.8 76.6 93.3 93.0: 6.7 7.0
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: 2 1 2 18 17 21 19:
Old : 25: 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 : 52.3 55.9 70.8 77.8 41.2 37.1 50.7 51.5
Old : 52.3 55.9 70.8 77.8 41.2 37.1 50.7 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, July 29, 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 : 79,463: 4,866 1,288 7,150 61,029 62,217 73,045 70,655: 6,418 8,808
Old : 79,463: 4,866 1,288 7,150 61,029 62,217 73,045 70,655: 6,418 8,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 5,050: 118 -2,066 1,702 1,928 5,178 3,748 4,814: 1,302 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.6 9.0 76.8 78.3 91.9 88.9: 8.1 11.1
Old : 100.0: 6.1 1.6 9.0 76.8 78.3 91.9 88.9: 8.1 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 : 36: 4 1 2 27 27 31 30:
Old : 36: 4 1 2 27 27 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 41.6 67.2 59.1 43.5 35.9 55.1 46.6
Old : 48.0 41.6 67.2 59.1 43.5 35.9 55.1 46.6
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 103,769: 6,624 4,207 2,638 88,196 91,242 97,458 98,087: 6,311 5,682
Old : 103,769: 6,624 4,207 2,638 88,196 91,242 97,458 98,087: 6,311 5,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -675: 1,655 -462 -422 -906 239 327 -645: -1,002 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.1 2.5 85.0 87.9 93.9 94.5: 6.1 5.5
Old : 100.0: 6.4 4.1 2.5 85.0 87.9 93.9 94.5: 6.1 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 : 50: 2 3 4 31 37 35 42:
Old : 50: 2 3 4 31 37 35 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 : 37.1 25.5 58.9 42.0 34.9 23.7 52.4 38.1
Old : 37.1 25.5 58.9 42.0 34.9 23.7 52.4 38.1
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 116,414: 8,070 1,608 6,192 92,747 95,638 107,009 103,438: 9,405 12,976
Old : 116,414: 8,070 1,608 6,192 92,747 95,638 107,009 103,438: 9,405 12,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 614: -531 0 356 892 -92 717 264: -103 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.4 5.3 79.7 82.2 91.9 88.9: 8.1 11.1
Old : 100.0: 6.9 1.4 5.3 79.7 82.2 91.9 88.9: 8.1 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 : 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 : 44.3 37.8 68.4 55.9 41.2 36.0 59.6 50.5
Old : 44.3 37.8 68.4 55.9 41.2 36.0 59.6 50.5
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 29, 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 : 60,577: 2,992 5,081 4,822 47,845 40,394 55,659 50,297: 4,918 10,280
Old : 60,577: 2,992 5,081 4,822 47,845 40,394 55,659 50,297: 4,918 10,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,787: 559 1,712 136 1,216 -57 1,911 1,791: -124 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.4 8.0 79.0 66.7 91.9 83.0: 8.1 17.0
Old : 100.0: 4.9 8.4 8.0 79.0 66.7 91.9 83.0: 8.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 43.4 40.1 62.4 62.1 34.7 28.0 43.8 39.3
Old : 43.4 40.1 62.4 62.1 34.7 28.0 43.8 39.3
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 29, 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 : 106,962: 3,497 6,743 20,455 81,911 76,503 105,863 103,701: 1,099 3,261
Old : 106,962: 3,497 6,743 20,455 81,911 76,503 105,863 103,701: 1,099 3,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 556: -447 -1,523 1,416 387 1,525 1,356 1,418: -800 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.3 19.1 76.6 71.5 99.0 97.0: 1.0 3.0
Old : 100.0: 3.3 6.3 19.1 76.6 71.5 99.0 97.0: 1.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 3 19 21 24 24:
Old : 32: 3 2 3 19 21 24 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 : 64.2 53.3 80.2 70.1 39.6 30.3 51.6 42.4
Old : 64.2 53.3 80.2 70.1 39.6 30.3 51.6 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,333: 2,313 0 2,362 51,010 50,474 55,685 52,836: 6,648 9,497
Old : 62,333: 2,313 0 2,362 51,010 50,474 55,685 52,836: 6,648 9,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 2,087: 556 -23 -796 2,176 2,906 1,936 2,087: 151 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 3.8 81.8 81.0 89.3 84.8: 10.7 15.2
Old : 100.0: 3.7 0.0 3.8 81.8 81.0 89.3 84.8: 10.7 15.2
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 : 31: 3 0 2 26 25 29 27:
Old : 31: 3 0 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 : 34.2 33.8 51.5 53.1 26.0 28.0 39.3 41.6
Old : 34.2 33.8 51.5 53.1 26.0 28.0 39.3 41.6
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 99,876: 2,039 9,650 6,084 85,478 78,867 93,601 94,601: 6,275 5,275
Old : 99,876: 2,039 9,650 6,084 85,478 78,867 93,601 94,601: 6,275 5,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,668: -879 3,274 764 1,680 -2,105 1,565 1,933: 103 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 9.7 6.1 85.6 79.0 93.7 94.7: 6.3 5.3
Old : 100.0: 2.0 9.7 6.1 85.6 79.0 93.7 94.7: 6.3 5.3
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 : 49: 3 3 5 33 34 39 39:
Old : 49: 3 3 5 33 34 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 30.7 50.3 47.4 30.1 24.9 45.6 41.3
Old : 33.4 30.7 50.3 47.4 30.1 24.9 45.6 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,794: 0 5,563 0 39,905 38,161 39,905 43,724: 11,889 8,070
Old : 51,794: 0 5,563 0 39,905 38,161 39,905 43,724: 11,889 8,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.7 0.0 77.0 73.7 77.0 84.4: 23.0 15.6
Old : 100.0: 0.0 10.7 0.0 77.0 73.7 77.0 84.4: 23.0 15.6
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 : 21: 0 1 0 13 14 13 15:
Old : 21: 0 1 0 13 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 58.3 72.5 75.9 57.5 57.6 69.2 74.6
Old : 58.4 58.3 72.5 75.9 57.5 57.6 69.2 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
Commitments of Traders - Futures Only, July 29, 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 : 55,330: 0 6,045 0 48,106 44,424 48,106 50,469: 7,224 4,861
Old : 55,330: 0 6,045 0 48,106 44,424 48,106 50,469: 7,224 4,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -335: 0 0 0 93 93 93 93: -428 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.9 0.0 86.9 80.3 86.9 91.2: 13.1 8.8
Old : 100.0: 0.0 10.9 0.0 86.9 80.3 86.9 91.2: 13.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 17 14 17 16:
Old : 22: 0 2 0 17 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 57.8 69.2 78.1 38.7 45.5 51.1 56.0
Old : 52.0 57.8 69.2 78.1 38.7 45.5 51.1 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders - Futures Only, July 29, 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 : 14,327: 3,700 0 604 9,407 13,379 13,711 13,983: 616 344
Old : 14,327: 3,700 0 604 9,407 13,379 13,711 13,983: 616 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 0.0 4.2 65.7 93.4 95.7 97.6: 4.3 2.4
Old : 100.0: 25.8 0.0 4.2 65.7 93.4 95.7 97.6: 4.3 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 : 22: 2 0 1 9 12 11 13:
Old : 22: 2 0 1 9 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 60.8 84.5 85.3 61.0 60.8 81.1 78.8
Old : 61.0 60.8 84.5 85.3 61.0 60.8 81.1 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 124,223: 5,163 28,597 17,938 85,633 66,838 108,734 113,373: 15,489 10,850
Old : 124,223: 5,163 28,597 17,938 85,633 66,838 108,734 113,373: 15,489 10,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -919: -1,812 580 -910 1,542 -615 -1,180 -945: 261 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 23.0 14.4 68.9 53.8 87.5 91.3: 12.5 8.7
Old : 100.0: 4.2 23.0 14.4 68.9 53.8 87.5 91.3: 12.5 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 : 40: 3 6 8 31 26 39 35:
Old : 40: 3 6 8 31 26 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 30.8 49.3 47.6 17.9 20.2 27.7 29.7
Old : 32.0 30.8 49.3 47.6 17.9 20.2 27.7 29.7
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 112,437: 12,511 928 7,384 84,180 93,030 104,075 101,342: 8,362 11,095
Old : 112,437: 12,511 928 7,384 84,180 93,030 104,075 101,342: 8,362 11,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 2,060: -1,552 428 210 3,462 3,563 2,120 4,201: -60 -2,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.8 6.6 74.9 82.7 92.6 90.1: 7.4 9.9
Old : 100.0: 11.1 0.8 6.6 74.9 82.7 92.6 90.1: 7.4 9.9
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 : 31: 4 1 4 22 22 27 26:
Old : 31: 4 1 4 22 22 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 50.6 74.6 61.9 56.5 46.2 65.4 55.0
Old : 60.4 50.6 74.6 61.9 56.5 46.2 65.4 55.0
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,452: 8,673 248 0 44,950 51,865 53,623 52,113: 829 2,339
Old : 54,452: 8,673 248 0 44,950 51,865 53,623 52,113: 829 2,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 866: 713 -961 0 304 1,052 1,017 91: -151 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.5 0.0 82.5 95.2 98.5 95.7: 1.5 4.3
Old : 100.0: 15.9 0.5 0.0 82.5 95.2 98.5 95.7: 1.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 0 17 17 19 18:
Old : 28: 2 1 0 17 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 50.7 81.1 75.4 51.6 43.5 68.1 64.2
Old : 56.1 50.7 81.1 75.4 51.6 43.5 68.1 64.2
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 29, 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 : 232,828: 10,459 3,701 8,859 195,689 207,986 215,007 220,546: 17,821 12,282
Old : 232,828: 10,459 3,701 8,859 195,689 207,986 215,007 220,546: 17,821 12,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,611: 536 -628 -125 901 2,761 1,312 2,008: 299 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.6 3.8 84.0 89.3 92.3 94.7: 7.7 5.3
Old : 100.0: 4.5 1.6 3.8 84.0 89.3 92.3 94.7: 7.7 5.3
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 : 60: 5 5 6 45 43 53 51:
Old : 60: 5 5 6 45 43 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 50.9 50.4 59.5 27.6 48.4 44.5 55.5
Old : 30.7 50.9 50.4 59.5 27.6 48.4 44.5 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 234,783: 9,686 15,582 17,790 197,278 195,109 224,754 228,481: 10,029 6,302
Old : 234,783: 9,686 15,582 17,790 197,278 195,109 224,754 228,481: 10,029 6,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -1,876: 426 1,408 -1,623 -232 -514 -1,429 -729: -447 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.6 7.6 84.0 83.1 95.7 97.3: 4.3 2.7
Old : 100.0: 4.1 6.6 7.6 84.0 83.1 95.7 97.3: 4.3 2.7
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 : 49: 4 3 5 40 36 47 41:
Old : 49: 4 3 5 40 36 47 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 38.0 46.4 60.0 21.3 33.8 34.5 50.7
Old : 28.3 38.0 46.4 60.0 21.3 33.8 34.5 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 234,059: 5,523 6,639 19,663 201,692 199,084 226,878 225,386: 7,181 8,673
Old : 234,059: 5,523 6,639 19,663 201,692 199,084 226,878 225,386: 7,181 8,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -1,779: -3,783 4,715 1,521 76 -9,049 -2,186 -2,813: 407 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.8 8.4 86.2 85.1 96.9 96.3: 3.1 3.7
Old : 100.0: 2.4 2.8 8.4 86.2 85.1 96.9 96.3: 3.1 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 : 68: 4 6 9 55 52 65 61:
Old : 68: 4 6 9 55 52 65 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 : 26.9 27.3 46.1 45.4 23.2 18.7 35.0 27.1
Old : 26.9 27.3 46.1 45.4 23.2 18.7 35.0 27.1
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 29, 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 : 49,790: 2,369 2,052 3,506 36,565 35,613 42,440 41,171: 7,350 8,619
Old : 49,790: 2,369 2,052 3,506 36,565 35,613 42,440 41,171: 7,350 8,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,805: 1,643 1,847 -111 93 186 1,625 1,922: 180 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.1 7.0 73.4 71.5 85.2 82.7: 14.8 17.3
Old : 100.0: 4.8 4.1 7.0 73.4 71.5 85.2 82.7: 14.8 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 19 15 21 17:
Old : 25: 1 1 2 19 15 21 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 : 39.8 43.7 64.0 66.1 33.5 36.1 50.1 50.3
Old : 39.8 43.7 64.0 66.1 33.5 36.1 50.1 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 29, 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 : 209,171: 18,910 8,263 18,855 165,526 173,599 203,291 200,717: 5,880 8,454
Old : 209,171: 18,910 8,263 18,855 165,526 173,599 203,291 200,717: 5,880 8,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 3,000: -1,416 -1,900 1,676 3,046 4,205 3,306 3,981: -306 -981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 4.0 9.0 79.1 83.0 97.2 96.0: 2.8 4.0
Old : 100.0: 9.0 4.0 9.0 79.1 83.0 97.2 96.0: 2.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 3 8 39 41 47 49:
Old : 52: 5 3 8 39 41 47 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 28.7 54.0 45.9 26.2 24.4 37.8 36.0
Old : 32.8 28.7 54.0 45.9 26.2 24.4 37.8 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,696: 2,117 4,886 1,532 45,350 40,687 48,999 47,105: 10,697 12,591
Old : 59,696: 2,117 4,886 1,532 45,350 40,687 48,999 47,105: 10,697 12,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 731: 0 59 30 -155 766 -125 855: 856 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 8.2 2.6 76.0 68.2 82.1 78.9: 17.9 21.1
Old : 100.0: 3.5 8.2 2.6 76.0 68.2 82.1 78.9: 17.9 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 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 : 36.8 34.3 59.1 53.7 31.2 23.2 42.1 34.9
Old : 36.8 34.3 59.1 53.7 31.2 23.2 42.1 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, July 29, 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 : 3,821,554: 1,514,632 384,882 1,063,022 1,216,511 2,354,376 3,794,165 3,802,280: 27,389 19,274
Old : 3,821,554: 1,514,632 384,882 1,063,022 1,216,511 2,354,376 3,794,165 3,802,280: 27,389 19,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 108,491: 46,645 -1,598 45,976 16,079 54,945 108,700 99,323: -209 9,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 10.1 27.8 31.8 61.6 99.3 99.5: 0.7 0.5
Old : 100.0: 39.6 10.1 27.8 31.8 61.6 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 32 22 45 113 102 164 153:
Old : 175: 32 22 45 113 102 164 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 33.8 53.5 49.3 33.8 23.3 36.7 31.6
Old : 42.8 33.8 53.5 49.3 33.8 23.3 36.7 31.6
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 29, 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 : 1,079,227: 109,066 361,934 280,360 686,156 434,749 1,075,582 1,077,043: 3,645 2,184
Old : 1,079,227: 109,066 361,934 280,360 686,156 434,749 1,075,582 1,077,043: 3,645 2,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -122,001: 81 -42,559 -43,894 -77,530 -30,439 -121,343 -116,892: -658 -5,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 33.5 26.0 63.6 40.3 99.7 99.8: 0.3 0.2
Old : 100.0: 10.1 33.5 26.0 63.6 40.3 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 19 27 30 42 41 78 81:
Old : 89: 19 27 30 42 41 78 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 41.5 58.7 57.0 30.6 26.6 39.0 34.3
Old : 38.7 41.5 58.7 57.0 30.6 26.6 39.0 34.3
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 29, 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 : 28,500: 1,786 1,043 811 25,146 26,014 27,743 27,868: 757 632
Old : 28,500: 1,786 1,043 811 25,146 26,014 27,743 27,868: 757 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 2,060: 290 0 -40 1,760 2,072 2,010 2,032: 50 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.7 2.8 88.2 91.3 97.3 97.8: 2.7 2.2
Old : 100.0: 6.3 3.7 2.8 88.2 91.3 97.3 97.8: 2.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 2 5 26 27 33 33:
Old : 37: 6 2 5 26 27 33 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 : 43.4 45.2 65.2 67.6 32.2 40.2 44.2 48.2
Old : 43.4 45.2 65.2 67.6 32.2 40.2 44.2 48.2
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 29, 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 : 12,531: 1,280 170 512 10,419 11,593 12,211 12,275: 320 256
Old : 12,531: 1,280 170 512 10,419 11,593 12,211 12,275: 320 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 44: 0 0 0 44 44 44 44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 1.4 4.1 83.1 92.5 97.4 98.0: 2.6 2.0
Old : 100.0: 10.2 1.4 4.1 83.1 92.5 97.4 98.0: 2.6 2.0
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 : 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 : 59.1 73.4 90.3 90.8 47.1 46.6 58.6 57.4
Old : 59.1 73.4 90.3 90.8 47.1 46.6 58.6 57.4
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 29, 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 : 14,803: 3,287 0 357 10,371 13,852 14,015 14,209: 788 594
Old : 14,803: 3,287 0 357 10,371 13,852 14,015 14,209: 788 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 34: 0 0 0 34 -46 34 -46: 0 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 0.0 2.4 70.1 93.6 94.7 96.0: 5.3 4.0
Old : 100.0: 22.2 0.0 2.4 70.1 93.6 94.7 96.0: 5.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 0 3 18 17 21 20:
Old : 24: 3 0 3 18 17 21 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 : 60.8 73.1 83.4 87.4 45.2 49.7 58.7 59.5
Old : 60.8 73.1 83.4 87.4 45.2 49.7 58.7 59.5
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 29, 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 : 24,680: 280 516 684 21,048 21,634 22,012 22,834: 2,668 1,846
Old : 24,680: 280 516 684 21,048 21,634 22,012 22,834: 2,668 1,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 592: -84 36 84 352 372 352 492: 240 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.1 2.8 85.3 87.7 89.2 92.5: 10.8 7.5
Old : 100.0: 1.1 2.1 2.8 85.3 87.7 89.2 92.5: 10.8 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 19 17 22 19:
Old : 24: 1 2 2 19 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 51.6 67.4 73.7 26.7 36.6 41.0 45.2
Old : 44.9 51.6 67.4 73.7 26.7 36.6 41.0 45.2
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 29, 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 : 29,722: 0 240 480 29,206 27,888 29,686 28,608: 36 1,114
Old : 29,722: 0 240 480 29,206 27,888 29,686 28,608: 36 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -390: 0 0 0 -390 -390 -390 -390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 1.6 98.3 93.8 99.9 96.3: 0.1 3.7
Old : 100.0: 0.0 0.8 1.6 98.3 93.8 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 : 55.1 67.3 75.7 80.1 54.2 61.6 70.9 70.1
Old : 55.1 67.3 75.7 80.1 54.2 61.6 70.9 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, July 29, 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 : 10,292: 120 80 0 10,076 9,544 10,196 9,624: 96 668
Old : 10,292: 120 80 0 10,076 9,544 10,196 9,624: 96 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 550: 0 0 0 1,850 780 1,850 780: -1,300 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.8 0.0 97.9 92.7 99.1 93.5: 0.9 6.5
Old : 100.0: 1.2 0.8 0.0 97.9 92.7 99.1 93.5: 0.9 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 0 16 17 17 18:
Old : 25: 1 1 0 16 17 17 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 : 45.4 40.1 76.4 69.0 41.8 36.5 58.0 53.5
Old : 45.4 40.1 76.4 69.0 41.8 36.5 58.0 53.5
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 29, 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 : 1,220,537: 201,622 202,282 328,020 629,322 616,483 1,158,964 1,146,785: 61,573 73,752
Old : 1,220,537: 201,622 202,282 328,020 629,322 616,483 1,158,964 1,146,785: 61,573 73,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 3,162: 3,603 623 5,381 -11,943 -10,045 -2,959 -4,041: 6,121 7,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.6 26.9 51.6 50.5 95.0 94.0: 5.0 6.0
Old : 100.0: 16.5 16.6 26.9 51.6 50.5 95.0 94.0: 5.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 88 111 126 82 99 248 264:
Old : 307: 88 111 126 82 99 248 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 22.8 43.4 33.0 15.8 8.2 20.5 11.9
Old : 32.8 22.8 43.4 33.0 15.8 8.2 20.5 11.9
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 29, 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 : 132,118: 21,384 14,650 7,966 61,640 50,782 90,990 73,398: 41,128 58,720
Old : 132,118: 21,384 14,650 7,966 61,640 50,782 90,990 73,398: 41,128 58,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 2,178: -410 103 -570 -1,476 -4,633 -2,456 -5,100: 4,634 7,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 11.1 6.0 46.7 38.4 68.9 55.6: 31.1 44.4
Old : 100.0: 16.2 11.1 6.0 46.7 38.4 68.9 55.6: 31.1 44.4
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 : 21: 4 3 6 12 14 18 21:
Old : 21: 4 3 6 12 14 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 21.5 61.2 36.9 34.8 20.3 44.4 30.2
Old : 43.9 21.5 61.2 36.9 34.8 20.3 44.4 30.2
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 29, 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 : 19,986: 900 600 25 19,061 19,361 19,986 19,986: 0 0
Old : 19,986: 900 600 25 19,061 19,361 19,986 19,986: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 425: 0 0 0 425 425 425 425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 3.0 0.1 95.4 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 4.5 3.0 0.1 95.4 96.9 100.0 100.0: 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 : 37.7 47.3 59.1 73.3 21.7 30.8 33.3 36.8
Old : 37.7 47.3 59.1 73.3 21.7 30.8 33.3 36.8
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 29, 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 : 188,969: 17,046 28,800 46,569 114,158 104,091 177,773 179,460: 11,196 9,509
Old : 188,969: 17,046 28,800 46,569 114,158 104,091 177,773 179,460: 11,196 9,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 7,280: 2,231 1,457 4,291 1,636 231 8,158 5,979: -878 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.2 24.6 60.4 55.1 94.1 95.0: 5.9 5.0
Old : 100.0: 9.0 15.2 24.6 60.4 55.1 94.1 95.0: 5.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 12 14 23 23 22 47 47:
Old : 49: 12 14 23 23 22 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 31.0 52.0 46.1 20.4 16.4 26.2 23.0
Old : 35.6 31.0 52.0 46.1 20.4 16.4 26.2 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 30,110: 2,210 7,741 3,000 22,158 17,709 27,368 28,450: 2,742 1,660
Old : 30,110: 2,210 7,741 3,000 22,158 17,709 27,368 28,450: 2,742 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,125: 500 -450 0 95 1,575 595 1,125: 530 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 25.7 10.0 73.6 58.8 90.9 94.5: 9.1 5.5
Old : 100.0: 7.3 25.7 10.0 73.6 58.8 90.9 94.5: 9.1 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 : 22: 2 3 2 14 14 18 18:
Old : 22: 2 3 2 14 14 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 48.5 75.9 72.7 44.7 34.5 49.1 47.9
Old : 55.8 48.5 75.9 72.7 44.7 34.5 49.1 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, July 29, 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 22, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 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 68.2 78.7 39.0 48.2 58.2 66.0
Old : 45.8 59.5 68.2 78.7 39.0 48.2 58.2 66.0
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 29, 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 : 13,647: 8,441 4,203 53 3,290 8,638 11,784 12,894: 1,863 753
Old : 13,647: 8,441 4,203 53 3,290 8,638 11,784 12,894: 1,863 753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -513: -676 719 5 94 -1,345 -577 -621: 64 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 30.8 0.4 24.1 63.3 86.3 94.5: 13.7 5.5
Old : 100.0: 61.9 30.8 0.4 24.1 63.3 86.3 94.5: 13.7 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 : 96: 38 23 3 16 22 57 45:
Old : 96: 38 23 3 16 22 57 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 : 26.8 42.3 42.4 60.2 26.8 42.2 42.4 60.1
Old : 26.8 42.3 42.4 60.2 26.8 42.2 42.4 60.1
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 13,406: 7,102 3,683 3 3,806 8,633 10,911 12,319: 2,495 1,087
Old : 13,406: 7,102 3,683 3 3,806 8,633 10,911 12,319: 2,495 1,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -1,226: -1,133 -93 -5 377 -1,086 -761 -1,184: -465 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 27.5 0.0 28.4 64.4 81.4 91.9: 18.6 8.1
Old : 100.0: 53.0 27.5 0.0 28.4 64.4 81.4 91.9: 18.6 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 30 10 1 13 14 43 25:
Old : 67: 30 10 1 13 14 43 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 43.5 39.3 64.8 24.9 43.5 39.3 64.8
Old : 24.9 43.5 39.3 64.8 24.9 43.5 39.3 64.8
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 222,794: 55,830 14,037 20,391 127,613 175,550 203,834 209,978: 18,960 12,816
Old : 222,794: 55,830 14,037 20,391 127,613 175,550 203,834 209,978: 18,960 12,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -13,390: -231 -1,346 469 -11,991 -14,614 -11,753 -15,491: -1,637 2,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 6.3 9.2 57.3 78.8 91.5 94.2: 8.5 5.8
Old : 100.0: 25.1 6.3 9.2 57.3 78.8 91.5 94.2: 8.5 5.8
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 : 177: 55 29 43 80 83 157 135:
Old : 177: 55 29 43 80 83 157 135:
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 : 20.9 26.9 32.8 38.7 12.9 10.6 19.7 17.7
Old : 20.9 26.9 32.8 38.7 12.9 10.6 19.7 17.7
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 29, 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 : 4,377: 150 100 50 4,060 4,227 4,260 4,377: 117 0
Old : 4,377: 150 100 50 4,060 4,227 4,260 4,377: 117 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 325: -50 100 50 325 175 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.3 1.1 92.8 96.6 97.3 100.0: 2.7 0.0
Old : 100.0: 3.4 2.3 1.1 92.8 96.6 97.3 100.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 20 22 22 24:
Old : 28: 1 1 1 20 22 22 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 : 42.3 40.6 68.2 68.0 27.7 33.7 38.0 42.8
Old : 42.3 40.6 68.2 68.0 27.7 33.7 38.0 42.8
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 29, 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 : 15,192: 1,320 204 539 13,064 14,414 14,923 15,157: 269 35
Old : 15,192: 1,320 204 539 13,064 14,414 14,923 15,157: 269 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -40: 0 50 -50 50 0 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 1.3 3.5 86.0 94.9 98.2 99.8: 1.8 0.2
Old : 100.0: 8.7 1.3 3.5 86.0 94.9 98.2 99.8: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 55.1 48.3 76.7 71.5 51.4 46.4 63.6 62.2
Old : 55.1 48.3 76.7 71.5 51.4 46.4 63.6 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, July 29, 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 5,470 5,445 5,595 5,445: 50 200
Old : 5,645: 125 0 0 5,470 5,445 5,595 5,445: 50 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 0: 0 0 0 50 0 50 0: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 96.9 96.5 99.1 96.5: 0.9 3.5
Old : 100.0: 2.2 0.0 0.0 96.9 96.5 99.1 96.5: 0.9 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 : 30: 1 0 0 20 19 21 19:
Old : 30: 1 0 0 20 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 53.1 72.1 74.4 34.2 42.1 51.0 56.2
Old : 45.6 53.1 72.1 74.4 34.2 42.1 51.0 56.2
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 29, 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 : 3,332: 700 0 0 2,157 3,070 2,857 3,070: 475 262
Old : 3,332: 700 0 0 2,157 3,070 2,857 3,070: 475 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 3: 54 0 0 3 57 57 57: -54 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 0.0 0.0 64.7 92.1 85.7 92.1: 14.3 7.9
Old : 100.0: 21.0 0.0 0.0 64.7 92.1 85.7 92.1: 14.3 7.9
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 : 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 : 53.0 64.3 74.2 82.9 46.9 59.7 62.3 73.2
Old : 53.0 64.3 74.2 82.9 46.9 59.7 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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,250: 1,407 1,630 627 10,264 9,933 12,298 12,190: 1,952 2,060
Old : 14,250: 1,407 1,630 627 10,264 9,933 12,298 12,190: 1,952 2,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 270: 478 -125 359 1,823 1,140 2,660 1,374: -2,390 -1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 11.4 4.4 72.0 69.7 86.3 85.5: 13.7 14.5
Old : 100.0: 9.9 11.4 4.4 72.0 69.7 86.3 85.5: 13.7 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 3 5 18 25 24 31:
Old : 34: 4 3 5 18 25 24 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 34.8 57.7 50.7 34.6 34.0 47.8 47.2
Old : 37.4 34.8 57.7 50.7 34.6 34.0 47.8 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2008