GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, September 2, 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 : 7,387: 26 0 0 7,271 7,262 7,297 7,262: 90 125
Old : 7,387: 26 0 0 7,271 7,262 7,297 7,262: 90 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 380: -25 0 0 430 405 405 405: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 98.4 98.3 98.8 98.3: 1.2 1.7
Old : 100.0: 0.4 0.0 0.0 98.4 98.3 98.8 98.3: 1.2 1.7
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: 1 0 0 27 29 28 29:
Old : 40: 1 0 0 27 29 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 43.1 70.5 66.3 40.8 42.4 54.7 56.1
Old : 50.2 43.1 70.5 66.3 40.8 42.4 54.7 56.1
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, September 2, 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 : 7,807: 0 170 625 7,132 6,867 7,757 7,662: 50 145
Old : 7,807: 0 170 625 7,132 6,867 7,757 7,662: 50 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 8.0 91.4 88.0 99.4 98.1: 0.6 1.9
Old : 100.0: 0.0 2.2 8.0 91.4 88.0 99.4 98.1: 0.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 2 1 30 30 31 32:
Old : 42: 0 2 1 30 30 31 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 : 52.0 43.0 71.9 68.6 42.4 38.4 49.6 50.2
Old : 52.0 43.0 71.9 68.6 42.4 38.4 49.6 50.2
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,655: 72 545 60 3,716 3,404 3,848 4,009: 807 646
Old : 4,655: 72 545 60 3,716 3,404 3,848 4,009: 807 646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 262: 0 -2 0 159 170 159 168: 103 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 11.7 1.3 79.8 73.1 82.7 86.1: 17.3 13.9
Old : 100.0: 1.5 11.7 1.3 79.8 73.1 82.7 86.1: 17.3 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 3 2 26 30 28 34:
Old : 34: 1 3 2 26 30 28 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 : 29.5 30.1 47.6 47.7 14.1 26.1 24.1 34.0
Old : 29.5 30.1 47.6 47.7 14.1 26.1 24.1 34.0
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,029: 0 15 40 3,026 3,237 3,066 3,292: 963 737
Old : 4,029: 0 15 40 3,026 3,237 3,066 3,292: 963 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 338: 0 0 5 301 339 306 344: 32 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 1.0 75.1 80.3 76.1 81.7: 23.9 18.3
Old : 100.0: 0.0 0.4 1.0 75.1 80.3 76.1 81.7: 23.9 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 29 32 30 33:
Old : 35: 0 1 1 29 32 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 : 25.0 26.7 40.0 42.2 17.6 22.5 27.5 34.4
Old : 25.0 26.7 40.0 42.2 17.6 22.5 27.5 34.4
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, September 2, 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 : 212,963: 27,005 10,892 33,107 116,150 139,983 176,262 183,982: 36,701 28,981
Old : 212,963: 27,005 10,892 33,107 116,150 139,983 176,262 183,982: 36,701 28,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -8,038: -262 -366 -3,557 -7,088 -5,830 -10,907 -9,753: 2,869 1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.1 15.5 54.5 65.7 82.8 86.4: 17.2 13.6
Old : 100.0: 12.7 5.1 15.5 54.5 65.7 82.8 86.4: 17.2 13.6
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 : 116: 34 18 36 54 59 102 101:
Old : 116: 34 18 36 54 59 102 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 29.7 36.1 39.5 12.8 16.6 19.6 21.1
Old : 24.1 29.7 36.1 39.5 12.8 16.6 19.6 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, September 2, 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 : 9,553: 655 0 175 8,523 8,978 9,353 9,153: 200 400
Old : 9,553: 655 0 175 8,523 8,978 9,353 9,153: 200 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 950: 0 0 75 875 775 950 850: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 1.8 89.2 94.0 97.9 95.8: 2.1 4.2
Old : 100.0: 6.9 0.0 1.8 89.2 94.0 97.9 95.8: 2.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 0 2 29 32 33 34:
Old : 42: 4 0 2 29 32 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 33.8 57.5 54.1 35.9 27.7 46.4 39.0
Old : 41.7 33.8 57.5 54.1 35.9 27.7 46.4 39.0
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, September 2, 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 : 4,497: 592 222 0 3,520 4,095 4,112 4,317: 385 180
Old : 4,497: 592 222 0 3,520 4,095 4,112 4,317: 385 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -1,222: -322 -147 0 -1,050 -1,225 -1,372 -1,372: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.9 0.0 78.3 91.1 91.4 96.0: 8.6 4.0
Old : 100.0: 13.2 4.9 0.0 78.3 91.1 91.4 96.0: 8.6 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 : 27: 2 2 0 12 16 14 18:
Old : 27: 2 2 0 12 16 14 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 : 54.5 48.1 76.0 67.7 54.5 42.7 76.0 62.3
Old : 54.5 48.1 76.0 67.7 54.5 42.7 76.0 62.3
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, September 2, 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 : 930,563: 215,883 376,959 293,671 340,396 222,558 849,950 893,188: 80,613 37,375
Old : 930,563: 215,883 376,959 293,671 340,396 222,558 849,950 893,188: 80,613 37,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 20,050: 12,263 17,195 1,958 338 -6,886 14,559 12,267: 5,491 7,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 40.5 31.6 36.6 23.9 91.3 96.0: 8.7 4.0
Old : 100.0: 23.2 40.5 31.6 36.6 23.9 91.3 96.0: 8.7 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 : 236: 87 56 88 83 66 214 173:
Old : 236: 87 56 88 83 66 214 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 45.1 39.6 56.4 15.7 33.5 20.9 35.8
Old : 28.2 45.1 39.6 56.4 15.7 33.5 20.9 35.8
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 101,202: 3,306 6,664 2,224 87,612 82,486 93,142 91,374: 8,060 9,828
Old : 101,202: 3,306 6,664 2,224 87,612 82,486 93,142 91,374: 8,060 9,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -3,959: 999 -1,639 -167 -4,369 -2,456 -3,537 -4,262: -422 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.6 2.2 86.6 81.5 92.0 90.3: 8.0 9.7
Old : 100.0: 3.3 6.6 2.2 86.6 81.5 92.0 90.3: 8.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 3 26 24 29 28:
Old : 31: 2 2 3 26 24 29 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 : 45.1 56.5 61.3 73.2 42.0 49.0 55.6 63.4
Old : 45.1 56.5 61.3 73.2 42.0 49.0 55.6 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, September 2, 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 : 60,156: 2,397 10,671 3,295 46,363 38,294 52,055 52,260: 8,101 7,896
Old : 60,156: 2,397 10,671 3,295 46,363 38,294 52,055 52,260: 8,101 7,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -10,093: -298 908 -3,139 -8,852 -8,506 -12,289 -10,737: 2,196 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 17.7 5.5 77.1 63.7 86.5 86.9: 13.5 13.1
Old : 100.0: 4.0 17.7 5.5 77.1 63.7 86.5 86.9: 13.5 13.1
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 : 38: 1 3 3 27 23 30 27:
Old : 38: 1 3 3 27 23 30 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 : 33.9 37.4 54.7 55.7 33.9 29.1 52.0 44.8
Old : 33.9 37.4 54.7 55.7 33.9 29.1 52.0 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, September 2, 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 : 92,911: 4,309 3,506 636 81,961 81,810 86,906 85,952: 6,005 6,959
Old : 92,911: 4,309 3,506 636 81,961 81,810 86,906 85,952: 6,005 6,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -9,052: -845 -1,224 -336 -8,019 -5,711 -9,200 -7,271: 148 -1,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 3.8 0.7 88.2 88.1 93.5 92.5: 6.5 7.5
Old : 100.0: 4.6 3.8 0.7 88.2 88.1 93.5 92.5: 6.5 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 : 37: 2 2 2 29 27 32 30:
Old : 37: 2 2 2 29 27 32 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 : 48.1 39.1 63.9 57.8 39.3 33.8 52.4 48.7
Old : 48.1 39.1 63.9 57.8 39.3 33.8 52.4 48.7
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, September 2, 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 : 91,860: 3,782 3,187 612 74,850 74,613 79,244 78,412: 12,616 13,448
Old : 91,860: 3,782 3,187 612 74,850 74,613 79,244 78,412: 12,616 13,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 5: 0 -22 -793 1,098 1,120 305 305: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.5 0.7 81.5 81.2 86.3 85.4: 13.7 14.6
Old : 100.0: 4.1 3.5 0.7 81.5 81.2 86.3 85.4: 13.7 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 2 20 24 24 26:
Old : 32: 2 2 2 20 24 24 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 : 40.1 42.8 59.1 59.0 32.7 40.5 47.4 52.5
Old : 40.1 42.8 59.1 59.0 32.7 40.5 47.4 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, September 2, 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 : 73,772: 8,280 871 3,821 54,452 60,934 66,553 65,626: 7,219 8,146
Old : 73,772: 8,280 871 3,821 54,452 60,934 66,553 65,626: 7,219 8,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -5,588: -569 -90 -550 -5,782 -3,239 -6,901 -3,879: 1,313 -1,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 1.2 5.2 73.8 82.6 90.2 89.0: 9.8 11.0
Old : 100.0: 11.2 1.2 5.2 73.8 82.6 90.2 89.0: 9.8 11.0
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 1 2 24 25 28 27:
Old : 32: 3 1 2 24 25 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 44.9 73.5 63.1 53.3 40.5 63.9 54.8
Old : 58.9 44.9 73.5 63.1 53.3 40.5 63.9 54.8
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, September 2, 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 : 103,619: 5,079 4,134 3,643 87,603 89,325 96,325 97,102: 7,294 6,517
Old : 103,619: 5,079 4,134 3,643 87,603 89,325 96,325 97,102: 7,294 6,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 1,780: -1,465 -758 1,404 1,624 61 1,563 707: 217 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 4.0 3.5 84.5 86.2 93.0 93.7: 7.0 6.3
Old : 100.0: 4.9 4.0 3.5 84.5 86.2 93.0 93.7: 7.0 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 3 3 30 36 33 40:
Old : 46: 1 3 3 30 36 33 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 24.3 57.9 41.1 33.0 22.6 49.2 36.0
Old : 36.3 24.3 57.9 41.1 33.0 22.6 49.2 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, September 2, 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 : 113,962: 9,179 248 5,684 92,467 93,053 107,330 98,985: 6,632 14,977
Old : 113,962: 9,179 248 5,684 92,467 93,053 107,330 98,985: 6,632 14,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -14: -158 0 -74 218 0 -14 -74: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.2 5.0 81.1 81.7 94.2 86.9: 5.8 13.1
Old : 100.0: 8.1 0.2 5.0 81.1 81.7 94.2 86.9: 5.8 13.1
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: 2 1 3 25 29 28 32:
Old : 36: 2 1 3 25 29 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 : 44.1 35.8 70.1 53.0 40.7 34.2 58.9 46.5
Old : 44.1 35.8 70.1 53.0 40.7 34.2 58.9 46.5
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, September 2, 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 : 45,425: 2,980 6,566 2,399 35,615 28,873 40,994 37,838: 4,431 7,587
Old : 45,425: 2,980 6,566 2,399 35,615 28,873 40,994 37,838: 4,431 7,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -7,593: 480 146 -729 -5,562 -5,440 -5,811 -6,023: -1,782 -1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.5 5.3 78.4 63.6 90.2 83.3: 9.8 16.7
Old : 100.0: 6.6 14.5 5.3 78.4 63.6 90.2 83.3: 9.8 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 : 28: 2 2 4 18 18 22 22:
Old : 28: 2 2 4 18 18 22 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 : 46.6 42.6 66.0 66.7 34.5 32.5 44.9 42.1
Old : 46.6 42.6 66.0 66.7 34.5 32.5 44.9 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, September 2, 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 : 92,311: 3,719 8,807 18,401 67,327 61,804 89,447 89,012: 2,864 3,299
Old : 92,311: 3,719 8,807 18,401 67,327 61,804 89,447 89,012: 2,864 3,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -6,698: -953 2,459 -1,966 -5,026 -6,441 -7,945 -5,948: 1,247 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 9.5 19.9 72.9 67.0 96.9 96.4: 3.1 3.6
Old : 100.0: 4.0 9.5 19.9 72.9 67.0 96.9 96.4: 3.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 3 16 20 20 23:
Old : 29: 2 2 3 16 20 20 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 : 63.2 53.6 82.3 73.0 39.5 30.9 53.3 46.1
Old : 63.2 53.6 82.3 73.0 39.5 30.9 53.3 46.1
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, September 2, 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 : 55,480: 575 0 1,784 44,485 45,450 46,844 47,234: 8,636 8,246
Old : 55,480: 575 0 1,784 44,485 45,450 46,844 47,234: 8,636 8,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -6,689: -264 0 -366 -5,313 -5,846 -5,943 -6,212: -746 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 3.2 80.2 81.9 84.4 85.1: 15.6 14.9
Old : 100.0: 1.0 0.0 3.2 80.2 81.9 84.4 85.1: 15.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 2 23 22 26 24:
Old : 29: 3 0 2 23 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 40.0 59.7 61.3 34.2 33.2 50.2 48.3
Old : 42.0 40.0 59.7 61.3 34.2 33.2 50.2 48.3
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, September 2, 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 : 97,336: 1,554 4,281 6,802 81,746 80,234 90,102 91,317: 7,234 6,019
Old : 97,336: 1,554 4,281 6,802 81,746 80,234 90,102 91,317: 7,234 6,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 593: 62 -47 -410 1,315 220 967 -237: -374 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.4 7.0 84.0 82.4 92.6 93.8: 7.4 6.2
Old : 100.0: 1.6 4.4 7.0 84.0 82.4 92.6 93.8: 7.4 6.2
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 : 49: 2 4 5 33 34 39 39:
Old : 49: 2 4 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 : 36.3 25.4 54.2 41.2 33.7 20.9 48.0 33.7
Old : 36.3 25.4 54.2 41.2 33.7 20.9 48.0 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
Commitments of Traders - Futures Only, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,086: 0 3,779 0 38,641 38,178 38,641 41,957: 7,445 4,129
Old : 46,086: 0 3,779 0 38,641 38,178 38,641 41,957: 7,445 4,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -4,321: 0 -824 0 -3,420 -2,776 -3,420 -3,600: -901 -721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 0.0 83.8 82.8 83.8 91.0: 16.2 9.0
Old : 100.0: 0.0 8.2 0.0 83.8 82.8 83.8 91.0: 16.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 16 13 16 15:
Old : 21: 0 2 0 16 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 64.3 73.9 81.6 42.0 46.9 48.5 57.0
Old : 59.0 64.3 73.9 81.6 42.0 46.9 48.5 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 105,833: 6,156 18,972 16,211 68,888 57,580 91,255 92,763: 14,578 13,070
Old : 105,833: 6,156 18,972 16,211 68,888 57,580 91,255 92,763: 14,578 13,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -9,831: 624 -2,432 -2,407 -8,586 -8,036 -10,369 -12,875: 538 3,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 17.9 15.3 65.1 54.4 86.2 87.7: 13.8 12.3
Old : 100.0: 5.8 17.9 15.3 65.1 54.4 86.2 87.7: 13.8 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 5 6 31 26 37 33:
Old : 38: 2 5 6 31 26 37 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 : 28.5 32.7 45.3 49.5 16.5 20.5 26.5 29.0
Old : 28.5 32.7 45.3 49.5 16.5 20.5 26.5 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 107,780: 10,824 1,908 9,979 79,349 82,720 100,152 94,607: 7,628 13,173
Old : 107,780: 10,824 1,908 9,979 79,349 82,720 100,152 94,607: 7,628 13,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -6,742: -1,444 -360 -282 -4,633 -9,128 -6,359 -9,770: -383 3,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 1.8 9.3 73.6 76.7 92.9 87.8: 7.1 12.2
Old : 100.0: 10.0 1.8 9.3 73.6 76.7 92.9 87.8: 7.1 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 1 5 20 21 26 26:
Old : 31: 5 1 5 20 21 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 51.4 76.6 64.0 57.7 45.9 65.3 55.5
Old : 64.3 51.4 76.6 64.0 57.7 45.9 65.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, September 2, 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 : 87,555: 5,520 0 0 81,543 86,786 87,063 86,786: 492 769
Old : 87,555: 5,520 0 0 81,543 86,786 87,063 86,786: 492 769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -8,970: -2,040 -1,200 0 -6,750 -7,535 -8,790 -8,735: -180 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 0.0 93.1 99.1 99.4 99.1: 0.6 0.9
Old : 100.0: 6.3 0.0 0.0 93.1 99.1 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 : 21: 1 0 0 13 14 14 14:
Old : 21: 1 0 0 13 14 14 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 : 80.8 81.7 94.6 91.8 77.7 79.6 88.6 89.0
Old : 80.8 81.7 94.6 91.8 77.7 79.6 88.6 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, September 2, 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 : 232,487: 5,414 4,188 8,238 205,719 209,356 219,371 221,782: 13,116 10,705
Old : 232,487: 5,414 4,188 8,238 205,719 209,356 219,371 221,782: 13,116 10,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -12,931: -3,938 -1,161 966 -9,275 -12,841 -12,247 -13,036: -684 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.8 3.5 88.5 90.1 94.4 95.4: 5.6 4.6
Old : 100.0: 2.3 1.8 3.5 88.5 90.1 94.4 95.4: 5.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 6 3 6 44 39 51 47:
Old : 56: 6 3 6 44 39 51 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 : 31.5 59.8 51.1 71.0 29.0 59.4 47.9 67.3
Old : 31.5 59.8 51.1 71.0 29.0 59.4 47.9 67.3
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, September 2, 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 : 213,390: 8,038 17,898 11,245 184,241 177,585 203,524 206,728: 9,866 6,662
Old : 213,390: 8,038 17,898 11,245 184,241 177,585 203,524 206,728: 9,866 6,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -11,854: -595 360 -2,693 -7,743 -9,885 -11,031 -12,218: -823 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 8.4 5.3 86.3 83.2 95.4 96.9: 4.6 3.1
Old : 100.0: 3.8 8.4 5.3 86.3 83.2 95.4 96.9: 4.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 2 4 38 33 44 37:
Old : 46: 4 2 4 38 33 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 38.9 48.7 63.0 22.0 35.0 36.3 54.7
Old : 31.2 38.9 48.7 63.0 22.0 35.0 36.3 54.7
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, September 2, 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 : 221,829: 5,136 3,232 18,892 185,099 185,608 209,127 207,732: 12,702 14,097
Old : 221,829: 5,136 3,232 18,892 185,099 185,608 209,127 207,732: 12,702 14,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -14,769: -1,046 -9,056 2,567 -19,837 -8,740 -18,316 -15,229: 3,547 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.5 8.5 83.4 83.7 94.3 93.6: 5.7 6.4
Old : 100.0: 2.3 1.5 8.5 83.4 83.7 94.3 93.6: 5.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 4 3 6 50 46 56 53:
Old : 59: 4 3 6 50 46 56 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.5 46.1 47.3 21.2 19.9 32.4 29.1
Old : 26.9 28.5 46.1 47.3 21.2 19.9 32.4 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, September 2, 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 : 202,297: 13,765 11,930 20,124 162,582 162,995 196,471 195,049: 5,826 7,248
Old : 202,297: 13,765 11,930 20,124 162,582 162,995 196,471 195,049: 5,826 7,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -13,680: -886 -3,923 -557 -12,665 -8,022 -14,108 -12,502: 428 -1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 5.9 9.9 80.4 80.6 97.1 96.4: 2.9 3.6
Old : 100.0: 6.8 5.9 9.9 80.4 80.6 97.1 96.4: 2.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 3 5 40 38 46 44:
Old : 49: 4 3 5 40 38 46 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 30.4 52.9 50.0 25.7 25.4 40.9 37.3
Old : 32.8 30.4 52.9 50.0 25.7 25.4 40.9 37.3
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, September 2, 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 : 50,162: 709 3,679 1,264 38,714 36,030 40,687 40,973: 9,475 9,189
Old : 50,162: 709 3,679 1,264 38,714 36,030 40,687 40,973: 9,475 9,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -4,482: -540 -1,715 604 -2,831 -397 -2,767 -1,508: -1,715 -2,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 7.3 2.5 77.2 71.8 81.1 81.7: 18.9 18.3
Old : 100.0: 1.4 7.3 2.5 77.2 71.8 81.1 81.7: 18.9 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 2 21 18 24 21:
Old : 27: 1 3 2 21 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 36.0 64.5 55.9 34.4 25.6 45.5 38.4
Old : 43.7 36.0 64.5 55.9 34.4 25.6 45.5 38.4
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, September 2, 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 : 3,850,810: 1,511,609 429,987 1,105,196 1,206,903 2,299,000 3,823,708 3,834,183: 27,102 16,627
Old : 3,850,810: 1,511,609 429,987 1,105,196 1,206,903 2,299,000 3,823,708 3,834,183: 27,102 16,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -37,129: 23,016 16,337 8,485 -71,127 -64,243 -39,626 -39,421: 2,497 2,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 11.2 28.7 31.3 59.7 99.3 99.6: 0.7 0.4
Old : 100.0: 39.3 11.2 28.7 31.3 59.7 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 31 20 46 105 102 156 149:
Old : 162: 31 20 46 105 102 156 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 33.6 55.4 47.4 34.8 23.0 37.2 31.5
Old : 45.2 33.6 55.4 47.4 34.8 23.0 37.2 31.5
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, September 2, 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 : 1,170,802: 129,988 520,762 251,345 784,489 396,097 1,165,822 1,168,204: 4,980 2,598
Old : 1,170,802: 129,988 520,762 251,345 784,489 396,097 1,165,822 1,168,204: 4,980 2,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -89,194: 3,470 73,133 -75,442 -11,940 -77,386 -83,912 -79,695: -5,282 -9,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 44.5 21.5 67.0 33.8 99.6 99.8: 0.4 0.2
Old : 100.0: 11.1 44.5 21.5 67.0 33.8 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 20 26 34 43 43 80 86:
Old : 94: 20 26 34 43 43 80 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 44.5 56.2 58.2 26.3 34.2 38.0 40.7
Old : 33.8 44.5 56.2 58.2 26.3 34.2 38.0 40.7
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, September 2, 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 : 29,680: 2,052 2,660 1,210 25,585 25,130 28,847 29,000: 833 680
Old : 29,680: 2,052 2,660 1,210 25,585 25,130 28,847 29,000: 833 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -1,993: -220 -1,120 192 -2,004 -1,154 -2,032 -2,082: 39 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.0 4.1 86.2 84.7 97.2 97.7: 2.8 2.3
Old : 100.0: 6.9 9.0 4.1 86.2 84.7 97.2 97.7: 2.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 2 4 24 27 30 32:
Old : 36: 4 2 4 24 27 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 41.9 67.8 65.0 37.0 38.3 48.4 50.9
Old : 48.3 41.9 67.8 65.0 37.0 38.3 48.4 50.9
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,728: 1,236 84 0 10,172 11,388 11,408 11,472: 320 256
Old : 11,728: 1,236 84 0 10,172 11,388 11,408 11,472: 320 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 63: 0 0 0 63 63 63 63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.7 0.0 86.7 97.1 97.3 97.8: 2.7 2.2
Old : 100.0: 10.5 0.7 0.0 86.7 97.1 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 : 20: 1 1 0 11 13 12 14:
Old : 20: 1 1 0 11 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 75.3 89.9 89.5 43.8 42.9 56.1 53.8
Old : 58.4 75.3 89.9 89.5 43.8 42.9 56.1 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, September 2, 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 : 13,986: 3,018 76 449 9,923 12,697 13,390 13,222: 596 764
Old : 13,986: 3,018 76 449 9,923 12,697 13,390 13,222: 596 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -441: -136 76 100 -307 -565 -343 -389: -98 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 0.5 3.2 70.9 90.8 95.7 94.5: 4.3 5.5
Old : 100.0: 21.6 0.5 3.2 70.9 90.8 95.7 94.5: 4.3 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 : 24: 2 1 3 15 19 18 22:
Old : 24: 2 1 3 15 19 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 73.5 83.4 84.5 45.6 50.1 60.3 57.2
Old : 64.4 73.5 83.4 84.5 45.6 50.1 60.3 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, September 2, 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 : 25,723: 160 596 844 22,758 22,416 23,762 23,856: 1,961 1,867
Old : 25,723: 160 596 844 22,758 22,416 23,762 23,856: 1,961 1,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 1,763: -60 40 200 1,474 1,460 1,614 1,700: 149 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.3 3.3 88.5 87.1 92.4 92.7: 7.6 7.3
Old : 100.0: 0.6 2.3 3.3 88.5 87.1 92.4 92.7: 7.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 20 15 23 17:
Old : 25: 1 2 2 20 15 23 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 : 39.2 45.3 63.4 73.4 23.8 27.9 38.3 38.0
Old : 39.2 45.3 63.4 73.4 23.8 27.9 38.3 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, September 2, 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 : 28,720: 0 340 240 27,988 26,570 28,228 27,150: 492 1,570
Old : 28,720: 0 340 240 27,988 26,570 28,228 27,150: 492 1,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -966: 0 -20 -60 -674 -634 -734 -714: -232 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.8 97.5 92.5 98.3 94.5: 1.7 5.5
Old : 100.0: 0.0 1.2 0.8 97.5 92.5 98.3 94.5: 1.7 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 : 26: 0 1 1 23 19 24 20:
Old : 26: 0 1 1 23 19 24 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 : 58.3 67.6 77.0 79.2 57.2 63.9 70.7 70.3
Old : 58.3 67.6 77.0 79.2 57.2 63.9 70.7 70.3
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 9,736: 120 40 0 9,520 8,872 9,640 8,912: 96 824
Old : 9,736: 120 40 0 9,520 8,872 9,640 8,912: 96 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -428: 0 -20 0 -428 -606 -428 -626: 0 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.4 0.0 97.8 91.1 99.0 91.5: 1.0 8.5
Old : 100.0: 1.2 0.4 0.0 97.8 91.1 99.0 91.5: 1.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 47.9 38.2 79.4 68.4 44.6 33.8 61.7 54.1
Old : 47.9 38.2 79.4 68.4 44.6 33.8 61.7 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, September 2, 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 : 1,226,876: 193,540 179,209 344,655 609,817 612,323 1,148,012 1,136,187: 78,864 90,689
Old : 1,226,876: 193,540 179,209 344,655 609,817 612,323 1,148,012 1,136,187: 78,864 90,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 39,253: -11,919 -6,084 21,278 8,901 17 18,260 15,211: 20,993 24,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.6 28.1 49.7 49.9 93.6 92.6: 6.4 7.4
Old : 100.0: 15.8 14.6 28.1 49.7 49.9 93.6 92.6: 6.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 79 107 130 83 97 246 259:
Old : 296: 79 107 130 83 97 246 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 21.9 40.8 31.5 15.4 7.8 19.5 10.9
Old : 31.1 21.9 40.8 31.5 15.4 7.8 19.5 10.9
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 127,514: 21,228 13,606 7,650 66,461 50,282 95,339 71,538: 32,175 55,976
Old : 127,514: 21,228 13,606 7,650 66,461 50,282 95,339 71,538: 32,175 55,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -5,549: 238 -202 -765 -3,504 -2,588 -4,031 -3,555: -1,518 -1,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 10.7 6.0 52.1 39.4 74.8 56.1: 25.2 43.9
Old : 100.0: 16.6 10.7 6.0 52.1 39.4 74.8 56.1: 25.2 43.9
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 : 24: 3 4 7 16 16 23 23:
Old : 24: 3 4 7 16 16 23 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 : 41.7 22.1 60.5 37.9 35.4 20.9 46.9 29.1
Old : 41.7 22.1 60.5 37.9 35.4 20.9 46.9 29.1
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, September 2, 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 : 23,351: 1,200 500 325 19,861 20,576 21,386 21,401: 1,965 1,950
Old : 23,351: 1,200 500 325 19,861 20,576 21,386 21,401: 1,965 1,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 799: 0 -75 125 -276 -201 -151 -151: 950 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.1 1.4 85.1 88.1 91.6 91.6: 8.4 8.4
Old : 100.0: 5.1 2.1 1.4 85.1 88.1 91.6 91.6: 8.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 2 3 35 35 39 40:
Old : 48: 2 2 3 35 35 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 33.4 52.8 56.8 19.6 23.3 27.2 29.0
Old : 32.7 33.4 52.8 56.8 19.6 23.3 27.2 29.0
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, September 2, 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 : 197,054: 17,238 31,469 47,217 121,845 108,755 186,300 187,441: 10,754 9,613
Old : 197,054: 17,238 31,469 47,217 121,845 108,755 186,300 187,441: 10,754 9,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 814: -188 -647 266 744 1,181 822 800: -8 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 16.0 24.0 61.8 55.2 94.5 95.1: 5.5 4.9
Old : 100.0: 8.7 16.0 24.0 61.8 55.2 94.5 95.1: 5.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 9 18 25 21 20 47 46:
Old : 48: 9 18 25 21 20 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 33.9 53.8 53.4 18.6 15.1 24.4 21.3
Old : 37.2 33.9 53.8 53.4 18.6 15.1 24.4 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, September 2, 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 : 31,177: 3,491 6,973 3,193 21,323 18,351 28,007 28,517: 3,170 2,660
Old : 31,177: 3,491 6,973 3,193 21,323 18,351 28,007 28,517: 3,170 2,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 600: 300 250 0 378 -175 678 75: -78 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 22.4 10.2 68.4 58.9 89.8 91.5: 10.2 8.5
Old : 100.0: 11.2 22.4 10.2 68.4 58.9 89.8 91.5: 10.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 2 3 12 13 17 18:
Old : 21: 5 2 3 12 13 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 : 54.7 47.9 73.4 69.1 42.3 35.3 48.0 45.9
Old : 54.7 47.9 73.4 69.1 42.3 35.3 48.0 45.9
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, September 2, 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 : 7,569: 50 500 0 7,519 7,069 7,569 7,569: 0 0
Old : 7,569: 50 500 0 7,519 7,069 7,569 7,569: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -325: -50 -50 0 -275 -275 -325 -325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 6.6 0.0 99.3 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 6.6 0.0 99.3 93.4 100.0 100.0: 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 : 28: 1 2 0 19 19 20 21:
Old : 28: 1 2 0 19 19 20 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 : 43.8 42.9 68.8 66.4 29.4 29.6 43.8 42.9
Old : 43.8 42.9 68.8 66.4 29.4 29.6 43.8 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, September 2, 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 : 13,567: 8,254 4,005 80 3,397 8,397 11,731 12,482: 1,836 1,085
Old : 13,567: 8,254 4,005 80 3,397 8,397 11,731 12,482: 1,836 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -383: 418 -548 -27 -670 -59 -279 -634: -104 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 29.5 0.6 25.0 61.9 86.5 92.0: 13.5 8.0
Old : 100.0: 60.8 29.5 0.6 25.0 61.9 86.5 92.0: 13.5 8.0
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 : 114: 45 30 4 22 24 69 56:
Old : 114: 45 30 4 22 24 69 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 41.8 48.7 59.9 31.3 41.6 48.2 59.2
Old : 31.8 41.8 48.7 59.9 31.3 41.6 48.2 59.2
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, September 2, 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 : 12,994: 6,679 3,137 150 3,924 7,977 10,753 11,264: 2,241 1,730
Old : 12,994: 6,679 3,137 150 3,924 7,977 10,753 11,264: 2,241 1,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 639: 276 145 150 13 165 439 460: 200 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 24.1 1.2 30.2 61.4 82.8 86.7: 17.2 13.3
Old : 100.0: 51.4 24.1 1.2 30.2 61.4 82.8 86.7: 17.2 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 25 7 3 12 19 39 29:
Old : 61: 25 7 3 12 19 39 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 41.5 47.5 65.2 32.1 41.5 47.4 65.2
Old : 32.1 41.5 47.5 65.2 32.1 41.5 47.4 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, September 2, 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 : 207,391: 57,933 11,415 13,090 116,446 167,942 187,469 192,447: 19,922 14,944
Old : 207,391: 57,933 11,415 13,090 116,446 167,942 187,469 192,447: 19,922 14,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -12,653: 2,876 1,118 -7,427 -10,437 -6,879 -14,988 -13,188: 2,335 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 5.5 6.3 56.1 81.0 90.4 92.8: 9.6 7.2
Old : 100.0: 27.9 5.5 6.3 56.1 81.0 90.4 92.8: 9.6 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 : 166: 55 21 33 71 78 140 120:
Old : 166: 55 21 33 71 78 140 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 36.5 35.4 47.6 11.7 16.9 18.7 24.0
Old : 22.9 36.5 35.4 47.6 11.7 16.9 18.7 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, September 2, 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 : 5,575: 200 200 50 5,175 5,175 5,425 5,425: 150 150
Old : 5,575: 200 200 50 5,175 5,175 5,425 5,425: 150 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 600: 0 50 0 550 500 550 550: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.6 0.9 92.8 92.8 97.3 97.3: 2.7 2.7
Old : 100.0: 3.6 3.6 0.9 92.8 92.8 97.3 97.3: 2.7 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 : 31: 2 1 1 26 24 28 26:
Old : 31: 2 1 1 26 24 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 36.3 52.5 58.3 20.2 28.3 28.3 33.2
Old : 34.5 36.3 52.5 58.3 20.2 28.3 28.3 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, September 2, 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 : 15,130: 1,520 0 864 12,439 14,101 14,823 14,965: 307 165
Old : 15,130: 1,520 0 864 12,439 14,101 14,823 14,965: 307 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 411: 475 0 -4 -135 365 336 361: 75 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.0 5.7 82.2 93.2 98.0 98.9: 2.0 1.1
Old : 100.0: 10.0 0.0 5.7 82.2 93.2 98.0 98.9: 2.0 1.1
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 : 44: 2 0 2 30 28 32 30:
Old : 44: 2 0 2 30 28 32 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 : 52.0 44.9 73.5 67.0 47.5 43.6 60.0 56.2
Old : 52.0 44.9 73.5 67.0 47.5 43.6 60.0 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, September 2, 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 : 2,377: 0 810 10 1,966 1,512 1,976 2,332: 401 45
Old : 2,377: 0 810 10 1,966 1,512 1,976 2,332: 401 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 84: 0 75 0 84 9 84 84: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 34.1 0.4 82.7 63.6 83.1 98.1: 16.9 1.9
Old : 100.0: 0.0 34.1 0.4 82.7 63.6 83.1 98.1: 16.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 13 15 14 16:
Old : 21: 0 1 1 13 15 14 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 : 45.3 68.1 71.4 83.8 34.0 51.0 49.3 64.5
Old : 45.3 68.1 71.4 83.8 34.0 51.0 49.3 64.5
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, September 2, 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 : 4,810: 50 100 100 4,610 4,510 4,760 4,710: 50 100
Old : 4,810: 50 100 100 4,610 4,510 4,760 4,710: 50 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.1 2.1 95.8 93.8 99.0 97.9: 1.0 2.1
Old : 100.0: 1.0 2.1 2.1 95.8 93.8 99.0 97.9: 1.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 1 21 22 23 24:
Old : 36: 1 2 1 21 22 23 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 : 43.1 52.0 69.3 69.1 40.0 52.0 58.3 65.1
Old : 43.1 52.0 69.3 69.1 40.0 52.0 58.3 65.1
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, September 2, 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 : 3,801: 476 0 0 2,770 3,558 3,246 3,558: 555 243
Old : 3,801: 476 0 0 2,770 3,558 3,246 3,558: 555 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -43: -32 0 0 -11 -43 -43 -43: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.0 0.0 72.9 93.6 85.4 93.6: 14.6 6.4
Old : 100.0: 12.5 0.0 0.0 72.9 93.6 85.4 93.6: 14.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 15 14 17 14:
Old : 24: 2 0 0 15 14 17 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 : 46.8 59.0 65.9 81.3 40.3 55.5 55.4 67.5
Old : 46.8 59.0 65.9 81.3 40.3 55.5 55.4 67.5
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, September 2, 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 : 14,184: 1,313 1,606 1,035 10,216 9,536 12,564 12,177: 1,620 2,007
Old : 14,184: 1,313 1,606 1,035 10,216 9,536 12,564 12,177: 1,620 2,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -1,139: -243 -247 56 -849 -1,236 -1,036 -1,427: -103 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.3 7.3 72.0 67.2 88.6 85.9: 11.4 14.1
Old : 100.0: 9.3 11.3 7.3 72.0 67.2 88.6 85.9: 11.4 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 4 5 22 25 29 31:
Old : 35: 4 4 5 22 25 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 32.1 58.3 48.3 33.9 26.0 47.2 38.5
Old : 35.6 32.1 58.3 48.3 33.9 26.0 47.2 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2008