GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,541: 26 0 0 6,375 6,371 6,401 6,371: 140 170
Old : 6,541: 26 0 0 6,375 6,371 6,401 6,371: 140 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -846: 0 0 0 -896 -891 -896 -891: 50 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 97.5 97.4 97.9 97.4: 2.1 2.6
Old : 100.0: 0.4 0.0 0.0 97.5 97.4 97.9 97.4: 2.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 0 0 25 29 26 29:
Old : 37: 1 0 0 25 29 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 42.3 70.2 63.4 37.3 40.1 48.4 50.8
Old : 50.9 42.3 70.2 63.4 37.3 40.1 48.4 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, September 9, 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 : 7,030: 0 235 560 6,430 6,100 6,990 6,895: 40 135
Old : 7,030: 0 235 560 6,430 6,100 6,990 6,895: 40 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -777: 0 65 -65 -702 -767 -767 -767: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 8.0 91.5 86.8 99.4 98.1: 0.6 1.9
Old : 100.0: 0.0 3.3 8.0 91.5 86.8 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 : 38: 0 2 1 22 25 23 27:
Old : 38: 0 2 1 22 25 23 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 : 55.1 47.5 78.1 72.3 46.8 36.0 54.4 46.8
Old : 55.1 47.5 78.1 72.3 46.8 36.0 54.4 46.8
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 9, 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 : 4,096: 106 481 47 2,965 2,843 3,118 3,371: 978 725
Old : 4,096: 106 481 47 2,965 2,843 3,118 3,371: 978 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -559: 34 -64 -13 -751 -561 -730 -638: 171 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.7 1.1 72.4 69.4 76.1 82.3: 23.9 17.7
Old : 100.0: 2.6 11.7 1.1 72.4 69.4 76.1 82.3: 23.9 17.7
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 : 29: 2 2 2 22 25 24 29:
Old : 29: 2 2 2 22 25 24 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 : 34.1 29.5 50.8 50.2 15.5 26.8 25.5 34.9
Old : 34.1 29.5 50.8 50.2 15.5 26.8 25.5 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,199: 0 15 40 2,402 2,517 2,442 2,572: 757 627
Old : 3,199: 0 15 40 2,402 2,517 2,442 2,572: 757 627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -830: 0 0 0 -624 -720 -624 -720: -206 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 1.3 75.1 78.7 76.3 80.4: 23.7 19.6
Old : 100.0: 0.0 0.5 1.3 75.1 78.7 76.3 80.4: 23.7 19.6
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 : 34: 0 1 1 26 30 27 31:
Old : 34: 0 1 1 26 30 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 26.0 43.6 45.0 19.7 20.6 27.9 30.5
Old : 25.3 26.0 43.6 45.0 19.7 20.6 27.9 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, September 9, 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 : 212,595: 27,208 12,592 35,153 116,786 141,420 179,147 189,165: 33,448 23,430
Old : 212,595: 27,208 12,592 35,153 116,786 141,420 179,147 189,165: 33,448 23,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -368: 203 1,700 2,046 636 1,437 2,885 5,183: -3,253 -5,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 5.9 16.5 54.9 66.5 84.3 89.0: 15.7 11.0
Old : 100.0: 12.8 5.9 16.5 54.9 66.5 84.3 89.0: 15.7 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 : 120: 30 22 38 58 61 108 104:
Old : 120: 30 22 38 58 61 108 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.6 34.7 38.6 11.6 16.5 18.9 21.9
Old : 24.1 28.6 34.7 38.6 11.6 16.5 18.9 21.9
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 9, 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 : 8,087: 355 450 125 7,307 7,212 7,787 7,787: 300 300
Old : 8,087: 355 450 125 7,307 7,212 7,787 7,787: 300 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -1,466: -300 450 -50 -1,216 -1,766 -1,566 -1,366: 100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.6 1.5 90.4 89.2 96.3 96.3: 3.7 3.7
Old : 100.0: 4.4 5.6 1.5 90.4 89.2 96.3 96.3: 3.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 2 2 28 28 31 31:
Old : 41: 2 2 2 28 28 31 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 : 49.9 35.7 63.7 56.2 45.4 33.7 57.5 47.9
Old : 49.9 35.7 63.7 56.2 45.4 33.7 57.5 47.9
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 9, 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 : 4,272: 592 222 0 3,445 4,020 4,037 4,242: 235 30
Old : 4,272: 592 222 0 3,445 4,020 4,037 4,242: 235 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -225: 0 0 0 -75 -75 -75 -75: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 5.2 0.0 80.6 94.1 94.5 99.3: 5.5 0.7
Old : 100.0: 13.9 5.2 0.0 80.6 94.1 94.5 99.3: 5.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 55.6 48.9 78.2 69.5 55.6 43.2 76.5 63.8
Old : 55.6 48.9 78.2 69.5 55.6 43.2 76.5 63.8
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 9, 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 : 935,219: 213,193 386,026 303,090 339,668 209,884 855,951 899,000: 79,268 36,219
Old : 935,219: 213,193 386,026 303,090 339,668 209,884 855,951 899,000: 79,268 36,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 4,656: -2,690 9,067 9,419 -728 -12,674 6,001 5,812: -1,345 -1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 41.3 32.4 36.3 22.4 91.5 96.1: 8.5 3.9
Old : 100.0: 22.8 41.3 32.4 36.3 22.4 91.5 96.1: 8.5 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 80 58 84 81 65 204 170:
Old : 229: 80 58 84 81 65 204 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 46.2 40.1 57.6 15.2 34.3 21.2 36.5
Old : 28.1 46.2 40.1 57.6 15.2 34.3 21.2 36.5
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 9, 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 : 100,815: 2,570 6,664 2,269 88,218 82,054 93,057 90,987: 7,758 9,828
Old : 100,815: 2,570 6,664 2,269 88,218 82,054 93,057 90,987: 7,758 9,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -387: -736 0 45 606 -432 -85 -387: -302 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 6.6 2.3 87.5 81.4 92.3 90.3: 7.7 9.7
Old : 100.0: 2.5 6.6 2.3 87.5 81.4 92.3 90.3: 7.7 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 : 45.8 56.2 62.3 73.0 42.7 49.2 56.4 63.2
Old : 45.8 56.2 62.3 73.0 42.7 49.2 56.4 63.2
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 9, 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 : 60,254: 2,397 12,362 3,570 46,824 36,427 52,791 52,359: 7,463 7,895
Old : 60,254: 2,397 12,362 3,570 46,824 36,427 52,791 52,359: 7,463 7,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 98: 0 1,691 275 461 -1,867 736 99: -638 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 20.5 5.9 77.7 60.5 87.6 86.9: 12.4 13.1
Old : 100.0: 4.0 20.5 5.9 77.7 60.5 87.6 86.9: 12.4 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 4 3 27 22 30 27:
Old : 38: 1 4 3 27 22 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 37.2 55.1 55.2 33.9 28.2 51.9 43.7
Old : 33.9 37.2 55.1 55.2 33.9 28.2 51.9 43.7
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 9, 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 : 93,405: 3,094 1,964 1,152 83,423 83,310 87,669 86,426: 5,736 6,979
Old : 93,405: 3,094 1,964 1,152 83,423 83,310 87,669 86,426: 5,736 6,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 494: -1,215 -1,542 516 1,462 1,500 763 474: -269 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.1 1.2 89.3 89.2 93.9 92.5: 6.1 7.5
Old : 100.0: 3.3 2.1 1.2 89.3 89.2 93.9 92.5: 6.1 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 : 40: 3 1 4 32 30 36 34:
Old : 40: 3 1 4 32 30 36 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 : 46.5 38.7 62.2 55.5 37.6 33.5 49.2 46.4
Old : 46.5 38.7 62.2 55.5 37.6 33.5 49.2 46.4
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 9, 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 : 83,767: 1,922 3,341 248 70,631 66,992 72,801 70,581: 10,966 13,186
Old : 83,767: 1,922 3,341 248 70,631 66,992 72,801 70,581: 10,966 13,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -8,093: -1,860 154 -364 -4,219 -7,621 -6,443 -7,831: -1,650 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.0 0.3 84.3 80.0 86.9 84.3: 13.1 15.7
Old : 100.0: 2.3 4.0 0.3 84.3 80.0 86.9 84.3: 13.1 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 2 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 : 44.0 43.7 64.2 60.2 36.5 40.5 51.3 53.5
Old : 44.0 43.7 64.2 60.2 36.5 40.5 51.3 53.5
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,348: 16,074 871 4,558 45,976 60,187 66,608 65,616: 7,740 8,732
Old : 74,348: 16,074 871 4,558 45,976 60,187 66,608 65,616: 7,740 8,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 576: 7,794 0 737 -8,476 -747 55 -10: 521 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 1.2 6.1 61.8 81.0 89.6 88.3: 10.4 11.7
Old : 100.0: 21.6 1.2 6.1 61.8 81.0 89.6 88.3: 10.4 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 3 24 25 29 28:
Old : 32: 4 1 3 24 25 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 : 58.8 44.9 73.1 64.0 52.4 40.9 63.8 55.8
Old : 58.8 44.9 73.1 64.0 52.4 40.9 63.8 55.8
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 94,857: 4,755 8,057 3,055 79,242 79,103 87,052 90,215: 7,805 4,642
Old : 94,857: 4,755 8,057 3,055 79,242 79,103 87,052 90,215: 7,805 4,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -8,762: -324 3,923 -588 -8,361 -10,222 -9,273 -6,887: 511 -1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.5 3.2 83.5 83.4 91.8 95.1: 8.2 4.9
Old : 100.0: 5.0 8.5 3.2 83.5 83.4 91.8 95.1: 8.2 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 : 47: 1 4 3 31 37 34 42:
Old : 47: 1 4 3 31 37 34 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 25.4 61.3 43.2 37.7 23.2 54.9 38.6
Old : 38.6 25.4 61.3 43.2 37.7 23.2 54.9 38.6
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 9, 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 : 107,536: 9,977 488 5,195 86,242 86,267 101,414 91,950: 6,122 15,586
Old : 107,536: 9,977 488 5,195 86,242 86,267 101,414 91,950: 6,122 15,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -6,426: 798 240 -489 -6,225 -6,786 -5,916 -7,035: -510 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.5 4.8 80.2 80.2 94.3 85.5: 5.7 14.5
Old : 100.0: 9.3 0.5 4.8 80.2 80.2 94.3 85.5: 5.7 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 3 23 27 26 30:
Old : 34: 2 1 3 23 27 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 35.9 72.7 52.6 41.1 33.6 61.2 45.4
Old : 44.7 35.9 72.7 52.6 41.1 33.6 61.2 45.4
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 9, 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 : 44,625: 2,185 5,614 2,376 35,172 28,749 39,733 36,739: 4,892 7,886
Old : 44,625: 2,185 5,614 2,376 35,172 28,749 39,733 36,739: 4,892 7,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -800: -795 -952 -23 -443 -124 -1,261 -1,099: 461 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.6 5.3 78.8 64.4 89.0 82.3: 11.0 17.7
Old : 100.0: 4.9 12.6 5.3 78.8 64.4 89.0 82.3: 11.0 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 4 17 18 21 22:
Old : 27: 2 2 4 17 18 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 43.1 64.8 65.5 33.8 32.8 43.5 40.4
Old : 47.3 43.1 64.8 65.5 33.8 32.8 43.5 40.4
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 9, 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 : 91,823: 1,837 8,015 20,219 64,612 60,441 86,668 88,675: 5,155 3,148
Old : 91,823: 1,837 8,015 20,219 64,612 60,441 86,668 88,675: 5,155 3,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -488: -1,882 -792 1,818 -2,715 -1,363 -2,779 -337: 2,291 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.7 22.0 70.4 65.8 94.4 96.6: 5.6 3.4
Old : 100.0: 2.0 8.7 22.0 70.4 65.8 94.4 96.6: 5.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 3 15 20 19 23:
Old : 28: 3 1 3 15 20 19 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 : 63.0 53.9 81.9 72.2 39.6 31.0 51.8 45.1
Old : 63.0 53.9 81.9 72.2 39.6 31.0 51.8 45.1
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,194: 1,052 0 1,697 41,477 44,003 44,226 45,700: 9,968 8,494
Old : 54,194: 1,052 0 1,697 41,477 44,003 44,226 45,700: 9,968 8,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -1,286: 477 0 -87 -3,008 -1,447 -2,618 -1,534: 1,332 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 3.1 76.5 81.2 81.6 84.3: 18.4 15.7
Old : 100.0: 1.9 0.0 3.1 76.5 81.2 81.6 84.3: 18.4 15.7
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 : 29: 3 0 2 22 23 25 25:
Old : 29: 3 0 2 22 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 40.8 62.4 61.3 43.2 39.4 60.1 56.2
Old : 44.0 40.8 62.4 61.3 43.2 39.4 60.1 56.2
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 9, 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 : 89,266: 5,196 5,250 5,057 72,057 74,008 82,310 84,315: 6,956 4,951
Old : 89,266: 5,196 5,250 5,057 72,057 74,008 82,310 84,315: 6,956 4,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -8,070: 3,642 969 -1,745 -9,689 -6,226 -7,792 -7,002: -278 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.9 5.7 80.7 82.9 92.2 94.5: 7.8 5.5
Old : 100.0: 5.8 5.9 5.7 80.7 82.9 92.2 94.5: 7.8 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 : 49: 3 4 4 32 34 38 39:
Old : 49: 3 4 4 32 34 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 24.9 57.3 42.1 34.4 22.6 48.8 36.2
Old : 40.1 24.9 57.3 42.1 34.4 22.6 48.8 36.2
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,744: 0 3,779 0 40,843 39,492 40,843 43,271: 6,901 4,473
Old : 47,744: 0 3,779 0 40,843 39,492 40,843 43,271: 6,901 4,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,658: 0 0 0 2,202 1,314 2,202 1,314: -544 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.9 0.0 85.5 82.7 85.5 90.6: 14.5 9.4
Old : 100.0: 0.0 7.9 0.0 85.5 82.7 85.5 90.6: 14.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 18 14 18 16:
Old : 23: 0 2 0 18 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 62.6 72.1 80.3 40.6 45.6 49.4 56.5
Old : 57.0 62.6 72.1 80.3 40.6 45.6 49.4 56.5
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 106,487: 6,394 19,482 16,927 68,647 59,265 91,968 95,674: 14,519 10,813
Old : 106,487: 6,394 19,482 16,927 68,647 59,265 91,968 95,674: 14,519 10,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 654: 238 510 716 -241 1,685 713 2,911: -59 -2,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 18.3 15.9 64.5 55.7 86.4 89.8: 13.6 10.2
Old : 100.0: 6.0 18.3 15.9 64.5 55.7 86.4 89.8: 13.6 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 5 7 32 27 39 35:
Old : 40: 3 5 7 32 27 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 32.6 45.9 49.1 17.2 20.9 26.9 29.0
Old : 28.6 32.6 45.9 49.1 17.2 20.9 26.9 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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 116,598: 12,011 0 11,024 86,909 93,372 109,944 104,396: 6,654 12,202
Old : 116,598: 12,011 0 11,024 86,909 93,372 109,944 104,396: 6,654 12,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 8,818: 1,187 -1,908 1,045 7,560 10,652 9,792 9,789: -974 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 9.5 74.5 80.1 94.3 89.5: 5.7 10.5
Old : 100.0: 10.3 0.0 9.5 74.5 80.1 94.3 89.5: 5.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 0 5 22 22 28 27:
Old : 33: 6 0 5 22 22 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 : 62.9 53.9 75.9 67.3 56.8 49.7 65.8 59.0
Old : 62.9 53.9 75.9 67.3 56.8 49.7 65.8 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, September 9, 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: September 2, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 9, 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 : 237,881: 9,161 5,224 6,725 208,553 215,231 224,439 227,180: 13,442 10,701
Old : 237,881: 9,161 5,224 6,725 208,553 215,231 224,439 227,180: 13,442 10,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 5,394: 3,747 1,036 -1,513 2,834 5,875 5,068 5,398: 326 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.2 2.8 87.7 90.5 94.3 95.5: 5.7 4.5
Old : 100.0: 3.9 2.2 2.8 87.7 90.5 94.3 95.5: 5.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 6 4 6 45 39 52 48:
Old : 57: 6 4 6 45 39 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 60.2 50.3 71.2 28.2 59.7 46.7 67.4
Old : 30.8 60.2 50.3 71.2 28.2 59.7 46.7 67.4
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 9, 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 : 214,407: 7,531 18,414 11,349 185,231 178,283 204,111 208,046: 10,296 6,361
Old : 214,407: 7,531 18,414 11,349 185,231 178,283 204,111 208,046: 10,296 6,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,017: -507 516 104 990 698 587 1,318: 430 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 8.6 5.3 86.4 83.2 95.2 97.0: 4.8 3.0
Old : 100.0: 3.5 8.6 5.3 86.4 83.2 95.2 97.0: 4.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 2 4 38 32 44 36:
Old : 46: 4 2 4 38 32 44 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.3 48.9 62.5 21.9 34.6 36.2 55.2
Old : 31.2 38.3 48.9 62.5 21.9 34.6 36.2 55.2
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 9, 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 : 227,080: 3,908 3,481 19,966 189,897 189,378 213,771 212,825: 13,309 14,255
Old : 227,080: 3,908 3,481 19,966 189,897 189,378 213,771 212,825: 13,309 14,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 5,251: -1,228 249 1,074 4,798 3,770 4,644 5,093: 607 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.5 8.8 83.6 83.4 94.1 93.7: 5.9 6.3
Old : 100.0: 1.7 1.5 8.8 83.6 83.4 94.1 93.7: 5.9 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 : 60: 4 4 7 50 47 57 55:
Old : 60: 4 4 7 50 47 57 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.2 46.9 48.0 22.3 21.3 34.6 30.4
Old : 26.9 28.2 46.9 48.0 22.3 21.3 34.6 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, September 9, 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 : 41,896: 2,865 798 1,615 30,643 31,283 35,123 33,696: 6,773 8,200
Old : 41,896: 2,865 798 1,615 30,643 31,283 35,123 33,696: 6,773 8,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -5,038: 1,779 764 -1,883 -4,230 -4,074 -4,334 -5,193: -704 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.9 3.9 73.1 74.7 83.8 80.4: 16.2 19.6
Old : 100.0: 6.8 1.9 3.9 73.1 74.7 83.8 80.4: 16.2 19.6
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 : 20: 1 1 1 16 13 17 15:
Old : 20: 1 1 1 16 13 17 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 : 46.2 50.0 72.6 69.1 40.1 42.8 59.4 55.1
Old : 46.2 50.0 72.6 69.1 40.1 42.8 59.4 55.1
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 200,859: 20,178 7,065 21,673 151,971 164,365 193,822 193,103: 7,037 7,756
Old : 200,859: 20,178 7,065 21,673 151,971 164,365 193,822 193,103: 7,037 7,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -1,438: 6,413 -4,865 1,549 -10,611 1,370 -2,649 -1,946: 1,211 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 3.5 10.8 75.7 81.8 96.5 96.1: 3.5 3.9
Old : 100.0: 10.0 3.5 10.8 75.7 81.8 96.5 96.1: 3.5 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 6 3 6 38 38 46 45:
Old : 50: 6 3 6 38 38 46 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 29.8 51.6 49.2 25.9 25.0 41.0 36.9
Old : 32.9 29.8 51.6 49.2 25.9 25.0 41.0 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, September 9, 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 : 50,769: 709 3,772 1,264 40,003 36,765 41,976 41,801: 8,793 8,968
Old : 50,769: 709 3,772 1,264 40,003 36,765 41,976 41,801: 8,793 8,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 607: 0 93 0 1,289 735 1,289 828: -682 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 7.4 2.5 78.8 72.4 82.7 82.3: 17.3 17.7
Old : 100.0: 1.4 7.4 2.5 78.8 72.4 82.7 82.3: 17.3 17.7
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: 1 3 2 22 20 25 23:
Old : 28: 1 3 2 22 20 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 35.8 64.6 55.7 34.2 25.5 45.4 38.5
Old : 44.2 35.8 64.6 55.7 34.2 25.5 45.4 38.5
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 9, 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 : 3,947,400: 1,542,182 459,400 1,152,080 1,226,738 2,317,315 3,921,000 3,928,795: 26,400 18,605
Old : 3,947,400: 1,542,182 459,400 1,152,080 1,226,738 2,317,315 3,921,000 3,928,795: 26,400 18,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 96,590: 30,573 29,413 46,884 19,835 18,315 97,292 94,612: -702 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 11.6 29.2 31.1 58.7 99.3 99.5: 0.7 0.5
Old : 100.0: 39.1 11.6 29.2 31.1 58.7 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 29 21 45 108 102 157 148:
Old : 163: 29 21 45 108 102 157 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 32.9 55.7 46.1 34.8 22.4 36.9 31.0
Old : 45.6 32.9 55.7 46.1 34.8 22.4 36.9 31.0
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 9, 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 : 1,198,637: 137,785 533,638 250,580 804,851 411,582 1,193,216 1,195,800: 5,421 2,837
Old : 1,198,637: 137,785 533,638 250,580 804,851 411,582 1,193,216 1,195,800: 5,421 2,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 27,835: 7,797 12,876 -765 20,362 15,485 27,394 27,596: 441 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 44.5 20.9 67.1 34.3 99.5 99.8: 0.5 0.2
Old : 100.0: 11.5 44.5 20.9 67.1 34.3 99.5 99.8: 0.5 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 : 93: 19 26 36 43 43 81 86:
Old : 93: 19 26 36 43 43 81 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 : 33.1 43.5 55.4 56.7 25.4 34.5 38.4 40.8
Old : 33.1 43.5 55.4 56.7 25.4 34.5 38.4 40.8
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 9, 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 : 29,712: 2,064 2,660 1,184 25,621 25,179 28,869 29,023: 843 689
Old : 29,712: 2,064 2,660 1,184 25,621 25,179 28,869 29,023: 843 689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 32: 12 0 -26 36 49 22 23: 10 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.0 4.0 86.2 84.7 97.2 97.7: 2.8 2.3
Old : 100.0: 6.9 9.0 4.0 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: 5 2 4 24 27 30 32:
Old : 36: 5 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 : 48.2 41.6 67.7 64.7 36.7 38.2 48.1 50.7
Old : 48.2 41.6 67.7 64.7 36.7 38.2 48.1 50.7
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 14,254: 3,018 52 457 10,147 12,953 13,622 13,462: 632 792
Old : 14,254: 3,018 52 457 10,147 12,953 13,622 13,462: 632 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 268: 0 -24 8 224 256 232 240: 36 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 0.4 3.2 71.2 90.9 95.6 94.4: 4.4 5.6
Old : 100.0: 21.2 0.4 3.2 71.2 90.9 95.6 94.4: 4.4 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 3 15 20 18 23:
Old : 25: 2 1 3 15 20 18 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 : 63.3 73.3 82.7 84.1 47.0 50.6 60.8 57.5
Old : 63.3 73.3 82.7 84.1 47.0 50.6 60.8 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,739: 0 616 1,364 26,558 26,340 27,922 28,320: 1,817 1,419
Old : 29,739: 0 616 1,364 26,558 26,340 27,922 28,320: 1,817 1,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 4,016: -160 20 520 3,800 3,924 4,160 4,464: -144 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 4.6 89.3 88.6 93.9 95.2: 6.1 4.8
Old : 100.0: 0.0 2.1 4.6 89.3 88.6 93.9 95.2: 6.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 3 21 16 24 19:
Old : 26: 0 3 3 21 16 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 47.8 65.6 75.8 21.4 25.7 33.9 34.3
Old : 41.2 47.8 65.6 75.8 21.4 25.7 33.9 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,020: 0 340 240 28,328 26,910 28,568 27,490: 452 1,530
Old : 29,020: 0 340 240 28,328 26,910 28,568 27,490: 452 1,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 300: 0 0 0 340 340 340 340: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.8 97.6 92.7 98.4 94.7: 1.6 5.3
Old : 100.0: 0.0 1.2 0.8 97.6 92.7 98.4 94.7: 1.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.3 68.0 76.6 79.6 57.1 64.4 70.9 70.8
Old : 57.3 68.0 76.6 79.6 57.1 64.4 70.9 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, September 9, 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 : 9,856: 120 40 0 9,640 8,992 9,760 9,032: 96 824
Old : 9,856: 120 40 0 9,640 8,992 9,760 9,032: 96 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 120: 0 0 0 120 120 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.4 0.0 97.8 91.2 99.0 91.6: 1.0 8.4
Old : 100.0: 1.2 0.4 0.0 97.8 91.2 99.0 91.6: 1.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 48.4 38.4 79.4 68.8 45.3 34.6 62.0 54.6
Old : 48.4 38.4 79.4 68.8 45.3 34.6 62.0 54.6
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 9, 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 : 1,231,450: 198,328 191,992 343,465 616,150 613,628 1,157,943 1,149,085: 73,507 82,365
Old : 1,231,450: 198,328 191,992 343,465 616,150 613,628 1,157,943 1,149,085: 73,507 82,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 4,574: 4,788 12,783 -1,190 6,333 1,305 9,931 12,898: -5,357 -8,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.6 27.9 50.0 49.8 94.0 93.3: 6.0 6.7
Old : 100.0: 16.1 15.6 27.9 50.0 49.8 94.0 93.3: 6.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 93 102 129 78 96 244 263:
Old : 304: 93 102 129 78 96 244 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 21.8 39.6 31.9 15.2 8.1 19.2 12.6
Old : 30.3 21.8 39.6 31.9 15.2 8.1 19.2 12.6
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 9, 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 : 130,119: 19,698 13,942 8,376 62,012 49,755 90,086 72,073: 40,033 58,046
Old : 130,119: 19,698 13,942 8,376 62,012 49,755 90,086 72,073: 40,033 58,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 2,605: -1,530 336 726 -4,449 -527 -5,253 535: 7,858 2,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 10.7 6.4 47.7 38.2 69.2 55.4: 30.8 44.6
Old : 100.0: 15.1 10.7 6.4 47.7 38.2 69.2 55.4: 30.8 44.6
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 : 23: 3 4 7 15 15 22 22:
Old : 23: 3 4 7 15 15 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 : 41.1 22.3 57.5 37.8 34.2 21.0 42.5 29.1
Old : 41.1 22.3 57.5 37.8 34.2 21.0 42.5 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 9, 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 : 24,001: 1,150 500 225 20,661 21,376 22,036 22,101: 1,965 1,900
Old : 24,001: 1,150 500 225 20,661 21,376 22,036 22,101: 1,965 1,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 650: -50 0 -100 800 800 650 700: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.1 0.9 86.1 89.1 91.8 92.1: 8.2 7.9
Old : 100.0: 4.8 2.1 0.9 86.1 89.1 91.8 92.1: 8.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 2 2 35 33 39 37:
Old : 47: 2 2 2 35 33 39 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 : 32.7 34.1 52.6 57.0 18.4 23.0 25.9 28.5
Old : 32.7 34.1 52.6 57.0 18.4 23.0 25.9 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, September 9, 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 : 198,601: 17,875 30,791 46,645 122,575 112,762 187,095 190,198: 11,506 8,403
Old : 198,601: 17,875 30,791 46,645 122,575 112,762 187,095 190,198: 11,506 8,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,547: 637 -678 -572 730 4,007 795 2,757: 752 -1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.5 23.5 61.7 56.8 94.2 95.8: 5.8 4.2
Old : 100.0: 9.0 15.5 23.5 61.7 56.8 94.2 95.8: 5.8 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 : 49: 9 18 25 22 21 48 47:
Old : 49: 9 18 25 22 21 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 34.9 55.1 54.2 19.1 14.7 24.7 20.5
Old : 38.8 34.9 55.1 54.2 19.1 14.7 24.7 20.5
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 9, 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 : 33,292: 3,081 8,741 4,343 23,038 17,923 30,462 31,007: 2,830 2,285
Old : 33,292: 3,081 8,741 4,343 23,038 17,923 30,462 31,007: 2,830 2,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 2,115: -410 1,768 1,150 1,715 -428 2,455 2,490: -340 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 26.3 13.0 69.2 53.8 91.5 93.1: 8.5 6.9
Old : 100.0: 9.3 26.3 13.0 69.2 53.8 91.5 93.1: 8.5 6.9
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 : 22: 5 3 5 12 13 18 20:
Old : 22: 5 3 5 12 13 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 45.6 74.8 66.7 45.3 33.4 49.1 45.5
Old : 57.0 45.6 74.8 66.7 45.3 33.4 49.1 45.5
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,011: 50 500 0 7,961 7,511 8,011 8,011: 0 0
Old : 8,011: 50 500 0 7,961 7,511 8,011 8,011: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 442: 0 0 0 442 442 442 442: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 6.2 0.0 99.4 93.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 6.2 0.0 99.4 93.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 0 20 20 21 22:
Old : 29: 1 2 0 20 20 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 41.8 70.0 65.3 31.6 29.8 45.2 44.9
Old : 44.9 41.8 70.0 65.3 31.6 29.8 45.2 44.9
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 9, 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 : 13,270: 7,483 4,408 10 3,703 7,751 11,196 12,169: 2,074 1,101
Old : 13,270: 7,483 4,408 10 3,703 7,751 11,196 12,169: 2,074 1,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -297: -771 403 -70 306 -646 -535 -313: 238 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 33.2 0.1 27.9 58.4 84.4 91.7: 15.6 8.3
Old : 100.0: 56.4 33.2 0.1 27.9 58.4 84.4 91.7: 15.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 41 30 1 21 21 63 51:
Old : 111: 41 30 1 21 21 63 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 41.2 47.0 58.2 30.4 41.1 47.0 58.1
Old : 30.4 41.2 47.0 58.2 30.4 41.1 47.0 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 13,142: 6,609 3,240 26 4,256 8,051 10,891 11,317: 2,251 1,825
Old : 13,142: 6,609 3,240 26 4,256 8,051 10,891 11,317: 2,251 1,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 148: -70 103 -124 332 74 138 53: 10 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 24.7 0.2 32.4 61.3 82.9 86.1: 17.1 13.9
Old : 100.0: 50.3 24.7 0.2 32.4 61.3 82.9 86.1: 17.1 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 : 61: 24 8 1 14 18 39 26:
Old : 61: 24 8 1 14 18 39 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 : 32.7 39.9 47.8 64.2 32.7 39.9 47.8 64.2
Old : 32.7 39.9 47.8 64.2 32.7 39.9 47.8 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, September 9, 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 : 200,653: 55,278 14,833 11,878 116,222 161,878 183,378 188,589: 17,275 12,064
Old : 200,653: 55,278 14,833 11,878 116,222 161,878 183,378 188,589: 17,275 12,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -6,738: -2,655 3,418 -1,212 -224 -6,064 -4,091 -3,858: -2,647 -2,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 7.4 5.9 57.9 80.7 91.4 94.0: 8.6 6.0
Old : 100.0: 27.5 7.4 5.9 57.9 80.7 91.4 94.0: 8.6 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 52 21 34 76 76 141 120:
Old : 163: 52 21 34 76 76 141 120:
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 : 25.2 35.4 36.8 49.0 11.1 15.7 18.3 24.1
Old : 25.2 35.4 36.8 49.0 11.1 15.7 18.3 24.1
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 9, 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 : 4,600: 250 100 0 4,175 4,250 4,425 4,350: 175 250
Old : 4,600: 250 100 0 4,175 4,250 4,425 4,350: 175 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -975: 50 -100 -50 -1,000 -925 -1,000 -1,075: 25 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.2 0.0 90.8 92.4 96.2 94.6: 3.8 5.4
Old : 100.0: 5.4 2.2 0.0 90.8 92.4 96.2 94.6: 3.8 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 0 23 22 25 23:
Old : 30: 2 1 0 23 22 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 35.9 57.1 57.6 27.7 28.3 37.0 37.5
Old : 36.4 35.9 57.1 57.6 27.7 28.3 37.0 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, September 9, 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 : 13,546: 1,449 0 864 10,926 12,442 13,239 13,306: 307 240
Old : 13,546: 1,449 0 864 10,926 12,442 13,239 13,306: 307 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -1,584: -71 0 0 -1,513 -1,659 -1,584 -1,659: 0 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 6.4 80.7 91.8 97.7 98.2: 2.3 1.8
Old : 100.0: 10.7 0.0 6.4 80.7 91.8 97.7 98.2: 2.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 0 2 29 27 31 29:
Old : 43: 2 0 2 29 27 31 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 : 55.8 45.4 74.4 67.6 50.5 44.7 60.9 59.0
Old : 55.8 45.4 74.4 67.6 50.5 44.7 60.9 59.0
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 9, 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 : 2,333: 0 670 0 1,957 1,483 1,957 2,153: 376 180
Old : 2,333: 0 670 0 1,957 1,483 1,957 2,153: 376 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -44: 0 -140 -10 -9 -29 -19 -179: -25 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 28.7 0.0 83.9 63.6 83.9 92.3: 16.1 7.7
Old : 100.0: 0.0 28.7 0.0 83.9 63.6 83.9 92.3: 16.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 13 15 13 16:
Old : 22: 0 1 0 13 15 13 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 : 45.1 66.1 71.8 80.5 35.0 52.0 51.5 62.7
Old : 45.1 66.1 71.8 80.5 35.0 52.0 51.5 62.7
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 9, 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 : 3,160: 50 125 75 3,035 2,910 3,160 3,110: 0 50
Old : 3,160: 50 125 75 3,035 2,910 3,160 3,110: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -1,650: 0 25 -25 -1,575 -1,600 -1,600 -1,600: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.0 2.4 96.0 92.1 100.0 98.4: 0.0 1.6
Old : 100.0: 1.6 4.0 2.4 96.0 92.1 100.0 98.4: 0.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 1 18 20 20 22:
Old : 32: 1 2 1 18 20 20 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 : 48.3 48.3 71.5 67.2 45.1 47.5 60.1 59.5
Old : 48.3 48.3 71.5 67.2 45.1 47.5 60.1 59.5
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 9, 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 : 3,705: 476 0 0 2,581 3,462 3,057 3,462: 648 243
Old : 3,705: 476 0 0 2,581 3,462 3,057 3,462: 648 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -96: 0 0 0 -189 -96 -189 -96: 93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.0 0.0 69.7 93.4 82.5 93.4: 17.5 6.6
Old : 100.0: 12.8 0.0 0.0 69.7 93.4 82.5 93.4: 17.5 6.6
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 : 23: 2 0 0 14 14 16 14:
Old : 23: 2 0 0 14 14 16 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 : 48.0 57.9 66.1 80.8 41.3 54.4 54.3 66.7
Old : 48.0 57.9 66.1 80.8 41.3 54.4 54.3 66.7
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 9, 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 : 15,219: 1,656 2,290 1,388 10,360 9,519 13,404 13,197: 1,815 2,022
Old : 15,219: 1,656 2,290 1,388 10,360 9,519 13,404 13,197: 1,815 2,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,035: 343 684 353 144 -17 840 1,020: 195 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 15.0 9.1 68.1 62.5 88.1 86.7: 11.9 13.3
Old : 100.0: 10.9 15.0 9.1 68.1 62.5 88.1 86.7: 11.9 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 : 36: 5 4 6 22 25 30 32:
Old : 36: 5 4 6 22 25 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 : 33.7 31.8 55.6 48.1 29.9 26.4 45.0 39.6
Old : 33.7 31.8 55.6 48.1 29.9 26.4 45.0 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2008