GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 6,476: 0 50 0 5,496 6,091 5,496 6,141: 980 335
Old : 6,476: 0 50 0 5,496 6,091 5,496 6,141: 980 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 50: 0 -100 0 45 70 45 -30: 5 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 84.9 94.1 84.9 94.8: 15.1 5.2
Old : 100.0: 0.0 0.8 0.0 84.9 94.1 84.9 94.8: 15.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 18 22 18 23:
Old : 27: 0 1 0 18 22 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 : 53.0 58.3 68.6 72.6 46.8 53.5 56.4 63.2
Old : 53.0 58.3 68.6 72.6 46.8 53.5 56.4 63.2
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 8,856: 50 195 350 8,286 8,251 8,686 8,796: 170 60
Old : 8,856: 50 195 350 8,286 8,251 8,686 8,796: 170 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -40: 0 0 0 -40 -40 -40 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.2 4.0 93.6 93.2 98.1 99.3: 1.9 0.7
Old : 100.0: 0.6 2.2 4.0 93.6 93.2 98.1 99.3: 1.9 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 : 37: 1 2 2 27 26 30 29:
Old : 37: 1 2 2 27 26 30 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 : 49.2 45.9 71.7 63.5 40.9 39.3 54.3 51.3
Old : 49.2 45.9 71.7 63.5 40.9 39.3 54.3 51.3
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 2,777: 30 0 10 2,013 1,997 2,053 2,007: 724 770
Old : 2,777: 30 0 10 2,013 1,997 2,053 2,007: 724 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 151: 0 0 0 117 111 117 111: 34 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.4 72.5 71.9 73.9 72.3: 26.1 27.7
Old : 100.0: 1.1 0.0 0.4 72.5 71.9 73.9 72.3: 26.1 27.7
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 : 23: 1 0 1 18 21 19 22:
Old : 23: 1 0 1 18 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 26.8 52.1 46.3 23.2 18.2 30.0 25.5
Old : 30.4 26.8 52.1 46.3 23.2 18.2 30.0 25.5
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 3,698: 15 30 60 3,204 2,981 3,279 3,071: 419 627
Old : 3,698: 15 30 60 3,204 2,981 3,279 3,071: 419 627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 182: 0 5 -50 297 267 247 222: -65 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.8 1.6 86.6 80.6 88.7 83.0: 11.3 17.0
Old : 100.0: 0.4 0.8 1.6 86.6 80.6 88.7 83.0: 11.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 2 29 35 31 37:
Old : 38: 1 1 2 29 35 31 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 : 33.5 22.8 52.4 38.0 27.3 19.1 39.9 29.0
Old : 33.5 22.8 52.4 38.0 27.3 19.1 39.9 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 276,644: 48,055 21,997 48,652 142,775 175,248 239,482 245,897: 37,162 30,747
Old : 276,644: 48,055 21,997 48,652 142,775 175,248 239,482 245,897: 37,162 30,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 22,249: 13,141 1,178 5,495 3,331 15,473 21,967 22,146: 282 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.0 17.6 51.6 63.3 86.6 88.9: 13.4 11.1
Old : 100.0: 17.4 8.0 17.6 51.6 63.3 86.6 88.9: 13.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 55 18 41 68 78 141 122:
Old : 156: 55 18 41 68 78 141 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 21.4 28.6 32.9 12.0 12.6 17.3 18.7
Old : 17.8 21.4 28.6 32.9 12.0 12.6 17.3 18.7
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 1,418,245: 131,406 280,340 564,623 654,372 534,061 1,350,401 1,379,025: 67,844 39,219
Old : 1,418,245: 131,406 280,340 564,623 654,372 534,061 1,350,401 1,379,025: 67,844 39,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 21,126: 27,413 42,761 -7,679 -530 -17,224 19,204 17,858: 1,921 3,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 19.8 39.8 46.1 37.7 95.2 97.2: 4.8 2.8
Old : 100.0: 9.3 19.8 39.8 46.1 37.7 95.2 97.2: 4.8 2.8
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 : 238: 77 65 98 83 75 223 186:
Old : 238: 77 65 98 83 75 223 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 36.0 49.4 53.2 13.2 13.5 16.3 16.6
Old : 36.9 36.0 49.4 53.2 13.2 13.5 16.3 16.6
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 100,033: 252 10,569 2,024 90,087 76,454 92,363 89,047: 7,670 10,986
Old : 100,033: 252 10,569 2,024 90,087 76,454 92,363 89,047: 7,670 10,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 190: -350 0 276 -284 -124 -358 152: 548 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.6 2.0 90.1 76.4 92.3 89.0: 7.7 11.0
Old : 100.0: 0.3 10.6 2.0 90.1 76.4 92.3 89.0: 7.7 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 : 32: 1 3 3 25 21 28 25:
Old : 32: 1 3 3 25 21 28 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 : 56.0 58.0 70.0 74.0 54.7 57.5 65.6 69.8
Old : 56.0 58.0 70.0 74.0 54.7 57.5 65.6 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 94,300: 5,643 12,284 3,515 79,904 69,317 89,062 85,116: 5,238 9,184
Old : 94,300: 5,643 12,284 3,515 79,904 69,317 89,062 85,116: 5,238 9,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 6,870: 2,756 2,036 488 5,797 3,917 9,041 6,441: -2,171 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 13.0 3.7 84.7 73.5 94.4 90.3: 5.6 9.7
Old : 100.0: 6.0 13.0 3.7 84.7 73.5 94.4 90.3: 5.6 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 : 41: 3 3 4 28 26 33 31:
Old : 41: 3 3 4 28 26 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 35.0 56.8 60.6 39.0 31.1 55.2 53.2
Old : 39.1 35.0 56.8 60.6 39.0 31.1 55.2 53.2
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 134,355: 15,636 372 4,168 106,576 120,807 126,380 125,347: 7,975 9,008
Old : 134,355: 15,636 372 4,168 106,576 120,807 126,380 125,347: 7,975 9,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 426: 367 0 151 550 277 1,068 428: -642 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.3 3.1 79.3 89.9 94.1 93.3: 5.9 6.7
Old : 100.0: 11.6 0.3 3.1 79.3 89.9 94.1 93.3: 5.9 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 : 41: 4 1 3 31 26 35 30:
Old : 41: 4 1 3 31 26 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 41.0 65.9 58.9 40.2 40.8 54.0 56.9
Old : 50.0 41.0 65.9 58.9 40.2 40.8 54.0 56.9
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 107,945: 13,423 6,079 3,342 80,159 90,115 96,924 99,536: 11,021 8,409
Old : 107,945: 13,423 6,079 3,342 80,159 90,115 96,924 99,536: 11,021 8,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 3,380: 0 976 306 2,956 2,152 3,262 3,434: 118 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.6 3.1 74.3 83.5 89.8 92.2: 10.2 7.8
Old : 100.0: 12.4 5.6 3.1 74.3 83.5 89.8 92.2: 10.2 7.8
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 : 36: 2 2 2 25 29 29 31:
Old : 36: 2 2 2 25 29 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 39.7 54.8 59.4 30.4 33.2 47.7 49.8
Old : 31.3 39.7 54.8 59.4 30.4 33.2 47.7 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 50,477: 8,782 1,067 3,608 33,525 40,432 45,915 45,107: 4,562 5,370
Old : 50,477: 8,782 1,067 3,608 33,525 40,432 45,915 45,107: 4,562 5,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 4,461: -1,158 0 2,453 3,534 2,100 4,829 4,553: -368 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 2.1 7.1 66.4 80.1 91.0 89.4: 9.0 10.6
Old : 100.0: 17.4 2.1 7.1 66.4 80.1 91.0 89.4: 9.0 10.6
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 1 1 15 16 17 18:
Old : 23: 2 1 1 15 16 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 : 57.4 42.5 80.1 69.8 49.4 39.9 63.8 56.5
Old : 57.4 42.5 80.1 69.8 49.4 39.9 63.8 56.5
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 67,525: 1,718 0 7,208 51,840 51,897 60,766 59,105: 6,759 8,420
Old : 67,525: 1,718 0 7,208 51,840 51,897 60,766 59,105: 6,759 8,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 6,155: -4,220 0 3,621 5,815 2,503 5,216 6,124: 939 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 10.7 76.8 76.9 90.0 87.5: 10.0 12.5
Old : 100.0: 2.5 0.0 10.7 76.8 76.9 90.0 87.5: 10.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 2 20 21 22 23:
Old : 27: 2 0 2 20 21 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 40.2 73.2 62.7 40.1 32.2 52.9 47.0
Old : 51.2 40.2 73.2 62.7 40.1 32.2 52.9 47.0
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 90,085: 3,494 221 2,312 81,170 74,409 86,976 76,942: 3,109 13,143
Old : 90,085: 3,494 221 2,312 81,170 74,409 86,976 76,942: 3,109 13,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 910: -88 125 28 418 757 358 910: 552 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.2 2.6 90.1 82.6 96.5 85.4: 3.5 14.6
Old : 100.0: 3.9 0.2 2.6 90.1 82.6 96.5 85.4: 3.5 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 2 3 31 35 34 38:
Old : 46: 1 2 3 31 35 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 26.9 64.1 41.3 36.6 24.8 51.5 37.1
Old : 40.7 26.9 64.1 41.3 36.6 24.8 51.5 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 112,669: 4,332 247 4,321 89,794 98,636 98,447 103,204: 14,222 9,465
Old : 112,669: 4,332 247 4,321 89,794 98,636 98,447 103,204: 14,222 9,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 1,268: 768 -251 535 533 2,164 1,836 2,448: -568 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.2 3.8 79.7 87.5 87.4 91.6: 12.6 8.4
Old : 100.0: 3.8 0.2 3.8 79.7 87.5 87.4 91.6: 12.6 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 : 34: 2 1 3 23 22 26 25:
Old : 34: 2 1 3 23 22 26 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 : 46.2 44.3 65.2 67.8 44.6 44.0 60.6 62.0
Old : 46.2 44.3 65.2 67.8 44.6 44.0 60.6 62.0
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 74,520: 6,722 2,662 10,777 52,827 50,948 70,326 64,387: 4,194 10,133
Old : 74,520: 6,722 2,662 10,777 52,827 50,948 70,326 64,387: 4,194 10,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 236: -668 1,104 -72 738 -856 -2 176: 238 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 3.6 14.5 70.9 68.4 94.4 86.4: 5.6 13.6
Old : 100.0: 9.0 3.6 14.5 70.9 68.4 94.4 86.4: 5.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 3 19 15 23 19:
Old : 30: 3 2 3 19 15 23 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 : 49.6 40.8 69.9 61.9 40.9 28.3 53.9 40.4
Old : 49.6 40.8 69.9 61.9 40.9 28.3 53.9 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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 90,036: 4,958 1,129 16,914 65,969 61,998 87,841 80,041: 2,195 9,995
Old : 90,036: 4,958 1,129 16,914 65,969 61,998 87,841 80,041: 2,195 9,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 4,270: -1,018 -136 2,509 2,655 1,039 4,146 3,412: 124 858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.3 18.8 73.3 68.9 97.6 88.9: 2.4 11.1
Old : 100.0: 5.5 1.3 18.8 73.3 68.9 97.6 88.9: 2.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 3 15 17 19 20:
Old : 26: 3 1 3 15 17 19 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 : 66.9 49.7 83.6 69.8 47.1 33.2 54.3 42.6
Old : 66.9 49.7 83.6 69.8 47.1 33.2 54.3 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 73,104: 1,960 2,264 3,515 62,012 56,398 67,487 62,177: 5,617 10,927
Old : 73,104: 1,960 2,264 3,515 62,012 56,398 67,487 62,177: 5,617 10,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 88: 0 -1,738 672 2,066 683 2,738 -383: -2,650 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.1 4.8 84.8 77.1 92.3 85.1: 7.7 14.9
Old : 100.0: 2.7 3.1 4.8 84.8 77.1 92.3 85.1: 7.7 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 3 24 23 28 26:
Old : 32: 2 2 3 24 23 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 39.8 58.5 64.1 33.3 34.1 44.7 42.4
Old : 38.6 39.8 58.5 64.1 33.3 34.1 44.7 42.4
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 121,504: 18,029 1,712 6,188 88,549 104,939 112,766 112,839: 8,738 8,665
Old : 121,504: 18,029 1,712 6,188 88,549 104,939 112,766 112,839: 8,738 8,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 3,725: -58 1,712 743 2,374 1,481 3,059 3,936: 666 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 1.4 5.1 72.9 86.4 92.8 92.9: 7.2 7.1
Old : 100.0: 14.8 1.4 5.1 72.9 86.4 92.8 92.9: 7.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 1 4 29 31 34 36:
Old : 44: 5 1 4 29 31 34 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 : 38.5 33.5 56.7 49.5 33.8 31.5 49.2 47.5
Old : 38.5 33.5 56.7 49.5 33.8 31.5 49.2 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 34,596: 1,513 0 294 25,181 25,689 26,988 25,983: 7,608 8,613
Old : 34,596: 1,513 0 294 25,181 25,689 26,988 25,983: 7,608 8,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 667: 342 0 -14 -453 40 -125 26: 792 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.8 72.8 74.3 78.0 75.1: 22.0 24.9
Old : 100.0: 4.4 0.0 0.8 72.8 74.3 78.0 75.1: 22.0 24.9
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 : 20: 1 0 1 12 14 13 15:
Old : 20: 1 0 1 12 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 43.1 75.4 64.1 62.9 42.4 71.7 61.4
Old : 62.9 43.1 75.4 64.1 62.9 42.4 71.7 61.4
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 130,027: 0 19,388 18,532 102,348 84,837 120,880 122,757: 9,147 7,270
Old : 130,027: 0 19,388 18,532 102,348 84,837 120,880 122,757: 9,147 7,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -740: -748 450 683 -675 -1,751 -740 -618: 0 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.9 14.3 78.7 65.2 93.0 94.4: 7.0 5.6
Old : 100.0: 0.0 14.9 14.3 78.7 65.2 93.0 94.4: 7.0 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 : 43: 0 6 6 36 31 42 37:
Old : 43: 0 6 6 36 31 42 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 : 35.0 28.8 52.8 48.1 26.2 21.2 37.5 32.2
Old : 35.0 28.8 52.8 48.1 26.2 21.2 37.5 32.2
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 89,986: 15,227 968 3,123 62,360 76,498 80,710 80,589: 9,276 9,397
Old : 89,986: 15,227 968 3,123 62,360 76,498 80,710 80,589: 9,276 9,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 3,874: 2,534 -310 -298 1,877 5,638 4,113 5,030: -239 -1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.1 3.5 69.3 85.0 89.7 89.6: 10.3 10.4
Old : 100.0: 16.9 1.1 3.5 69.3 85.0 89.7 89.6: 10.3 10.4
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 : 32: 5 1 6 19 22 25 28:
Old : 32: 5 1 6 19 22 25 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 : 53.9 43.0 73.3 62.3 49.7 40.8 62.7 57.0
Old : 53.9 43.0 73.3 62.3 49.7 40.8 62.7 57.0
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 with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,979: 1,240 310 0 50,858 52,589 52,098 52,899: 3,881 3,080
Old : 55,979: 1,240 310 0 50,858 52,589 52,098 52,899: 3,881 3,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.6 0.0 90.9 93.9 93.1 94.5: 6.9 5.5
Old : 100.0: 2.2 0.6 0.0 90.9 93.9 93.1 94.5: 6.9 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 : 21: 1 1 0 12 13 13 14:
Old : 21: 1 1 0 12 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 51.1 83.4 83.2 56.1 38.6 71.6 63.9
Old : 59.5 51.1 83.4 83.2 56.1 38.6 71.6 63.9
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 246,263: 16,075 4,620 4,830 210,496 223,025 231,401 232,475: 14,862 13,788
Old : 246,263: 16,075 4,620 4,830 210,496 223,025 231,401 232,475: 14,862 13,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 2,034: -3,532 131 1,105 4,461 2,116 2,034 3,352: 0 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.9 2.0 85.5 90.6 94.0 94.4: 6.0 5.6
Old : 100.0: 6.5 1.9 2.0 85.5 90.6 94.0 94.4: 6.0 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 : 58: 3 3 6 43 43 49 49:
Old : 58: 3 3 6 43 43 49 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 54.6 53.4 65.2 28.7 52.1 48.4 60.3
Old : 31.1 54.6 53.4 65.2 28.7 52.1 48.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 221,601: 16,273 558 12,908 181,130 199,193 210,311 212,659: 11,290 8,942
Old : 221,601: 16,273 558 12,908 181,130 199,193 210,311 212,659: 11,290 8,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 2,090: -3,261 0 334 5,139 1,484 2,212 1,818: -122 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.3 5.8 81.7 89.9 94.9 96.0: 5.1 4.0
Old : 100.0: 7.3 0.3 5.8 81.7 89.9 94.9 96.0: 5.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 2 4 39 30 45 35:
Old : 49: 5 2 4 39 30 45 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 : 29.8 39.9 47.9 65.7 25.0 37.1 40.4 53.9
Old : 29.8 39.9 47.9 65.7 25.0 37.1 40.4 53.9
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 238,792: 5,193 14,403 13,451 206,681 199,755 225,325 227,609: 13,467 11,183
Old : 238,792: 5,193 14,403 13,451 206,681 199,755 225,325 227,609: 13,467 11,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -1,638: -888 -1,741 -1,840 2,671 308 -57 -3,273: -1,581 1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 6.0 5.6 86.6 83.7 94.4 95.3: 5.6 4.7
Old : 100.0: 2.2 6.0 5.6 86.6 83.7 94.4 95.3: 5.6 4.7
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 : 54: 3 3 4 45 41 50 46:
Old : 54: 3 3 4 45 41 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 36.3 51.3 55.3 32.1 27.0 43.2 41.8
Old : 36.1 36.3 51.3 55.3 32.1 27.0 43.2 41.8
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 52,282: 0 2,961 1,481 43,185 38,383 44,666 42,825: 7,616 9,457
Old : 52,282: 0 2,961 1,481 43,185 38,383 44,666 42,825: 7,616 9,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 3,047: -19 2,961 -801 2,800 -1,145 1,980 1,015: 1,067 2,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 2.8 82.6 73.4 85.4 81.9: 14.6 18.1
Old : 100.0: 0.0 5.7 2.8 82.6 73.4 85.4 81.9: 14.6 18.1
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 : 25: 0 1 1 21 18 22 19:
Old : 25: 0 1 1 21 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 32.7 58.6 58.5 29.7 28.6 47.0 44.8
Old : 36.2 32.7 58.6 58.5 29.7 28.6 47.0 44.8
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 233,858: 36,124 7,073 13,207 163,769 194,376 213,100 214,656: 20,758 19,202
Old : 233,858: 36,124 7,073 13,207 163,769 194,376 213,100 214,656: 20,758 19,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 9,337: 10,532 -302 -628 -602 10,169 9,302 9,239: 35 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 3.0 5.6 70.0 83.1 91.1 91.8: 8.9 8.2
Old : 100.0: 15.4 3.0 5.6 70.0 83.1 91.1 91.8: 8.9 8.2
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 : 47: 5 1 5 35 39 41 44:
Old : 47: 5 1 5 35 39 41 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 31.1 53.1 47.0 24.2 27.9 35.3 38.5
Old : 32.3 31.1 53.1 47.0 24.2 27.9 35.3 38.5
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 with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,638: 5,154 9,796 1,222 67,885 59,544 74,261 70,562: 5,377 9,076
Old : 79,638: 5,154 9,796 1,222 67,885 59,544 74,261 70,562: 5,377 9,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -818: 0 -1,101 31 -601 -1,742 -570 -2,812: -248 1,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 12.3 1.5 85.2 74.8 93.2 88.6: 6.8 11.4
Old : 100.0: 6.5 12.3 1.5 85.2 74.8 93.2 88.6: 6.8 11.4
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 : 33: 2 3 1 25 23 28 26:
Old : 33: 2 3 1 25 23 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 37.3 55.2 57.9 24.3 29.1 41.9 42.7
Old : 32.0 37.3 55.2 57.9 24.3 29.1 41.9 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 3,111,658: 781,831 194,494 939,022 1,353,038 1,952,591 3,073,891 3,086,107: 37,767 25,551
Old : 3,111,658: 781,831 194,494 939,022 1,353,038 1,952,591 3,073,891 3,086,107: 37,767 25,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 108,236: 34,743 35,455 11,311 63,598 61,084 109,652 107,850: -1,416 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 6.3 30.2 43.5 62.8 98.8 99.2: 1.2 0.8
Old : 100.0: 25.1 6.3 30.2 43.5 62.8 98.8 99.2: 1.2 0.8
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 : 165: 36 15 43 103 92 159 136:
Old : 165: 36 15 43 103 92 159 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 38.6 49.6 51.8 22.6 22.3 26.8 28.6
Old : 37.6 38.6 49.6 51.8 22.6 22.3 26.8 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 961,024: 79,881 261,917 210,191 664,971 481,712 955,043 953,820: 5,981 7,204
Old : 961,024: 79,881 261,917 210,191 664,971 481,712 955,043 953,820: 5,981 7,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 13,359: 18,271 8,816 -11,135 6,236 15,669 13,372 13,350: -13 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 27.3 21.9 69.2 50.1 99.4 99.3: 0.6 0.7
Old : 100.0: 8.3 27.3 21.9 69.2 50.1 99.4 99.3: 0.6 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 : 92: 26 21 36 45 42 88 82:
Old : 92: 26 21 36 45 42 88 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 34.3 59.1 55.5 30.6 26.2 40.2 38.3
Old : 39.4 34.3 59.1 55.5 30.6 26.2 40.2 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 88,337: 1,593 781 4,035 82,052 82,636 87,681 87,452: 656 885
Old : 88,337: 1,593 781 4,035 82,052 82,636 87,681 87,452: 656 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 911: -68 -12 29 911 884 871 901: 40 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.9 4.6 92.9 93.5 99.3 99.0: 0.7 1.0
Old : 100.0: 1.8 0.9 4.6 92.9 93.5 99.3 99.0: 0.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 5 7 31 30 40 39:
Old : 47: 6 5 7 31 30 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 44.7 71.6 66.8 17.1 15.2 23.6 21.2
Old : 50.7 44.7 71.6 66.8 17.1 15.2 23.6 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 14,816: 1,492 2,115 234 13,090 12,424 14,816 14,773: 0 43
Old : 14,816: 1,492 2,115 234 13,090 12,424 14,816 14,773: 0 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.3 1.6 88.4 83.9 100.0 99.7: 0.0 0.3
Old : 100.0: 10.1 14.3 1.6 88.4 83.9 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 9 15 11 16:
Old : 21: 1 1 1 9 15 11 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 : 65.7 85.3 94.7 95.4 54.4 65.6 73.7 71.7
Old : 65.7 85.3 94.7 95.4 54.4 65.6 73.7 71.7
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 29,180: 4,120 40 384 24,036 28,451 28,539 28,875: 641 305
Old : 29,180: 4,120 40 384 24,036 28,451 28,539 28,875: 641 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -76: 10 40 -27 9 -3 -7 10: -69 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.1 1.3 82.4 97.5 97.8 99.0: 2.2 1.0
Old : 100.0: 14.1 0.1 1.3 82.4 97.5 97.8 99.0: 2.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 2 20 22 23 25:
Old : 30: 3 1 2 20 22 23 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 : 60.3 68.2 81.3 85.5 24.0 25.2 31.4 31.1
Old : 60.3 68.2 81.3 85.5 24.0 25.2 31.4 31.1
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 27,742: 978 500 1,254 22,184 24,456 24,416 26,210: 3,326 1,532
Old : 27,742: 978 500 1,254 22,184 24,456 24,416 26,210: 3,326 1,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -100: 0 0 0 -240 0 -240 0: 140 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.8 4.5 80.0 88.2 88.0 94.5: 12.0 5.5
Old : 100.0: 3.5 1.8 4.5 80.0 88.2 88.0 94.5: 12.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 21 17 24 19:
Old : 26: 2 1 2 21 17 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 : 46.2 53.9 65.7 77.3 29.9 46.4 44.9 52.7
Old : 46.2 53.9 65.7 77.3 29.9 46.4 44.9 52.7
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 20,846: 1,290 0 890 18,240 19,142 20,420 20,032: 426 814
Old : 20,846: 1,290 0 890 18,240 19,142 20,420 20,032: 426 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 880: -120 0 0 1,000 880 880 880: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 4.3 87.5 91.8 98.0 96.1: 2.0 3.9
Old : 100.0: 6.2 0.0 4.3 87.5 91.8 98.0 96.1: 2.0 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 : 27: 1 0 2 21 20 23 22:
Old : 27: 1 0 2 21 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 70.1 63.7 84.2 41.0 60.0 57.3 69.1
Old : 42.9 70.1 63.7 84.2 41.0 60.0 57.3 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,588,244: 278,486 151,884 940,403 1,286,190 1,408,246 2,505,079 2,500,533: 83,165 87,711
Old : 2,588,244: 278,486 151,884 940,403 1,286,190 1,408,246 2,505,079 2,500,533: 83,165 87,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -125,310: 22,431 2,876 -67,233 -47,468 -28,238 -92,269 -92,595: -33,041 -32,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 5.9 36.3 49.7 54.4 96.8 96.6: 3.2 3.4
Old : 100.0: 10.8 5.9 36.3 49.7 54.4 96.8 96.6: 3.2 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 : 352: 98 139 153 82 107 273 313:
Old : 352: 98 139 153 82 107 273 313:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 25.1 38.3 36.8 7.0 4.7 10.8 7.2
Old : 25.9 25.1 38.3 36.8 7.0 4.7 10.8 7.2
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 116,968: 21,660 20,043 4,162 64,077 39,831 89,899 64,036: 27,069 52,932
Old : 116,968: 21,660 20,043 4,162 64,077 39,831 89,899 64,036: 27,069 52,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 17.1 3.6 54.8 34.1 76.9 54.7: 23.1 45.3
Old : 100.0: 18.5 17.1 3.6 54.8 34.1 76.9 54.7: 23.1 45.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 3 4 14 14 19 19:
Old : 20: 3 3 4 14 14 19 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 : 50.0 28.8 67.1 44.2 44.0 28.5 57.5 40.4
Old : 50.0 28.8 67.1 44.2 44.0 28.5 57.5 40.4
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 15,485: 0 550 100 15,385 14,835 15,485 15,485: 0 0
Old : 15,485: 0 550 100 15,385 14,835 15,485 15,485: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 350: 0 0 0 350 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.6 99.4 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.6 0.6 99.4 95.8 100.0 100.0: 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 : 34: 0 1 1 23 28 24 30:
Old : 34: 0 1 1 23 28 24 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 : 56.2 52.2 78.0 70.2 26.0 22.6 36.4 31.2
Old : 56.2 52.2 78.0 70.2 26.0 22.6 36.4 31.2
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 158,886: 28,253 26,222 37,424 80,463 85,956 146,140 149,602: 12,746 9,284
Old : 158,886: 28,253 26,222 37,424 80,463 85,956 146,140 149,602: 12,746 9,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 121: 409 6,891 -3,602 1,284 -3,419 -1,909 -130: 2,030 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 16.5 23.6 50.6 54.1 92.0 94.2: 8.0 5.8
Old : 100.0: 17.8 16.5 23.6 50.6 54.1 92.0 94.2: 8.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 12 15 24 23 25 49 50:
Old : 52: 12 15 24 23 25 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 31.1 53.8 49.5 21.6 16.5 25.0 23.3
Old : 39.2 31.1 53.8 49.5 21.6 16.5 25.0 23.3
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 6,960: 0 550 0 6,900 6,410 6,900 6,960: 60 0
Old : 6,960: 0 550 0 6,900 6,410 6,900 6,960: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.9 0.0 99.1 92.1 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 7.9 0.0 99.1 92.1 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 16 12 16 13:
Old : 22: 0 1 0 16 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 65.2 85.5 87.8 45.6 52.1 60.7 63.2
Old : 62.5 65.2 85.5 87.8 45.6 52.1 60.7 63.2
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 20,607: 12,367 2,060 308 3,675 17,311 16,350 19,679: 4,257 928
Old : 20,607: 12,367 2,060 308 3,675 17,311 16,350 19,679: 4,257 928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 311: 148 -203 -39 -264 25 -155 -217: 466 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 10.0 1.5 17.8 84.0 79.3 95.5: 20.7 4.5
Old : 100.0: 60.0 10.0 1.5 17.8 84.0 79.3 95.5: 20.7 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 : 128: 80 12 4 15 26 98 39:
Old : 128: 80 12 4 15 26 98 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 39.6 39.2 62.4 27.2 39.6 39.2 62.4
Old : 27.2 39.6 39.2 62.4 27.2 39.6 39.2 62.4
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 16,153: 10,078 3,043 51 2,145 11,152 12,274 14,246: 3,879 1,907
Old : 16,153: 10,078 3,043 51 2,145 11,152 12,274 14,246: 3,879 1,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 1,018: -27 30 -127 872 487 718 390: 300 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 18.8 0.3 13.3 69.0 76.0 88.2: 24.0 11.8
Old : 100.0: 62.4 18.8 0.3 13.3 69.0 76.0 88.2: 24.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 54 19 3 12 23 69 42:
Old : 106: 54 19 3 12 23 69 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 : 16.2 40.6 26.8 56.5 16.2 40.6 26.8 56.2
Old : 16.2 40.6 26.8 56.5 16.2 40.6 26.8 56.2
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 313,562: 56,945 15,853 61,265 158,472 212,223 276,682 289,341: 36,881 24,221
Old : 313,562: 56,945 15,853 61,265 158,472 212,223 276,682 289,341: 36,881 24,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 9,678: 7,768 -3,469 1,864 -4,510 9,047 5,123 7,442: 4,555 2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.1 19.5 50.5 67.7 88.2 92.3: 11.8 7.7
Old : 100.0: 18.2 5.1 19.5 50.5 67.7 88.2 92.3: 11.8 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 : 200: 65 29 48 89 99 174 158:
Old : 200: 65 29 48 89 99 174 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 20.1 29.8 33.9 9.1 11.0 14.6 16.9
Old : 18.2 20.1 29.8 33.9 9.1 11.0 14.6 16.9
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 with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,450: 50 0 200 2,200 2,250 2,450 2,450: 0 0
Old : 2,450: 50 0 200 2,200 2,250 2,450 2,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 8.2 89.8 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 0.0 8.2 89.8 91.8 100.0 100.0: 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 : 21: 1 0 1 13 15 14 16:
Old : 21: 1 0 1 13 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 53.1 77.6 77.6 22.4 28.6 34.7 38.8
Old : 44.9 53.1 77.6 77.6 22.4 28.6 34.7 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 10,813: 225 2,795 453 9,747 7,136 10,425 10,384: 388 429
Old : 10,813: 225 2,795 453 9,747 7,136 10,425 10,384: 388 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 207: 75 -225 0 132 407 207 182: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 25.8 4.2 90.1 66.0 96.4 96.0: 3.6 4.0
Old : 100.0: 2.1 25.8 4.2 90.1 66.0 96.4 96.0: 3.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 21 22 23 24:
Old : 29: 1 1 2 21 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 57.8 63.0 77.0 32.8 45.6 51.6 56.4
Old : 36.2 57.8 63.0 77.0 32.8 45.6 51.6 56.4
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 with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,605: 950 0 825 3,830 4,680 5,605 5,505: 0 100
Old : 5,605: 950 0 825 3,830 4,680 5,605 5,505: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 0.0 14.7 68.3 83.5 100.0 98.2: 0.0 1.8
Old : 100.0: 16.9 0.0 14.7 68.3 83.5 100.0 98.2: 0.0 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 : 28: 1 0 1 21 16 22 17:
Old : 28: 1 0 1 21 16 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 58.5 78.6 79.0 38.9 42.9 46.9 51.8
Old : 56.3 58.5 78.6 79.0 38.9 42.9 46.9 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008