GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 7,034: 0 50 0 6,004 6,664 6,004 6,714: 1,030 320
Old : 7,034: 0 50 0 6,004 6,664 6,004 6,714: 1,030 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 558: 0 0 0 508 573 508 573: 50 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 85.4 94.7 85.4 95.5: 14.6 4.5
Old : 100.0: 0.0 0.7 0.0 85.4 94.7 85.4 95.5: 14.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 18 23 18 24:
Old : 28: 0 1 0 18 23 18 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 : 54.4 60.6 72.2 73.6 48.9 54.4 59.1 63.6
Old : 54.4 60.6 72.2 73.6 48.9 54.4 59.1 63.6
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 26, 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 : 8,906: 50 195 125 8,561 8,526 8,736 8,846: 170 60
Old : 8,906: 50 195 125 8,561 8,526 8,736 8,846: 170 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 50: 0 0 -225 275 275 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.2 1.4 96.1 95.7 98.1 99.3: 1.9 0.7
Old : 100.0: 0.6 2.2 1.4 96.1 95.7 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 1 27 28 29 30:
Old : 37: 1 2 1 27 28 29 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 : 51.4 45.6 74.4 63.7 40.7 39.6 54.5 51.5
Old : 51.4 45.6 74.4 63.7 40.7 39.6 54.5 51.5
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 26, 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 : 3,108: 30 0 10 2,431 2,383 2,471 2,393: 637 715
Old : 3,108: 30 0 10 2,431 2,383 2,471 2,393: 637 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 331: 0 0 0 418 386 418 386: -87 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.3 78.2 76.7 79.5 77.0: 20.5 23.0
Old : 100.0: 1.0 0.0 0.3 78.2 76.7 79.5 77.0: 20.5 23.0
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 : 26: 1 0 1 21 22 22 23:
Old : 26: 1 0 1 21 22 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 : 32.6 30.2 52.9 48.7 22.9 20.4 31.9 28.8
Old : 32.6 30.2 52.9 48.7 22.9 20.4 31.9 28.8
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 26, 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 : 3,945: 15 35 55 3,499 3,406 3,569 3,496: 376 449
Old : 3,945: 15 35 55 3,499 3,406 3,569 3,496: 376 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 247: 0 5 -5 295 425 290 425: -43 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.9 1.4 88.7 86.3 90.5 88.6: 9.5 11.4
Old : 100.0: 0.4 0.9 1.4 88.7 86.3 90.5 88.6: 9.5 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 : 40: 1 1 2 32 37 34 39:
Old : 40: 1 1 2 32 37 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 23.4 50.8 38.9 25.4 17.7 38.1 27.9
Old : 32.4 23.4 50.8 38.9 25.4 17.7 38.1 27.9
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 26, 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 : 273,200: 51,190 22,225 39,716 143,292 178,684 234,198 240,626: 39,001 32,574
Old : 273,200: 51,190 22,225 39,716 143,292 178,684 234,198 240,626: 39,001 32,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -3,444: 3,135 228 -8,936 517 3,437 -5,284 -5,271: 1,839 1,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 8.1 14.5 52.4 65.4 85.7 88.1: 14.3 11.9
Old : 100.0: 18.7 8.1 14.5 52.4 65.4 85.7 88.1: 14.3 11.9
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 : 146: 51 14 31 66 77 131 111:
Old : 146: 51 14 31 66 77 131 111:
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 : 16.9 20.8 27.9 32.7 12.5 13.8 18.4 19.8
Old : 16.9 20.8 27.9 32.7 12.5 13.8 18.4 19.8
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 with Delta-adjusted Options and Futures Combined, February 26, 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 : 1,372,159: 137,193 325,383 486,398 646,779 510,785 1,270,371 1,322,566: 101,788 49,592
Old : 1,372,159: 137,193 325,383 486,398 646,779 510,785 1,270,371 1,322,566: 101,788 49,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -46,086: 5,787 45,042 -78,225 -7,592 -23,276 -80,030 -56,459: 33,944 10,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 23.7 35.4 47.1 37.2 92.6 96.4: 7.4 3.6
Old : 100.0: 10.0 23.7 35.4 47.1 37.2 92.6 96.4: 7.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 85 48 87 82 73 214 167:
Old : 223: 85 48 87 82 73 214 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 35.6 47.3 52.6 15.0 15.5 18.1 19.7
Old : 35.4 35.6 47.3 52.6 15.0 15.5 18.1 19.7
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 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 101,408: 430 10,569 2,621 90,931 76,250 93,982 89,440: 7,426 11,968
Old : 101,408: 430 10,569 2,621 90,931 76,250 93,982 89,440: 7,426 11,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,375: 178 0 597 844 -204 1,619 393: -244 982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 10.4 2.6 89.7 75.2 92.7 88.2: 7.3 11.8
Old : 100.0: 0.4 10.4 2.6 89.7 75.2 92.7 88.2: 7.3 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 : 32: 2 3 4 24 21 28 26:
Old : 32: 2 3 4 24 21 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 : 55.6 57.9 69.5 73.7 54.2 57.3 65.4 69.6
Old : 55.6 57.9 69.5 73.7 54.2 57.3 65.4 69.6
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 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,823: 6,373 13,460 3,665 81,691 71,238 91,729 88,363: 6,094 9,460
Old : 97,823: 6,373 13,460 3,665 81,691 71,238 91,729 88,363: 6,094 9,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 3,523: 730 1,176 150 1,787 1,921 2,667 3,247: 856 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 13.8 3.7 83.5 72.8 93.8 90.3: 6.2 9.7
Old : 100.0: 6.5 13.8 3.7 83.5 72.8 93.8 90.3: 6.2 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 : 42: 3 3 4 29 26 34 31:
Old : 42: 3 3 4 29 26 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 36.2 56.2 61.0 38.6 31.0 55.2 52.5
Old : 38.6 36.2 56.2 61.0 38.6 31.0 55.2 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 137,214: 15,514 372 4,229 109,864 124,910 129,607 129,511: 7,607 7,703
Old : 137,214: 15,514 372 4,229 109,864 124,910 129,607 129,511: 7,607 7,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 2,859: -122 0 61 3,288 4,103 3,227 4,164: -368 -1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.3 3.1 80.1 91.0 94.5 94.4: 5.5 5.6
Old : 100.0: 11.3 0.3 3.1 80.1 91.0 94.5 94.4: 5.5 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 : 42: 4 1 3 32 28 36 32:
Old : 42: 4 1 3 32 28 36 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 : 49.4 40.4 65.2 58.4 39.6 40.4 53.7 56.5
Old : 49.4 40.4 65.2 58.4 39.6 40.4 53.7 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 109,805: 13,423 5,777 3,770 81,867 91,359 99,060 100,906: 10,745 8,899
Old : 109,805: 13,423 5,777 3,770 81,867 91,359 99,060 100,906: 10,745 8,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,860: 0 -302 428 1,708 1,244 2,136 1,370: -276 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 5.3 3.4 74.6 83.2 90.2 91.9: 9.8 8.1
Old : 100.0: 12.2 5.3 3.4 74.6 83.2 90.2 91.9: 9.8 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 2 26 30 30 32:
Old : 37: 2 2 2 26 30 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 : 30.7 39.7 53.8 59.5 29.9 33.2 46.8 50.3
Old : 30.7 39.7 53.8 59.5 29.9 33.2 46.8 50.3
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 26, 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 : 54,737: 13,016 1,067 3,870 33,230 43,366 50,116 48,303: 4,621 6,434
Old : 54,737: 13,016 1,067 3,870 33,230 43,366 50,116 48,303: 4,621 6,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 4,260: 4,234 0 262 -295 2,934 4,201 3,196: 59 1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 1.9 7.1 60.7 79.2 91.6 88.2: 8.4 11.8
Old : 100.0: 23.8 1.9 7.1 60.7 79.2 91.6 88.2: 8.4 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 : 24: 2 1 1 15 17 17 19:
Old : 24: 2 1 1 15 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 39.6 82.4 67.7 55.3 38.0 66.0 55.7
Old : 62.8 39.6 82.4 67.7 55.3 38.0 66.0 55.7
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 26, 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 : 71,949: 5,173 0 6,909 53,098 56,651 65,180 63,560: 6,769 8,389
Old : 71,949: 5,173 0 6,909 53,098 56,651 65,180 63,560: 6,769 8,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 4,424: 3,455 0 -299 1,258 4,754 4,414 4,455: 10 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 9.6 73.8 78.7 90.6 88.3: 9.4 11.7
Old : 100.0: 7.2 0.0 9.6 73.8 78.7 90.6 88.3: 9.4 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 : 29: 2 0 2 21 24 23 26:
Old : 29: 2 0 2 21 24 23 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 : 50.8 38.2 71.7 59.3 37.2 30.1 51.7 44.6
Old : 50.8 38.2 71.7 59.3 37.2 30.1 51.7 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 90,079: 621 96 2,943 82,956 75,927 86,520 78,966: 3,559 11,113
Old : 90,079: 621 96 2,943 82,956 75,927 86,520 78,966: 3,559 11,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -6: -2,873 -125 631 1,786 1,518 -456 2,024: 450 -2,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.1 3.3 92.1 84.3 96.0 87.7: 4.0 12.3
Old : 100.0: 0.7 0.1 3.3 92.1 84.3 96.0 87.7: 4.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 1 2 29 37 31 39:
Old : 46: 1 1 2 29 37 31 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 : 42.7 26.6 65.0 41.4 38.1 25.2 52.8 37.7
Old : 42.7 26.6 65.0 41.4 38.1 25.2 52.8 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 113,558: 4,154 1,490 3,852 90,871 98,844 98,877 104,186: 14,681 9,372
Old : 113,558: 4,154 1,490 3,852 90,871 98,844 98,877 104,186: 14,681 9,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 889: -178 1,243 -469 1,077 208 430 982: 459 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.3 3.4 80.0 87.0 87.1 91.7: 12.9 8.3
Old : 100.0: 3.7 1.3 3.4 80.0 87.0 87.1 91.7: 12.9 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 : 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 : 46.4 44.7 64.9 66.9 44.4 44.5 60.3 61.1
Old : 46.4 44.7 64.9 66.9 44.4 44.5 60.3 61.1
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 26, 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 : 77,028: 5,369 3,886 10,575 56,788 52,425 72,732 66,886: 4,296 10,142
Old : 77,028: 5,369 3,886 10,575 56,788 52,425 72,732 66,886: 4,296 10,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 2,508: -1,353 1,224 -202 3,961 1,477 2,406 2,499: 102 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.0 13.7 73.7 68.1 94.4 86.8: 5.6 13.2
Old : 100.0: 7.0 5.0 13.7 73.7 68.1 94.4 86.8: 5.6 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 3 20 16 24 20:
Old : 31: 3 2 3 20 16 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 : 48.4 41.0 66.9 62.2 39.7 27.7 51.6 40.9
Old : 48.4 41.0 66.9 62.2 39.7 27.7 51.6 40.9
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 26, 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 : 91,582: 5,772 1,109 16,804 66,839 63,376 89,415 81,289: 2,167 10,293
Old : 91,582: 5,772 1,109 16,804 66,839 63,376 89,415 81,289: 2,167 10,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,546: 814 -20 -110 870 1,378 1,574 1,248: -28 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.2 18.3 73.0 69.2 97.6 88.8: 2.4 11.2
Old : 100.0: 6.3 1.2 18.3 73.0 69.2 97.6 88.8: 2.4 11.2
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: 3 1 3 15 18 19 21:
Old : 27: 3 1 3 15 18 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 47.6 83.8 67.3 46.5 33.5 54.6 43.2
Old : 67.6 47.6 83.8 67.3 46.5 33.5 54.6 43.2
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 26, 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 : 73,435: 1,960 1,896 4,831 60,909 54,725 67,700 61,452: 5,735 11,983
Old : 73,435: 1,960 1,896 4,831 60,909 54,725 67,700 61,452: 5,735 11,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 331: 0 -368 1,316 -1,103 -1,673 213 -725: 118 1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.6 6.6 82.9 74.5 92.2 83.7: 7.8 16.3
Old : 100.0: 2.7 2.6 6.6 82.9 74.5 92.2 83.7: 7.8 16.3
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 : 31: 2 2 3 25 23 29 26:
Old : 31: 2 2 3 25 23 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 39.9 55.3 63.3 26.6 32.8 39.0 41.3
Old : 34.1 39.9 55.3 63.3 26.6 32.8 39.0 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 124,948: 19,028 1,803 7,936 90,697 106,065 117,661 115,804: 7,287 9,144
Old : 124,948: 19,028 1,803 7,936 90,697 106,065 117,661 115,804: 7,287 9,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 3,444: 999 91 1,748 2,148 1,126 4,895 2,965: -1,451 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 1.4 6.4 72.6 84.9 94.2 92.7: 5.8 7.3
Old : 100.0: 15.2 1.4 6.4 72.6 84.9 94.2 92.7: 5.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 2 4 30 31 35 36:
Old : 45: 4 2 4 30 31 35 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 : 37.1 32.7 54.4 48.3 32.0 30.8 46.0 46.3
Old : 37.1 32.7 54.4 48.3 32.0 30.8 46.0 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 36,135: 867 0 674 25,274 27,124 26,815 27,798: 9,320 8,337
Old : 36,135: 867 0 674 25,274 27,124 26,815 27,798: 9,320 8,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,539: -646 0 380 93 1,435 -173 1,815: 1,712 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 1.9 69.9 75.1 74.2 76.9: 25.8 23.1
Old : 100.0: 2.4 0.0 1.9 69.9 75.1 74.2 76.9: 25.8 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 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 : 60.3 42.7 71.5 63.4 60.3 41.8 66.9 61.7
Old : 60.3 42.7 71.5 63.4 60.3 41.8 66.9 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 23,402: 7,704 744 0 15,450 20,084 23,154 20,828: 248 2,574
Old : 23,402: 7,704 744 0 15,450 20,084 23,154 20,828: 248 2,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.2 0.0 66.0 85.8 98.9 89.0: 1.1 11.0
Old : 100.0: 32.9 3.2 0.0 66.0 85.8 98.9 89.0: 1.1 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 : 20: 1 2 0 13 8 14 10:
Old : 20: 1 2 0 13 8 14 10:
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 : 63.5 70.0 87.9 85.8 63.5 69.5 82.2 77.4
Old : 63.5 70.0 87.9 85.8 63.5 69.5 82.2 77.4
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 26, 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 : 129,534: 0 17,525 18,860 100,491 85,879 119,351 122,264: 10,183 7,270
Old : 129,534: 0 17,525 18,860 100,491 85,879 119,351 122,264: 10,183 7,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -493: 0 -1,863 328 -1,857 1,042 -1,529 -493: 1,036 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.5 14.6 77.6 66.3 92.1 94.4: 7.9 5.6
Old : 100.0: 0.0 13.5 14.6 77.6 66.3 92.1 94.4: 7.9 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 : 34.2 27.9 51.8 47.7 24.7 21.6 35.7 32.6
Old : 34.2 27.9 51.8 47.7 24.7 21.6 35.7 32.6
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 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 92,888: 17,168 112 3,138 63,733 79,477 84,039 82,727: 8,849 10,161
Old : 92,888: 17,168 112 3,138 63,733 79,477 84,039 82,727: 8,849 10,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 2,902: 1,941 -856 15 1,373 2,979 3,329 2,138: -427 764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.1 3.4 68.6 85.6 90.5 89.1: 9.5 10.9
Old : 100.0: 18.5 0.1 3.4 68.6 85.6 90.5 89.1: 9.5 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 1 6 21 23 27 29:
Old : 33: 5 1 6 21 23 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 42.8 75.1 61.5 50.5 40.9 64.9 56.7
Old : 54.6 42.8 75.1 61.5 50.5 40.9 64.9 56.7
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 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,025: 2,232 310 0 51,385 54,488 53,617 54,798: 4,408 3,227
Old : 58,025: 2,232 310 0 51,385 54,488 53,617 54,798: 4,408 3,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 2,046: 992 0 0 527 1,899 1,519 1,899: 527 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.5 0.0 88.6 93.9 92.4 94.4: 7.6 5.6
Old : 100.0: 3.8 0.5 0.0 88.6 93.9 92.4 94.4: 7.6 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 : 26: 2 1 0 12 16 14 17:
Old : 26: 2 1 0 12 16 14 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 : 57.8 50.1 80.5 81.8 54.3 37.3 69.3 63.2
Old : 57.8 50.1 80.5 81.8 54.3 37.3 69.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 247,796: 15,565 5,672 5,393 210,609 222,131 231,567 233,196: 16,229 14,600
Old : 247,796: 15,565 5,672 5,393 210,609 222,131 231,567 233,196: 16,229 14,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,533: -510 1,052 563 113 -894 166 721: 1,367 812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.3 2.2 85.0 89.6 93.5 94.1: 6.5 5.9
Old : 100.0: 6.3 2.3 2.2 85.0 89.6 93.5 94.1: 6.5 5.9
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 : 58: 3 3 6 43 44 49 50:
Old : 58: 3 3 6 43 44 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 : 30.5 52.6 52.3 63.9 27.8 51.0 47.2 59.2
Old : 30.5 52.6 52.3 63.9 27.8 51.0 47.2 59.2
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 26, 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 : 220,862: 13,462 496 12,683 181,861 197,520 208,006 210,699: 12,856 10,163
Old : 220,862: 13,462 496 12,683 181,861 197,520 208,006 210,699: 12,856 10,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -739: -2,811 -62 -225 731 -1,673 -2,305 -1,960: 1,566 1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.2 5.7 82.3 89.4 94.2 95.4: 5.8 4.6
Old : 100.0: 6.1 0.2 5.7 82.3 89.4 94.2 95.4: 5.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 2 3 40 32 45 36:
Old : 49: 4 2 3 40 32 45 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 : 30.5 39.4 48.4 65.4 25.8 36.5 41.2 54.1
Old : 30.5 39.4 48.4 65.4 25.8 36.5 41.2 54.1
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 26, 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 : 241,991: 6,351 9,592 14,447 208,120 207,459 228,918 231,498: 13,073 10,493
Old : 241,991: 6,351 9,592 14,447 208,120 207,459 228,918 231,498: 13,073 10,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 3,199: 1,158 -4,811 996 1,439 7,704 3,593 3,889: -394 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.0 6.0 86.0 85.7 94.6 95.7: 5.4 4.3
Old : 100.0: 2.6 4.0 6.0 86.0 85.7 94.6 95.7: 5.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 3 4 45 42 50 47:
Old : 54: 3 3 4 45 42 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 34.3 51.6 53.2 31.7 25.5 43.1 40.5
Old : 35.3 34.3 51.6 53.2 31.7 25.5 43.1 40.5
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 26, 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 : 54,641: 0 4,398 1,759 43,682 39,908 45,441 46,065: 9,200 8,576
Old : 54,641: 0 4,398 1,759 43,682 39,908 45,441 46,065: 9,200 8,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 2,359: 0 1,437 278 497 1,525 775 3,240: 1,584 -881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 3.2 79.9 73.0 83.2 84.3: 16.8 15.7
Old : 100.0: 0.0 8.0 3.2 79.9 73.0 83.2 84.3: 16.8 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 : 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 : 35.8 33.9 57.3 58.5 28.2 29.3 45.1 47.3
Old : 35.8 33.9 57.3 58.5 28.2 29.3 45.1 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 236,400: 29,661 8,908 15,663 170,646 192,477 215,970 217,048: 20,430 19,352
Old : 236,400: 29,661 8,908 15,663 170,646 192,477 215,970 217,048: 20,430 19,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 2,542: -6,463 1,835 2,456 6,877 -1,899 2,870 2,392: -328 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 3.8 6.6 72.2 81.4 91.4 91.8: 8.6 8.2
Old : 100.0: 12.5 3.8 6.6 72.2 81.4 91.4 91.8: 8.6 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: 4 2 5 37 39 43 44:
Old : 47: 4 2 5 37 39 43 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 : 30.6 30.1 52.6 46.2 22.2 26.3 33.2 37.6
Old : 30.6 30.1 52.6 46.2 22.2 26.3 33.2 37.6
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 26, 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 : 81,305: 5,154 9,746 881 69,005 61,050 75,040 71,677: 6,265 9,628
Old : 81,305: 5,154 9,746 881 69,005 61,050 75,040 71,677: 6,265 9,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,667: 0 -50 -341 1,120 1,506 779 1,115: 888 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 12.0 1.1 84.9 75.1 92.3 88.2: 7.7 11.8
Old : 100.0: 6.3 12.0 1.1 84.9 75.1 92.3 88.2: 7.7 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 : 34: 2 3 1 26 23 29 26:
Old : 34: 2 3 1 26 23 29 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 : 31.5 36.2 54.2 57.1 23.8 29.4 40.9 42.7
Old : 31.5 36.2 54.2 57.1 23.8 29.4 40.9 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 26, 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 : 3,219,319: 850,374 192,801 958,687 1,368,355 2,040,876 3,177,416 3,192,364: 41,903 26,955
Old : 3,219,319: 850,374 192,801 958,687 1,368,355 2,040,876 3,177,416 3,192,364: 41,903 26,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 107,661: 68,543 -1,693 19,665 15,317 88,285 103,525 106,257: 4,136 1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 6.0 29.8 42.5 63.4 98.7 99.2: 1.3 0.8
Old : 100.0: 26.4 6.0 29.8 42.5 63.4 98.7 99.2: 1.3 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 : 175: 38 15 44 113 97 169 142:
Old : 175: 38 15 44 113 97 169 142:
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 38.8 48.5 52.8 22.6 22.7 26.9 28.9
Old : 36.2 38.8 48.5 52.8 22.6 22.7 26.9 28.9
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 26, 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 : 1,007,982: 96,897 280,726 205,860 697,188 503,348 999,945 989,934: 8,037 18,048
Old : 1,007,982: 96,897 280,726 205,860 697,188 503,348 999,945 989,934: 8,037 18,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 46,958: 17,016 18,809 -4,331 32,217 21,636 44,902 36,114: 2,056 10,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 27.9 20.4 69.2 49.9 99.2 98.2: 0.8 1.8
Old : 100.0: 9.6 27.9 20.4 69.2 49.9 99.2 98.2: 0.8 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 : 93: 23 24 34 46 43 86 84:
Old : 93: 23 24 34 46 43 86 84:
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 : 40.4 34.8 60.2 55.4 31.6 26.3 40.9 39.5
Old : 40.4 34.8 60.2 55.4 31.6 26.3 40.9 39.5
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 26, 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 : 90,005: 1,541 462 3,922 83,936 84,747 89,398 89,130: 607 875
Old : 90,005: 1,541 462 3,922 83,936 84,747 89,398 89,130: 607 875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,668: -52 -318 -114 1,883 2,111 1,718 1,679: -49 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.5 4.4 93.3 94.2 99.3 99.0: 0.7 1.0
Old : 100.0: 1.7 0.5 4.4 93.3 94.2 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 : 46: 8 2 6 31 30 39 38:
Old : 46: 8 2 6 31 30 39 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 : 51.2 45.6 72.2 67.6 17.0 15.2 23.3 21.2
Old : 51.2 45.6 72.2 67.6 17.0 15.2 23.3 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 26, 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 19, 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 : 63.6 81.9 91.5 95.4 54.4 65.6 73.7 71.7
Old : 63.6 81.9 91.5 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 26, 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 : 29,163: 4,121 40 375 24,026 28,443 28,522 28,858: 641 305
Old : 29,163: 4,121 40 375 24,026 28,443 28,522 28,858: 641 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -17: 2 0 -9 -10 -8 -17 -17: 0 0
: : :
: : 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 : 60.4 68.2 81.4 85.6 24.0 26.2 31.5 32.4
Old : 60.4 68.2 81.4 85.6 24.0 26.2 31.5 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 9,700: 0 0 0 8,416 8,896 8,416 8,896: 1,284 804
Old : 9,700: 0 0 0 8,416 8,896 8,416 8,896: 1,284 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.8 91.7 86.8 91.7: 13.2 8.3
Old : 100.0: 0.0 0.0 0.0 86.8 91.7 86.8 91.7: 13.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 12 16 12:
Old : 20: 0 0 0 16 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 64.5 71.2 83.9 48.6 57.4 66.5 75.4
Old : 49.9 64.5 71.2 83.9 48.6 57.4 66.5 75.4
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 26, 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 22,136 24,456 24,368 26,210: 3,374 1,532
Old : 27,742: 978 500 1,254 22,136 24,456 24,368 26,210: 3,374 1,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 0: 0 0 0 -48 0 -48 0: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.8 4.5 79.8 88.2 87.8 94.5: 12.2 5.5
Old : 100.0: 3.5 1.8 4.5 79.8 88.2 87.8 94.5: 12.2 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 : 46.1 53.9 65.5 77.2 29.9 46.4 44.9 52.7
Old : 46.1 53.9 65.5 77.2 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 26, 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 : 21,698: 950 0 890 19,412 19,974 21,252 20,864: 446 834
Old : 21,698: 950 0 890 19,412 19,974 21,252 20,864: 446 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 852: -340 0 0 1,172 832 832 832: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 4.1 89.5 92.1 97.9 96.2: 2.1 3.8
Old : 100.0: 4.4 0.0 4.1 89.5 92.1 97.9 96.2: 2.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 2 22 20 24 22:
Old : 28: 1 0 2 22 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 68.8 67.3 82.4 42.9 58.5 59.7 66.8
Old : 46.5 68.8 67.3 82.4 42.9 58.5 59.7 66.8
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 26, 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 : 2,699,603: 302,206 154,855 985,970 1,321,430 1,466,386 2,609,606 2,607,211: 89,996 92,392
Old : 2,699,603: 302,206 154,855 985,970 1,321,430 1,466,386 2,609,606 2,607,211: 89,996 92,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 111,358: 23,721 2,971 45,566 35,240 58,140 104,527 106,677: 6,831 4,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 5.7 36.5 48.9 54.3 96.7 96.6: 3.3 3.4
Old : 100.0: 11.2 5.7 36.5 48.9 54.3 96.7 96.6: 3.3 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 : 369: 99 150 157 83 110 284 324:
Old : 369: 99 150 157 83 110 284 324:
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 24.7 37.6 36.0 6.7 4.7 10.1 7.2
Old : 25.3 24.7 37.6 36.0 6.7 4.7 10.1 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 26, 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 : 120,284: 21,169 21,483 4,984 65,237 40,143 91,390 66,610: 28,894 53,674
Old : 120,284: 21,169 21,483 4,984 65,237 40,143 91,390 66,610: 28,894 53,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 3,316: -491 1,440 822 1,160 312 1,491 2,574: 1,825 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 17.9 4.1 54.2 33.4 76.0 55.4: 24.0 44.6
Old : 100.0: 17.6 17.9 4.1 54.2 33.4 76.0 55.4: 24.0 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 : 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 : 49.5 30.2 66.5 44.9 43.8 29.9 57.1 40.9
Old : 49.5 30.2 66.5 44.9 43.8 29.9 57.1 40.9
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 26, 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 : 16,885: 0 550 100 16,785 16,235 16,885 16,885: 0 0
Old : 16,885: 0 550 100 16,785 16,235 16,885 16,885: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,400: 0 0 0 1,400 1,400 1,400 1,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.6 99.4 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.3 0.6 99.4 96.2 100.0 100.0: 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 : 35: 0 1 1 25 28 26 30:
Old : 35: 0 1 1 25 28 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 : 51.6 48.0 75.0 67.7 25.2 22.0 35.6 31.9
Old : 51.6 48.0 75.0 67.7 25.2 22.0 35.6 31.9
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 26, 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 : 159,221: 29,137 26,477 40,799 76,294 83,592 146,230 150,868: 12,991 8,353
Old : 159,221: 29,137 26,477 40,799 76,294 83,592 146,230 150,868: 12,991 8,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 335: 884 255 3,375 -4,169 -2,364 90 1,266: 245 -931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 16.6 25.6 47.9 52.5 91.8 94.8: 8.2 5.2
Old : 100.0: 18.3 16.6 25.6 47.9 52.5 91.8 94.8: 8.2 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 : 49: 13 13 23 22 23 47 47:
Old : 49: 13 13 23 22 23 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 31.1 53.7 50.4 21.2 16.8 24.0 23.2
Old : 39.5 31.1 53.7 50.4 21.2 16.8 24.0 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 7,185: 150 550 0 6,975 6,635 7,125 7,185: 60 0
Old : 7,185: 150 550 0 6,975 6,635 7,125 7,185: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 225: 150 0 0 75 225 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 7.7 0.0 97.1 92.3 99.2 100.0: 0.8 0.0
Old : 100.0: 2.1 7.7 0.0 97.1 92.3 99.2 100.0: 0.8 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 : 24: 1 1 0 15 13 16 14:
Old : 24: 1 1 0 15 13 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 : 60.5 63.1 84.9 86.1 44.2 51.5 58.8 61.2
Old : 60.5 63.1 84.9 86.1 44.2 51.5 58.8 61.2
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 26, 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 : 22,230: 12,306 2,119 468 5,571 19,171 18,345 21,758: 3,885 472
Old : 22,230: 12,306 2,119 468 5,571 19,171 18,345 21,758: 3,885 472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,623: -61 59 160 1,896 1,860 1,995 2,079: -372 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 9.5 2.1 25.1 86.2 82.5 97.9: 17.5 2.1
Old : 100.0: 55.4 9.5 2.1 25.1 86.2 82.5 97.9: 17.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 71 13 10 19 27 97 45:
Old : 123: 71 13 10 19 27 97 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 : 28.0 42.9 41.2 66.6 28.0 42.6 41.2 64.6
Old : 28.0 42.9 41.2 66.6 28.0 42.6 41.2 64.6
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 26, 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 : 15,486: 9,138 2,943 34 1,920 11,215 11,092 14,192: 4,394 1,294
Old : 15,486: 9,138 2,943 34 1,920 11,215 11,092 14,192: 4,394 1,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -667: -940 -100 -17 -225 63 -1,182 -54: 515 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 19.0 0.2 12.4 72.4 71.6 91.6: 28.4 8.4
Old : 100.0: 59.0 19.0 0.2 12.4 72.4 71.6 91.6: 28.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 48 20 3 14 24 64 45:
Old : 103: 48 20 3 14 24 64 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 : 16.3 42.6 27.2 59.6 16.3 42.6 27.2 59.6
Old : 16.3 42.6 27.2 59.6 16.3 42.6 27.2 59.6
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 26, 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 : 297,672: 62,966 20,262 51,380 142,720 201,283 257,066 272,925: 40,606 24,747
Old : 297,672: 62,966 20,262 51,380 142,720 201,283 257,066 272,925: 40,606 24,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -15,890: 6,021 4,409 -9,885 -15,752 -10,940 -19,615 -16,416: 3,725 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 6.8 17.3 47.9 67.6 86.4 91.7: 13.6 8.3
Old : 100.0: 21.2 6.8 17.3 47.9 67.6 86.4 91.7: 13.6 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 : 208: 68 27 46 91 103 179 159:
Old : 208: 68 27 46 91 103 179 159:
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 : 17.0 20.2 28.6 33.0 9.3 11.5 15.1 17.8
Old : 17.0 20.2 28.6 33.0 9.3 11.5 15.1 17.8
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 26, 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 : 2,550: 50 0 200 2,300 2,350 2,550 2,550: 0 0
Old : 2,550: 50 0 200 2,300 2,350 2,550 2,550: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 7.8 90.2 92.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 0.0 7.8 90.2 92.2 100.0 100.0: 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 : 22: 1 0 1 14 15 15 16:
Old : 22: 1 0 1 14 15 15 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 : 43.1 52.9 74.5 78.4 21.6 27.5 35.3 37.3
Old : 43.1 52.9 74.5 78.4 21.6 27.5 35.3 37.3
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 26, 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 : 11,883: 300 1,935 1,033 10,162 8,486 11,495 11,454: 388 429
Old : 11,883: 300 1,935 1,033 10,162 8,486 11,495 11,454: 388 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,070: 75 -860 580 415 1,350 1,070 1,070: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 16.3 8.7 85.5 71.4 96.7 96.4: 3.3 3.6
Old : 100.0: 2.5 16.3 8.7 85.5 71.4 96.7 96.4: 3.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 2 22 22 24 24:
Old : 30: 1 1 2 22 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 53.7 63.0 71.7 30.7 36.6 46.9 48.6
Old : 36.4 53.7 63.0 71.7 30.7 36.6 46.9 48.6
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 26, 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 : 5,730: 950 0 825 3,955 4,805 5,730 5,630: 0 100
Old : 5,730: 950 0 825 3,955 4,805 5,730 5,630: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 125: 0 0 0 125 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.0 14.4 69.0 83.9 100.0 98.3: 0.0 1.7
Old : 100.0: 16.6 0.0 14.4 69.0 83.9 100.0 98.3: 0.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 1 22 16 23 17:
Old : 29: 1 0 1 22 16 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 57.2 76.9 77.3 38.0 42.0 45.9 52.4
Old : 55.1 57.2 76.9 77.3 38.0 42.0 45.9 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008