GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,518: 0 0 0 5,495 6,280 5,495 6,280: 1,023 238
Old : 6,518: 0 0 0 5,495 6,280 5,495 6,280: 1,023 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 612: 0 0 0 602 602 602 602: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.3 96.3 84.3 96.3: 15.7 3.7
Old : 100.0: 0.0 0.0 0.0 84.3 96.3 84.3 96.3: 15.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 20 21 20 21:
Old : 30: 0 0 0 20 21 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 61.1 68.6 82.7 41.3 58.0 52.5 71.6
Old : 50.4 61.1 68.6 82.7 41.3 58.0 52.5 71.6
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, March 18, 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 : 8,457: 50 820 125 8,182 7,462 8,357 8,407: 100 50
Old : 8,457: 50 820 125 8,182 7,462 8,357 8,407: 100 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 665: -75 700 75 725 -110 725 665: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 9.7 1.5 96.7 88.2 98.8 99.4: 1.2 0.6
Old : 100.0: 0.6 9.7 1.5 96.7 88.2 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 2 1 26 28 28 30:
Old : 38: 1 2 1 26 28 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 45.3 74.2 67.0 44.2 41.6 57.0 57.2
Old : 52.5 45.3 74.2 67.0 44.2 41.6 57.0 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,992: 25 0 10 2,209 2,165 2,244 2,175: 748 817
Old : 2,992: 25 0 10 2,209 2,165 2,244 2,175: 748 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 26: 0 0 0 -4 -43 -4 -43: 30 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.3 73.8 72.4 75.0 72.7: 25.0 27.3
Old : 100.0: 0.8 0.0 0.3 73.8 72.4 75.0 72.7: 25.0 27.3
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 : 22: 1 0 1 19 19 20 20:
Old : 22: 1 0 1 19 19 20 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 : 34.2 28.8 53.7 50.4 24.4 24.6 34.8 36.6
Old : 34.2 28.8 53.7 50.4 24.4 24.6 34.8 36.6
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, March 18, 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 : 3,507: 30 0 35 3,064 3,018 3,129 3,053: 378 454
Old : 3,507: 30 0 35 3,064 3,018 3,129 3,053: 378 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 118: 25 -60 -15 71 171 81 96: 37 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 1.0 87.4 86.1 89.2 87.1: 10.8 12.9
Old : 100.0: 0.9 0.0 1.0 87.4 86.1 89.2 87.1: 10.8 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 0 1 31 35 32 36:
Old : 38: 1 0 1 31 35 32 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 : 27.5 23.0 48.4 37.9 22.4 17.2 34.1 26.6
Old : 27.5 23.0 48.4 37.9 22.4 17.2 34.1 26.6
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, March 18, 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 : 273,932: 45,236 20,693 47,698 143,972 177,744 236,906 246,134: 37,026 27,797
Old : 273,932: 45,236 20,693 47,698 143,972 177,744 236,906 246,134: 37,026 27,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 3,384: -3,496 -625 337 8,346 5,450 5,187 5,163: -1,803 -1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.6 17.4 52.6 64.9 86.5 89.9: 13.5 10.1
Old : 100.0: 16.5 7.6 17.4 52.6 64.9 86.5 89.9: 13.5 10.1
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 : 150: 45 21 32 70 78 130 118:
Old : 150: 45 21 32 70 78 130 118:
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 : 15.9 21.2 27.5 35.4 10.1 14.0 16.8 19.7
Old : 15.9 21.2 27.5 35.4 10.1 14.0 16.8 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 7,070: 2,000 0 100 4,590 6,870 6,690 6,970: 380 100
Old : 7,070: 2,000 0 100 4,590 6,870 6,690 6,970: 380 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 250: -150 0 50 400 200 300 250: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 0.0 1.4 64.9 97.2 94.6 98.6: 5.4 1.4
Old : 100.0: 28.3 0.0 1.4 64.9 97.2 94.6 98.6: 5.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 2 17 24 19 26:
Old : 28: 1 0 2 17 24 19 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 : 69.3 59.4 86.1 74.3 62.9 52.3 68.6 61.5
Old : 69.3 59.4 86.1 74.3 62.9 52.3 68.6 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 7,875: 750 0 525 5,400 6,775 6,675 7,300: 1,200 575
Old : 7,875: 750 0 525 5,400 6,775 6,675 7,300: 1,200 575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 200: 50 0 0 350 700 400 700: -200 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 6.7 68.6 86.0 84.8 92.7: 15.2 7.3
Old : 100.0: 9.5 0.0 6.7 68.6 86.0 84.8 92.7: 15.2 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 : 20: 2 0 1 12 15 14 16:
Old : 20: 2 0 1 12 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 45.4 79.4 71.7 59.0 41.0 62.9 61.9
Old : 70.8 45.4 79.4 71.7 59.0 41.0 62.9 61.9
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, March 18, 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 : 1,339,114: 123,235 295,056 508,411 628,703 500,152 1,260,349 1,303,620: 78,765 35,494
Old : 1,339,114: 123,235 295,056 508,411 628,703 500,152 1,260,349 1,303,620: 78,765 35,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -29,494: -19,411 -45,280 19,511 -21,776 -575 -21,676 -26,344: -7,818 -3,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 22.0 38.0 46.9 37.3 94.1 97.3: 5.9 2.7
Old : 100.0: 9.2 22.0 38.0 46.9 37.3 94.1 97.3: 5.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 94 55 99 81 72 231 178:
Old : 240: 94 55 99 81 72 231 178:
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 36.2 47.0 52.2 14.4 16.0 17.4 19.6
Old : 35.3 36.2 47.0 52.2 14.4 16.0 17.4 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 97,704: 0 12,095 2,292 86,477 71,091 88,769 85,478: 8,935 12,226
Old : 97,704: 0 12,095 2,292 86,477 71,091 88,769 85,478: 8,935 12,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -1,123: 0 152 -159 -1,230 -954 -1,389 -961: 266 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.4 2.3 88.5 72.8 90.9 87.5: 9.1 12.5
Old : 100.0: 0.0 12.4 2.3 88.5 72.8 90.9 87.5: 9.1 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 4 3 22 19 25 23:
Old : 29: 0 4 3 22 19 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 56.9 68.9 72.9 53.1 56.4 65.0 68.9
Old : 54.6 56.9 68.9 72.9 53.1 56.4 65.0 68.9
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, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 93,253: 6,189 10,396 2,656 76,301 69,835 85,146 82,887: 8,107 10,366
Old : 93,253: 6,189 10,396 2,656 76,301 69,835 85,146 82,887: 8,107 10,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -1,206: 0 434 -1,655 682 -341 -973 -1,562: -233 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 11.1 2.8 81.8 74.9 91.3 88.9: 8.7 11.1
Old : 100.0: 6.6 11.1 2.8 81.8 74.9 91.3 88.9: 8.7 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 4 26 22 30 26:
Old : 36: 2 2 4 26 22 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 40.0 59.2 61.9 38.3 35.4 59.2 54.6
Old : 38.3 40.0 59.2 61.9 38.3 35.4 59.2 54.6
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, March 18, 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 : 129,001: 11,286 0 4,947 104,245 115,831 120,478 120,778: 8,523 8,223
Old : 129,001: 11,286 0 4,947 104,245 115,831 120,478 120,778: 8,523 8,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 910: -178 0 302 666 -876 790 -574: 120 1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 3.8 80.8 89.8 93.4 93.6: 6.6 6.4
Old : 100.0: 8.7 0.0 3.8 80.8 89.8 93.4 93.6: 6.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 1 24 24 26 25:
Old : 33: 2 0 1 24 24 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 : 52.8 40.2 69.1 59.8 42.0 40.2 57.5 56.5
Old : 52.8 40.2 69.1 59.8 42.0 40.2 57.5 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, March 18, 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 : 110,643: 13,268 1,735 6,215 80,197 89,158 99,680 97,108: 10,963 13,535
Old : 110,643: 13,268 1,735 6,215 80,197 89,158 99,680 97,108: 10,963 13,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 3,014: 0 -132 1,615 1,185 11 2,800 1,494: 214 1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 1.6 5.6 72.5 80.6 90.1 87.8: 9.9 12.2
Old : 100.0: 12.0 1.6 5.6 72.5 80.6 90.1 87.8: 9.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 2 20 27 24 29:
Old : 35: 2 2 2 20 27 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 39.9 53.7 58.6 30.0 34.9 47.2 50.7
Old : 30.7 39.9 53.7 58.6 30.0 34.9 47.2 50.7
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, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,347: 11,611 0 2,344 36,576 45,459 50,531 47,803: 4,816 7,544
Old : 55,347: 11,611 0 2,344 36,576 45,459 50,531 47,803: 4,816 7,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 0.0 4.2 66.1 82.1 91.3 86.4: 8.7 13.6
Old : 100.0: 21.0 0.0 4.2 66.1 82.1 91.3 86.4: 8.7 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 12 15 14 16:
Old : 20: 2 0 1 12 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 44.0 76.9 69.9 50.0 36.8 60.4 53.5
Old : 56.6 44.0 76.9 69.9 50.0 36.8 60.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 75,142: 3,709 0 7,461 58,227 55,549 69,397 63,010: 5,745 12,132
Old : 75,142: 3,709 0 7,461 58,227 55,549 69,397 63,010: 5,745 12,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 3,352: 1,947 -5,093 3,012 -857 5,189 4,102 3,108: -750 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 9.9 77.5 73.9 92.4 83.9: 7.6 16.1
Old : 100.0: 4.9 0.0 9.9 77.5 73.9 92.4 83.9: 7.6 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 21 21 23 23:
Old : 26: 2 0 2 21 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 43.9 71.1 62.0 40.6 37.8 50.6 48.8
Old : 49.1 43.9 71.1 62.0 40.6 37.8 50.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 96,120: 259 1,301 3,075 88,773 79,002 92,107 83,378: 4,013 12,742
Old : 96,120: 259 1,301 3,075 88,773 79,002 92,107 83,378: 4,013 12,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 6,779: -2,128 1,301 1,471 7,315 4,303 6,658 7,075: 121 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.4 3.2 92.4 82.2 95.8 86.7: 4.2 13.3
Old : 100.0: 0.3 1.4 3.2 92.4 82.2 95.8 86.7: 4.2 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 1 2 25 33 27 35:
Old : 41: 1 1 2 25 33 27 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 25.7 61.4 39.7 34.2 22.4 47.8 35.4
Old : 40.8 25.7 61.4 39.7 34.2 22.4 47.8 35.4
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, March 18, 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 : 109,651: 3,467 1,413 4,059 87,421 93,412 94,947 98,884: 14,704 10,767
Old : 109,651: 3,467 1,413 4,059 87,421 93,412 94,947 98,884: 14,704 10,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 1,199: -314 308 456 808 -182 950 582: 249 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.3 3.7 79.7 85.2 86.6 90.2: 13.4 9.8
Old : 100.0: 3.2 1.3 3.7 79.7 85.2 86.6 90.2: 13.4 9.8
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 : 27: 1 1 2 18 19 20 21:
Old : 27: 1 1 2 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 45.3 64.7 67.9 45.4 44.3 61.1 60.5
Old : 46.7 45.3 64.7 67.9 45.4 44.3 61.1 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,936: 8,288 0 9,973 53,126 51,866 71,387 61,839: 3,549 13,097
Old : 74,936: 8,288 0 9,973 53,126 51,866 71,387 61,839: 3,549 13,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 755: 2,923 -3,851 -165 -2,092 6,167 666 2,151: 89 -1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 13.3 70.9 69.2 95.3 82.5: 4.7 17.5
Old : 100.0: 11.1 0.0 13.3 70.9 69.2 95.3 82.5: 4.7 17.5
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: 4 0 3 18 14 22 17:
Old : 28: 4 0 3 18 14 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 38.6 67.7 60.2 42.3 29.2 55.8 42.7
Old : 47.0 38.6 67.7 60.2 42.3 29.2 55.8 42.7
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, March 18, 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 : 91,658: 3,020 1,348 17,387 63,522 62,828 83,929 81,563: 7,729 10,095
Old : 91,658: 3,020 1,348 17,387 63,522 62,828 83,929 81,563: 7,729 10,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 1,215: -1,272 1,252 -349 2,246 -428 625 475: 590 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.5 19.0 69.3 68.5 91.6 89.0: 8.4 11.0
Old : 100.0: 3.3 1.5 19.0 69.3 68.5 91.6 89.0: 8.4 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 : 21: 3 1 3 10 14 14 17:
Old : 21: 3 1 3 10 14 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 : 69.6 45.5 82.5 66.7 47.1 33.2 51.9 44.8
Old : 69.6 45.5 82.5 66.7 47.1 33.2 51.9 44.8
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, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,233: 1,712 2,685 3,549 52,368 45,105 57,629 51,339: 9,604 15,894
Old : 67,233: 1,712 2,685 3,549 52,368 45,105 57,629 51,339: 9,604 15,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -90: 0 0 0 -62 1,434 -62 1,434: -28 -1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.0 5.3 77.9 67.1 85.7 76.4: 14.3 23.6
Old : 100.0: 2.5 4.0 5.3 77.9 67.1 85.7 76.4: 14.3 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 20 17 22 18:
Old : 25: 1 1 1 20 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 42.0 53.1 63.4 22.5 35.3 34.0 41.8
Old : 32.5 42.0 53.1 63.4 22.5 35.3 34.0 41.8
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, March 18, 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 : 127,967: 28,635 2,135 3,860 88,790 115,406 121,285 121,401: 6,682 6,566
Old : 127,967: 28,635 2,135 3,860 88,790 115,406 121,285 121,401: 6,682 6,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 4,217: 3,910 604 -434 1,270 5,436 4,746 5,606: -529 -1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 1.7 3.0 69.4 90.2 94.8 94.9: 5.2 5.1
Old : 100.0: 22.4 1.7 3.0 69.4 90.2 94.8 94.9: 5.2 5.1
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 : 45: 3 2 4 27 31 32 35:
Old : 45: 3 2 4 27 31 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 36.1 55.6 52.1 35.9 34.7 50.6 50.1
Old : 39.7 36.1 55.6 52.1 35.9 34.7 50.6 50.1
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, March 18, 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 : 126,419: 2,587 21,394 18,101 85,812 78,030 106,500 117,525: 19,919 8,894
Old : 126,419: 2,587 21,394 18,101 85,812 78,030 106,500 117,525: 19,919 8,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -1,066: 150 642 -578 -454 -1,432 -882 -1,368: -184 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 16.9 14.3 67.9 61.7 84.2 93.0: 15.8 7.0
Old : 100.0: 2.0 16.9 14.3 67.9 61.7 84.2 93.0: 15.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 5 6 26 26 32 33:
Old : 35: 2 5 6 26 26 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 29.8 52.1 48.7 25.3 24.8 35.5 37.6
Old : 35.1 29.8 52.1 48.7 25.3 24.8 35.5 37.6
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, March 18, 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 : 90,183: 13,796 0 2,131 62,632 75,035 78,559 77,166: 11,624 13,017
Old : 90,183: 13,796 0 2,131 62,632 75,035 78,559 77,166: 11,624 13,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 1,250: -416 0 -639 304 -395 -751 -1,034: 2,001 2,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 0.0 2.4 69.4 83.2 87.1 85.6: 12.9 14.4
Old : 100.0: 15.3 0.0 2.4 69.4 83.2 87.1 85.6: 12.9 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 0 3 15 17 20 20:
Old : 25: 5 0 3 15 17 20 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 : 52.8 43.8 71.8 62.0 48.9 41.6 62.0 57.7
Old : 52.8 43.8 71.8 62.0 48.9 41.6 62.0 57.7
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, March 18, 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 : 57,114: 0 1,440 0 53,698 52,730 53,698 54,170: 3,416 2,944
Old : 57,114: 0 1,440 0 53,698 52,730 53,698 54,170: 3,416 2,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 94.0 92.3 94.0 94.8: 6.0 5.2
Old : 100.0: 0.0 2.5 0.0 94.0 92.3 94.0 94.8: 6.0 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 : 23: 0 1 0 13 13 13 14:
Old : 23: 0 1 0 13 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 47.4 81.7 77.1 52.8 35.3 70.9 60.1
Old : 57.1 47.4 81.7 77.1 52.8 35.3 70.9 60.1
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, March 18, 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 : 245,201: 16,961 6,187 5,350 210,536 219,184 232,847 230,721: 12,354 14,480
Old : 245,201: 16,961 6,187 5,350 210,536 219,184 232,847 230,721: 12,354 14,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 2,206: -543 2,258 745 5,526 -72 5,728 2,931: -3,522 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.5 2.2 85.9 89.4 95.0 94.1: 5.0 5.9
Old : 100.0: 6.9 2.5 2.2 85.9 89.4 95.0 94.1: 5.0 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 : 55: 3 4 6 42 41 48 48:
Old : 55: 3 4 6 42 41 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 52.2 49.7 63.5 26.7 50.9 43.6 58.0
Old : 29.5 52.2 49.7 63.5 26.7 50.9 43.6 58.0
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, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 234,298: 22,323 0 14,979 181,087 205,230 218,389 220,209: 15,909 14,089
Old : 234,298: 22,323 0 14,979 181,087 205,230 218,389 220,209: 15,909 14,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 6,189: 6,133 0 -821 841 4,980 6,153 4,159: 36 2,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 6.4 77.3 87.6 93.2 94.0: 6.8 6.0
Old : 100.0: 9.5 0.0 6.4 77.3 87.6 93.2 94.0: 6.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 0 2 36 33 41 35:
Old : 45: 5 0 2 36 33 41 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 37.8 49.2 62.6 23.6 34.4 37.6 50.1
Old : 30.7 37.8 49.2 62.6 23.6 34.4 37.6 50.1
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, March 18, 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 : 236,657: 14,138 874 14,235 193,218 205,951 221,591 221,060: 15,066 15,597
Old : 236,657: 14,138 874 14,235 193,218 205,951 221,591 221,060: 15,066 15,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -3,894: -1,114 -8,645 2,521 -4,833 358 -3,426 -5,766: -468 1,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.4 6.0 81.6 87.0 93.6 93.4: 6.4 6.6
Old : 100.0: 6.0 0.4 6.0 81.6 87.0 93.6 93.4: 6.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 1 3 42 38 47 41:
Old : 49: 4 1 3 42 38 47 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 33.7 51.7 53.2 34.0 26.4 45.7 40.9
Old : 35.5 33.7 51.7 53.2 34.0 26.4 45.7 40.9
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, March 18, 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 : 53,331: 0 3,330 2,306 40,399 36,468 42,705 42,104: 10,626 11,227
Old : 53,331: 0 3,330 2,306 40,399 36,468 42,705 42,104: 10,626 11,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 332: 0 -2,175 905 -1,150 191 -245 -1,079: 577 1,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 4.3 75.8 68.4 80.1 78.9: 19.9 21.1
Old : 100.0: 0.0 6.2 4.3 75.8 68.4 80.1 78.9: 19.9 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 17 14 18 15:
Old : 21: 0 1 1 17 14 18 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 : 36.6 36.4 59.4 61.3 30.3 29.9 45.7 48.9
Old : 36.6 36.4 59.4 61.3 30.3 29.9 45.7 48.9
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, March 18, 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 : 215,408: 27,844 4,026 17,452 153,899 178,808 199,195 200,286: 16,213 15,122
Old : 215,408: 27,844 4,026 17,452 153,899 178,808 199,195 200,286: 16,213 15,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -132: -3,420 819 1,636 1,844 -2,951 60 -496: -192 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 1.9 8.1 71.4 83.0 92.5 93.0: 7.5 7.0
Old : 100.0: 12.9 1.9 8.1 71.4 83.0 92.5 93.0: 7.5 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 3 6 35 35 42 41:
Old : 43: 4 3 6 35 35 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 27.8 52.1 44.4 22.6 20.2 33.6 30.3
Old : 31.7 27.8 52.1 44.4 22.6 20.2 33.6 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 76,331: 4,995 7,830 921 59,294 56,284 65,210 65,035: 11,121 11,296
Old : 76,331: 4,995 7,830 921 59,294 56,284 65,210 65,035: 11,121 11,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 1,200: 0 856 -124 262 698 138 1,430: 1,062 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 10.3 1.2 77.7 73.7 85.4 85.2: 14.6 14.8
Old : 100.0: 6.5 10.3 1.2 77.7 73.7 85.4 85.2: 14.6 14.8
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 : 29: 1 2 1 22 21 24 23:
Old : 29: 1 2 1 22 21 24 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 : 32.4 35.6 57.8 59.6 26.0 32.1 44.1 47.0
Old : 32.4 35.6 57.8 59.6 26.0 32.1 44.1 47.0
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, March 18, 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 : 3,249,145: 1,018,763 218,584 932,579 1,262,886 2,087,616 3,214,228 3,238,779: 34,917 10,366
Old : 3,249,145: 1,018,763 218,584 932,579 1,262,886 2,087,616 3,214,228 3,238,779: 34,917 10,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 80,893: 959 14,845 54,262 29,916 13,711 85,137 82,818: -4,244 -1,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 6.7 28.7 38.9 64.3 98.9 99.7: 1.1 0.3
Old : 100.0: 31.4 6.7 28.7 38.9 64.3 98.9 99.7: 1.1 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 : 160: 35 20 46 97 92 151 142:
Old : 160: 35 20 46 97 92 151 142:
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 : 37.4 38.0 50.1 52.7 23.7 24.7 29.2 31.8
Old : 37.4 38.0 50.1 52.7 23.7 24.7 29.2 31.8
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, March 18, 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 : 1,128,214: 159,222 459,205 218,128 746,523 446,735 1,123,873 1,124,068: 4,341 4,146
Old : 1,128,214: 159,222 459,205 218,128 746,523 446,735 1,123,873 1,124,068: 4,341 4,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 91,273: 61,736 89,689 -15,578 45,135 15,758 91,293 89,869: -20 1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 40.7 19.3 66.2 39.6 99.6 99.6: 0.4 0.4
Old : 100.0: 14.1 40.7 19.3 66.2 39.6 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 17 26 37 42 39 83 78:
Old : 85: 17 26 37 42 39 83 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 44.1 62.8 61.2 32.6 36.3 46.4 47.5
Old : 41.9 44.1 62.8 61.2 32.6 36.3 46.4 47.5
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, March 18, 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 : 90,426: 1,556 495 4,427 84,183 84,908 90,166 89,830: 260 596
Old : 90,426: 1,556 495 4,427 84,183 84,908 90,166 89,830: 260 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 972: 278 95 230 505 609 1,012 933: -41 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.5 4.9 93.1 93.9 99.7 99.3: 0.3 0.7
Old : 100.0: 1.7 0.5 4.9 93.1 93.9 99.7 99.3: 0.3 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 : 45: 6 2 6 33 31 39 39:
Old : 45: 6 2 6 33 31 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 46.1 72.5 68.4 16.8 16.2 23.6 21.3
Old : 50.7 46.1 72.5 68.4 16.8 16.2 23.6 21.3
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, March 18, 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 : 27,542: 4,127 40 360 22,708 26,841 27,196 27,242: 346 300
Old : 27,542: 4,127 40 360 22,708 26,841 27,196 27,242: 346 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 30: -3 0 11 22 19 30 30: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.1 1.3 82.4 97.5 98.7 98.9: 1.3 1.1
Old : 100.0: 15.0 0.1 1.3 82.4 97.5 98.7 98.9: 1.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 2 19 19 22 22:
Old : 27: 3 1 2 19 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 70.4 83.1 87.1 25.0 27.3 33.4 32.7
Old : 61.6 70.4 83.1 87.1 25.0 27.3 33.4 32.7
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, March 18, 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 : 26,410: 880 480 1,192 21,330 23,346 23,402 25,018: 3,008 1,392
Old : 26,410: 880 480 1,192 21,330 23,346 23,402 25,018: 3,008 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 0: 0 0 0 0 -6 0 -6: 0 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.8 4.5 80.8 88.4 88.6 94.7: 11.4 5.3
Old : 100.0: 3.3 1.8 4.5 80.8 88.4 88.6 94.7: 11.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 19 16 22 18:
Old : 25: 2 1 2 19 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 53.7 68.1 77.6 32.2 46.2 46.7 53.1
Old : 49.0 53.7 68.1 77.6 32.2 46.2 46.7 53.1
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, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 24,186: 1,020 0 800 21,752 22,138 23,572 22,938: 614 1,248
Old : 24,186: 1,020 0 800 21,752 22,138 23,572 22,938: 614 1,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 1,456: 60 0 0 1,396 1,456 1,456 1,456: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 3.3 89.9 91.5 97.5 94.8: 2.5 5.2
Old : 100.0: 4.2 0.0 3.3 89.9 91.5 97.5 94.8: 2.5 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 : 25: 1 0 1 20 20 22 21:
Old : 25: 1 0 1 20 20 22 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 : 46.3 70.2 65.3 83.6 45.5 60.9 62.3 70.1
Old : 46.3 70.2 65.3 83.6 45.5 60.9 62.3 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 2,799,189: 282,401 140,935 1,070,809 1,364,437 1,492,584 2,717,647 2,704,328: 81,542 94,862
Old : 2,799,189: 282,401 140,935 1,070,809 1,364,437 1,492,584 2,717,647 2,704,328: 81,542 94,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -154,720: -11,530 -716 -79,898 -59,473 -72,794 -150,901 -153,408: -3,819 -1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.0 38.3 48.7 53.3 97.1 96.6: 2.9 3.4
Old : 100.0: 10.1 5.0 38.3 48.7 53.3 97.1 96.6: 2.9 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 : 347: 107 124 148 86 106 275 304:
Old : 347: 107 124 148 86 106 275 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 24.2 38.0 35.8 6.2 4.4 9.6 6.7
Old : 25.2 24.2 38.0 35.8 6.2 4.4 9.6 6.7
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, March 18, 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 : 123,719: 20,119 19,305 5,798 70,945 51,756 96,862 76,859: 26,857 46,860
Old : 123,719: 20,119 19,305 5,798 70,945 51,756 96,862 76,859: 26,857 46,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 3,752: 953 154 149 979 708 2,081 1,011: 1,671 2,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 15.6 4.7 57.3 41.8 78.3 62.1: 21.7 37.9
Old : 100.0: 16.3 15.6 4.7 57.3 41.8 78.3 62.1: 21.7 37.9
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 : 23: 3 3 4 17 15 21 21:
Old : 23: 3 3 4 17 15 21 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 : 47.1 28.1 63.9 46.4 40.5 27.9 53.8 43.2
Old : 47.1 28.1 63.9 46.4 40.5 27.9 53.8 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 18,586: 0 865 100 18,486 17,621 18,586 18,586: 0 0
Old : 18,586: 0 865 100 18,486 17,621 18,586 18,586: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 2,010: 0 300 0 2,010 1,710 2,010 2,010: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.5 99.5 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.7 0.5 99.5 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 3 1 23 26 24 30:
Old : 36: 0 3 1 23 26 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 46.1 78.6 66.0 34.3 30.5 42.5 39.7
Old : 52.4 46.1 78.6 66.0 34.3 30.5 42.5 39.7
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, March 18, 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 : 187,798: 31,681 32,747 48,160 93,455 97,141 173,296 178,048: 14,502 9,750
Old : 187,798: 31,681 32,747 48,160 93,455 97,141 173,296 178,048: 14,502 9,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 12,189: -623 -3,613 6,019 5,725 8,291 11,121 10,697: 1,068 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 17.4 25.6 49.8 51.7 92.3 94.8: 7.7 5.2
Old : 100.0: 16.9 17.4 25.6 49.8 51.7 92.3 94.8: 7.7 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 : 51: 13 15 24 23 23 49 49:
Old : 51: 13 15 24 23 23 49 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 33.4 54.6 51.9 19.6 16.8 23.6 23.8
Old : 36.1 33.4 54.6 51.9 19.6 16.8 23.6 23.8
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, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,635: 150 500 0 6,425 6,135 6,575 6,635: 60 0
Old : 6,635: 150 500 0 6,425 6,135 6,575 6,635: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 7.5 0.0 96.8 92.5 99.1 100.0: 0.9 0.0
Old : 100.0: 2.3 7.5 0.0 96.8 92.5 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 14 13 15 14:
Old : 23: 1 1 0 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 62.3 87.0 89.1 50.5 58.0 66.3 66.7
Old : 58.4 62.3 87.0 89.1 50.5 58.0 66.3 66.7
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, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 20,216: 12,066 2,332 83 4,666 17,126 16,815 19,541: 3,401 675
Old : 20,216: 12,066 2,332 83 4,666 17,126 16,815 19,541: 3,401 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -390: -399 -151 25 197 -194 -177 -320: -213 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 11.5 0.4 23.1 84.7 83.2 96.7: 16.8 3.3
Old : 100.0: 59.7 11.5 0.4 23.1 84.7 83.2 96.7: 16.8 3.3
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 : 110: 62 12 6 13 27 79 41:
Old : 110: 62 12 6 13 27 79 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 42.2 47.9 66.8 31.2 41.9 47.9 65.9
Old : 31.2 42.2 47.9 66.8 31.2 41.9 47.9 65.9
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, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 12,575: 6,385 1,933 72 2,075 9,090 8,532 11,095: 4,043 1,480
Old : 12,575: 6,385 1,933 72 2,075 9,090 8,532 11,095: 4,043 1,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -1,094: -1,211 -56 63 -595 -1,564 -1,743 -1,557: 649 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 15.4 0.6 16.5 72.3 67.8 88.2: 32.2 11.8
Old : 100.0: 50.8 15.4 0.6 16.5 72.3 67.8 88.2: 32.2 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 : 77: 33 12 3 15 23 50 36:
Old : 77: 33 12 3 15 23 50 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 : 19.7 46.8 30.7 62.6 19.6 46.8 29.7 62.6
Old : 19.7 46.8 30.7 62.6 19.6 46.8 29.7 62.6
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, March 18, 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 : 298,940: 58,336 11,727 56,302 153,482 209,493 268,120 277,521: 30,820 21,418
Old : 298,940: 58,336 11,727 56,302 153,482 209,493 268,120 277,521: 30,820 21,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 4,166: -10,081 -6,027 -453 16,278 12,776 5,744 6,297: -1,578 -2,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.9 18.8 51.3 70.1 89.7 92.8: 10.3 7.2
Old : 100.0: 19.5 3.9 18.8 51.3 70.1 89.7 92.8: 10.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 63 23 48 88 97 173 153:
Old : 197: 63 23 48 88 97 173 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 24.1 35.2 38.3 10.0 13.4 15.4 19.2
Old : 24.2 24.1 35.2 38.3 10.0 13.4 15.4 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 13,100: 1,514 0 1,016 10,131 11,556 12,661 12,572: 439 528
Old : 13,100: 1,514 0 1,016 10,131 11,556 12,661 12,572: 439 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 1,496: 990 0 -294 650 1,640 1,346 1,346: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 7.8 77.3 88.2 96.6 96.0: 3.4 4.0
Old : 100.0: 11.6 0.0 7.8 77.3 88.2 96.6 96.0: 3.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 2 18 23 20 25:
Old : 31: 2 0 2 18 23 20 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 : 43.5 41.8 68.6 65.6 33.5 33.1 49.2 45.0
Old : 43.5 41.8 68.6 65.6 33.5 33.1 49.2 45.0
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, March 18, 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 : 5,170: 125 0 850 4,195 4,270 5,170 5,120: 0 50
Old : 5,170: 125 0 850 4,195 4,270 5,170 5,120: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 325: 0 0 0 325 325 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 16.4 81.1 82.6 100.0 99.0: 0.0 1.0
Old : 100.0: 2.4 0.0 16.4 81.1 82.6 100.0 99.0: 0.0 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 : 27: 1 0 1 20 15 21 16:
Old : 27: 1 0 1 20 15 21 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 64.7 65.4 84.5 28.6 45.1 42.2 52.8
Old : 43.1 64.7 65.4 84.5 28.6 45.1 42.2 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 2,668: 241 0 0 1,861 2,623 2,102 2,623: 566 45
Old : 2,668: 241 0 0 1,861 2,623 2,102 2,623: 566 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.0 69.8 98.3 78.8 98.3: 21.2 1.7
Old : 100.0: 9.0 0.0 0.0 69.8 98.3 78.8 98.3: 21.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 14 10 15 10:
Old : 20: 1 0 0 14 10 15 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 : 41.1 73.4 63.3 92.4 39.6 60.8 54.1 75.9
Old : 41.1 73.4 63.3 92.4 39.6 60.8 54.1 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 9,759: 1,764 450 150 6,018 6,258 7,932 6,858: 1,827 2,901
Old : 9,759: 1,764 450 150 6,018 6,258 7,932 6,858: 1,827 2,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 465: -75 0 150 14 429 89 579: 376 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 4.6 1.5 61.7 64.1 81.3 70.3: 18.7 29.7
Old : 100.0: 18.1 4.6 1.5 61.7 64.1 81.3 70.3: 18.7 29.7
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: 3 1 1 15 16 18 18:
Old : 25: 3 1 1 15 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 36.9 66.0 54.3 42.5 33.3 55.0 44.7
Old : 50.5 36.9 66.0 54.3 42.5 33.3 55.0 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008