GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 5,803: 0 125 0 5,753 5,518 5,753 5,643: 50 160
Old : 5,803: 0 125 0 5,753 5,518 5,753 5,643: 50 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -1,220: 0 0 0 323 -642 323 -642: -1,543 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 99.1 95.1 99.1 97.2: 0.9 2.8
Old : 100.0: 0.0 2.2 0.0 99.1 95.1 99.1 97.2: 0.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 1 0 31 23 31 24:
Old : 38: 0 1 0 31 23 31 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 : 44.0 44.5 63.3 72.5 39.4 43.5 53.1 61.9
Old : 44.0 44.5 63.3 72.5 39.4 43.5 53.1 61.9
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, May 6, 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 : 7,065: 50 895 0 6,855 5,910 6,905 6,805: 160 260
Old : 7,065: 50 895 0 6,855 5,910 6,905 6,805: 160 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -873: 0 25 -75 -788 -878 -863 -928: -10 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 12.7 0.0 97.0 83.7 97.7 96.3: 2.3 3.7
Old : 100.0: 0.7 12.7 0.0 97.0 83.7 97.7 96.3: 2.3 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 : 35: 1 2 0 24 24 25 26:
Old : 35: 1 2 0 24 24 25 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 : 55.5 49.5 74.5 71.1 49.1 45.7 58.4 58.1
Old : 55.5 49.5 74.5 71.1 49.1 45.7 58.4 58.1
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, May 6, 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 : 3,085: 10 0 55 2,217 2,373 2,282 2,428: 803 657
Old : 3,085: 10 0 55 2,217 2,373 2,282 2,428: 803 657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -317: 10 0 55 -340 -145 -275 -90: -42 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 1.8 71.9 76.9 74.0 78.7: 26.0 21.3
Old : 100.0: 0.3 0.0 1.8 71.9 76.9 74.0 78.7: 26.0 21.3
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 : 24: 1 0 1 19 22 20 23:
Old : 24: 1 0 1 19 22 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 36.5 54.7 55.8 25.3 25.0 34.1 37.5
Old : 33.9 36.5 54.7 55.8 25.3 25.0 34.1 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 3,614: 50 0 60 2,844 2,885 2,954 2,945: 660 669
Old : 3,614: 50 0 60 2,844 2,885 2,954 2,945: 660 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -610: -20 0 -25 -825 -805 -870 -830: 260 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 1.7 78.7 79.8 81.7 81.5: 18.3 18.5
Old : 100.0: 1.4 0.0 1.7 78.7 79.8 81.7 81.5: 18.3 18.5
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 : 32: 2 0 1 25 29 27 30:
Old : 32: 2 0 1 25 29 27 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 : 28.1 25.8 45.9 44.1 19.6 20.1 26.3 28.2
Old : 28.1 25.8 45.9 44.1 19.6 20.1 26.3 28.2
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, May 6, 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 : 273,468: 39,952 25,393 51,890 147,605 167,962 239,447 245,245: 34,021 28,223
Old : 273,468: 39,952 25,393 51,890 147,605 167,962 239,447 245,245: 34,021 28,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 5,886: -1,977 3,660 1,359 6,826 2,259 6,207 7,278: -321 -1,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 9.3 19.0 54.0 61.4 87.6 89.7: 12.4 10.3
Old : 100.0: 14.6 9.3 19.0 54.0 61.4 87.6 89.7: 12.4 10.3
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 : 147: 40 27 39 65 70 128 119:
Old : 147: 40 27 39 65 70 128 119:
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 : 16.5 23.9 26.2 35.9 10.7 16.4 17.3 22.7
Old : 16.5 23.9 26.2 35.9 10.7 16.4 17.3 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 11,824: 2,992 4,250 5,317 2,485 1,513 10,794 11,080: 1,030 744
Old : 11,824: 2,992 4,250 5,317 2,485 1,513 10,794 11,080: 1,030 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 875: 742 848 -18 12 -19 736 811: 139 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 35.9 45.0 21.0 12.8 91.3 93.7: 8.7 6.3
Old : 100.0: 25.3 35.9 45.0 21.0 12.8 91.3 93.7: 8.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 4 8 10 10 20 18:
Old : 20: 6 4 8 10 10 20 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 : 63.9 69.8 77.7 84.3 29.4 36.0 34.7 39.1
Old : 63.9 69.8 77.7 84.3 29.4 36.0 34.7 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 7,550: 1,650 0 500 5,000 6,675 7,150 7,175: 400 375
Old : 7,550: 1,650 0 500 5,000 6,675 7,150 7,175: 400 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -2,170: 0 0 -50 -1,770 -2,195 -1,820 -2,245: -350 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 0.0 6.6 66.2 88.4 94.7 95.0: 5.3 5.0
Old : 100.0: 21.9 0.0 6.6 66.2 88.4 94.7 95.0: 5.3 5.0
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 0 3 17 26 21 29:
Old : 35: 2 0 3 17 26 21 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 : 71.2 52.0 80.5 67.5 64.9 50.0 69.5 63.2
Old : 71.2 52.0 80.5 67.5 64.9 50.0 69.5 63.2
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, May 6, 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 : 6,700: 1,325 50 100 4,650 5,975 6,075 6,125: 625 575
Old : 6,700: 1,325 50 100 4,650 5,975 6,075 6,125: 625 575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -675: -250 0 0 -375 -725 -625 -725: -50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 0.7 1.5 69.4 89.2 90.7 91.4: 9.3 8.6
Old : 100.0: 19.8 0.7 1.5 69.4 89.2 90.7 91.4: 9.3 8.6
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 : 22: 1 1 1 9 16 11 17:
Old : 22: 1 1 1 9 16 11 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 : 74.6 51.5 86.9 76.9 70.1 49.6 81.3 74.3
Old : 74.6 51.5 86.9 76.9 70.1 49.6 81.3 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 1,279,551: 142,515 381,113 437,406 618,796 425,995 1,198,717 1,244,514: 80,833 35,036
Old : 1,279,551: 142,515 381,113 437,406 618,796 425,995 1,198,717 1,244,514: 80,833 35,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -2,849: 1,610 17,173 -8,652 5,734 -11,076 -1,309 -2,555: -1,540 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 29.8 34.2 48.4 33.3 93.7 97.3: 6.3 2.7
Old : 100.0: 11.1 29.8 34.2 48.4 33.3 93.7 97.3: 6.3 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 : 237: 95 51 86 78 72 221 171:
Old : 237: 95 51 86 78 72 221 171:
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 : 34.0 38.6 46.4 54.6 18.3 23.3 21.4 27.3
Old : 34.0 38.6 46.4 54.6 18.3 23.3 21.4 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 9,583: 4,416 3,282 1,373 3,551 4,586 9,340 9,241: 243 342
Old : 9,583: 4,416 3,282 1,373 3,551 4,586 9,340 9,241: 243 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 34.2 14.3 37.1 47.9 97.5 96.4: 2.5 3.6
Old : 100.0: 46.1 34.2 14.3 37.1 47.9 97.5 96.4: 2.5 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 : 21: 2 10 5 7 8 13 19:
Old : 21: 2 10 5 7 8 13 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 : 88.5 51.5 95.3 77.9 59.9 39.5 60.9 53.5
Old : 88.5 51.5 95.3 77.9 59.9 39.5 60.9 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 96,688: 0 11,251 1,776 88,494 72,038 90,270 85,065: 6,418 11,623
Old : 96,688: 0 11,251 1,776 88,494 72,038 90,270 85,065: 6,418 11,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -2,078: 0 -797 -66 -1,362 -799 -1,428 -1,662: -650 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.6 1.8 91.5 74.5 93.4 88.0: 6.6 12.0
Old : 100.0: 0.0 11.6 1.8 91.5 74.5 93.4 88.0: 6.6 12.0
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: 0 4 2 24 21 26 25:
Old : 30: 0 4 2 24 21 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 : 54.7 58.0 69.7 72.8 52.3 57.2 65.5 69.0
Old : 54.7 58.0 69.7 72.8 52.3 57.2 65.5 69.0
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, May 6, 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 : 74,930: 8,800 7,434 3,099 55,032 55,795 66,931 66,328: 7,999 8,602
Old : 74,930: 8,800 7,434 3,099 55,032 55,795 66,931 66,328: 7,999 8,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -7,536: 5,791 -2,879 370 -13,366 -4,968 -7,205 -7,477: -331 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.9 4.1 73.4 74.5 89.3 88.5: 10.7 11.5
Old : 100.0: 11.7 9.9 4.1 73.4 74.5 89.3 88.5: 10.7 11.5
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 : 38: 3 2 3 23 24 27 28:
Old : 38: 3 2 3 23 24 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 38.7 55.5 58.1 36.0 34.4 55.5 49.7
Old : 36.0 38.7 55.5 58.1 36.0 34.4 55.5 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 111,166: 3,905 0 3,211 92,954 98,044 100,070 101,255: 11,096 9,911
Old : 111,166: 3,905 0 3,211 92,954 98,044 100,070 101,255: 11,096 9,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -8,017: -3,409 0 1,577 -6,297 -9,264 -8,129 -7,687: 112 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 2.9 83.6 88.2 90.0 91.1: 10.0 8.9
Old : 100.0: 3.5 0.0 2.9 83.6 88.2 90.0 91.1: 10.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 1 26 25 28 26:
Old : 32: 2 0 1 26 25 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 : 46.0 40.0 61.9 58.0 38.0 39.5 52.7 54.4
Old : 46.0 40.0 61.9 58.0 38.0 39.5 52.7 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 96,124: 9,486 3,416 1,458 77,663 83,119 88,607 87,993: 7,517 8,131
Old : 96,124: 9,486 3,416 1,458 77,663 83,119 88,607 87,993: 7,517 8,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -7,833: -1,922 -1,151 -137 -2,571 -2,705 -4,630 -3,993: -3,203 -3,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.6 1.5 80.8 86.5 92.2 91.5: 7.8 8.5
Old : 100.0: 9.9 3.6 1.5 80.8 86.5 92.2 91.5: 7.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 2 23 30 27 32:
Old : 39: 2 2 2 23 30 27 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 : 29.7 39.4 51.9 59.5 27.5 33.9 43.3 50.8
Old : 29.7 39.4 51.9 59.5 27.5 33.9 43.3 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 57,297: 9,097 0 4,928 37,019 47,438 51,044 52,366: 6,253 4,931
Old : 57,297: 9,097 0 4,928 37,019 47,438 51,044 52,366: 6,253 4,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -2,969: -579 0 75 -2,030 -1,164 -2,534 -1,089: -435 -1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 8.6 64.6 82.8 89.1 91.4: 10.9 8.6
Old : 100.0: 15.9 0.0 8.6 64.6 82.8 89.1 91.4: 10.9 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 1 15 20 17 21:
Old : 23: 2 0 1 15 20 17 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 : 58.2 42.5 78.0 68.7 40.6 30.1 46.5 47.3
Old : 58.2 42.5 78.0 68.7 40.6 30.1 46.5 47.3
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, May 6, 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 : 76,006: 4,260 627 5,813 60,487 59,966 70,560 66,406: 5,446 9,600
Old : 76,006: 4,260 627 5,813 60,487 59,966 70,560 66,406: 5,446 9,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -5,803: -31 -705 49 -4,777 -4,369 -4,759 -5,025: -1,044 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.8 7.6 79.6 78.9 92.8 87.4: 7.2 12.6
Old : 100.0: 5.6 0.8 7.6 79.6 78.9 92.8 87.4: 7.2 12.6
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 : 31: 1 1 2 23 25 25 27:
Old : 31: 1 1 2 23 25 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 45.0 74.6 62.7 50.0 39.4 62.9 52.0
Old : 50.6 45.0 74.6 62.7 50.0 39.4 62.9 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 98,936: 5,085 4,193 2,161 86,441 82,432 93,687 88,786: 5,249 10,150
Old : 98,936: 5,085 4,193 2,161 86,441 82,432 93,687 88,786: 5,249 10,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -8,189: 2,591 2,265 -1,192 -9,397 -8,079 -7,998 -7,006: -191 -1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.2 2.2 87.4 83.3 94.7 89.7: 5.3 10.3
Old : 100.0: 5.1 4.2 2.2 87.4 83.3 94.7 89.7: 5.3 10.3
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: 2 2 3 25 32 28 36:
Old : 41: 2 2 3 25 32 28 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 : 41.0 25.6 63.1 43.3 38.6 22.0 55.6 35.9
Old : 41.0 25.6 63.1 43.3 38.6 22.0 55.6 35.9
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, May 6, 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 : 111,930: 8,188 1,522 4,053 87,930 93,486 100,171 99,061: 11,759 12,869
Old : 111,930: 8,188 1,522 4,053 87,930 93,486 100,171 99,061: 11,759 12,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -4,028: 3,064 123 -589 -4,497 -2,462 -2,022 -2,928: -2,006 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.4 3.6 78.6 83.5 89.5 88.5: 10.5 11.5
Old : 100.0: 7.3 1.4 3.6 78.6 83.5 89.5 88.5: 10.5 11.5
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 : 32: 3 1 2 21 23 25 25:
Old : 32: 3 1 2 21 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 40.7 58.9 61.2 41.8 39.2 54.3 55.0
Old : 44.3 40.7 58.9 61.2 41.8 39.2 54.3 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 70,025: 6,710 2,535 7,012 50,628 47,428 64,350 56,975: 5,675 13,050
Old : 70,025: 6,710 2,535 7,012 50,628 47,428 64,350 56,975: 5,675 13,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -4,708: -1,306 -131 103 -2,758 -3,796 -3,961 -3,824: -747 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 3.6 10.0 72.3 67.7 91.9 81.4: 8.1 18.6
Old : 100.0: 9.6 3.6 10.0 72.3 67.7 91.9 81.4: 8.1 18.6
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 : 27: 3 1 4 17 17 21 21:
Old : 27: 3 1 4 17 17 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 : 42.9 41.1 62.8 62.3 40.2 30.5 51.7 42.6
Old : 42.9 41.1 62.8 62.3 40.2 30.5 51.7 42.6
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, May 6, 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 : 110,090: 5,595 10,516 20,472 81,842 69,906 107,909 100,894: 2,181 9,196
Old : 110,090: 5,595 10,516 20,472 81,842 69,906 107,909 100,894: 2,181 9,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -935: -1,637 7,596 -487 1,503 -8,459 -621 -1,350: -314 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 9.6 18.6 74.3 63.5 98.0 91.6: 2.0 8.4
Old : 100.0: 5.1 9.6 18.6 74.3 63.5 98.0 91.6: 2.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 3 3 14 15 19 19:
Old : 27: 3 3 3 14 15 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 : 68.7 51.9 84.0 72.1 44.6 31.7 54.2 45.4
Old : 68.7 51.9 84.0 72.1 44.6 31.7 54.2 45.4
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, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,184: 1,391 0 3,526 42,633 45,832 47,550 49,358: 12,634 10,826
Old : 60,184: 1,391 0 3,526 42,633 45,832 47,550 49,358: 12,634 10,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -4,147: -324 0 113 -6,804 -3,236 -7,015 -3,123: 2,868 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 5.9 70.8 76.2 79.0 82.0: 21.0 18.0
Old : 100.0: 2.3 0.0 5.9 70.8 76.2 79.0 82.0: 21.0 18.0
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: 2 0 1 20 19 22 20:
Old : 26: 2 0 1 20 19 22 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 : 32.1 38.0 50.5 59.4 21.8 34.8 32.1 44.4
Old : 32.1 38.0 50.5 59.4 21.8 34.8 32.1 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 112,191: 16,637 668 3,112 87,343 101,307 107,092 105,087: 5,099 7,104
Old : 112,191: 16,637 668 3,112 87,343 101,307 107,092 105,087: 5,099 7,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -11,125: -3,007 -126 103 -6,616 -11,023 -9,520 -11,046: -1,605 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.6 2.8 77.9 90.3 95.5 93.7: 4.5 6.3
Old : 100.0: 14.8 0.6 2.8 77.9 90.3 95.5 93.7: 4.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 1 4 32 34 37 38:
Old : 47: 4 1 4 32 34 37 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 : 33.3 34.8 51.7 50.8 27.8 32.4 44.6 48.0
Old : 33.3 34.8 51.7 50.8 27.8 32.4 44.6 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 1,999,396: 289,715 25,785 824,567 878,841 1,142,358 1,993,123 1,992,709: 6,273 6,687
Old : 1,999,396: 289,715 25,785 824,567 878,841 1,142,358 1,993,123 1,992,709: 6,273 6,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 49,337: 23,493 1,837 9,491 18,800 39,682 51,784 51,010: -2,447 -1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 1.3 41.2 44.0 57.1 99.7 99.7: 0.3 0.3
Old : 100.0: 14.5 1.3 41.2 44.0 57.1 99.7 99.7: 0.3 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 : 120: 39 20 56 58 60 117 116:
Old : 120: 39 20 56 58 60 117 116:
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 34.8 53.4 54.3 10.7 11.0 13.2 13.4
Old : 36.4 34.8 53.4 54.3 10.7 11.0 13.2 13.4
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, May 6, 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 : 126,621: 2,620 31,216 16,885 89,403 68,043 108,908 116,144: 17,713 10,477
Old : 126,621: 2,620 31,216 16,885 89,403 68,043 108,908 116,144: 17,713 10,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -5,982: -93 -2,099 530 -5,701 -4,384 -5,264 -5,953: -718 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 24.7 13.3 70.6 53.7 86.0 91.7: 14.0 8.3
Old : 100.0: 2.1 24.7 13.3 70.6 53.7 86.0 91.7: 14.0 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 : 36: 1 6 5 28 26 33 33:
Old : 36: 1 6 5 28 26 33 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 : 33.4 30.3 51.1 48.0 23.3 19.5 36.0 33.6
Old : 33.4 30.3 51.1 48.0 23.3 19.5 36.0 33.6
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, May 6, 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 : 111,495: 5,115 4,544 7,835 87,592 84,702 100,542 97,081: 10,953 14,414
Old : 111,495: 5,115 4,544 7,835 87,592 84,702 100,542 97,081: 10,953 14,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -8,203: -524 31 -633 -5,313 -6,381 -6,470 -6,983: -1,733 -1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.1 7.0 78.6 76.0 90.2 87.1: 9.8 12.9
Old : 100.0: 4.6 4.1 7.0 78.6 76.0 90.2 87.1: 9.8 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 : 26: 2 2 3 19 18 23 21:
Old : 26: 2 2 3 19 18 23 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 : 56.0 46.1 73.4 65.8 53.2 38.1 60.4 51.7
Old : 56.0 46.1 73.4 65.8 53.2 38.1 60.4 51.7
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, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,179: 0 0 0 44,721 44,810 44,721 44,810: 2,458 2,369
Old : 47,179: 0 0 0 44,721 44,810 44,721 44,810: 2,458 2,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -6,814: 0 0 0 -7,432 -7,753 -7,432 -7,753: 618 939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.8 95.0 94.8 95.0: 5.2 5.0
Old : 100.0: 0.0 0.0 0.0 94.8 95.0 94.8 95.0: 5.2 5.0
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: 0 0 0 12 12 12 12:
Old : 20: 0 0 0 12 12 12 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 : 61.4 50.3 83.3 79.5 51.9 35.6 70.5 61.2
Old : 61.4 50.3 83.3 79.5 51.9 35.6 70.5 61.2
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, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 233,620: 11,549 14,475 5,354 201,774 199,593 218,677 219,422: 14,943 14,198
Old : 233,620: 11,549 14,475 5,354 201,774 199,593 218,677 219,422: 14,943 14,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -10,857: -2,124 8,536 -277 -7,997 -18,212 -10,398 -9,953: -459 -904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 6.2 2.3 86.4 85.4 93.6 93.9: 6.4 6.1
Old : 100.0: 4.9 6.2 2.3 86.4 85.4 93.6 93.9: 6.4 6.1
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 : 52: 3 5 6 39 38 45 46:
Old : 52: 3 5 6 39 38 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 53.6 49.9 62.8 27.6 49.9 44.4 57.1
Old : 30.2 53.6 49.9 62.8 27.6 49.9 44.4 57.1
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, May 6, 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 : 234,369: 16,353 3,925 17,737 187,103 202,277 221,193 223,939: 13,176 10,430
Old : 234,369: 16,353 3,925 17,737 187,103 202,277 221,193 223,939: 13,176 10,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 882: 2,666 1,458 -1,159 2,482 4,596 3,989 4,895: -3,107 -4,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.7 7.6 79.8 86.3 94.4 95.5: 5.6 4.5
Old : 100.0: 7.0 1.7 7.6 79.8 86.3 94.4 95.5: 5.6 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 : 48: 5 2 3 38 34 45 37:
Old : 48: 5 2 3 38 34 45 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 : 26.7 38.7 47.0 61.0 24.2 37.1 37.7 50.9
Old : 26.7 38.7 47.0 61.0 24.2 37.1 37.7 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 249,269: 11,683 14,914 13,217 213,333 208,419 238,233 236,550: 11,036 12,719
Old : 249,269: 11,683 14,914 13,217 213,333 208,419 238,233 236,550: 11,036 12,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -16,158: 2,356 5,924 -3,370 -14,743 -16,530 -15,757 -13,976: -401 -2,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.0 5.3 85.6 83.6 95.6 94.9: 4.4 5.1
Old : 100.0: 4.7 6.0 5.3 85.6 83.6 95.6 94.9: 4.4 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 : 58: 4 3 5 47 42 54 47:
Old : 58: 4 3 5 47 42 54 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 : 36.1 33.4 52.0 49.5 35.9 22.5 46.4 35.8
Old : 36.1 33.4 52.0 49.5 35.9 22.5 46.4 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 53,169: 5,422 768 2,833 36,950 39,490 45,205 43,091: 7,964 10,078
Old : 53,169: 5,422 768 2,833 36,950 39,490 45,205 43,091: 7,964 10,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -2,708: 5,422 -1,581 127 -7,573 186 -2,024 -1,268: -684 -1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 1.4 5.3 69.5 74.3 85.0 81.0: 15.0 19.0
Old : 100.0: 10.2 1.4 5.3 69.5 74.3 85.0 81.0: 15.0 19.0
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 1 19 17 21 18:
Old : 24: 1 1 1 19 17 21 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 : 37.2 37.6 60.2 59.4 29.6 33.2 44.6 48.4
Old : 37.2 37.6 60.2 59.4 29.6 33.2 44.6 48.4
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, May 6, 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 : 211,873: 19,411 6,410 17,146 165,313 175,811 201,870 199,367: 10,003 12,506
Old : 211,873: 19,411 6,410 17,146 165,313 175,811 201,870 199,367: 10,003 12,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -1,816: -2,743 -605 -160 2,202 173 -701 -592: -1,115 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.0 8.1 78.0 83.0 95.3 94.1: 4.7 5.9
Old : 100.0: 9.2 3.0 8.1 78.0 83.0 95.3 94.1: 4.7 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 : 50: 4 3 6 41 41 48 47:
Old : 50: 4 3 6 41 41 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 27.6 48.8 42.7 21.1 20.7 30.7 29.4
Old : 29.4 27.6 48.8 42.7 21.1 20.7 30.7 29.4
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, May 6, 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 : 63,284: 3,525 4,195 780 49,963 43,995 54,268 48,970: 9,016 14,314
Old : 63,284: 3,525 4,195 780 49,963 43,995 54,268 48,970: 9,016 14,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -7,530: -930 -1,286 210 -6,845 -7,371 -7,565 -8,447: 35 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.6 1.2 79.0 69.5 85.8 77.4: 14.2 22.6
Old : 100.0: 5.6 6.6 1.2 79.0 69.5 85.8 77.4: 14.2 22.6
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: 1 2 1 20 17 22 19:
Old : 26: 1 2 1 20 17 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 : 34.7 38.5 58.8 59.1 27.8 26.7 40.7 38.3
Old : 34.7 38.5 58.8 59.1 27.8 26.7 40.7 38.3
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, May 6, 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 : 3,258,611: 1,121,475 138,719 844,078 1,258,764 2,262,825 3,224,317 3,245,622: 34,294 12,989
Old : 3,258,611: 1,121,475 138,719 844,078 1,258,764 2,262,825 3,224,317 3,245,622: 34,294 12,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 68,038: 36,948 4,592 2,402 29,528 60,793 68,878 67,787: -840 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 4.3 25.9 38.6 69.4 98.9 99.6: 1.1 0.4
Old : 100.0: 34.4 4.3 25.9 38.6 69.4 98.9 99.6: 1.1 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 : 156: 36 17 43 96 91 150 135:
Old : 156: 36 17 43 96 91 150 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 34.4 51.6 51.7 27.5 22.1 31.6 30.1
Old : 38.5 34.4 51.6 51.7 27.5 22.1 31.6 30.1
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, May 6, 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 : 1,114,954: 124,992 363,814 266,510 719,527 482,136 1,111,029 1,112,460: 3,925 2,494
Old : 1,114,954: 124,992 363,814 266,510 719,527 482,136 1,111,029 1,112,460: 3,925 2,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 38,387: 7,768 2,368 9,440 20,705 26,443 37,913 38,251: 474 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 32.6 23.9 64.5 43.2 99.6 99.8: 0.4 0.2
Old : 100.0: 11.2 32.6 23.9 64.5 43.2 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 19 21 29 44 43 78 78:
Old : 84: 19 21 29 44 43 78 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 : 39.7 47.8 60.9 65.6 31.8 33.3 41.5 43.6
Old : 39.7 47.8 60.9 65.6 31.8 33.3 41.5 43.6
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, May 6, 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 : 95,741: 675 811 4,932 89,501 89,271 95,109 95,015: 632 726
Old : 95,741: 675 811 4,932 89,501 89,271 95,109 95,015: 632 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 476: -152 27 -78 494 180 264 129: 211 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.8 5.2 93.5 93.2 99.3 99.2: 0.7 0.8
Old : 100.0: 0.7 0.8 5.2 93.5 93.2 99.3 99.2: 0.7 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 : 46: 6 4 8 31 33 40 42:
Old : 46: 6 4 8 31 33 40 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 42.5 72.4 64.9 15.1 12.6 20.1 17.6
Old : 48.7 42.5 72.4 64.9 15.1 12.6 20.1 17.6
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, May 6, 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 : 29,334: 3,622 1 392 24,880 28,693 28,894 29,086: 440 248
Old : 29,334: 3,622 1 392 24,880 28,693 28,894 29,086: 440 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -222: -77 -3 -0 -132 -3 -209 -6: -13 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 0.0 1.3 84.8 97.8 98.5 99.2: 1.5 0.8
Old : 100.0: 12.3 0.0 1.3 84.8 97.8 98.5 99.2: 1.5 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 : 31: 3 1 3 20 23 24 26:
Old : 31: 3 1 3 20 23 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 72.9 83.8 88.3 22.7 31.7 33.1 34.7
Old : 61.4 72.9 83.8 88.3 22.7 31.7 33.1 34.7
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, May 6, 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 : 24,602: 560 1,316 572 20,766 21,312 21,898 23,200: 2,704 1,402
Old : 24,602: 560 1,316 572 20,766 21,312 21,898 23,200: 2,704 1,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -1,074: -40 -22 0 -828 -1,016 -868 -1,038: -206 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 5.3 2.3 84.4 86.6 89.0 94.3: 11.0 5.7
Old : 100.0: 2.3 5.3 2.3 84.4 86.6 89.0 94.3: 11.0 5.7
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: 1 2 2 18 16 21 18:
Old : 25: 1 2 2 18 16 21 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 : 50.2 52.8 69.4 75.1 30.2 41.6 44.3 49.5
Old : 50.2 52.8 69.4 75.1 30.2 41.6 44.3 49.5
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, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,200: 2,760 240 640 24,446 25,980 27,846 26,860: 354 1,340
Old : 28,200: 2,760 240 640 24,446 25,980 27,846 26,860: 354 1,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -260: 230 0 -80 -410 -386 -260 -466: 0 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.9 2.3 86.7 92.1 98.7 95.2: 1.3 4.8
Old : 100.0: 9.8 0.9 2.3 86.7 92.1 98.7 95.2: 1.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 1 21 21 25 22:
Old : 28: 3 1 1 21 21 25 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 : 54.3 72.6 70.3 84.4 52.9 68.3 67.7 76.8
Old : 54.3 72.6 70.3 84.4 52.9 68.3 67.7 76.8
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, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,035,996: 300,536 168,820 1,252,651 1,384,062 1,489,567 2,937,249 2,911,038: 98,746 124,958
Old : 3,035,996: 300,536 168,820 1,252,651 1,384,062 1,489,567 2,937,249 2,911,038: 98,746 124,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 135,101: 17,866 10,722 67,175 38,390 34,588 123,432 112,485: 11,670 22,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.6 41.3 45.6 49.1 96.7 95.9: 3.3 4.1
Old : 100.0: 9.9 5.6 41.3 45.6 49.1 96.7 95.9: 3.3 4.1
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 : 382: 104 161 175 89 108 302 340:
Old : 382: 104 161 175 89 108 302 340:
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 : 24.9 24.2 37.8 36.4 5.9 4.6 9.0 6.7
Old : 24.9 24.2 37.8 36.4 5.9 4.6 9.0 6.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 96,436: 9,588 25,231 27,645 57,937 42,850 95,170 95,726: 1,266 710
Old : 96,436: 9,588 25,231 27,645 57,937 42,850 95,170 95,726: 1,266 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 5,794: 548 -2,486 3,214 1,778 4,909 5,540 5,637: 254 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 26.2 28.7 60.1 44.4 98.7 99.3: 1.3 0.7
Old : 100.0: 9.9 26.2 28.7 60.1 44.4 98.7 99.3: 1.3 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 : 33: 2 13 15 16 14 31 29:
Old : 33: 2 13 15 16 14 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 45.0 77.7 67.0 43.8 29.6 47.1 39.7
Old : 66.9 45.0 77.7 67.0 43.8 29.6 47.1 39.7
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, May 6, 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 : 122,882: 24,428 16,369 4,260 64,501 58,871 93,189 79,500: 29,693 43,382
Old : 122,882: 24,428 16,369 4,260 64,501 58,871 93,189 79,500: 29,693 43,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -5,116: -104 -1,459 -612 -4,375 -2,469 -5,091 -4,540: -25 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.3 3.5 52.5 47.9 75.8 64.7: 24.2 35.3
Old : 100.0: 19.9 13.3 3.5 52.5 47.9 75.8 64.7: 24.2 35.3
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: 3 2 3 16 16 19 21:
Old : 22: 3 2 3 16 16 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 : 46.2 26.3 63.9 44.5 39.3 26.1 50.7 41.2
Old : 46.2 26.3 63.9 44.5 39.3 26.1 50.7 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 367,786: 47,993 13,269 150,159 165,337 199,592 363,490 363,019: 4,296 4,766
Old : 367,786: 47,993 13,269 150,159 165,337 199,592 363,490 363,019: 4,296 4,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 32,883: 430 859 14,971 16,560 16,172 31,961 32,002: 921 881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 3.6 40.8 45.0 54.3 98.8 98.7: 1.2 1.3
Old : 100.0: 13.0 3.6 40.8 45.0 54.3 98.8 98.7: 1.2 1.3
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 : 78: 24 19 36 35 35 75 74:
Old : 78: 24 19 36 35 35 75 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 31.4 47.5 50.3 10.0 8.1 13.4 10.6
Old : 30.8 31.4 47.5 50.3 10.0 8.1 13.4 10.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 290,172: 20,843 9,160 83,469 173,050 187,708 277,362 280,337: 12,810 9,835
Old : 290,172: 20,843 9,160 83,469 173,050 187,708 277,362 280,337: 12,810 9,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -10,953: -2,134 150 -1,989 -6,361 -8,078 -10,484 -9,917: -469 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 3.2 28.8 59.6 64.7 95.6 96.6: 4.4 3.4
Old : 100.0: 7.2 3.2 28.8 59.6 64.7 95.6 96.6: 4.4 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 : 36: 4 4 8 28 27 36 35:
Old : 36: 4 4 8 28 27 36 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 : 37.7 31.3 54.2 47.8 11.2 8.7 14.8 13.0
Old : 37.7 31.3 54.2 47.8 11.2 8.7 14.8 13.0
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, May 6, 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 : 18,344: 150 865 0 18,194 17,479 18,344 18,344: 0 0
Old : 18,344: 150 865 0 18,194 17,479 18,344 18,344: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -3,392: 0 50 -100 -3,292 -3,342 -3,392 -3,392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.7 0.0 99.2 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 4.7 0.0 99.2 95.3 100.0 100.0: 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: 1 4 0 24 25 25 29:
Old : 35: 1 4 0 24 25 25 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 : 53.5 51.1 73.5 74.1 31.9 30.9 39.1 38.5
Old : 53.5 51.1 73.5 74.1 31.9 30.9 39.1 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 184,565: 32,389 35,112 41,128 101,477 100,853 174,994 177,093: 9,571 7,472
Old : 184,565: 32,389 35,112 41,128 101,477 100,853 174,994 177,093: 9,571 7,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 3,854: 1,539 -3,971 3,101 427 4,326 5,067 3,456: -1,213 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 19.0 22.3 55.0 54.6 94.8 96.0: 5.2 4.0
Old : 100.0: 17.5 19.0 22.3 55.0 54.6 94.8 96.0: 5.2 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 : 55: 13 16 23 26 26 53 51:
Old : 55: 13 16 23 26 26 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 31.9 56.7 50.2 25.6 19.9 31.2 27.4
Old : 37.9 31.9 56.7 50.2 25.6 19.9 31.2 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 24,508: 635 3,098 4,513 18,128 15,301 23,276 22,912: 1,232 1,596
Old : 24,508: 635 3,098 4,513 18,128 15,301 23,276 22,912: 1,232 1,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 800: 495 360 40 550 400 1,085 800: -285 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 12.6 18.4 74.0 62.4 95.0 93.5: 5.0 6.5
Old : 100.0: 2.6 12.6 18.4 74.0 62.4 95.0 93.5: 5.0 6.5
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 : 23: 1 3 4 15 16 20 21:
Old : 23: 1 3 4 15 16 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 : 36.5 33.3 61.5 57.7 20.5 16.4 24.8 23.0
Old : 36.5 33.3 61.5 57.7 20.5 16.4 24.8 23.0
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, May 6, 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 : 5,620: 400 400 0 5,220 5,220 5,620 5,620: 0 0
Old : 5,620: 400 400 0 5,220 5,220 5,620 5,620: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -875: -50 -50 0 -825 -825 -875 -875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.1 0.0 92.9 92.9 100.0 100.0: 0.0 0.0
Old : 100.0: 7.1 7.1 0.0 92.9 92.9 100.0 100.0: 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 : 23: 2 1 0 13 14 15 15:
Old : 23: 2 1 0 13 14 15 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 : 56.5 60.7 83.2 84.7 54.3 56.9 72.1 71.2
Old : 56.5 60.7 83.2 84.7 54.3 56.9 72.1 71.2
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, May 6, 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 : 19,590: 11,196 2,671 190 5,864 16,100 17,250 18,961: 2,340 629
Old : 19,590: 11,196 2,671 190 5,864 16,100 17,250 18,961: 2,340 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 180: 254 -343 83 130 377 467 117: -287 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 13.6 1.0 29.9 82.2 88.1 96.8: 11.9 3.2
Old : 100.0: 57.2 13.6 1.0 29.9 82.2 88.1 96.8: 11.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 41 12 5 13 31 58 45:
Old : 93: 41 12 5 13 31 58 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 : 36.4 40.1 53.9 62.1 36.4 39.2 53.9 61.2
Old : 36.4 40.1 53.9 62.1 36.4 39.2 53.9 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 13,961: 9,726 1,662 125 1,527 10,744 11,378 12,531: 2,583 1,430
Old : 13,961: 9,726 1,662 125 1,527 10,744 11,378 12,531: 2,583 1,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -7: 130 -342 107 150 -53 387 -288: -394 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 11.9 0.9 10.9 77.0 81.5 89.8: 18.5 10.2
Old : 100.0: 69.7 11.9 0.9 10.9 77.0 81.5 89.8: 18.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 38 9 2 8 21 47 31:
Old : 75: 38 9 2 8 21 47 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 : 26.4 43.6 38.3 59.7 26.4 43.6 38.3 59.7
Old : 26.4 43.6 38.3 59.7 26.4 43.6 38.3 59.7
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, May 6, 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 : 320,650: 71,202 8,208 62,816 150,834 226,643 284,852 297,668: 35,798 22,982
Old : 320,650: 71,202 8,208 62,816 150,834 226,643 284,852 297,668: 35,798 22,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 14,515: -1,149 -2,471 8,567 2,761 3,474 10,178 9,570: 4,336 4,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 2.6 19.6 47.0 70.7 88.8 92.8: 11.2 7.2
Old : 100.0: 22.2 2.6 19.6 47.0 70.7 88.8 92.8: 11.2 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 : 200: 72 22 43 80 98 169 148:
Old : 200: 72 22 43 80 98 169 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 29.4 34.6 41.9 8.5 12.0 13.8 18.7
Old : 23.5 29.4 34.6 41.9 8.5 12.0 13.8 18.7
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, May 6, 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 : 2,660: 0 0 250 2,225 2,310 2,475 2,560: 185 100
Old : 2,660: 0 0 250 2,225 2,310 2,475 2,560: 185 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 9.4 83.6 86.8 93.0 96.2: 7.0 3.8
Old : 100.0: 0.0 0.0 9.4 83.6 86.8 93.0 96.2: 7.0 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 : 22: 0 0 2 15 16 17 18:
Old : 22: 0 0 2 15 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 53.6 72.4 72.4 26.3 35.2 38.5 43.6
Old : 48.9 53.6 72.4 72.4 26.3 35.2 38.5 43.6
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, May 6, 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 : 12,110: 0 791 275 11,304 10,486 11,579 11,552: 531 558
Old : 12,110: 0 791 275 11,304 10,486 11,579 11,552: 531 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -1,499: -675 19 -375 -735 -1,178 -1,785 -1,534: 286 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 2.3 93.3 86.6 95.6 95.4: 4.4 4.6
Old : 100.0: 0.0 6.5 2.3 93.3 86.6 95.6 95.4: 4.4 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 : 29: 0 1 1 19 21 20 22:
Old : 29: 0 1 1 19 21 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 47.1 74.7 71.0 43.7 40.3 59.0 53.2
Old : 50.4 47.1 74.7 71.0 43.7 40.3 59.0 53.2
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, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,770: 0 575 75 4,695 4,120 4,770 4,770: 0 0
Old : 4,770: 0 575 75 4,695 4,120 4,770 4,770: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -1,250: 0 -825 0 -1,250 -425 -1,250 -1,250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.1 1.6 98.4 86.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 12.1 1.6 98.4 86.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 18 14 19 15:
Old : 27: 0 1 1 18 14 19 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 : 43.9 62.8 70.1 85.3 35.0 56.0 52.8 69.6
Old : 43.9 62.8 70.1 85.3 35.0 56.0 52.8 69.6
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, May 6, 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 : 13,164: 2,946 898 604 8,093 7,165 11,643 8,667: 1,521 4,497
Old : 13,164: 2,946 898 604 8,093 7,165 11,643 8,667: 1,521 4,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -629: 360 226 189 539 -323 1,088 92: -1,717 -721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.8 4.6 61.5 54.4 88.4 65.8: 11.6 34.2
Old : 100.0: 22.4 6.8 4.6 61.5 54.4 88.4 65.8: 11.6 34.2
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 : 33: 5 3 3 20 18 26 23:
Old : 33: 5 3 3 20 18 26 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 : 39.6 26.6 60.9 40.5 30.8 25.0 48.2 33.7
Old : 39.6 26.6 60.9 40.5 30.8 25.0 48.2 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008