GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 6,473: 0 50 0 6,473 6,333 6,473 6,383: 0 90
Old : 6,473: 0 50 0 6,473 6,333 6,473 6,383: 0 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -4: 0 0 0 412 477 412 477: -416 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 100.0 97.8 100.0 98.6: 0.0 1.4
Old : 100.0: 0.0 0.8 0.0 100.0 97.8 100.0 98.6: 0.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 0 26 22 26 23:
Old : 35: 0 1 0 26 22 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 : 38.8 45.6 64.6 73.3 36.7 43.6 54.6 66.3
Old : 38.8 45.6 64.6 73.3 36.7 43.6 54.6 66.3
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, June 10, 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 : 7,155: 0 795 0 6,965 6,165 6,965 6,960: 190 195
Old : 7,155: 0 795 0 6,965 6,165 6,965 6,960: 190 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 295: 0 -160 0 295 455 295 295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 0.0 97.3 86.2 97.3 97.3: 2.7 2.7
Old : 100.0: 0.0 11.1 0.0 97.3 86.2 97.3 97.3: 2.7 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 : 37: 0 2 0 25 25 25 27:
Old : 37: 0 2 0 25 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 : 57.2 46.1 74.0 68.4 53.0 42.8 61.8 57.1
Old : 57.2 46.1 74.0 68.4 53.0 42.8 61.8 57.1
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, June 10, 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 : 3,333: 0 101 11 2,471 2,450 2,482 2,562: 851 771
Old : 3,333: 0 101 11 2,471 2,450 2,482 2,562: 851 771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 292: 0 5 5 337 205 342 215: -50 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.3 74.1 73.5 74.5 76.9: 25.5 23.1
Old : 100.0: 0.0 3.0 0.3 74.1 73.5 74.5 76.9: 25.5 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 21 23 22 24:
Old : 27: 0 1 1 21 23 22 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 : 28.5 33.4 49.1 52.0 20.4 23.2 31.0 34.5
Old : 28.5 33.4 49.1 52.0 20.4 23.2 31.0 34.5
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, June 10, 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 : 3,667: 0 0 0 3,028 2,809 3,028 2,809: 639 858
Old : 3,667: 0 0 0 3,028 2,809 3,028 2,809: 639 858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 173: 0 0 0 80 83 80 83: 93 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 82.6 76.6 82.6 76.6: 17.4 23.4
Old : 100.0: 0.0 0.0 0.0 82.6 76.6 82.6 76.6: 17.4 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 29 28 29 28:
Old : 33: 0 0 0 29 28 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 25.2 45.1 44.8 26.5 18.3 36.5 31.0
Old : 31.3 25.2 45.1 44.8 26.5 18.3 36.5 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 264,526: 29,032 18,005 60,306 139,384 160,000 228,721 238,311: 35,805 26,215
Old : 264,526: 29,032 18,005 60,306 139,384 160,000 228,721 238,311: 35,805 26,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 11,621: -738 -1,523 4,777 7,894 7,708 11,933 10,963: -312 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.8 22.8 52.7 60.5 86.5 90.1: 13.5 9.9
Old : 100.0: 11.0 6.8 22.8 52.7 60.5 86.5 90.1: 13.5 9.9
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 : 136: 35 20 42 63 69 120 117:
Old : 136: 35 20 42 63 69 120 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 26.4 28.3 38.0 9.0 15.0 14.9 19.2
Old : 17.0 26.4 28.3 38.0 9.0 15.0 14.9 19.2
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, June 10, 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 : 6,840: 800 50 500 5,540 5,085 6,840 5,635: 0 1,205
Old : 6,840: 800 50 500 5,540 5,085 6,840 5,635: 0 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 275: -400 0 -100 775 375 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.7 7.3 81.0 74.3 100.0 82.4: 0.0 17.6
Old : 100.0: 11.7 0.7 7.3 81.0 74.3 100.0 82.4: 0.0 17.6
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 : 36: 3 1 1 20 25 23 27:
Old : 36: 3 1 1 20 25 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 40.1 79.9 56.4 51.8 33.0 62.0 44.0
Old : 63.8 40.1 79.9 56.4 51.8 33.0 62.0 44.0
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, June 10, 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 : 6,649: 825 100 125 5,474 6,399 6,424 6,624: 225 25
Old : 6,649: 825 100 125 5,474 6,399 6,424 6,624: 225 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 74: -150 0 75 499 74 424 149: -350 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.5 1.9 82.3 96.2 96.6 99.6: 3.4 0.4
Old : 100.0: 12.4 1.5 1.9 82.3 96.2 96.6 99.6: 3.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 10 18 12 20:
Old : 24: 1 1 2 10 18 12 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 : 78.6 46.2 92.9 73.3 72.9 44.4 85.0 71.4
Old : 78.6 46.2 92.9 73.3 72.9 44.4 85.0 71.4
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, June 10, 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 : 1,354,970: 165,559 422,133 489,329 616,688 411,129 1,271,576 1,322,591: 83,395 32,380
Old : 1,354,970: 165,559 422,133 489,329 616,688 411,129 1,271,576 1,322,591: 83,395 32,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 27,382: 2,697 8,990 25,472 -2,780 -1,788 25,389 32,674: 1,992 -5,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 31.2 36.1 45.5 30.3 93.8 97.6: 6.2 2.4
Old : 100.0: 12.2 31.2 36.1 45.5 30.3 93.8 97.6: 6.2 2.4
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 : 242: 96 54 92 80 77 225 182:
Old : 242: 96 54 92 80 77 225 182:
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 : 34.6 39.2 46.0 54.6 18.7 25.1 22.4 28.7
Old : 34.6 39.2 46.0 54.6 18.7 25.1 22.4 28.7
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, June 10, 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 : 12,928: 4,124 4,110 3,032 5,565 5,477 12,721 12,619: 207 309
Old : 12,928: 4,124 4,110 3,032 5,565 5,477 12,721 12,619: 207 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 2,047: 250 1,490 392 1,406 165 2,048 2,047: -0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 31.8 23.5 43.0 42.4 98.4 97.6: 1.6 2.4
Old : 100.0: 31.9 31.8 23.5 43.0 42.4 98.4 97.6: 1.6 2.4
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 : 22: 5 9 6 6 8 13 21:
Old : 22: 5 9 6 6 8 13 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 : 85.6 53.6 94.6 80.8 50.3 39.4 51.0 45.9
Old : 85.6 53.6 94.6 80.8 50.3 39.4 51.0 45.9
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, June 10, 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 : 98,766: 0 8,875 1,756 91,885 76,495 93,641 87,126: 5,125 11,640
Old : 98,766: 0 8,875 1,756 91,885 76,495 93,641 87,126: 5,125 11,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 2,922: 0 64 49 2,811 -53 2,860 60: 62 2,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 1.8 93.0 77.5 94.8 88.2: 5.2 11.8
Old : 100.0: 0.0 9.0 1.8 93.0 77.5 94.8 88.2: 5.2 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 2 25 23 27 26:
Old : 30: 0 3 2 25 23 27 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 : 51.9 54.2 67.6 68.8 49.2 52.0 63.5 63.9
Old : 51.9 54.2 67.6 68.8 49.2 52.0 63.5 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 69,228: 3,439 9,518 1,827 56,231 49,432 61,497 60,777: 7,731 8,451
Old : 69,228: 3,439 9,518 1,827 56,231 49,432 61,497 60,777: 7,731 8,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -1,154: 0 -693 330 -931 -611 -601 -974: -553 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 13.7 2.6 81.2 71.4 88.8 87.8: 11.2 12.2
Old : 100.0: 5.0 13.7 2.6 81.2 71.4 88.8 87.8: 11.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 2 3 28 24 31 28:
Old : 38: 2 2 3 28 24 31 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 : 34.2 32.9 53.4 54.8 34.0 25.9 52.5 44.4
Old : 34.2 32.9 53.4 54.8 34.0 25.9 52.5 44.4
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, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 107,739: 3,512 1,677 2,668 90,622 92,311 96,802 96,656: 10,937 11,083
Old : 107,739: 3,512 1,677 2,668 90,622 92,311 96,802 96,656: 10,937 11,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,621: -1,695 1,677 808 1,114 -3,223 227 -738: 1,394 2,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.6 2.5 84.1 85.7 89.8 89.7: 10.2 10.3
Old : 100.0: 3.3 1.6 2.5 84.1 85.7 89.8 89.7: 10.2 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 : 32: 1 1 1 26 25 28 26:
Old : 32: 1 1 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 : 46.5 43.0 61.5 60.9 40.1 38.0 52.4 51.8
Old : 46.5 43.0 61.5 60.9 40.1 38.0 52.4 51.8
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, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,280: 9,045 2,832 1,185 66,935 75,660 77,165 79,677: 12,115 9,603
Old : 89,280: 9,045 2,832 1,185 66,935 75,660 77,165 79,677: 12,115 9,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,109: 380 0 -64 -2,407 -11 -2,091 -75: 3,200 1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.2 1.3 75.0 84.7 86.4 89.2: 13.6 10.8
Old : 100.0: 10.1 3.2 1.3 75.0 84.7 86.4 89.2: 13.6 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 2 20 26 24 28:
Old : 34: 3 1 2 20 26 24 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 : 30.1 41.5 49.9 59.6 26.6 36.6 41.4 52.3
Old : 30.1 41.5 49.9 59.6 26.6 36.6 41.4 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,248: 2,718 597 6,278 38,253 43,734 47,249 50,609: 7,999 4,639
Old : 55,248: 2,718 597 6,278 38,253 43,734 47,249 50,609: 7,999 4,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 66: -1,781 597 818 41 -1,503 -922 -88: 988 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.1 11.4 69.2 79.2 85.5 91.6: 14.5 8.4
Old : 100.0: 4.9 1.1 11.4 69.2 79.2 85.5 91.6: 14.5 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 : 21: 1 1 1 14 15 16 16:
Old : 21: 1 1 1 14 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 47.8 70.7 72.1 35.3 30.1 41.6 44.7
Old : 51.6 47.8 70.7 72.1 35.3 30.1 41.6 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 74,754: 5,502 10,061 1,032 58,013 52,020 64,547 63,113: 10,207 11,641
Old : 74,754: 5,502 10,061 1,032 58,013 52,020 64,547 63,113: 10,207 11,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 2,826: 0 3,503 -753 1,704 47 951 2,797: 1,875 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 13.5 1.4 77.6 69.6 86.3 84.4: 13.7 15.6
Old : 100.0: 7.4 13.5 1.4 77.6 69.6 86.3 84.4: 13.7 15.6
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 : 28: 1 1 1 20 22 22 23:
Old : 28: 1 1 1 20 22 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 52.2 72.2 68.3 46.7 50.1 65.2 61.8
Old : 49.5 52.2 72.2 68.3 46.7 50.1 65.2 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 98,781: 7,059 4,820 1,711 85,606 86,183 94,376 92,714: 4,405 6,067
Old : 98,781: 7,059 4,820 1,711 85,606 86,183 94,376 92,714: 4,405 6,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 2,844: 1,891 836 -1,104 2,773 4,972 3,560 4,704: -716 -1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 4.9 1.7 86.7 87.2 95.5 93.9: 4.5 6.1
Old : 100.0: 7.1 4.9 1.7 86.7 87.2 95.5 93.9: 4.5 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 : 45: 1 3 3 26 36 29 40:
Old : 45: 1 3 3 26 36 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 26.5 65.1 42.2 37.3 24.4 56.4 38.1
Old : 41.1 26.5 65.1 42.2 37.3 24.4 56.4 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 121,702: 5,575 1,360 6,386 100,935 99,779 112,896 107,525: 8,806 14,177
Old : 121,702: 5,575 1,360 6,386 100,935 99,779 112,896 107,525: 8,806 14,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 2,289: -2,553 20 1,781 2,714 -1,010 1,942 791: 347 1,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.1 5.2 82.9 82.0 92.8 88.4: 7.2 11.6
Old : 100.0: 4.6 1.1 5.2 82.9 82.0 92.8 88.4: 7.2 11.6
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 : 35: 4 1 3 23 25 27 29:
Old : 35: 4 1 3 23 25 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 38.4 64.5 58.3 45.6 38.1 57.5 53.5
Old : 46.7 38.4 64.5 58.3 45.6 38.1 57.5 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,096: 4,664 5,971 5,790 51,896 44,232 62,350 55,993: 4,746 11,103
Old : 67,096: 4,664 5,971 5,790 51,896 44,232 62,350 55,993: 4,746 11,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,777: 809 0 -58 964 2,006 1,715 1,948: 62 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 8.9 8.6 77.3 65.9 92.9 83.5: 7.1 16.5
Old : 100.0: 7.0 8.9 8.6 77.3 65.9 92.9 83.5: 7.1 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 4 19 17 23 21:
Old : 28: 3 1 4 19 17 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 : 42.9 46.3 63.2 65.4 38.9 31.6 50.8 45.0
Old : 42.9 46.3 63.2 65.4 38.9 31.6 50.8 45.0
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, June 10, 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 : 112,548: 3,693 7,200 19,573 86,052 80,199 109,318 106,972: 3,230 5,576
Old : 112,548: 3,693 7,200 19,573 86,052 80,199 109,318 106,972: 3,230 5,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 468: -324 0 420 214 2,388 310 2,808: 158 -2,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.4 17.4 76.5 71.3 97.1 95.0: 2.9 5.0
Old : 100.0: 3.3 6.4 17.4 76.5 71.3 97.1 95.0: 2.9 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 : 28: 3 1 2 16 19 20 21:
Old : 28: 3 1 2 16 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 53.8 79.1 70.9 39.3 32.0 49.3 44.3
Old : 62.8 53.8 79.1 70.9 39.3 32.0 49.3 44.3
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, June 10, 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 : 60,538: 1,147 0 3,386 49,082 47,038 53,615 50,424: 6,923 10,114
Old : 60,538: 1,147 0 3,386 49,082 47,038 53,615 50,424: 6,923 10,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 2,832: 163 -329 -39 4,669 3,703 4,793 3,335: -1,961 -503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 5.6 81.1 77.7 88.6 83.3: 11.4 16.7
Old : 100.0: 1.9 0.0 5.6 81.1 77.7 88.6 83.3: 11.4 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 24 22 26 23:
Old : 29: 2 0 1 24 22 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 : 33.2 34.1 52.8 54.2 26.2 32.3 38.8 41.0
Old : 33.2 34.1 52.8 54.2 26.2 32.3 38.8 41.0
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, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 106,274: 11,741 0 4,686 84,453 94,988 100,880 99,674: 5,394 6,600
Old : 106,274: 11,741 0 4,686 84,453 94,988 100,880 99,674: 5,394 6,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -1,161: -859 -458 1,244 -1,911 -2,070 -1,526 -1,284: 365 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.0 4.4 79.5 89.4 94.9 93.8: 5.1 6.2
Old : 100.0: 11.0 0.0 4.4 79.5 89.4 94.9 93.8: 5.1 6.2
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 : 48: 5 0 4 31 34 36 38:
Old : 48: 5 0 4 31 34 36 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 : 32.4 35.1 51.2 50.4 26.9 30.7 44.4 44.3
Old : 32.4 35.1 51.2 50.4 26.9 30.7 44.4 44.3
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, June 10, 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 : 2,109,293: 304,871 32,634 856,119 942,766 1,215,475 2,103,756 2,104,228: 5,537 5,065
Old : 2,109,293: 304,871 32,634 856,119 942,766 1,215,475 2,103,756 2,104,228: 5,537 5,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 39,711: 627 6,149 12,510 25,657 20,582 38,794 39,241: 918 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 1.5 40.6 44.7 57.6 99.7 99.8: 0.3 0.2
Old : 100.0: 14.5 1.5 40.6 44.7 57.6 99.7 99.8: 0.3 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 : 126: 36 23 55 66 66 123 123:
Old : 126: 36 23 55 66 66 123 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 34.5 51.9 53.4 10.8 10.7 13.5 13.0
Old : 35.6 34.5 51.9 53.4 10.8 10.7 13.5 13.0
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, June 10, 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 : 126,434: 2,878 26,646 21,144 83,744 68,522 107,766 116,312: 18,668 10,122
Old : 126,434: 2,878 26,646 21,144 83,744 68,522 107,766 116,312: 18,668 10,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 4,548: 472 -5,538 4,735 -1,091 5,139 4,116 4,336: 432 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 21.1 16.7 66.2 54.2 85.2 92.0: 14.8 8.0
Old : 100.0: 2.3 21.1 16.7 66.2 54.2 85.2 92.0: 14.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 5 5 29 26 34 33:
Old : 36: 2 5 5 29 26 34 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 : 34.3 30.7 51.6 48.7 21.1 18.8 30.5 30.5
Old : 34.3 30.7 51.6 48.7 21.1 18.8 30.5 30.5
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, June 10, 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 : 114,367: 6,784 16 12,513 85,714 86,755 105,011 99,284: 9,356 15,083
Old : 114,367: 6,784 16 12,513 85,714 86,755 105,011 99,284: 9,356 15,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,845: 674 0 812 -1,380 -243 106 569: 1,739 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 10.9 74.9 75.9 91.8 86.8: 8.2 13.2
Old : 100.0: 5.9 0.0 10.9 74.9 75.9 91.8 86.8: 8.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 4 19 18 24 22:
Old : 27: 4 1 4 19 18 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 47.3 73.9 63.0 51.5 39.4 58.2 49.4
Old : 58.6 47.3 73.9 63.0 51.5 39.4 58.2 49.4
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, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 238,182: 14,761 2,369 7,232 199,562 215,058 221,555 224,659: 16,627 13,523
Old : 238,182: 14,761 2,369 7,232 199,562 215,058 221,555 224,659: 16,627 13,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 578: 578 977 296 508 -1,003 1,382 270: -804 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.0 3.0 83.8 90.3 93.0 94.3: 7.0 5.7
Old : 100.0: 6.2 1.0 3.0 83.8 90.3 93.0 94.3: 7.0 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 : 56: 4 4 7 42 40 49 48:
Old : 56: 4 4 7 42 40 49 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 53.1 50.3 61.4 26.2 50.8 44.1 57.8
Old : 28.7 53.1 50.3 61.4 26.2 50.8 44.1 57.8
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, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 237,045: 9,553 13,657 16,958 195,902 191,374 222,413 221,989: 14,632 15,056
Old : 237,045: 9,553 13,657 16,958 195,902 191,374 222,413 221,989: 14,632 15,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 2,156: 226 3,954 175 -37 -7,376 364 -3,247: 1,792 5,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 5.8 7.2 82.6 80.7 93.8 93.6: 6.2 6.4
Old : 100.0: 4.0 5.8 7.2 82.6 80.7 93.8 93.6: 6.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 2 3 39 32 45 35:
Old : 46: 4 2 3 39 32 45 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 38.3 45.1 60.3 22.2 34.8 36.0 50.1
Old : 26.3 38.3 45.1 60.3 22.2 34.8 36.0 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 241,291: 11,721 5,982 14,697 204,326 211,823 230,744 232,502: 10,547 8,789
Old : 241,291: 11,721 5,982 14,697 204,326 211,823 230,744 232,502: 10,547 8,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 2,219: 2,432 -760 -61 -22 4,174 2,349 3,353: -130 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.5 6.1 84.7 87.8 95.6 96.4: 4.4 3.6
Old : 100.0: 4.9 2.5 6.1 84.7 87.8 95.6 96.4: 4.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 4 3 5 52 52 59 57:
Old : 62: 4 3 5 52 52 59 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 28.0 48.1 46.0 28.0 19.3 40.7 30.5
Old : 31.1 28.0 48.1 46.0 28.0 19.3 40.7 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 51,759: 968 922 2,429 41,246 40,074 44,643 43,425: 7,116 8,334
Old : 51,759: 968 922 2,429 41,246 40,074 44,643 43,425: 7,116 8,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 277: -89 0 213 275 1,286 399 1,499: -122 -1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.8 4.7 79.7 77.4 86.3 83.9: 13.7 16.1
Old : 100.0: 1.9 1.8 4.7 79.7 77.4 86.3 83.9: 13.7 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 19 17 20 19:
Old : 25: 1 1 1 19 17 20 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 : 39.3 40.8 62.6 60.5 32.5 35.7 47.0 51.4
Old : 39.3 40.8 62.6 60.5 32.5 35.7 47.0 51.4
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, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 214,527: 22,956 7,604 15,620 167,429 180,893 206,005 204,117: 8,522 10,410
Old : 214,527: 22,956 7,604 15,620 167,429 180,893 206,005 204,117: 8,522 10,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 3,923: 4,345 1,974 -1,997 1,300 3,491 3,648 3,468: 275 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.5 7.3 78.0 84.3 96.0 95.1: 4.0 4.9
Old : 100.0: 10.7 3.5 7.3 78.0 84.3 96.0 95.1: 4.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 3 5 41 42 47 47:
Old : 50: 3 3 5 41 42 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 30.8 54.0 47.2 24.3 26.2 37.7 37.9
Old : 31.2 30.8 54.0 47.2 24.3 26.2 37.7 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 61,323: 2,985 5,416 570 47,983 42,496 51,538 48,482: 9,785 12,841
Old : 61,323: 2,985 5,416 570 47,983 42,496 51,538 48,482: 9,785 12,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,650: 0 2,028 -210 1,505 -18 1,295 1,800: 355 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.8 0.9 78.2 69.3 84.0 79.1: 16.0 20.9
Old : 100.0: 4.9 8.8 0.9 78.2 69.3 84.0 79.1: 16.0 20.9
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 : 25: 1 2 1 20 17 22 19:
Old : 25: 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 : 34.9 36.6 58.8 58.0 30.3 25.9 41.5 38.4
Old : 34.9 36.6 58.8 58.0 30.3 25.9 41.5 38.4
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, June 10, 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 : 3,468,848: 1,338,538 248,245 779,006 1,323,290 2,431,294 3,440,834 3,458,545: 28,014 10,303
Old : 3,468,848: 1,338,538 248,245 779,006 1,323,290 2,431,294 3,440,834 3,458,545: 28,014 10,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 50,536: 18,866 12,526 -5,133 36,869 43,072 50,602 50,465: -66 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 7.2 22.5 38.1 70.1 99.2 99.7: 0.8 0.3
Old : 100.0: 38.6 7.2 22.5 38.1 70.1 99.2 99.7: 0.8 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 : 159: 31 16 42 105 97 153 140:
Old : 159: 31 16 42 105 97 153 140:
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 36.0 52.1 53.0 30.6 24.4 35.6 33.4
Old : 39.6 36.0 52.1 53.0 30.6 24.4 35.6 33.4
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, June 10, 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 : 1,130,472: 137,232 331,731 291,590 697,405 504,280 1,126,227 1,127,601: 4,245 2,871
Old : 1,130,472: 137,232 331,731 291,590 697,405 504,280 1,126,227 1,127,601: 4,245 2,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 55,037: 21,013 6,478 16,271 17,365 33,160 54,649 55,909: 388 -872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 29.3 25.8 61.7 44.6 99.6 99.7: 0.4 0.3
Old : 100.0: 12.1 29.3 25.8 61.7 44.6 99.6 99.7: 0.4 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 : 84: 17 22 26 45 42 78 74:
Old : 84: 17 22 26 45 42 78 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 : 37.7 47.0 58.6 65.4 26.3 31.1 37.2 41.9
Old : 37.7 47.0 58.6 65.4 26.3 31.1 37.2 41.9
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, June 10, 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 : 101,822: 348 1,249 5,687 94,645 93,678 100,680 100,614: 1,142 1,208
Old : 101,822: 348 1,249 5,687 94,645 93,678 100,680 100,614: 1,142 1,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 537: 8 -15 153 388 416 548 553: -11 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.2 5.6 93.0 92.0 98.9 98.8: 1.1 1.2
Old : 100.0: 0.3 1.2 5.6 93.0 92.0 98.9 98.8: 1.1 1.2
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 : 42: 3 5 7 32 31 39 39:
Old : 42: 3 5 7 32 31 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 42.6 72.5 65.4 14.6 12.0 18.8 16.0
Old : 48.0 42.6 72.5 65.4 14.6 12.0 18.8 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,753: 1,322 280 21 10,090 11,196 11,433 11,497: 320 256
Old : 11,753: 1,322 280 21 10,090 11,196 11,433 11,497: 320 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 2.4 0.2 85.9 95.3 97.3 97.8: 2.7 2.2
Old : 100.0: 11.2 2.4 0.2 85.9 95.3 97.3 97.8: 2.7 2.2
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 : 20: 1 1 1 10 13 12 14:
Old : 20: 1 1 1 10 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 75.3 89.1 92.0 50.5 56.8 65.5 65.3
Old : 55.6 75.3 89.1 92.0 50.5 56.8 65.5 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 29,048: 3,486 7 397 24,506 27,998 28,388 28,402: 660 646
Old : 29,048: 3,486 7 397 24,506 27,998 28,388 28,402: 660 646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -177: -160 -3 -2 -16 -172 -177 -176: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.0 1.4 84.4 96.4 97.7 97.8: 2.3 2.2
Old : 100.0: 12.0 0.0 1.4 84.4 96.4 97.7 97.8: 2.3 2.2
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 : 29: 3 1 3 20 21 24 24:
Old : 29: 3 1 3 20 21 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 72.0 83.0 86.7 23.6 32.6 33.8 36.6
Old : 59.5 72.0 83.0 86.7 23.6 32.6 33.8 36.6
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, June 10, 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 : 24,612: 460 1,284 562 21,082 21,260 22,104 23,106: 2,508 1,506
Old : 24,612: 460 1,284 562 21,082 21,260 22,104 23,106: 2,508 1,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 0: 0 -40 0 0 40 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.2 2.3 85.7 86.4 89.8 93.9: 10.2 6.1
Old : 100.0: 1.9 5.2 2.3 85.7 86.4 89.8 93.9: 10.2 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 : 22: 1 2 2 16 14 19 16:
Old : 22: 1 2 2 16 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 52.5 70.3 76.0 30.1 38.9 41.7 46.7
Old : 48.0 52.5 70.3 76.0 30.1 38.9 41.7 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 31,540: 1,070 240 560 29,872 29,594 31,502 30,394: 38 1,146
Old : 31,540: 1,070 240 560 29,872 29,594 31,502 30,394: 38 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,364: -3,120 0 0 4,484 1,364 1,364 1,364: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.8 1.8 94.7 93.8 99.9 96.4: 0.1 3.6
Old : 100.0: 3.4 0.8 1.8 94.7 93.8 99.9 96.4: 0.1 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 : 28: 1 1 1 22 21 24 22:
Old : 28: 1 1 1 22 21 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 66.8 73.5 81.6 51.5 63.7 66.3 71.3
Old : 57.3 66.8 73.5 81.6 51.5 63.7 66.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 9,302: 480 0 12 8,406 7,996 8,898 8,008: 404 1,294
Old : 9,302: 480 0 12 8,406 7,996 8,898 8,008: 404 1,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 380: 0 0 0 500 140 500 140: -120 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 0.1 90.4 86.0 95.7 86.1: 4.3 13.9
Old : 100.0: 5.2 0.0 0.1 90.4 86.0 95.7 86.1: 4.3 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 13 13 14 14:
Old : 20: 1 0 1 13 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 56.7 75.5 78.3 41.6 51.1 66.3 65.5
Old : 44.9 56.7 75.5 78.3 41.6 51.1 66.3 65.5
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, June 10, 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 : 3,036,973: 252,050 151,743 1,287,577 1,412,996 1,506,049 2,952,623 2,945,370: 84,350 91,603
Old : 3,036,973: 252,050 151,743 1,287,577 1,412,996 1,506,049 2,952,623 2,945,370: 84,350 91,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 149,096: -1,642 -10,261 70,951 79,713 87,401 149,022 148,091: 74 1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 5.0 42.4 46.5 49.6 97.2 97.0: 2.8 3.0
Old : 100.0: 8.3 5.0 42.4 46.5 49.6 97.2 97.0: 2.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 109 157 181 91 99 308 337:
Old : 380: 109 157 181 91 99 308 337:
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 : 24.3 23.4 36.9 35.5 5.0 3.8 8.1 6.0
Old : 24.3 23.4 36.9 35.5 5.0 3.8 8.1 6.0
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, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 123,523: 23,511 29,656 33,870 63,857 59,611 121,239 123,137: 2,285 387
Old : 123,523: 23,511 29,656 33,870 63,857 59,611 121,239 123,137: 2,285 387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 4,078: 1,003 -4,301 2,765 339 5,594 4,107 4,058: -29 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 24.0 27.4 51.7 48.3 98.2 99.7: 1.8 0.3
Old : 100.0: 19.0 24.0 27.4 51.7 48.3 98.2 99.7: 1.8 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 : 36: 2 17 18 15 12 33 31:
Old : 36: 2 17 18 15 12 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 42.5 81.8 67.8 52.7 31.1 55.8 47.8
Old : 72.7 42.5 81.8 67.8 52.7 31.1 55.8 47.8
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, June 10, 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 : 126,173: 21,592 14,382 4,768 58,701 57,498 85,061 76,648: 41,112 49,525
Old : 126,173: 21,592 14,382 4,768 58,701 57,498 85,061 76,648: 41,112 49,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -261: 0 -292 255 85 -696 340 -733: -601 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 11.4 3.8 46.5 45.6 67.4 60.7: 32.6 39.3
Old : 100.0: 17.1 11.4 3.8 46.5 45.6 67.4 60.7: 32.6 39.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 4 16 15 20 19:
Old : 20: 2 2 4 16 15 20 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 : 45.3 22.5 60.3 39.2 35.0 22.2 46.3 37.9
Old : 45.3 22.5 60.3 39.2 35.0 22.2 46.3 37.9
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, June 10, 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 : 384,208: 39,090 23,146 159,295 181,346 197,854 379,731 380,295: 4,477 3,913
Old : 384,208: 39,090 23,146 159,295 181,346 197,854 379,731 380,295: 4,477 3,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 28,652: -2,054 529 16,852 13,185 10,558 27,983 27,938: 670 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.0 41.5 47.2 51.5 98.8 99.0: 1.2 1.0
Old : 100.0: 10.2 6.0 41.5 47.2 51.5 98.8 99.0: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 19 26 38 34 34 76 75:
Old : 79: 19 26 38 34 34 76 75:
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 : 28.7 29.5 46.2 48.3 7.4 8.2 11.7 11.2
Old : 28.7 29.5 46.2 48.3 7.4 8.2 11.7 11.2
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, June 10, 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 : 321,113: 20,077 10,404 94,510 194,288 206,168 308,874 311,081: 12,238 10,031
Old : 321,113: 20,077 10,404 94,510 194,288 206,168 308,874 311,081: 12,238 10,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 15,499: 179 648 5,401 8,738 8,835 14,318 14,884: 1,181 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.2 29.4 60.5 64.2 96.2 96.9: 3.8 3.1
Old : 100.0: 6.3 3.2 29.4 60.5 64.2 96.2 96.9: 3.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 5 8 29 28 37 36:
Old : 37: 3 5 8 29 28 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 31.7 52.7 47.0 9.5 7.8 12.5 12.0
Old : 37.2 31.7 52.7 47.0 9.5 7.8 12.5 12.0
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, June 10, 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 : 18,143: 900 650 0 17,243 17,493 18,143 18,143: 0 0
Old : 18,143: 900 650 0 17,243 17,493 18,143 18,143: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -641: 0 0 0 -641 -641 -641 -641: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.6 0.0 95.0 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 5.0 3.6 0.0 95.0 96.4 100.0 100.0: 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 : 35: 1 2 0 25 26 26 28:
Old : 35: 1 2 0 25 26 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 48.8 73.0 72.7 35.6 35.7 48.9 46.1
Old : 53.4 48.8 73.0 72.7 35.6 35.7 48.9 46.1
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, June 10, 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 : 188,274: 10,837 30,889 39,329 126,469 108,453 176,635 178,671: 11,639 9,603
Old : 188,274: 10,837 30,889 39,329 126,469 108,453 176,635 178,671: 11,639 9,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -1,584: -3,413 -379 -4,317 5,033 1,697 -2,697 -2,999: 1,113 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 16.4 20.9 67.2 57.6 93.8 94.9: 6.2 5.1
Old : 100.0: 5.8 16.4 20.9 67.2 57.6 93.8 94.9: 6.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 14 23 24 24 49 47:
Old : 50: 10 14 23 24 24 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 31.2 53.2 47.6 21.2 17.7 26.8 24.2
Old : 38.3 31.2 53.2 47.6 21.2 17.7 26.8 24.2
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, June 10, 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 : 28,179: 1,210 2,151 3,600 19,856 19,493 24,666 25,244: 3,513 2,935
Old : 28,179: 1,210 2,151 3,600 19,856 19,493 24,666 25,244: 3,513 2,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 963: 0 -347 -500 643 1,090 143 243: 820 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 7.6 12.8 70.5 69.2 87.5 89.6: 12.5 10.4
Old : 100.0: 4.3 7.6 12.8 70.5 69.2 87.5 89.6: 12.5 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 4 14 16 18 21:
Old : 21: 1 2 4 14 16 18 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 : 42.4 31.5 65.0 54.9 20.0 15.5 22.7 22.4
Old : 42.4 31.5 65.0 54.9 20.0 15.5 22.7 22.4
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, June 10, 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 : 5,945: 50 650 0 5,895 5,295 5,945 5,945: 0 0
Old : 5,945: 50 650 0 5,895 5,295 5,945 5,945: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 90: 0 0 0 90 90 90 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 10.9 0.0 99.2 89.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 10.9 0.0 99.2 89.1 100.0 100.0: 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 : 25: 1 2 0 14 16 15 18:
Old : 25: 1 2 0 14 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 56.3 84.5 79.0 54.9 50.3 79.1 70.6
Old : 57.0 56.3 84.5 79.0 54.9 50.3 79.1 70.6
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, June 10, 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 : 17,007: 9,805 2,611 529 4,758 13,370 15,092 16,510: 1,915 497
Old : 17,007: 9,805 2,611 529 4,758 13,370 15,092 16,510: 1,915 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -45: 119 428 -31 9 -647 97 -250: -142 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 15.4 3.1 28.0 78.6 88.7 97.1: 11.3 2.9
Old : 100.0: 57.7 15.4 3.1 28.0 78.6 88.7 97.1: 11.3 2.9
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 : 98: 45 16 7 14 23 63 44:
Old : 98: 45 16 7 14 23 63 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 43.9 51.5 63.9 33.9 43.9 51.5 63.4
Old : 33.9 43.9 51.5 63.9 33.9 43.9 51.5 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 16,138: 10,811 2,729 470 1,819 12,026 13,100 15,225: 3,038 913
Old : 16,138: 10,811 2,729 470 1,819 12,026 13,100 15,225: 3,038 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 743: 766 16 -1 -59 705 706 720: 37 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 16.9 2.9 11.3 74.5 81.2 94.3: 18.8 5.7
Old : 100.0: 67.0 16.9 2.9 11.3 74.5 81.2 94.3: 18.8 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 : 92: 49 12 4 12 25 64 38:
Old : 92: 49 12 4 12 25 64 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 : 19.3 40.8 30.1 60.9 19.3 40.8 29.8 60.7
Old : 19.3 40.8 30.1 60.9 19.3 40.8 29.8 60.7
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, June 10, 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 : 314,646: 68,000 11,030 69,168 145,680 214,980 282,847 295,178: 31,799 19,468
Old : 314,646: 68,000 11,030 69,168 145,680 214,980 282,847 295,178: 31,799 19,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,091: -7,137 3,102 1,966 3,691 -4,818 -1,480 250: 2,571 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.5 22.0 46.3 68.3 89.9 93.8: 10.1 6.2
Old : 100.0: 21.6 3.5 22.0 46.3 68.3 89.9 93.8: 10.1 6.2
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 : 191: 71 21 51 74 90 160 151:
Old : 191: 71 21 51 74 90 160 151:
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 : 22.4 24.4 33.2 37.6 9.2 9.8 14.4 16.3
Old : 22.4 24.4 33.2 37.6 9.2 9.8 14.4 16.3
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, June 10, 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 : 3,110: 0 50 200 2,525 2,710 2,725 2,960: 385 150
Old : 3,110: 0 50 200 2,525 2,710 2,725 2,960: 385 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 6.4 81.2 87.1 87.6 95.2: 12.4 4.8
Old : 100.0: 0.0 1.6 6.4 81.2 87.1 87.6 95.2: 12.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 2 18 18 20 20:
Old : 26: 0 1 2 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 49.8 61.9 69.1 24.9 38.6 35.4 46.6
Old : 43.4 49.8 61.9 69.1 24.9 38.6 35.4 46.6
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, June 10, 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 : 16,158: 1,220 935 479 14,367 14,688 16,066 16,102: 92 56
Old : 16,158: 1,220 935 479 14,367 14,688 16,066 16,102: 92 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,014: 0 175 204 810 635 1,014 1,014: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 5.8 3.0 88.9 90.9 99.4 99.7: 0.6 0.3
Old : 100.0: 7.6 5.8 3.0 88.9 90.9 99.4 99.7: 0.6 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 : 36: 1 1 2 28 22 30 24:
Old : 36: 1 1 2 28 22 30 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 : 52.1 46.2 71.8 73.1 48.4 40.5 60.7 58.1
Old : 52.1 46.2 71.8 73.1 48.4 40.5 60.7 58.1
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, June 10, 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 : 3,965: 0 250 75 3,890 3,540 3,965 3,865: 0 100
Old : 3,965: 0 250 75 3,890 3,540 3,965 3,865: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 1.9 98.1 89.3 100.0 97.5: 0.0 2.5
Old : 100.0: 0.0 6.3 1.9 98.1 89.3 100.0 97.5: 0.0 2.5
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 : 30: 0 1 1 20 15 21 16:
Old : 30: 0 1 1 20 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 50.7 71.0 77.8 38.0 44.4 53.1 58.9
Old : 51.2 50.7 71.0 77.8 38.0 44.4 53.1 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 2,269: 128 0 0 2,141 2,269 2,269 2,269: 0 0
Old : 2,269: 128 0 0 2,141 2,269 2,269 2,269: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 192: 0 0 0 192 192 192 192: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.0 94.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.6 0.0 0.0 94.4 100.0 100.0 100.0: 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 : 24: 2 0 0 11 13 13 13:
Old : 24: 2 0 0 11 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 62.7 81.7 87.3 45.1 54.0 65.8 71.4
Old : 53.9 62.7 81.7 87.3 45.1 54.0 65.8 71.4
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, June 10, 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 : 13,374: 1,488 919 1,106 8,466 9,162 11,060 11,187: 2,314 2,187
Old : 13,374: 1,488 919 1,106 8,466 9,162 11,060 11,187: 2,314 2,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -1,725: 125 236 -47 -2,180 2,214 -2,102 2,403: 377 -4,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 6.9 8.3 63.3 68.5 82.7 83.6: 17.3 16.4
Old : 100.0: 11.1 6.9 8.3 63.3 68.5 82.7 83.6: 17.3 16.4
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: 5 4 3 22 21 28 27:
Old : 36: 5 4 3 22 21 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 39.1 59.0 53.6 32.7 36.4 46.0 46.4
Old : 39.2 39.1 59.0 53.6 32.7 36.4 46.0 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008