GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 7,451: 0 50 0 7,401 7,281 7,401 7,331: 50 120
Old : 7,451: 0 50 0 7,401 7,281 7,401 7,331: 50 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 978: 0 0 0 928 948 928 948: 50 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 99.3 97.7 99.3 98.4: 0.7 1.6
Old : 100.0: 0.0 0.7 0.0 99.3 97.7 99.3 98.4: 0.7 1.6
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 : 37: 0 1 0 28 26 28 27:
Old : 37: 0 1 0 28 26 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 : 40.0 42.3 63.1 70.3 33.1 37.8 48.2 58.5
Old : 40.0 42.3 63.1 70.3 33.1 37.8 48.2 58.5
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 17, 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 : 7,415: 0 905 0 7,215 6,315 7,215 7,220: 200 195
Old : 7,415: 0 905 0 7,215 6,315 7,215 7,220: 200 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 260: 0 110 0 250 150 250 260: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 0.0 97.3 85.2 97.3 97.4: 2.7 2.6
Old : 100.0: 0.0 12.2 0.0 97.3 85.2 97.3 97.4: 2.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 2 0 25 26 25 28:
Old : 38: 0 2 0 25 26 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 45.9 75.9 68.2 55.6 42.8 64.2 58.0
Old : 59.7 45.9 75.9 68.2 55.6 42.8 64.2 58.0
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 17, 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 : 3,634: 90 100 22 2,796 2,793 2,908 2,915: 726 719
Old : 3,634: 90 100 22 2,796 2,793 2,908 2,915: 726 719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 301: 90 -1 11 325 343 426 353: -125 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.8 0.6 76.9 76.9 80.0 80.2: 20.0 19.8
Old : 100.0: 2.5 2.8 0.6 76.9 76.9 80.0 80.2: 20.0 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 2 25 26 28 28:
Old : 32: 2 1 2 25 26 28 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 : 26.8 31.8 46.8 49.0 18.8 22.3 29.5 33.2
Old : 26.8 31.8 46.8 49.0 18.8 22.3 29.5 33.2
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 17, 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 : 3,925: 15 0 25 3,236 3,015 3,276 3,040: 649 885
Old : 3,925: 15 0 25 3,236 3,015 3,276 3,040: 649 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 258: 15 0 25 208 206 248 231: 10 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.6 82.4 76.8 83.5 77.5: 16.5 22.5
Old : 100.0: 0.4 0.0 0.6 82.4 76.8 83.5 77.5: 16.5 22.5
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 : 37: 1 0 1 30 33 31 34:
Old : 37: 1 0 1 30 33 31 34:
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 : 33.1 24.6 46.5 42.9 27.9 18.7 37.3 30.4
Old : 33.1 24.6 46.5 42.9 27.9 18.7 37.3 30.4
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 17, 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 : 268,918: 27,741 17,371 60,768 142,475 163,496 230,984 241,636: 37,934 27,282
Old : 268,918: 27,741 17,371 60,768 142,475 163,496 230,984 241,636: 37,934 27,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 4,391: -1,291 -634 463 3,091 3,496 2,263 3,325: 2,129 1,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.5 22.6 53.0 60.8 85.9 89.9: 14.1 10.1
Old : 100.0: 10.3 6.5 22.6 53.0 60.8 85.9 89.9: 14.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 32 22 43 63 66 120 114:
Old : 134: 32 22 43 63 66 120 114:
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 : 17.4 27.4 28.5 38.6 8.6 15.0 14.2 19.3
Old : 17.4 27.4 28.5 38.6 8.6 15.0 14.2 19.3
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 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 7,515: 800 50 500 5,915 5,560 7,215 6,110: 300 1,405
Old : 7,515: 800 50 500 5,915 5,560 7,215 6,110: 300 1,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 675: 0 0 0 375 475 375 475: 300 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.7 6.7 78.7 74.0 96.0 81.3: 4.0 18.7
Old : 100.0: 10.6 0.7 6.7 78.7 74.0 96.0 81.3: 4.0 18.7
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 : 39: 3 1 1 21 28 24 30:
Old : 39: 3 1 1 21 28 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 30.5 77.7 50.7 52.1 29.4 61.4 40.7
Old : 61.7 30.5 77.7 50.7 52.1 29.4 61.4 40.7
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 17, 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 : 6,674: 1,100 0 75 5,274 6,574 6,449 6,649: 225 25
Old : 6,674: 1,100 0 75 5,274 6,574 6,449 6,649: 225 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 25: 275 -100 -50 -200 175 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 0.0 1.1 79.0 98.5 96.6 99.6: 3.4 0.4
Old : 100.0: 16.5 0.0 1.1 79.0 98.5 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 : 25: 3 0 1 9 19 12 20:
Old : 25: 3 0 1 9 19 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 : 76.8 46.1 92.1 72.3 71.2 43.5 84.3 69.7
Old : 76.8 46.1 92.1 72.3 71.2 43.5 84.3 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 1,356,567: 166,788 442,558 480,277 620,252 394,185 1,267,317 1,317,020: 89,250 39,546
Old : 1,356,567: 166,788 442,558 480,277 620,252 394,185 1,267,317 1,317,020: 89,250 39,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,596: 1,230 20,425 -9,051 3,563 -16,944 -4,258 -5,570: 5,855 7,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 32.6 35.4 45.7 29.1 93.4 97.1: 6.6 2.9
Old : 100.0: 12.3 32.6 35.4 45.7 29.1 93.4 97.1: 6.6 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 : 242: 98 51 94 80 74 226 180:
Old : 242: 98 51 94 80 74 226 180:
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 39.8 45.4 54.4 19.7 25.9 23.4 29.8
Old : 34.9 39.8 45.4 54.4 19.7 25.9 23.4 29.8
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 17, 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 : 13,872: 4,426 5,002 2,941 6,294 5,568 13,661 13,511: 211 360
Old : 13,872: 4,426 5,002 2,941 6,294 5,568 13,661 13,511: 211 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 943: 302 892 -91 729 92 940 892: 3 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 36.1 21.2 45.4 40.1 98.5 97.4: 1.5 2.6
Old : 100.0: 31.9 36.1 21.2 45.4 40.1 98.5 97.4: 1.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 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 : 86.5 56.0 94.8 81.0 54.2 43.3 54.9 49.6
Old : 86.5 56.0 94.8 81.0 54.2 43.3 54.9 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 102,025: 0 9,338 1,964 94,936 82,358 96,900 93,660: 5,125 8,365
Old : 102,025: 0 9,338 1,964 94,936 82,358 96,900 93,660: 5,125 8,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 3,259: 0 463 208 3,051 5,863 3,259 6,534: 0 -3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 1.9 93.1 80.7 95.0 91.8: 5.0 8.2
Old : 100.0: 0.0 9.2 1.9 93.1 80.7 95.0 91.8: 5.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 3 2 26 24 28 27:
Old : 31: 0 3 2 26 24 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 : 49.5 52.5 66.1 70.3 46.9 50.3 62.1 65.6
Old : 49.5 52.5 66.1 70.3 46.9 50.3 62.1 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 69,965: 3,439 9,635 1,920 56,965 49,777 62,324 61,332: 7,641 8,633
Old : 69,965: 3,439 9,635 1,920 56,965 49,777 62,324 61,332: 7,641 8,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 737: 0 117 93 734 345 827 555: -90 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 13.8 2.7 81.4 71.1 89.1 87.7: 10.9 12.3
Old : 100.0: 4.9 13.8 2.7 81.4 71.1 89.1 87.7: 10.9 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 33.9 32.9 53.3 54.5 33.7 26.3 52.5 44.7
Old : 33.9 32.9 53.3 54.5 33.7 26.3 52.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 108,630: 3,512 2,864 2,218 94,120 94,363 99,850 99,445: 8,780 9,185
Old : 108,630: 3,512 2,864 2,218 94,120 94,363 99,850 99,445: 8,780 9,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 891: 0 1,187 -450 3,498 2,052 3,048 2,789: -2,157 -1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.6 2.0 86.6 86.9 91.9 91.5: 8.1 8.5
Old : 100.0: 3.2 2.6 2.0 86.6 86.9 91.9 91.5: 8.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 1 28 26 30 27:
Old : 34: 1 1 1 28 26 30 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 : 46.5 42.9 61.6 61.4 40.5 37.3 52.9 51.0
Old : 46.5 42.9 61.6 61.4 40.5 37.3 52.9 51.0
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 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,776: 9,471 2,832 883 67,327 78,033 77,681 81,748: 13,095 9,028
Old : 90,776: 9,471 2,832 883 67,327 78,033 77,681 81,748: 13,095 9,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,496: 426 0 -302 392 2,373 516 2,071: 980 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.1 1.0 74.2 86.0 85.6 90.1: 14.4 9.9
Old : 100.0: 10.4 3.1 1.0 74.2 86.0 85.6 90.1: 14.4 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 : 35: 3 1 2 20 27 24 29:
Old : 35: 3 1 2 20 27 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 40.7 49.0 58.6 26.2 36.0 40.7 51.4
Old : 29.6 40.7 49.0 58.6 26.2 36.0 40.7 51.4
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 17, 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 : 56,113: 2,718 1,663 6,246 40,998 42,905 49,962 50,814: 6,151 5,299
Old : 56,113: 2,718 1,663 6,246 40,998 42,905 49,962 50,814: 6,151 5,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 865: 0 1,066 -32 2,745 -829 2,713 205: -1,848 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.0 11.1 73.1 76.5 89.0 90.6: 11.0 9.4
Old : 100.0: 4.8 3.0 11.1 73.1 76.5 89.0 90.6: 11.0 9.4
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 : 23: 1 1 1 17 16 19 17:
Old : 23: 1 1 1 17 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 51.7 71.4 76.0 43.2 32.9 51.2 49.0
Old : 55.3 51.7 71.4 76.0 43.2 32.9 51.2 49.0
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 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,933: 5,502 8,237 1,588 58,749 55,739 65,839 65,564: 10,094 10,369
Old : 75,933: 5,502 8,237 1,588 58,749 55,739 65,839 65,564: 10,094 10,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,179: 0 -1,824 556 736 3,719 1,292 2,451: -113 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 10.8 2.1 77.4 73.4 86.7 86.3: 13.3 13.7
Old : 100.0: 7.2 10.8 2.1 77.4 73.4 86.7 86.3: 13.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 22 25 24 26:
Old : 30: 1 1 1 22 25 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 50.7 70.9 67.1 45.3 48.4 63.9 60.0
Old : 47.9 50.7 70.9 67.1 45.3 48.4 63.9 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 103,908: 7,548 4,512 2,003 89,828 91,509 99,379 98,024: 4,529 5,884
Old : 103,908: 7,548 4,512 2,003 89,828 91,509 99,379 98,024: 4,529 5,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 5,127: 489 -308 292 4,222 5,326 5,003 5,310: 124 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 4.3 1.9 86.4 88.1 95.6 94.3: 4.4 5.7
Old : 100.0: 7.3 4.3 1.9 86.4 88.1 95.6 94.3: 4.4 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 : 47: 1 3 3 27 37 30 41:
Old : 47: 1 3 3 27 37 30 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 25.2 62.9 41.4 35.7 23.0 55.2 37.3
Old : 39.4 25.2 62.9 41.4 35.7 23.0 55.2 37.3
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 17, 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 : 120,262: 2,521 1,767 6,536 101,659 97,142 110,716 105,445: 9,546 14,817
Old : 120,262: 2,521 1,767 6,536 101,659 97,142 110,716 105,445: 9,546 14,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -1,440: -3,054 407 150 724 -2,637 -2,180 -2,080: 740 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.5 5.4 84.5 80.8 92.1 87.7: 7.9 12.3
Old : 100.0: 2.1 1.5 5.4 84.5 80.8 92.1 87.7: 7.9 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 2 3 22 25 26 29:
Old : 34: 3 2 3 22 25 26 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 : 47.3 38.9 64.6 57.5 46.1 37.4 58.9 51.5
Old : 47.3 38.9 64.6 57.5 46.1 37.4 58.9 51.5
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 17, 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 : 65,495: 3,104 6,399 5,424 52,221 42,631 60,749 54,454: 4,746 11,041
Old : 65,495: 3,104 6,399 5,424 52,221 42,631 60,749 54,454: 4,746 11,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -1,601: -1,560 428 -366 325 -1,601 -1,601 -1,539: 0 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 9.8 8.3 79.7 65.1 92.8 83.1: 7.2 16.9
Old : 100.0: 4.7 9.8 8.3 79.7 65.1 92.8 83.1: 7.2 16.9
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 : 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 : 43.3 47.4 61.6 64.6 39.2 35.3 49.1 46.1
Old : 43.3 47.4 61.6 64.6 39.2 35.3 49.1 46.1
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 17, 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 : 114,200: 5,276 5,088 22,236 85,412 82,339 112,924 109,663: 1,276 4,537
Old : 114,200: 5,276 5,088 22,236 85,412 82,339 112,924 109,663: 1,276 4,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,652: 1,583 -2,112 2,663 -640 2,140 3,606 2,691: -1,954 -1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.5 19.5 74.8 72.1 98.9 96.0: 1.1 4.0
Old : 100.0: 4.6 4.5 19.5 74.8 72.1 98.9 96.0: 1.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 3 17 20 22 23:
Old : 30: 4 1 3 17 20 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 : 63.8 52.3 78.8 69.2 38.9 29.7 48.4 41.9
Old : 63.8 52.3 78.8 69.2 38.9 29.7 48.4 41.9
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 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,791: 984 511 3,547 51,634 49,521 56,165 53,579: 7,626 10,212
Old : 63,791: 984 511 3,547 51,634 49,521 56,165 53,579: 7,626 10,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 3,253: -163 511 161 2,552 2,483 2,550 3,155: 703 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.8 5.6 80.9 77.6 88.0 84.0: 12.0 16.0
Old : 100.0: 1.5 0.8 5.6 80.9 77.6 88.0 84.0: 12.0 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 25 24 27 25:
Old : 30: 1 1 1 25 24 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 33.3 49.5 53.4 24.5 30.8 36.4 39.5
Old : 31.0 33.3 49.5 53.4 24.5 30.8 36.4 39.5
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 17, 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 : 107,285: 7,564 0 6,680 84,904 93,925 99,148 100,605: 8,137 6,680
Old : 107,285: 7,564 0 6,680 84,904 93,925 99,148 100,605: 8,137 6,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,011: -4,177 0 1,994 451 -1,063 -1,732 931: 2,743 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 6.2 79.1 87.5 92.4 93.8: 7.6 6.2
Old : 100.0: 7.1 0.0 6.2 79.1 87.5 92.4 93.8: 7.6 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 : 31.3 34.4 50.5 50.8 26.4 30.1 42.8 43.4
Old : 31.3 34.4 50.5 50.8 26.4 30.1 42.8 43.4
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 17, 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 : 2,188,284: 326,392 33,484 887,561 968,045 1,261,928 2,181,998 2,182,973: 6,286 5,311
Old : 2,188,284: 326,392 33,484 887,561 968,045 1,261,928 2,181,998 2,182,973: 6,286 5,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 78,991: 21,521 850 31,442 25,279 46,453 78,242 78,746: 749 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 1.5 40.6 44.2 57.7 99.7 99.8: 0.3 0.2
Old : 100.0: 14.9 1.5 40.6 44.2 57.7 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 : 128: 42 20 57 65 64 125 123:
Old : 128: 42 20 57 65 64 125 123:
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 : 35.8 34.7 52.0 53.5 10.9 11.1 13.8 13.4
Old : 35.8 34.7 52.0 53.5 10.9 11.1 13.8 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 128,217: 3,515 24,973 20,746 88,454 73,149 112,715 118,868: 15,502 9,349
Old : 128,217: 3,515 24,973 20,746 88,454 73,149 112,715 118,868: 15,502 9,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,783: 637 -1,673 -398 4,710 4,627 4,949 2,556: -3,166 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 19.5 16.2 69.0 57.1 87.9 92.7: 12.1 7.3
Old : 100.0: 2.7 19.5 16.2 69.0 57.1 87.9 92.7: 12.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 5 5 32 27 37 34:
Old : 39: 2 5 5 32 27 37 34:
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 : 33.8 29.0 51.9 47.3 21.4 18.5 31.0 29.5
Old : 33.8 29.0 51.9 47.3 21.4 18.5 31.0 29.5
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 17, 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 : 117,469: 6,672 16 12,786 88,227 89,584 107,685 102,386: 9,784 15,083
Old : 117,469: 6,672 16 12,786 88,227 89,584 107,685 102,386: 9,784 15,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 3,102: -112 0 273 2,513 2,829 2,674 3,102: 428 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 10.9 75.1 76.3 91.7 87.2: 8.3 12.8
Old : 100.0: 5.7 0.0 10.9 75.1 76.3 91.7 87.2: 8.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 57.2 49.0 73.4 63.9 50.9 41.8 57.2 50.8
Old : 57.2 49.0 73.4 63.9 50.9 41.8 57.2 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,867: 4,920 0 0 40,489 45,890 45,409 45,890: 2,458 1,977
Old : 47,867: 4,920 0 0 40,489 45,890 45,409 45,890: 2,458 1,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 0.0 84.6 95.9 94.9 95.9: 5.1 4.1
Old : 100.0: 10.3 0.0 0.0 84.6 95.9 94.9 95.9: 5.1 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 11 13 12 13:
Old : 20: 1 0 0 11 13 12 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 : 58.5 46.3 82.1 77.0 50.2 33.9 69.3 58.7
Old : 58.5 46.3 82.1 77.0 50.2 33.9 69.3 58.7
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 17, 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 : 238,638: 14,499 4,545 5,240 200,812 215,330 220,551 225,115: 18,087 13,523
Old : 238,638: 14,499 4,545 5,240 200,812 215,330 220,551 225,115: 18,087 13,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 456: -262 2,176 -1,992 1,250 272 -1,004 456: 1,460 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.9 2.2 84.1 90.2 92.4 94.3: 7.6 5.7
Old : 100.0: 6.1 1.9 2.2 84.1 90.2 92.4 94.3: 7.6 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: 3 5 7 43 40 50 48:
Old : 56: 3 5 7 43 40 50 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 : 28.9 53.1 50.4 61.5 26.5 50.7 44.2 57.7
Old : 28.9 53.1 50.4 61.5 26.5 50.7 44.2 57.7
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 17, 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 : 239,098: 9,843 13,797 17,997 196,942 195,677 224,782 227,471: 14,316 11,627
Old : 239,098: 9,843 13,797 17,997 196,942 195,677 224,782 227,471: 14,316 11,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 2,053: 290 140 1,039 1,040 4,303 2,369 5,482: -316 -3,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.8 7.5 82.4 81.8 94.0 95.1: 6.0 4.9
Old : 100.0: 4.1 5.8 7.5 82.4 81.8 94.0 95.1: 6.0 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 : 47: 4 2 3 40 33 46 36:
Old : 47: 4 2 3 40 33 46 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 : 26.8 38.2 45.8 60.6 21.9 34.0 35.8 49.2
Old : 26.8 38.2 45.8 60.6 21.9 34.0 35.8 49.2
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 17, 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 : 244,284: 13,379 2,772 15,106 204,401 218,583 232,886 236,461: 11,398 7,823
Old : 244,284: 13,379 2,772 15,106 204,401 218,583 232,886 236,461: 11,398 7,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 2,993: 1,658 -3,210 409 75 6,760 2,142 3,959: 851 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.1 6.2 83.7 89.5 95.3 96.8: 4.7 3.2
Old : 100.0: 5.5 1.1 6.2 83.7 89.5 95.3 96.8: 4.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 5 3 6 54 53 62 59:
Old : 65: 5 3 6 54 53 62 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 27.4 47.1 45.7 26.2 19.8 38.4 30.9
Old : 29.9 27.4 47.1 45.7 26.2 19.8 38.4 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 51,426: 906 310 2,491 40,944 39,974 44,341 42,775: 7,085 8,651
Old : 51,426: 906 310 2,491 40,944 39,974 44,341 42,775: 7,085 8,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -333: -62 -612 62 -302 -100 -302 -650: -31 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.6 4.8 79.6 77.7 86.2 83.2: 13.8 16.8
Old : 100.0: 1.8 0.6 4.8 79.6 77.7 86.2 83.2: 13.8 16.8
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 : 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 : 39.8 40.8 62.5 60.8 32.7 35.7 47.2 51.6
Old : 39.8 40.8 62.5 60.8 32.7 35.7 47.2 51.6
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 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 215,021: 21,903 8,115 16,268 168,144 180,017 206,315 204,400: 8,706 10,621
Old : 215,021: 21,903 8,115 16,268 168,144 180,017 206,315 204,400: 8,706 10,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 494: -1,053 511 648 715 -876 310 283: 184 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 3.8 7.6 78.2 83.7 96.0 95.1: 4.0 4.9
Old : 100.0: 10.2 3.8 7.6 78.2 83.7 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 : 49: 3 2 5 41 42 46 47:
Old : 49: 3 2 5 41 42 46 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 : 31.3 29.4 52.7 45.8 24.4 25.3 37.4 37.2
Old : 31.3 29.4 52.7 45.8 24.4 25.3 37.4 37.2
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 17, 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 : 62,221: 2,985 5,662 570 49,306 43,647 52,861 49,879: 9,360 12,342
Old : 62,221: 2,985 5,662 570 49,306 43,647 52,861 49,879: 9,360 12,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 898: 0 246 0 1,323 1,151 1,323 1,397: -425 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 9.1 0.9 79.2 70.1 85.0 80.2: 15.0 19.8
Old : 100.0: 4.8 9.1 0.9 79.2 70.1 85.0 80.2: 15.0 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 1 22 18 24 20:
Old : 27: 1 2 1 22 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 35.7 58.3 56.8 30.1 25.1 41.2 37.5
Old : 34.8 35.7 58.3 56.8 30.1 25.1 41.2 37.5
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 17, 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 : 3,542,286: 1,353,659 251,071 802,392 1,348,495 2,475,597 3,504,546 3,529,060: 37,740 13,226
Old : 3,542,286: 1,353,659 251,071 802,392 1,348,495 2,475,597 3,504,546 3,529,060: 37,740 13,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 73,438: 15,121 2,826 23,386 25,205 44,303 63,712 70,515: 9,726 2,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 7.1 22.7 38.1 69.9 98.9 99.6: 1.1 0.4
Old : 100.0: 38.2 7.1 22.7 38.1 69.9 98.9 99.6: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 33 14 44 106 98 156 143:
Old : 162: 33 14 44 106 98 156 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 35.5 53.2 52.2 30.2 23.9 35.3 32.8
Old : 40.4 35.5 53.2 52.2 30.2 23.9 35.3 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 1,126,837: 139,211 328,966 280,658 703,342 514,296 1,123,211 1,123,920: 3,626 2,917
Old : 1,126,837: 139,211 328,966 280,658 703,342 514,296 1,123,211 1,123,920: 3,626 2,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -3,635: 1,979 -2,765 -10,932 5,937 10,016 -3,016 -3,681: -619 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 29.2 24.9 62.4 45.6 99.7 99.7: 0.3 0.3
Old : 100.0: 12.4 29.2 24.9 62.4 45.6 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 20 23 28 45 43 82 77:
Old : 88: 20 23 28 45 43 82 77:
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 : 37.3 43.8 57.9 62.3 26.5 28.6 37.2 39.6
Old : 37.3 43.8 57.9 62.3 26.5 28.6 37.2 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 103,916: 401 1,265 5,977 96,417 95,414 102,794 102,656: 1,122 1,260
Old : 103,916: 401 1,265 5,977 96,417 95,414 102,794 102,656: 1,122 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 2,094: 53 16 289 1,772 1,737 2,114 2,042: -20 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.2 5.8 92.8 91.8 98.9 98.8: 1.1 1.2
Old : 100.0: 0.4 1.2 5.8 92.8 91.8 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 : 44: 5 5 7 32 31 41 39:
Old : 44: 5 5 7 32 31 41 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 : 48.2 42.6 72.7 65.7 14.8 11.9 18.9 16.0
Old : 48.2 42.6 72.7 65.7 14.8 11.9 18.9 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 17, 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: 1,322 258 0 10,111 11,239 11,433 11,497: 320 256
Old : 11,753: 1,322 258 0 10,111 11,239 11,433 11,497: 320 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 0: 0 -22 -21 21 43 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 2.2 0.0 86.0 95.6 97.3 97.8: 2.7 2.2
Old : 100.0: 11.2 2.2 0.0 86.0 95.6 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 0 10 13 11 14:
Old : 20: 1 1 0 10 13 11 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 : 55.8 75.7 89.3 92.4 50.7 57.2 65.7 65.5
Old : 55.8 75.7 89.3 92.4 50.7 57.2 65.7 65.5
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 17, 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 : 28,866: 3,327 10 410 24,348 27,803 28,085 28,223: 781 643
Old : 28,866: 3,327 10 410 24,348 27,803 28,085 28,223: 781 643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -182: -159 3 14 -158 -196 -303 -179: 121 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 0.0 1.4 84.3 96.3 97.3 97.8: 2.7 2.2
Old : 100.0: 11.5 0.0 1.4 84.3 96.3 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 : 28: 2 1 3 20 21 23 24:
Old : 28: 2 1 3 20 21 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 71.9 82.6 86.2 23.9 34.0 34.4 37.9
Old : 59.0 71.9 82.6 86.2 23.9 34.0 34.4 37.9
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 17, 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 : 24,650: 380 1,164 602 21,172 21,360 22,154 23,126: 2,496 1,524
Old : 24,650: 380 1,164 602 21,172 21,360 22,154 23,126: 2,496 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 38: -80 -120 40 90 100 50 20: -12 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.7 2.4 85.9 86.7 89.9 93.8: 10.1 6.2
Old : 100.0: 1.5 4.7 2.4 85.9 86.7 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 : 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 : 47.9 52.4 70.3 75.8 30.1 38.4 41.5 46.2
Old : 47.9 52.4 70.3 75.8 30.1 38.4 41.5 46.2
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 17, 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 : 32,070: 0 550 590 31,442 29,784 32,032 30,924: 38 1,146
Old : 32,070: 0 550 590 31,442 29,784 32,032 30,924: 38 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 530: -1,070 310 30 1,570 190 530 530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 1.8 98.0 92.9 99.9 96.4: 0.1 3.6
Old : 100.0: 0.0 1.7 1.8 98.0 92.9 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 : 27: 0 2 2 23 21 25 23:
Old : 27: 0 2 2 23 21 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 66.3 78.0 80.5 56.0 60.2 70.7 69.9
Old : 61.7 66.3 78.0 80.5 56.0 60.2 70.7 69.9
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 17, 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 : 9,262: 520 0 12 8,626 8,196 9,158 8,208: 104 1,054
Old : 9,262: 520 0 12 8,626 8,196 9,158 8,208: 104 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -40: 40 0 0 220 200 260 200: -300 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.1 93.1 88.5 98.9 88.6: 1.1 11.4
Old : 100.0: 5.6 0.0 0.1 93.1 88.5 98.9 88.6: 1.1 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 1 14 16 16 17:
Old : 23: 2 0 1 14 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 48.6 76.2 75.4 42.4 42.3 65.0 59.7
Old : 45.6 48.6 76.2 75.4 42.4 42.3 65.0 59.7
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 17, 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 : 2,811,842: 244,275 144,596 1,152,647 1,315,169 1,402,333 2,712,091 2,699,576: 99,752 112,266
Old : 2,811,842: 244,275 144,596 1,152,647 1,315,169 1,402,333 2,712,091 2,699,576: 99,752 112,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -225,130: -7,775 -7,147 -134,930 -97,827 -103,717 -240,533 -245,794: 15,402 20,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.1 41.0 46.8 49.9 96.5 96.0: 3.5 4.0
Old : 100.0: 8.7 5.1 41.0 46.8 49.9 96.5 96.0: 3.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 105 135 160 86 100 280 314:
Old : 353: 105 135 160 86 100 280 314:
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 : 24.8 23.4 37.5 35.8 5.3 3.8 8.5 5.6
Old : 24.8 23.4 37.5 35.8 5.3 3.8 8.5 5.6
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 17, 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 : 136,489: 32,300 35,315 32,993 68,914 67,774 134,207 136,082: 2,283 407
Old : 136,489: 32,300 35,315 32,993 68,914 67,774 134,207 136,082: 2,283 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 12,966: 8,788 5,659 -877 5,057 8,164 12,968 12,945: -2 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 25.9 24.2 50.5 49.7 98.3 99.7: 1.7 0.3
Old : 100.0: 23.7 25.9 24.2 50.5 49.7 98.3 99.7: 1.7 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 : 37: 1 17 17 17 13 34 31:
Old : 37: 1 17 17 17 13 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 41.0 83.1 67.8 54.3 30.9 57.6 47.2
Old : 75.1 41.0 83.1 67.8 54.3 30.9 57.6 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 128,668: 23,937 15,594 5,630 60,188 51,825 89,755 73,049: 38,913 55,619
Old : 128,668: 23,937 15,594 5,630 60,188 51,825 89,755 73,049: 38,913 55,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 2,495: 2,345 1,212 862 1,487 -5,673 4,694 -3,599: -2,199 6,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.1 4.4 46.8 40.3 69.8 56.8: 30.2 43.2
Old : 100.0: 18.6 12.1 4.4 46.8 40.3 69.8 56.8: 30.2 43.2
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: 3 2 5 15 14 20 19:
Old : 20: 3 2 5 15 14 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 23.0 60.5 38.1 35.1 22.6 46.2 35.9
Old : 45.3 23.0 60.5 38.1 35.1 22.6 46.2 35.9
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 17, 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 : 358,309: 31,831 21,240 145,585 177,457 188,315 354,873 355,140: 3,436 3,169
Old : 358,309: 31,831 21,240 145,585 177,457 188,315 354,873 355,140: 3,436 3,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -25,900: -7,259 -1,906 -13,711 -3,889 -9,539 -24,858 -25,156: -1,042 -744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.9 40.6 49.5 52.6 99.0 99.1: 1.0 0.9
Old : 100.0: 8.9 5.9 40.6 49.5 52.6 99.0 99.1: 1.0 0.9
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 : 76: 16 26 35 34 34 73 72:
Old : 76: 16 26 35 34 34 73 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 31.0 47.8 50.3 8.1 8.5 12.0 11.8
Old : 29.1 31.0 47.8 50.3 8.1 8.5 12.0 11.8
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 17, 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 : 330,071: 21,329 10,617 97,051 198,717 211,859 317,096 319,527: 12,975 10,545
Old : 330,071: 21,329 10,617 97,051 198,717 211,859 317,096 319,527: 12,975 10,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 8,959: 1,252 213 2,541 4,429 5,691 8,222 8,445: 737 513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 3.2 29.4 60.2 64.2 96.1 96.8: 3.9 3.2
Old : 100.0: 6.5 3.2 29.4 60.2 64.2 96.1 96.8: 3.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 37.3 31.6 52.7 47.0 9.8 7.9 12.6 11.9
Old : 37.3 31.6 52.7 47.0 9.8 7.9 12.6 11.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 19,032: 900 650 0 18,132 18,382 19,032 19,032: 0 0
Old : 19,032: 900 650 0 18,132 18,382 19,032 19,032: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 889: 0 0 0 889 889 889 889: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.4 0.0 95.3 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.7 3.4 0.0 95.3 96.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 0 26 28 27 30:
Old : 36: 1 2 0 26 28 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 49.7 68.1 72.1 33.1 37.1 46.1 46.2
Old : 49.2 49.7 68.1 72.1 33.1 37.1 46.1 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 193,649: 13,548 28,920 43,166 124,569 112,094 181,283 184,180: 12,366 9,469
Old : 193,649: 13,548 28,920 43,166 124,569 112,094 181,283 184,180: 12,366 9,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 5,375: 2,711 -1,969 3,837 -1,900 3,641 4,648 5,509: 727 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 14.9 22.3 64.3 57.9 93.6 95.1: 6.4 4.9
Old : 100.0: 7.0 14.9 22.3 64.3 57.9 93.6 95.1: 6.4 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: 11 13 24 24 24 49 48:
Old : 50: 11 13 24 24 24 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 : 37.0 31.7 52.2 48.0 20.0 17.9 25.7 24.7
Old : 37.0 31.7 52.2 48.0 20.0 17.9 25.7 24.7
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 17, 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 : 25,977: 1,710 1,986 3,000 18,221 18,271 22,931 23,257: 3,046 2,720
Old : 25,977: 1,710 1,986 3,000 18,221 18,271 22,931 23,257: 3,046 2,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -2,202: 500 -165 -600 -1,635 -1,222 -1,735 -1,987: -467 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.6 11.5 70.1 70.3 88.3 89.5: 11.7 10.5
Old : 100.0: 6.6 7.6 11.5 70.1 70.3 88.3 89.5: 11.7 10.5
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 : 20: 1 2 2 14 16 17 19:
Old : 20: 1 2 2 14 16 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 34.5 65.8 58.0 20.2 16.4 22.1 22.9
Old : 40.2 34.5 65.8 58.0 20.2 16.4 22.1 22.9
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 17, 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 10, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 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 : 26: 1 2 0 15 16 16 18:
Old : 26: 1 2 0 15 16 16 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 : 54.5 56.3 82.0 79.0 52.4 50.3 76.6 70.6
Old : 54.5 56.3 82.0 79.0 52.4 50.3 76.6 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 17, 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 : 16,923: 10,676 2,895 155 3,971 13,593 14,802 16,643: 2,121 280
Old : 16,923: 10,676 2,895 155 3,971 13,593 14,802 16,643: 2,121 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -84: 871 284 -374 -787 223 -290 133: 206 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 17.1 0.9 23.5 80.3 87.5 98.3: 12.5 1.7
Old : 100.0: 63.1 17.1 0.9 23.5 80.3 87.5 98.3: 12.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 50 14 7 13 29 67 48:
Old : 106: 50 14 7 13 29 67 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 : 32.4 42.9 48.4 62.2 32.4 42.9 48.4 62.2
Old : 32.4 42.9 48.4 62.2 32.4 42.9 48.4 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 16,146: 10,767 2,450 302 1,815 12,171 12,884 14,923: 3,262 1,223
Old : 16,146: 10,767 2,450 302 1,815 12,171 12,884 14,923: 3,262 1,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 8: -44 -279 -168 -4 145 -216 -302: 224 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 15.2 1.9 11.2 75.4 79.8 92.4: 20.2 7.6
Old : 100.0: 66.7 15.2 1.9 11.2 75.4 79.8 92.4: 20.2 7.6
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 : 88: 46 12 6 12 22 63 36:
Old : 88: 46 12 6 12 22 63 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 : 18.9 42.0 30.4 61.9 18.9 42.0 30.3 61.9
Old : 18.9 42.0 30.4 61.9 18.9 42.0 30.3 61.9
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 17, 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 : 329,761: 67,880 9,484 74,211 153,317 225,181 295,409 308,876: 34,352 20,885
Old : 329,761: 67,880 9,484 74,211 153,317 225,181 295,409 308,876: 34,352 20,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 15,115: -119 -1,546 5,044 7,638 10,201 12,562 13,699: 2,553 1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 2.9 22.5 46.5 68.3 89.6 93.7: 10.4 6.3
Old : 100.0: 20.6 2.9 22.5 46.5 68.3 89.6 93.7: 10.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 73 16 49 75 90 161 145:
Old : 188: 73 16 49 75 90 161 145:
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 : 22.1 24.3 33.2 37.5 8.5 9.4 13.4 15.2
Old : 22.1 24.3 33.2 37.5 8.5 9.4 13.4 15.2
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 17, 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 : 3,510: 0 50 200 2,925 3,110 3,125 3,360: 385 150
Old : 3,510: 0 50 200 2,925 3,110 3,125 3,360: 385 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 400: 0 0 0 400 400 400 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 5.7 83.3 88.6 89.0 95.7: 11.0 4.3
Old : 100.0: 0.0 1.4 5.7 83.3 88.6 89.0 95.7: 11.0 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 2 18 19 20 21:
Old : 27: 0 1 2 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 52.7 64.8 69.8 30.6 42.7 42.7 52.7
Old : 44.2 52.7 64.8 69.8 30.6 42.7 42.7 52.7
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 17, 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 : 16,403: 1,220 935 529 14,537 14,858 16,286 16,322: 117 81
Old : 16,403: 1,220 935 529 14,537 14,858 16,286 16,322: 117 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 245: 0 0 50 170 170 220 220: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.7 3.2 88.6 90.6 99.3 99.5: 0.7 0.5
Old : 100.0: 7.4 5.7 3.2 88.6 90.6 99.3 99.5: 0.7 0.5
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 : 37: 1 1 2 30 22 32 24:
Old : 37: 1 1 2 30 22 32 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 : 51.6 45.7 70.8 72.1 47.9 39.7 59.5 56.6
Old : 51.6 45.7 70.8 72.1 47.9 39.7 59.5 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,330: 0 250 75 4,205 3,805 4,280 4,130: 50 200
Old : 4,330: 0 250 75 4,205 3,805 4,280 4,130: 50 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 365: 0 0 0 315 265 315 265: 50 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 1.7 97.1 87.9 98.8 95.4: 1.2 4.6
Old : 100.0: 0.0 5.8 1.7 97.1 87.9 98.8 95.4: 1.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 21 17 22 18:
Old : 30: 0 1 1 21 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 50.5 66.5 70.1 32.4 43.0 46.3 55.8
Old : 44.9 50.5 66.5 70.1 32.4 43.0 46.3 55.8
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 17, 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 : 2,461: 128 0 96 2,141 2,365 2,365 2,461: 96 0
Old : 2,461: 128 0 96 2,141 2,365 2,365 2,461: 96 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 192: 0 0 96 0 96 96 192: 96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 3.9 87.0 96.1 96.1 100.0: 3.9 0.0
Old : 100.0: 5.2 0.0 3.9 87.0 96.1 96.1 100.0: 3.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 12 13 15 14:
Old : 26: 2 0 1 12 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 59.2 71.4 84.4 41.6 49.8 60.7 65.9
Old : 45.8 59.2 71.4 84.4 41.6 49.8 60.7 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 13,725: 1,564 1,250 967 8,658 8,814 11,189 11,031: 2,536 2,694
Old : 13,725: 1,564 1,250 967 8,658 8,814 11,189 11,031: 2,536 2,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 351: 76 331 -139 192 -348 129 -156: 222 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 9.1 7.0 63.1 64.2 81.5 80.4: 18.5 19.6
Old : 100.0: 11.4 9.1 7.0 63.1 64.2 81.5 80.4: 18.5 19.6
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: 6 3 4 21 21 28 27:
Old : 35: 6 3 4 21 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 : 38.8 39.7 56.8 53.2 33.4 35.5 46.8 48.2
Old : 38.8 39.7 56.8 53.2 33.4 35.5 46.8 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008