GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 6,784: 0 0 0 6,764 6,729 6,764 6,729: 20 55
Old : 6,784: 0 0 0 6,764 6,729 6,764 6,729: 20 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 556: 0 0 0 556 556 556 556: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.2 99.7 99.2: 0.3 0.8
Old : 100.0: 0.0 0.0 0.0 99.7 99.2 99.7 99.2: 0.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 25 29 25 29:
Old : 37: 0 0 0 25 29 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 42.9 71.9 66.1 41.1 42.2 55.1 56.8
Old : 50.3 42.9 71.9 66.1 41.1 42.2 55.1 56.8
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, August 19, 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 : 7,678: 0 320 625 7,003 6,588 7,628 7,533: 50 145
Old : 7,678: 0 320 625 7,003 6,588 7,628 7,533: 50 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 190: 0 -75 25 165 240 190 190: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 8.1 91.2 85.8 99.3 98.1: 0.7 1.9
Old : 100.0: 0.0 4.2 8.1 91.2 85.8 99.3 98.1: 0.7 1.9
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 : 42: 0 2 1 29 29 30 31:
Old : 42: 0 2 1 29 29 30 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 : 55.2 44.4 73.6 69.3 45.5 37.9 51.8 49.6
Old : 55.2 44.4 73.6 69.3 45.5 37.9 51.8 49.6
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, August 19, 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 : 3,952: 72 563 34 3,116 2,880 3,222 3,477: 730 475
Old : 3,952: 72 563 34 3,116 2,880 3,222 3,477: 730 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 40: 0 -1 -5 86 112 81 106: -41 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 14.2 0.9 78.8 72.9 81.5 88.0: 18.5 12.0
Old : 100.0: 1.8 14.2 0.9 78.8 72.9 81.5 88.0: 18.5 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 3 2 25 31 27 35:
Old : 36: 1 3 2 25 31 27 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 31.0 46.9 48.5 14.6 25.3 23.3 33.0
Old : 28.7 31.0 46.9 48.5 14.6 25.3 23.3 33.0
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, August 19, 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 : 3,304: 0 20 35 2,389 2,562 2,424 2,617: 880 687
Old : 3,304: 0 20 35 2,389 2,562 2,424 2,617: 880 687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 251: 0 0 0 219 162 219 162: 32 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 1.1 72.3 77.5 73.4 79.2: 26.6 20.8
Old : 100.0: 0.0 0.6 1.1 72.3 77.5 73.4 79.2: 26.6 20.8
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: 0 1 1 26 28 27 29:
Old : 32: 0 1 1 26 28 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 26.6 43.3 43.2 19.4 22.9 30.4 35.2
Old : 28.4 26.6 43.3 43.2 19.4 22.9 30.4 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 268,835: 26,146 13,164 69,190 134,175 154,942 229,511 237,296: 39,325 31,539
Old : 268,835: 26,146 13,164 69,190 134,175 154,942 229,511 237,296: 39,325 31,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 331: -2,875 -4,310 992 1,460 3,086 -422 -232: 754 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.9 25.7 49.9 57.6 85.4 88.3: 14.6 11.7
Old : 100.0: 9.7 4.9 25.7 49.9 57.6 85.4 88.3: 14.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 35 20 42 56 61 111 107:
Old : 124: 35 20 42 56 61 111 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 30.1 34.0 39.7 11.5 14.7 16.8 18.9
Old : 22.0 30.1 34.0 39.7 11.5 14.7 16.8 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 18,815: 1,215 3,112 10,852 5,791 4,308 17,858 18,272: 957 543
Old : 18,815: 1,215 3,112 10,852 5,791 4,308 17,858 18,272: 957 543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 177: -82 -84 266 -29 -20 155 163: 22 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 16.5 57.7 30.8 22.9 94.9 97.1: 5.1 2.9
Old : 100.0: 6.5 16.5 57.7 30.8 22.9 94.9 97.1: 5.1 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 : 25: 9 3 12 13 13 25 25:
Old : 25: 9 3 12 13 13 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 59.5 65.8 73.6 11.9 19.2 15.4 20.3
Old : 47.7 59.5 65.8 73.6 11.9 19.2 15.4 20.3
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, August 19, 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 : 7,790: 730 0 100 6,760 7,390 7,590 7,490: 200 300
Old : 7,790: 730 0 100 6,760 7,390 7,590 7,490: 200 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 730: 355 -20 -250 675 900 780 630: -50 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 1.3 86.8 94.9 97.4 96.1: 2.6 3.9
Old : 100.0: 9.4 0.0 1.3 86.8 94.9 97.4 96.1: 2.6 3.9
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 : 41: 4 0 1 25 28 29 29:
Old : 41: 4 0 1 25 28 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 40.8 63.1 61.9 42.1 33.1 51.2 47.8
Old : 46.8 40.8 63.1 61.9 42.1 33.1 51.2 47.8
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, August 19, 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 : 5,569: 914 369 0 4,270 5,170 5,184 5,539: 385 30
Old : 5,569: 914 369 0 4,270 5,170 5,184 5,539: 385 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 200: 0 0 0 150 300 150 300: 50 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 6.6 0.0 76.7 92.8 93.1 99.5: 6.9 0.5
Old : 100.0: 16.4 6.6 0.0 76.7 92.8 93.1 99.5: 6.9 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 : 28: 2 2 0 12 16 14 18:
Old : 28: 2 2 0 12 16 14 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 : 55.1 48.3 76.1 71.1 55.1 45.8 75.2 68.5
Old : 55.1 48.3 76.1 71.1 55.1 45.8 75.2 68.5
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, August 19, 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 : 1,289,461: 185,303 387,364 496,301 525,101 367,425 1,206,705 1,251,090: 82,756 38,371
Old : 1,289,461: 185,303 387,364 496,301 525,101 367,425 1,206,705 1,251,090: 82,756 38,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -9,384: -10,717 -10,540 -96 -95 801 -10,908 -9,835: 1,525 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 30.0 38.5 40.7 28.5 93.6 97.0: 6.4 3.0
Old : 100.0: 14.4 30.0 38.5 40.7 28.5 93.6 97.0: 6.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 94 61 106 85 75 234 196:
Old : 251: 94 61 106 85 75 234 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 44.7 46.9 56.9 14.4 24.1 17.8 26.7
Old : 36.2 44.7 46.9 56.9 14.4 24.1 17.8 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 26,372: 9,235 16,042 4,454 12,532 5,435 26,221 25,931: 151 441
Old : 26,372: 9,235 16,042 4,454 12,532 5,435 26,221 25,931: 151 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 882: 1,386 1,357 -1,062 604 703 928 998: -46 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 60.8 16.9 47.5 20.6 99.4 98.3: 0.6 1.7
Old : 100.0: 35.0 60.8 16.9 47.5 20.6 99.4 98.3: 0.6 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 : 28: 9 11 14 6 8 21 27:
Old : 28: 9 11 14 6 8 21 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 : 86.0 71.7 93.8 85.1 63.9 60.6 66.8 64.6
Old : 86.0 71.7 93.8 85.1 63.9 60.6 66.8 64.6
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, August 19, 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 : 105,688: 1,874 8,303 2,649 92,940 85,548 97,463 96,500: 8,225 9,188
Old : 105,688: 1,874 8,303 2,649 92,940 85,548 97,463 96,500: 8,225 9,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 854: -269 -109 219 1,097 672 1,047 782: -193 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 7.9 2.5 87.9 80.9 92.2 91.3: 7.8 8.7
Old : 100.0: 1.8 7.9 2.5 87.9 80.9 92.2 91.3: 7.8 8.7
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 : 32: 2 2 2 27 24 29 28:
Old : 32: 2 2 2 27 24 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 55.7 61.9 72.3 43.3 48.9 56.7 62.8
Old : 46.0 55.7 61.9 72.3 43.3 48.9 56.7 62.8
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, August 19, 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 : 66,345: 2,695 12,018 4,913 51,967 40,672 59,575 57,603: 6,770 8,742
Old : 66,345: 2,695 12,018 4,913 51,967 40,672 59,575 57,603: 6,770 8,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,145: 0 298 573 1,018 1,309 1,591 2,180: -446 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 18.1 7.4 78.3 61.3 89.8 86.8: 10.2 13.2
Old : 100.0: 4.1 18.1 7.4 78.3 61.3 89.8 86.8: 10.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 4 5 30 22 35 28:
Old : 39: 2 4 5 30 22 35 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 : 32.2 38.8 51.1 56.7 32.2 31.3 49.3 47.1
Old : 32.2 38.8 51.1 56.7 32.2 31.3 49.3 47.1
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, August 19, 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 : 102,755: 5,154 5,270 1,336 89,471 87,591 95,961 94,197: 6,794 8,558
Old : 102,755: 5,154 5,270 1,336 89,471 87,591 95,961 94,197: 6,794 8,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 389: 0 298 31 358 -242 389 87: 0 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.1 1.3 87.1 85.2 93.4 91.7: 6.6 8.3
Old : 100.0: 5.0 5.1 1.3 87.1 85.2 93.4 91.7: 6.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 3 29 26 33 29:
Old : 36: 2 2 3 29 26 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 39.5 61.8 56.2 38.8 34.0 52.2 48.1
Old : 46.6 39.5 61.8 56.2 38.8 34.0 52.2 48.1
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,939: 3,782 3,083 1,405 72,594 71,869 77,781 76,357: 12,158 13,582
Old : 89,939: 3,782 3,083 1,405 72,594 71,869 77,781 76,357: 12,158 13,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 27: 0 151 0 -2,080 -970 -2,080 -819: 2,107 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.4 1.6 80.7 79.9 86.5 84.9: 13.5 15.1
Old : 100.0: 4.2 3.4 1.6 80.7 79.9 86.5 84.9: 13.5 15.1
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 : 32: 2 2 2 20 23 24 25:
Old : 32: 2 2 2 20 23 24 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 : 40.1 42.6 58.1 58.8 32.4 40.7 46.0 51.8
Old : 40.1 42.6 58.1 58.8 32.4 40.7 46.0 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 49,265: 4,011 2,780 5,622 37,468 39,382 47,101 47,784: 2,164 1,481
Old : 49,265: 4,011 2,780 5,622 37,468 39,382 47,101 47,784: 2,164 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,518: -906 98 723 1,851 577 1,668 1,398: -150 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 5.6 11.4 76.1 79.9 95.6 97.0: 4.4 3.0
Old : 100.0: 8.1 5.6 11.4 76.1 79.9 95.6 97.0: 4.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 2 20 19 23 21:
Old : 27: 2 1 2 20 19 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 : 55.3 63.8 72.5 81.5 43.8 46.0 56.5 60.7
Old : 55.3 63.8 72.5 81.5 43.8 46.0 56.5 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 79,291: 8,051 1,815 5,000 59,131 62,144 72,182 68,959: 7,109 10,332
Old : 79,291: 8,051 1,815 5,000 59,131 62,144 72,182 68,959: 7,109 10,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,094: 1,238 0 -88 184 876 1,334 788: -240 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.3 6.3 74.6 78.4 91.0 87.0: 9.0 13.0
Old : 100.0: 10.2 2.3 6.3 74.6 78.4 91.0 87.0: 9.0 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 2 23 23 27 26:
Old : 31: 3 2 2 23 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 42.9 71.9 62.0 49.6 38.8 61.7 51.2
Old : 55.7 42.9 71.9 62.0 49.6 38.8 61.7 51.2
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, August 19, 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 : 99,901: 6,364 4,898 2,341 85,568 88,322 94,273 95,561: 5,628 4,340
Old : 99,901: 6,364 4,898 2,341 85,568 88,322 94,273 95,561: 5,628 4,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,107: 883 337 -329 943 1,669 1,497 1,677: -390 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.9 2.3 85.7 88.4 94.4 95.7: 5.6 4.3
Old : 100.0: 6.4 4.9 2.3 85.7 88.4 94.4 95.7: 5.6 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 : 48: 2 3 4 30 38 34 43:
Old : 48: 2 3 4 30 38 34 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 25.6 60.0 43.4 35.7 23.5 54.0 37.9
Old : 37.8 25.6 60.0 43.4 35.7 23.5 54.0 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 113,600: 11,526 248 5,160 90,256 92,490 106,942 97,898: 6,658 15,702
Old : 113,600: 11,526 248 5,160 90,256 92,490 106,942 97,898: 6,658 15,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 957: 2,156 0 -346 1,366 2,050 3,176 1,704: -2,219 -747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.2 4.5 79.5 81.4 94.1 86.2: 5.9 13.8
Old : 100.0: 10.1 0.2 4.5 79.5 81.4 94.1 86.2: 5.9 13.8
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 : 36: 3 1 4 24 28 28 32:
Old : 36: 3 1 4 24 28 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 35.9 69.4 53.2 39.6 34.3 58.7 46.7
Old : 43.0 35.9 69.4 53.2 39.6 34.3 58.7 46.7
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,169: 2,624 5,555 3,533 43,427 36,012 49,584 45,100: 4,585 9,069
Old : 54,169: 2,624 5,555 3,533 43,427 36,012 49,584 45,100: 4,585 9,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 952: -394 1,280 -128 1,398 -216 876 936: 76 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.3 6.5 80.2 66.5 91.5 83.3: 8.5 16.7
Old : 100.0: 4.8 10.3 6.5 80.2 66.5 91.5 83.3: 8.5 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 4 19 18 23 22:
Old : 29: 2 2 4 19 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 41.9 61.6 64.5 31.5 31.1 40.9 38.4
Old : 46.5 41.9 61.6 64.5 31.5 31.1 40.9 38.4
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,942: 3,156 6,705 19,353 73,816 68,021 96,325 94,079: 1,617 3,863
Old : 97,942: 3,156 6,705 19,353 73,816 68,021 96,325 94,079: 1,617 3,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -798: -387 -1,187 394 -805 -373 -798 -1,166: 0 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.8 19.8 75.4 69.5 98.3 96.1: 1.7 3.9
Old : 100.0: 3.2 6.8 19.8 75.4 69.5 98.3 96.1: 1.7 3.9
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 : 31: 3 2 3 18 21 23 24:
Old : 31: 3 2 3 18 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 : 63.8 53.7 80.9 72.0 38.5 29.8 51.9 43.3
Old : 63.8 53.7 80.9 72.0 38.5 29.8 51.9 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,330: 678 141 2,159 49,918 50,307 52,755 52,607: 8,575 8,723
Old : 61,330: 678 141 2,159 49,918 50,307 52,755 52,607: 8,575 8,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 341: 190 -58 -310 612 919 492 551: -151 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.2 3.5 81.4 82.0 86.0 85.8: 14.0 14.2
Old : 100.0: 1.1 0.2 3.5 81.4 82.0 86.0 85.8: 14.0 14.2
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: 2 1 2 25 24 28 26:
Old : 31: 2 1 2 25 24 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 36.8 56.8 56.8 32.2 31.3 46.9 46.8
Old : 40.3 36.8 56.8 56.8 32.2 31.3 46.9 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,645: 1,372 7,348 6,145 77,908 72,958 85,425 86,451: 6,220 5,194
Old : 91,645: 1,372 7,348 6,145 77,908 72,958 85,425 86,451: 6,220 5,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 2,462: -845 3,588 -407 3,486 217 2,234 3,398: 228 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 8.0 6.7 85.0 79.6 93.2 94.3: 6.8 5.7
Old : 100.0: 1.5 8.0 6.7 85.0 79.6 93.2 94.3: 6.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 4 5 32 35 38 40:
Old : 49: 2 4 5 32 35 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 28.0 52.6 43.7 32.4 20.1 46.2 34.4
Old : 36.0 28.0 52.6 43.7 32.4 20.1 46.2 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 49,979: 0 4,603 0 42,061 40,526 42,061 45,129: 7,918 4,850
Old : 49,979: 0 4,603 0 42,061 40,526 42,061 45,129: 7,918 4,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -976: 0 -976 0 -856 0 -856 -976: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 0.0 84.2 81.1 84.2 90.3: 15.8 9.7
Old : 100.0: 0.0 9.2 0.0 84.2 81.1 84.2 90.3: 15.8 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 16 13 16 15:
Old : 21: 0 2 0 16 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 60.6 70.6 79.7 40.8 45.9 50.4 56.5
Old : 55.9 60.6 70.6 79.7 40.8 45.9 50.4 56.5
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, August 19, 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 : 2,200,536: 174,550 14,114 1,030,799 989,799 1,152,144 2,195,148 2,197,058: 5,388 3,478
Old : 2,200,536: 174,550 14,114 1,030,799 989,799 1,152,144 2,195,148 2,197,058: 5,388 3,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 76,245: -6,787 3,750 46,746 35,655 25,395 75,614 75,892: 632 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.6 46.8 45.0 52.4 99.8 99.8: 0.2 0.2
Old : 100.0: 7.9 0.6 46.8 45.0 52.4 99.8 99.8: 0.2 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 : 137: 41 28 61 67 64 135 126:
Old : 137: 41 28 61 67 64 135 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 31.5 49.1 49.6 4.5 5.7 6.6 7.6
Old : 31.1 31.5 49.1 49.6 4.5 5.7 6.6 7.6
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 112,545: 5,532 22,188 18,195 75,841 63,750 99,568 104,133: 12,977 8,412
Old : 112,545: 5,532 22,188 18,195 75,841 63,750 99,568 104,133: 12,977 8,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -389: 0 -1,426 490 -607 1,488 -117 552: -272 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 19.7 16.2 67.4 56.6 88.5 92.5: 11.5 7.5
Old : 100.0: 4.9 19.7 16.2 67.4 56.6 88.5 92.5: 11.5 7.5
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 : 43: 3 5 8 35 30 43 38:
Old : 43: 3 5 8 35 30 43 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 : 29.1 33.2 46.5 49.9 15.4 18.9 25.6 27.4
Old : 29.1 33.2 46.5 49.9 15.4 18.9 25.6 27.4
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 111,388: 13,068 2,268 9,969 80,938 87,852 103,975 100,089: 7,413 11,299
Old : 111,388: 13,068 2,268 9,969 80,938 87,852 103,975 100,089: 7,413 11,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 5,292: 1,079 1,284 4,129 84 95 5,292 5,508: 0 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.0 8.9 72.7 78.9 93.3 89.9: 6.7 10.1
Old : 100.0: 11.7 2.0 8.9 72.7 78.9 93.3 89.9: 6.7 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 : 32: 4 1 4 22 22 27 26:
Old : 32: 4 1 4 22 22 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 49.3 76.1 63.3 55.3 44.8 64.9 54.8
Old : 61.6 49.3 76.1 63.3 55.3 44.8 64.9 54.8
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 93,225: 6,720 240 0 85,773 91,826 92,493 92,066: 732 1,159
Old : 93,225: 6,720 240 0 85,773 91,826 92,493 92,066: 732 1,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 45,260: 0 0 0 45,260 45,260 45,260 45,260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.3 0.0 92.0 98.5 99.2 98.8: 0.8 1.2
Old : 100.0: 7.2 0.3 0.0 92.0 98.5 99.2 98.8: 0.8 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 : 23: 1 1 0 14 14 15 15:
Old : 23: 1 1 0 14 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 76.9 91.9 89.4 75.8 74.3 85.4 84.6
Old : 78.4 76.9 91.9 89.4 75.8 74.3 85.4 84.6
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, August 19, 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 : 239,604: 7,234 5,368 8,252 210,595 214,833 226,081 228,453: 13,523 11,151
Old : 239,604: 7,234 5,368 8,252 210,595 214,833 226,081 228,453: 13,523 11,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 612: 1,549 -268 -56 -43 1,474 1,450 1,150: -838 -538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.2 3.4 87.9 89.7 94.4 95.3: 5.6 4.7
Old : 100.0: 3.0 2.2 3.4 87.9 89.7 94.4 95.3: 5.6 4.7
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 : 59: 5 4 6 45 42 52 50:
Old : 59: 5 4 6 45 42 52 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 57.3 50.1 68.5 27.4 56.8 46.1 64.9
Old : 30.4 57.3 50.1 68.5 27.4 56.8 46.1 64.9
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, August 19, 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 : 225,329: 9,056 17,538 13,908 191,616 187,191 214,580 218,637: 10,749 6,692
Old : 225,329: 9,056 17,538 13,908 191,616 187,191 214,580 218,637: 10,749 6,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 876: 222 -214 -84 658 1,174 796 876: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 7.8 6.2 85.0 83.1 95.2 97.0: 4.8 3.0
Old : 100.0: 4.0 7.8 6.2 85.0 83.1 95.2 97.0: 4.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 2 4 39 34 45 38:
Old : 47: 4 2 4 39 34 45 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 : 29.5 38.2 47.0 61.3 21.4 34.3 35.2 53.1
Old : 29.5 38.2 47.0 61.3 21.4 34.3 35.2 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 229,006: 4,806 10,062 14,849 200,618 189,887 220,273 214,798: 8,733 14,208
Old : 229,006: 4,806 10,062 14,849 200,618 189,887 220,273 214,798: 8,733 14,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 2,803: -155 -694 751 2,008 183 2,604 240: 199 2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.4 6.5 87.6 82.9 96.2 93.8: 3.8 6.2
Old : 100.0: 2.1 4.4 6.5 87.6 82.9 96.2 93.8: 3.8 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 : 64: 4 5 8 51 49 60 57:
Old : 64: 4 5 8 51 49 60 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 27.5 47.1 46.6 22.9 18.2 34.6 28.0
Old : 27.4 27.5 47.1 46.6 22.9 18.2 34.6 28.0
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, August 19, 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 : 45,784: 2,706 34 2,378 34,035 34,876 39,119 37,288: 6,665 8,496
Old : 45,784: 2,706 34 2,378 34,035 34,876 39,119 37,288: 6,665 8,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 605: 1,927 0 -898 212 10 1,241 -888: -636 1,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.1 5.2 74.3 76.2 85.4 81.4: 14.6 18.6
Old : 100.0: 5.9 0.1 5.2 74.3 76.2 85.4 81.4: 14.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 18 14 20 16:
Old : 23: 1 1 2 18 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 46.6 69.2 65.4 36.5 39.1 54.9 53.3
Old : 43.5 46.6 69.2 65.4 36.5 39.1 54.9 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 209,338: 15,821 12,072 20,161 168,230 168,649 204,212 200,882: 5,126 8,456
Old : 209,338: 15,821 12,072 20,161 168,230 168,649 204,212 200,882: 5,126 8,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -118: 597 4,378 -1,713 5,090 1,363 3,974 4,028: -4,092 -4,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 5.8 9.6 80.4 80.6 97.6 96.0: 2.4 4.0
Old : 100.0: 7.6 5.8 9.6 80.4 80.6 97.6 96.0: 2.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 3 7 40 39 47 47:
Old : 51: 5 3 7 40 39 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 29.8 53.1 48.9 26.4 25.4 41.1 36.9
Old : 32.4 29.8 53.1 48.9 26.4 25.4 41.1 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,152: 1,249 5,394 660 41,445 36,055 43,354 42,109: 10,798 12,043
Old : 54,152: 1,249 5,394 660 41,445 36,055 43,354 42,109: 10,798 12,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 266: 0 186 0 84 0 84 186: 182 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 10.0 1.2 76.5 66.6 80.1 77.8: 19.9 22.2
Old : 100.0: 2.3 10.0 1.2 76.5 66.6 80.1 77.8: 19.9 22.2
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 : 26: 1 3 2 20 17 23 20:
Old : 26: 1 3 2 20 17 23 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 : 40.7 35.5 62.4 55.1 31.8 24.5 44.2 35.8
Old : 40.7 35.5 62.4 55.1 31.8 24.5 44.2 35.8
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, August 19, 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 : 3,798,025: 1,450,462 391,865 1,074,519 1,246,691 2,317,444 3,771,672 3,783,828: 26,353 14,197
Old : 3,798,025: 1,450,462 391,865 1,074,519 1,246,691 2,317,444 3,771,672 3,783,828: 26,353 14,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 68,243: -93 -13,065 39,367 33,426 47,877 72,700 74,179: -4,457 -5,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 10.3 28.3 32.8 61.0 99.3 99.6: 0.7 0.4
Old : 100.0: 38.2 10.3 28.3 32.8 61.0 99.3 99.6: 0.7 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 : 160: 30 21 46 102 100 153 148:
Old : 160: 30 21 46 102 100 153 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 34.5 53.7 48.8 32.5 23.6 35.3 32.3
Old : 43.7 34.5 53.7 48.8 32.5 23.6 35.3 32.3
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, August 19, 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 : 1,192,089: 117,700 406,178 310,593 759,447 472,147 1,187,740 1,188,918: 4,349 3,171
Old : 1,192,089: 117,700 406,178 310,593 759,447 472,147 1,187,740 1,188,918: 4,349 3,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 45,210: 14,757 21,190 12,085 18,437 12,398 45,279 45,673: -69 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 34.1 26.1 63.7 39.6 99.6 99.7: 0.4 0.3
Old : 100.0: 9.9 34.1 26.1 63.7 39.6 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 18 27 36 42 43 82 84:
Old : 90: 18 27 36 42 43 82 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 40.3 56.4 55.6 28.7 26.2 37.4 33.8
Old : 36.3 40.3 56.4 55.6 28.7 26.2 37.4 33.8
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, August 19, 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 : 107,266: 2,032 1,260 18,834 85,290 86,581 106,156 106,675: 1,110 591
Old : 107,266: 2,032 1,260 18,834 85,290 86,581 106,156 106,675: 1,110 591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 4,452: 277 -98 2,057 1,822 2,559 4,156 4,518: 295 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.2 17.6 79.5 80.7 99.0 99.4: 1.0 0.6
Old : 100.0: 1.9 1.2 17.6 79.5 80.7 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 7 7 29 29 37 37:
Old : 40: 2 7 7 29 29 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 46.1 72.6 69.2 14.4 13.5 19.5 18.6
Old : 49.5 46.1 72.6 69.2 14.4 13.5 19.5 18.6
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, August 19, 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 : 11,665: 1,236 84 0 10,109 11,325 11,345 11,409: 320 256
Old : 11,665: 1,236 84 0 10,109 11,325 11,345 11,409: 320 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.7 0.0 86.7 97.1 97.3 97.8: 2.7 2.2
Old : 100.0: 10.6 0.7 0.0 86.7 97.1 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 : 58.7 75.7 90.4 89.5 44.0 43.1 56.4 54.1
Old : 58.7 75.7 90.4 89.5 44.0 43.1 56.4 54.1
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 29,927: 2,987 89 782 25,405 28,141 29,174 29,012: 753 916
Old : 29,927: 2,987 89 782 25,405 28,141 29,174 29,012: 753 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 547: -6 69 -2 555 360 546 427: 1 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.3 2.6 84.9 94.0 97.5 96.9: 2.5 3.1
Old : 100.0: 10.0 0.3 2.6 84.9 94.0 97.5 96.9: 2.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 3 20 21 23 24:
Old : 26: 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 : 61.4 73.7 83.3 85.6 22.1 21.1 28.7 26.7
Old : 61.4 73.7 83.3 85.6 22.1 21.1 28.7 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 23,826: 220 556 644 21,164 20,836 22,028 22,036: 1,798 1,790
Old : 23,826: 220 556 644 21,164 20,836 22,028 22,036: 1,798 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 204: 0 0 0 216 216 216 216: -12 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.3 2.7 88.8 87.5 92.5 92.5: 7.5 7.5
Old : 100.0: 0.9 2.3 2.7 88.8 87.5 92.5 92.5: 7.5 7.5
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 : 25: 1 2 2 20 16 23 18:
Old : 25: 1 2 2 20 16 23 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 : 43.3 50.2 66.2 72.7 25.7 33.5 40.9 42.1
Old : 43.3 50.2 66.2 72.7 25.7 33.5 40.9 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 29,826: 0 340 300 28,972 27,604 29,272 28,244: 554 1,582
Old : 29,826: 0 340 300 28,972 27,604 29,272 28,244: 554 1,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,024: 0 6 0 504 504 504 510: 520 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 1.0 97.1 92.6 98.1 94.7: 1.9 5.3
Old : 100.0: 0.0 1.1 1.0 97.1 92.6 98.1 94.7: 1.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 24 22 25 23:
Old : 28: 0 1 1 24 22 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 : 57.2 66.6 77.0 79.0 55.6 62.7 70.6 70.8
Old : 57.2 66.6 77.0 79.0 55.6 62.7 70.6 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 9,250: 0 0 0 8,780 9,190 8,780 9,190: 470 60
Old : 9,250: 0 0 0 8,780 9,190 8,780 9,190: 470 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 99.4 94.9 99.4: 5.1 0.6
Old : 100.0: 0.0 0.0 0.0 94.9 99.4 94.9 99.4: 5.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 15 16 15:
Old : 20: 0 0 0 16 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 69.2 86.5 88.1 43.7 64.2 61.2 70.6
Old : 53.6 69.2 86.5 88.1 43.7 64.2 61.2 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 7,739: 1,140 304 60 5,538 6,305 6,738 6,669: 1,001 1,070
Old : 7,739: 1,140 304 60 5,538 6,305 6,738 6,669: 1,001 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.9 0.8 71.6 81.5 87.1 86.2: 12.9 13.8
Old : 100.0: 14.7 3.9 0.8 71.6 81.5 87.1 86.2: 12.9 13.8
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 : 20: 2 2 1 13 12 15 15:
Old : 20: 2 2 1 13 12 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 56.9 74.4 77.9 49.7 45.9 60.3 58.1
Old : 56.9 56.9 74.4 77.9 49.7 45.9 60.3 58.1
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, August 19, 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 : 10,170: 120 60 0 9,954 9,484 10,074 9,544: 96 626
Old : 10,170: 120 60 0 9,954 9,484 10,074 9,544: 96 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.6 0.0 97.9 93.3 99.1 93.8: 0.9 6.2
Old : 100.0: 1.2 0.6 0.0 97.9 93.3 99.1 93.8: 0.9 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 : 25: 1 1 0 16 17 17 18:
Old : 25: 1 1 0 16 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 39.6 77.7 69.1 43.2 33.5 60.3 55.1
Old : 46.6 39.6 77.7 69.1 43.2 33.5 60.3 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 2,714,860: 208,692 134,075 1,136,856 1,298,072 1,362,183 2,643,621 2,633,115: 71,239 81,745
Old : 2,714,860: 208,692 134,075 1,136,856 1,298,072 1,362,183 2,643,621 2,633,115: 71,239 81,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -206,624: 8,038 -7,776 -160,092 -57,782 -42,547 -209,836 -210,414: 3,212 3,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 4.9 41.9 47.8 50.2 97.4 97.0: 2.6 3.0
Old : 100.0: 7.7 4.9 41.9 47.8 50.2 97.4 97.0: 2.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 108 104 150 86 100 274 282:
Old : 322: 108 104 150 86 100 274 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 27.1 41.9 40.5 4.7 3.4 6.8 5.3
Old : 28.8 27.1 41.9 40.5 4.7 3.4 6.8 5.3
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, August 19, 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 : 89,141: 23,722 21,801 22,535 41,084 44,269 87,341 88,605: 1,800 537
Old : 89,141: 23,722 21,801 22,535 41,084 44,269 87,341 88,605: 1,800 537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -12,429: -5,850 -1,493 -2,645 -3,750 -8,252 -12,246 -12,391: -183 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 24.5 25.3 46.1 49.7 98.0 99.4: 2.0 0.6
Old : 100.0: 26.6 24.5 25.3 46.1 49.7 98.0 99.4: 2.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 14 14 13 11 27 27:
Old : 31: 2 14 14 13 11 27 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 : 77.9 45.6 85.9 71.6 55.7 33.6 57.7 49.6
Old : 77.9 45.6 85.9 71.6 55.7 33.6 57.7 49.6
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, August 19, 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 : 132,446: 20,990 13,756 8,179 69,379 52,587 98,548 74,522: 33,898 57,924
Old : 132,446: 20,990 13,756 8,179 69,379 52,587 98,548 74,522: 33,898 57,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,934: -120 -15 122 3,570 1,845 3,572 1,952: -1,638 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 10.4 6.2 52.4 39.7 74.4 56.3: 25.6 43.7
Old : 100.0: 15.8 10.4 6.2 52.4 39.7 74.4 56.3: 25.6 43.7
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 : 24: 3 4 7 17 16 24 23:
Old : 24: 3 4 7 17 16 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 21.2 60.8 36.8 34.6 20.0 47.2 29.5
Old : 41.5 21.2 60.8 36.8 34.6 20.0 47.2 29.5
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, August 19, 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 : 348,998: 20,679 13,246 148,770 176,300 183,611 345,750 345,627: 3,249 3,371
Old : 348,998: 20,679 13,246 148,770 176,300 183,611 345,750 345,627: 3,249 3,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -32,478: -2,774 -4,486 -19,089 -10,227 -8,950 -32,090 -32,525: -388 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.8 42.6 50.5 52.6 99.1 99.0: 0.9 1.0
Old : 100.0: 5.9 3.8 42.6 50.5 52.6 99.1 99.0: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 25 25 43 36 36 84 81:
Old : 87: 25 25 43 36 36 84 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 30.5 46.1 50.6 5.9 6.6 8.1 8.7
Old : 27.0 30.5 46.1 50.6 5.9 6.6 8.1 8.7
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, August 19, 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 : 304,033: 16,241 6,955 88,568 191,407 201,679 296,216 297,202: 7,818 6,831
Old : 304,033: 16,241 6,955 88,568 191,407 201,679 296,216 297,202: 7,818 6,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 8,593: -130 -108 2,125 6,222 6,235 8,217 8,252: 376 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.3 29.1 63.0 66.3 97.4 97.8: 2.6 2.2
Old : 100.0: 5.3 2.3 29.1 63.0 66.3 97.4 97.8: 2.6 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 : 39: 4 4 8 31 30 39 38:
Old : 39: 4 4 8 31 30 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 30.3 54.1 48.1 9.0 7.3 12.2 12.0
Old : 36.5 30.3 54.1 48.1 9.0 7.3 12.2 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 20,697: 800 575 200 19,532 19,572 20,532 20,347: 165 350
Old : 20,697: 800 575 200 19,532 19,572 20,532 20,347: 165 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,505: 0 0 150 1,305 1,105 1,455 1,255: 50 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.8 1.0 94.4 94.6 99.2 98.3: 0.8 1.7
Old : 100.0: 3.9 2.8 1.0 94.4 94.6 99.2 98.3: 0.8 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 : 48: 1 3 1 36 33 38 37:
Old : 48: 1 3 1 36 33 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 44.9 59.3 66.8 20.4 29.2 30.1 35.8
Old : 39.3 44.9 59.3 66.8 20.4 29.2 30.1 35.8
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, August 19, 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 : 210,928: 18,166 26,247 56,630 124,195 119,199 198,991 202,076: 11,937 8,852
Old : 210,928: 18,166 26,247 56,630 124,195 119,199 198,991 202,076: 11,937 8,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 4,974: 1,596 -86 1,816 2,010 5,588 5,422 7,318: -448 -2,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.4 26.8 58.9 56.5 94.3 95.8: 5.7 4.2
Old : 100.0: 8.6 12.4 26.8 58.9 56.5 94.3 95.8: 5.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 16 25 23 22 49 47:
Old : 49: 10 16 25 23 22 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 31.7 51.2 51.3 16.6 14.3 22.1 19.6
Old : 35.1 31.7 51.2 51.3 16.6 14.3 22.1 19.6
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, August 19, 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 : 30,498: 3,091 6,723 2,693 21,690 18,939 27,474 28,355: 3,024 2,143
Old : 30,498: 3,091 6,723 2,693 21,690 18,939 27,474 28,355: 3,024 2,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -1,515: 881 -756 -993 -1,224 251 -1,336 -1,498: -179 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 22.0 8.8 71.1 62.1 90.1 93.0: 9.9 7.0
Old : 100.0: 10.1 22.0 8.8 71.1 62.1 90.1 93.0: 9.9 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 2 2 13 14 17 18:
Old : 21: 4 2 2 13 14 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 49.6 74.1 71.2 43.7 36.5 48.5 47.5
Old : 54.8 49.6 74.1 71.2 43.7 36.5 48.5 47.5
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, August 19, 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 : 7,294: 0 550 0 7,294 6,744 7,294 7,294: 0 0
Old : 7,294: 0 550 0 7,294 6,744 7,294 7,294: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -150: 0 0 0 192 225 192 225: -342 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 0.0 100.0 92.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.5 0.0 100.0 92.5 100.0 100.0: 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: 0 2 0 20 17 20 19:
Old : 26: 0 2 0 20 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 : 42.0 49.6 66.2 70.9 31.6 36.5 47.9 53.1
Old : 42.0 49.6 66.2 70.9 31.6 36.5 47.9 53.1
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, August 19, 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 : 13,417: 7,737 4,403 65 3,803 7,956 11,605 12,424: 1,812 993
Old : 13,417: 7,737 4,403 65 3,803 7,956 11,605 12,424: 1,812 993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -557: -382 -196 -108 -160 -343 -650 -647: 93 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 32.8 0.5 28.3 59.3 86.5 92.6: 13.5 7.4
Old : 100.0: 57.7 32.8 0.5 28.3 59.3 86.5 92.6: 13.5 7.4
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 : 106: 40 28 2 20 21 61 50:
Old : 106: 40 28 2 20 21 61 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 40.1 49.9 56.0 32.0 39.8 49.6 55.3
Old : 32.0 40.1 49.9 56.0 32.0 39.8 49.6 55.3
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 12,563: 6,552 3,562 0 3,725 7,390 10,277 10,952: 2,286 1,611
Old : 12,563: 6,552 3,562 0 3,725 7,390 10,277 10,952: 2,286 1,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 305: 435 -565 0 -338 569 97 4: 208 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 28.4 0.0 29.7 58.8 81.8 87.2: 18.2 12.8
Old : 100.0: 52.2 28.4 0.0 29.7 58.8 81.8 87.2: 18.2 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 : 64: 28 10 0 13 16 41 26:
Old : 64: 28 10 0 13 16 41 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 39.5 46.4 62.7 31.5 39.5 46.4 62.7
Old : 31.5 39.5 46.4 62.7 31.5 39.5 46.4 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 264,376: 56,937 10,980 48,090 140,071 188,966 245,098 248,036: 19,278 16,340
Old : 264,376: 56,937 10,980 48,090 140,071 188,966 245,098 248,036: 19,278 16,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 7,362: 981 115 1,575 7,059 5,903 9,614 7,592: -2,252 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 4.2 18.2 53.0 71.5 92.7 93.8: 7.3 6.2
Old : 100.0: 21.5 4.2 18.2 53.0 71.5 92.7 93.8: 7.3 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 : 168: 48 29 41 75 83 147 131:
Old : 168: 48 29 41 75 83 147 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 27.3 30.3 38.5 9.4 10.6 14.9 16.7
Old : 19.0 27.3 30.3 38.5 9.4 10.6 14.9 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 4,725: 200 100 50 4,350 4,525 4,600 4,675: 125 50
Old : 4,725: 200 100 50 4,350 4,525 4,600 4,675: 125 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 175: 50 0 0 575 625 625 625: -450 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.1 1.1 92.1 95.8 97.4 98.9: 2.6 1.1
Old : 100.0: 4.2 2.1 1.1 92.1 95.8 97.4 98.9: 2.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 1 23 22 25 24:
Old : 29: 2 1 1 23 22 25 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 : 40.7 43.9 59.8 66.7 23.8 31.2 33.3 38.1
Old : 40.7 43.9 59.8 66.7 23.8 31.2 33.3 38.1
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, August 19, 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 : 14,100: 1,045 0 864 11,986 13,121 13,895 13,985: 205 115
Old : 14,100: 1,045 0 864 11,986 13,121 13,895 13,985: 205 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 644: -375 0 475 664 254 764 729: -120 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 6.1 85.0 93.1 98.5 99.2: 1.5 0.8
Old : 100.0: 7.4 0.0 6.1 85.0 93.1 98.5 99.2: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 0 2 27 27 29 29:
Old : 43: 2 0 2 27 27 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 44.6 73.9 66.3 49.5 43.2 61.2 56.2
Old : 53.5 44.6 73.9 66.3 49.5 43.2 61.2 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 2,168: 0 660 10 1,727 1,453 1,737 2,123: 431 45
Old : 2,168: 0 660 10 1,727 1,453 1,737 2,123: 431 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 30.4 0.5 79.7 67.0 80.1 97.9: 19.9 2.1
Old : 100.0: 0.0 30.4 0.5 79.7 67.0 80.1 97.9: 19.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 12 14 13 15:
Old : 20: 0 1 1 12 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 67.3 70.9 84.6 33.8 48.6 46.5 63.4
Old : 47.9 67.3 70.9 84.6 33.8 48.6 46.5 63.4
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, August 19, 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 : 4,535: 50 100 100 4,335 4,235 4,485 4,435: 50 100
Old : 4,535: 50 100 100 4,335 4,235 4,485 4,435: 50 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 325: -50 50 100 275 175 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.2 2.2 95.6 93.4 98.9 97.8: 1.1 2.2
Old : 100.0: 1.1 2.2 2.2 95.6 93.4 98.9 97.8: 1.1 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 : 33: 1 2 1 20 19 22 21:
Old : 33: 1 2 1 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 55.1 71.3 73.3 40.2 54.0 59.1 67.9
Old : 44.7 55.1 71.3 73.3 40.2 54.0 59.1 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 3,655: 508 0 0 2,589 3,409 3,097 3,409: 558 246
Old : 3,655: 508 0 0 2,589 3,409 3,097 3,409: 558 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 179: 0 0 0 272 179 272 179: -93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.0 0.0 70.8 93.3 84.7 93.3: 15.3 6.7
Old : 100.0: 13.9 0.0 0.0 70.8 93.3 84.7 93.3: 15.3 6.7
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 : 23: 2 0 0 12 13 14 13:
Old : 23: 2 0 0 12 13 14 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 : 50.5 63.3 71.2 84.8 46.3 59.7 62.0 72.0
Old : 50.5 63.3 71.2 84.8 46.3 59.7 62.0 72.0
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, August 19, 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 : 14,579: 1,556 2,607 499 10,786 9,739 12,841 12,845: 1,738 1,734
Old : 14,579: 1,556 2,607 499 10,786 9,739 12,841 12,845: 1,738 1,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -248: 0 -255 0 437 661 437 406: -685 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 17.9 3.4 74.0 66.8 88.1 88.1: 11.9 11.9
Old : 100.0: 10.7 17.9 3.4 74.0 66.8 88.1 88.1: 11.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 4 4 22 25 28 31:
Old : 35: 4 4 4 22 25 28 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 : 36.4 34.7 57.2 50.7 34.5 33.7 48.4 46.2
Old : 36.4 34.7 57.2 50.7 34.5 33.7 48.4 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 22, 2008