GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 7,007: 51 0 0 6,841 6,857 6,892 6,857: 115 150
Old : 7,007: 51 0 0 6,841 6,857 6,892 6,857: 115 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 223: 51 0 0 77 128 128 128: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 97.6 97.9 98.4 97.9: 1.6 2.1
Old : 100.0: 0.7 0.0 0.0 97.6 97.9 98.4 97.9: 1.6 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 : 39: 1 0 0 26 29 27 29:
Old : 39: 1 0 0 26 29 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 : 50.1 43.0 69.7 65.4 40.1 42.2 53.3 55.7
Old : 50.1 43.0 69.7 65.4 40.1 42.2 53.3 55.7
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 26, 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 : 7,782: 0 170 625 7,107 6,842 7,732 7,637: 50 145
Old : 7,782: 0 170 625 7,107 6,842 7,732 7,637: 50 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 104: 0 -150 0 104 254 104 104: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 8.0 91.3 87.9 99.4 98.1: 0.6 1.9
Old : 100.0: 0.0 2.2 8.0 91.3 87.9 99.4 98.1: 0.6 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 : 52.5 43.1 72.5 68.8 42.9 38.6 49.8 50.7
Old : 52.5 43.1 72.5 68.8 42.9 38.6 49.8 50.7
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 26, 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 : 4,393: 72 547 60 3,557 3,234 3,689 3,841: 704 552
Old : 4,393: 72 547 60 3,557 3,234 3,689 3,841: 704 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 441: 0 -16 26 441 354 467 364: -26 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 12.5 1.4 81.0 73.6 84.0 87.4: 16.0 12.6
Old : 100.0: 1.6 12.5 1.4 81.0 73.6 84.0 87.4: 16.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 3 2 26 30 28 34:
Old : 35: 1 3 2 26 30 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 31.8 49.4 50.5 13.7 23.7 23.2 30.5
Old : 29.9 31.8 49.4 50.5 13.7 23.7 23.2 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 3,691: 0 15 35 2,725 2,898 2,760 2,948: 931 743
Old : 3,691: 0 15 35 2,725 2,898 2,760 2,948: 931 743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 387: 0 -5 0 336 336 336 331: 51 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.9 73.8 78.5 74.8 79.9: 25.2 20.1
Old : 100.0: 0.0 0.4 0.9 73.8 78.5 74.8 79.9: 25.2 20.1
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 : 33: 0 1 1 27 30 28 31:
Old : 33: 0 1 1 27 30 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 : 26.3 27.1 40.2 43.0 18.3 24.0 28.6 36.0
Old : 26.3 27.1 40.2 43.0 18.3 24.0 28.6 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 261,409: 24,217 13,828 62,186 135,926 154,001 222,329 230,015: 39,079 31,394
Old : 261,409: 24,217 13,828 62,186 135,926 154,001 222,329 230,015: 39,079 31,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -7,426: -1,928 665 -7,005 1,752 -941 -7,181 -7,281: -245 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.3 23.8 52.0 58.9 85.1 88.0: 14.9 12.0
Old : 100.0: 9.3 5.3 23.8 52.0 58.9 85.1 88.0: 14.9 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 : 124: 33 21 41 58 63 111 109:
Old : 124: 33 21 41 58 63 111 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.9 33.2 37.4 11.4 13.5 17.1 18.0
Old : 22.0 27.9 33.2 37.4 11.4 13.5 17.1 18.0
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 26, 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 : 16,541: 924 3,144 10,435 4,323 2,604 15,682 16,182: 859 358
Old : 16,541: 924 3,144 10,435 4,323 2,604 15,682 16,182: 859 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -2,274: -291 32 -418 -1,467 -1,704 -2,176 -2,090: -98 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 19.0 63.1 26.1 15.7 94.8 97.8: 5.2 2.2
Old : 100.0: 5.6 19.0 63.1 26.1 15.7 94.8 97.8: 5.2 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 : 23: 7 4 11 12 11 23 22:
Old : 23: 7 4 11 12 11 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 : 53.8 67.3 73.3 80.3 13.2 21.0 16.9 22.0
Old : 53.8 67.3 73.3 80.3 13.2 21.0 16.9 22.0
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 26, 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 : 8,603: 655 0 100 7,648 8,203 8,403 8,303: 200 300
Old : 8,603: 655 0 100 7,648 8,203 8,403 8,303: 200 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 813: -75 0 0 888 813 813 813: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 1.2 88.9 95.4 97.7 96.5: 2.3 3.5
Old : 100.0: 7.6 0.0 1.2 88.9 95.4 97.7 96.5: 2.3 3.5
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 : 42: 4 0 1 29 31 33 32:
Old : 42: 4 0 1 29 31 33 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 : 40.6 37.5 57.2 57.7 36.4 29.4 45.5 41.8
Old : 40.6 37.5 57.2 57.7 36.4 29.4 45.5 41.8
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 26, 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 : 5,719: 914 369 0 4,570 5,320 5,484 5,689: 235 30
Old : 5,719: 914 369 0 4,570 5,320 5,484 5,689: 235 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 150: 0 0 0 300 150 300 150: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 6.5 0.0 79.9 93.0 95.9 99.5: 4.1 0.5
Old : 100.0: 16.0 6.5 0.0 79.9 93.0 95.9 99.5: 4.1 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 13 16 15 18:
Old : 28: 2 2 0 13 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 47.0 76.7 69.8 56.3 44.6 75.9 67.2
Old : 56.3 47.0 76.7 69.8 56.3 44.6 75.9 67.2
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 26, 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 : 1,276,607: 184,098 414,427 480,079 531,183 349,106 1,195,359 1,243,612: 81,248 32,995
Old : 1,276,607: 184,098 414,427 480,079 531,183 349,106 1,195,359 1,243,612: 81,248 32,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -12,854: -1,206 27,062 -16,222 6,081 -18,319 -11,346 -7,478: -1,508 -5,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 32.5 37.6 41.6 27.3 93.6 97.4: 6.4 2.6
Old : 100.0: 14.4 32.5 37.6 41.6 27.3 93.6 97.4: 6.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 97 59 108 85 78 231 203:
Old : 250: 97 59 108 85 78 231 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 45.6 46.8 58.1 15.2 26.4 18.6 28.6
Old : 35.9 45.6 46.8 58.1 15.2 26.4 18.6 28.6
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 26, 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 : 26,977: 8,834 16,450 4,496 11,695 5,804 25,025 26,749: 1,952 228
Old : 26,977: 8,834 16,450 4,496 11,695 5,804 25,025 26,749: 1,952 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 605: -401 408 42 -836 368 -1,196 818: 1,801 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 61.0 16.7 43.4 21.5 92.8 99.2: 7.2 0.8
Old : 100.0: 32.7 61.0 16.7 43.4 21.5 92.8 99.2: 7.2 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 : 30: 8 13 13 7 9 21 29:
Old : 30: 8 13 13 7 9 21 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 72.6 87.7 85.8 56.9 58.9 59.3 63.0
Old : 80.7 72.6 87.7 85.8 56.9 58.9 59.3 63.0
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 26, 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 : 105,161: 2,307 8,303 2,391 91,981 84,942 96,679 95,636: 8,482 9,525
Old : 105,161: 2,307 8,303 2,391 91,981 84,942 96,679 95,636: 8,482 9,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -527: 433 0 -258 -959 -606 -784 -864: 257 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 7.9 2.3 87.5 80.8 91.9 90.9: 8.1 9.1
Old : 100.0: 2.2 7.9 2.3 87.5 80.8 91.9 90.9: 8.1 9.1
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 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 : 45.7 55.8 61.6 72.5 43.0 48.9 56.3 62.9
Old : 45.7 55.8 61.6 72.5 43.0 48.9 56.3 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,249: 2,695 9,763 6,434 55,215 46,800 64,344 62,997: 5,905 7,252
Old : 70,249: 2,695 9,763 6,434 55,215 46,800 64,344 62,997: 5,905 7,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 3,904: 0 -2,255 1,521 3,248 6,128 4,769 5,394: -865 -1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 13.9 9.2 78.6 66.6 91.6 89.7: 8.4 10.3
Old : 100.0: 3.8 13.9 9.2 78.6 66.6 91.6 89.7: 8.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 3 4 34 27 38 32:
Old : 42: 2 3 4 34 27 38 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 : 31.5 36.7 51.3 54.1 31.3 27.7 47.8 42.8
Old : 31.5 36.7 51.3 54.1 31.3 27.7 47.8 42.8
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 26, 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 : 101,963: 5,154 4,730 972 89,980 87,521 96,106 93,223: 5,857 8,740
Old : 101,963: 5,154 4,730 972 89,980 87,521 96,106 93,223: 5,857 8,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -792: 0 -540 -364 509 -70 145 -974: -937 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.6 1.0 88.2 85.8 94.3 91.4: 5.7 8.6
Old : 100.0: 5.1 4.6 1.0 88.2 85.8 94.3 91.4: 5.7 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 3 30 26 34 29:
Old : 37: 2 2 3 30 26 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 39.4 61.8 56.4 39.6 33.8 52.4 46.7
Old : 47.4 39.4 61.8 56.4 39.6 33.8 52.4 46.7
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 26, 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 : 91,855: 3,782 3,209 1,405 73,752 73,493 78,939 78,107: 12,916 13,748
Old : 91,855: 3,782 3,209 1,405 73,752 73,493 78,939 78,107: 12,916 13,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 1,916: 0 126 0 1,158 1,624 1,158 1,750: 758 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.5 1.5 80.3 80.0 85.9 85.0: 14.1 15.0
Old : 100.0: 4.1 3.5 1.5 80.3 80.0 85.9 85.0: 14.1 15.0
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 : 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 42.5 57.7 58.9 32.6 40.3 46.0 52.3
Old : 40.1 42.5 57.7 58.9 32.6 40.3 46.0 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 49,352: 4,011 2,980 5,523 37,716 39,488 47,250 47,991: 2,102 1,361
Old : 49,352: 4,011 2,980 5,523 37,716 39,488 47,250 47,991: 2,102 1,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 87: 0 200 -99 248 106 149 207: -62 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.0 11.2 76.4 80.0 95.7 97.2: 4.3 2.8
Old : 100.0: 8.1 6.0 11.2 76.4 80.0 95.7 97.2: 4.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 2 20 20 23 22:
Old : 28: 2 1 2 20 20 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 : 54.9 61.8 72.7 79.5 43.1 44.6 54.5 58.3
Old : 54.9 61.8 72.7 79.5 43.1 44.6 54.5 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 79,360: 8,849 961 4,371 60,234 64,173 73,454 69,505: 5,906 9,855
Old : 79,360: 8,849 961 4,371 60,234 64,173 73,454 69,505: 5,906 9,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 69: 798 -854 -629 1,103 2,029 1,272 546: -1,203 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 1.2 5.5 75.9 80.9 92.6 87.6: 7.4 12.4
Old : 100.0: 11.2 1.2 5.5 75.9 80.9 92.6 87.6: 7.4 12.4
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 : 32: 3 1 2 25 25 29 27:
Old : 32: 3 1 2 25 25 29 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 : 56.7 44.0 72.1 62.5 50.3 39.6 62.6 52.3
Old : 56.7 44.0 72.1 62.5 50.3 39.6 62.6 52.3
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 26, 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 : 101,839: 6,544 4,892 2,239 85,979 89,264 94,762 96,395: 7,077 5,444
Old : 101,839: 6,544 4,892 2,239 85,979 89,264 94,762 96,395: 7,077 5,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 1,938: 180 -6 -102 411 942 489 834: 1,449 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.8 2.2 84.4 87.7 93.1 94.7: 6.9 5.3
Old : 100.0: 6.4 4.8 2.2 84.4 87.7 93.1 94.7: 6.9 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 : 47: 1 3 3 31 36 34 40:
Old : 47: 1 3 3 31 36 34 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 : 36.4 24.4 57.6 41.5 34.1 23.0 49.8 36.5
Old : 36.4 24.4 57.6 41.5 34.1 23.0 49.8 36.5
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 26, 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 : 113,976: 9,337 248 5,758 92,249 93,053 107,344 99,059: 6,632 14,917
Old : 113,976: 9,337 248 5,758 92,249 93,053 107,344 99,059: 6,632 14,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 376: -2,189 0 598 1,993 563 402 1,161: -26 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.2 5.1 80.9 81.6 94.2 86.9: 5.8 13.1
Old : 100.0: 8.2 0.2 5.1 80.9 81.6 94.2 86.9: 5.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 3 25 29 28 32:
Old : 36: 2 1 3 25 29 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 : 44.1 35.8 70.3 53.0 40.7 34.2 59.0 46.5
Old : 44.1 35.8 70.3 53.0 40.7 34.2 59.0 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,018: 2,500 6,420 3,128 41,177 34,313 46,805 43,861: 6,213 9,157
Old : 53,018: 2,500 6,420 3,128 41,177 34,313 46,805 43,861: 6,213 9,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -1,151: -124 865 -405 -2,250 -1,699 -2,779 -1,239: 1,628 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.1 5.9 77.7 64.7 88.3 82.7: 11.7 17.3
Old : 100.0: 4.7 12.1 5.9 77.7 64.7 88.3 82.7: 11.7 17.3
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: 2 2 4 18 18 22 22:
Old : 28: 2 2 4 18 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 40.2 61.1 64.0 31.9 32.8 42.0 41.3
Old : 45.8 40.2 61.1 64.0 31.9 32.8 42.0 41.3
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 26, 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 : 99,009: 4,672 6,348 20,367 72,353 68,245 97,392 94,960: 1,617 4,049
Old : 99,009: 4,672 6,348 20,367 72,353 68,245 97,392 94,960: 1,617 4,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 1,067: 1,516 -357 1,014 -1,463 224 1,067 881: 0 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.4 20.6 73.1 68.9 98.4 95.9: 1.6 4.1
Old : 100.0: 4.7 6.4 20.6 73.1 68.9 98.4 95.9: 1.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.9 52.9 80.4 71.0 36.7 29.3 49.8 42.6
Old : 61.9 52.9 80.4 71.0 36.7 29.3 49.8 42.6
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 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,169: 839 0 2,150 49,798 51,296 52,787 53,446: 9,382 8,723
Old : 62,169: 839 0 2,150 49,798 51,296 52,787 53,446: 9,382 8,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 839: 161 -141 -9 -120 989 32 839: 807 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 3.5 80.1 82.5 84.9 86.0: 15.1 14.0
Old : 100.0: 1.3 0.0 3.5 80.1 82.5 84.9 86.0: 15.1 14.0
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 0 2 25 24 28 26:
Old : 31: 3 0 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 : 39.6 37.7 55.9 59.0 30.2 32.4 44.7 47.8
Old : 39.6 37.7 55.9 59.0 30.2 32.4 44.7 47.8
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 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 96,743: 1,492 4,328 7,212 80,431 80,014 89,135 91,554: 7,608 5,189
Old : 96,743: 1,492 4,328 7,212 80,431 80,014 89,135 91,554: 7,608 5,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 5,098: 120 -3,020 1,067 2,523 7,056 3,710 5,103: 1,388 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.5 7.5 83.1 82.7 92.1 94.6: 7.9 5.4
Old : 100.0: 1.5 4.5 7.5 83.1 82.7 92.1 94.6: 7.9 5.4
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 : 48: 2 4 5 33 33 39 38:
Old : 48: 2 4 5 33 33 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 : 36.0 25.4 53.8 41.6 33.1 20.2 47.7 33.9
Old : 36.0 25.4 53.8 41.6 33.1 20.2 47.7 33.9
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 26, 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 : 50,407: 0 4,603 0 42,061 40,954 42,061 45,557: 8,346 4,850
Old : 50,407: 0 4,603 0 42,061 40,954 42,061 45,557: 8,346 4,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 428: 0 0 0 0 428 0 428: 428 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 0.0 83.4 81.2 83.4 90.4: 16.6 9.6
Old : 100.0: 0.0 9.1 0.0 83.4 81.2 83.4 90.4: 16.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 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 : 55.4 60.1 70.0 79.0 40.4 45.6 49.9 56.0
Old : 55.4 60.1 70.0 79.0 40.4 45.6 49.9 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 2,061,615: 206,620 17,883 933,820 914,761 1,105,402 2,055,202 2,057,106: 6,413 4,509
Old : 2,061,615: 206,620 17,883 933,820 914,761 1,105,402 2,055,202 2,057,106: 6,413 4,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -138,921: 32,071 3,769 -96,979 -75,038 -46,742 -139,946 -139,952: 1,024 1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.9 45.3 44.4 53.6 99.7 99.8: 0.3 0.2
Old : 100.0: 10.0 0.9 45.3 44.4 53.6 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 44 20 54 62 60 124 116:
Old : 127: 44 20 54 62 60 124 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 32.1 49.6 50.1 5.9 6.5 8.3 8.8
Old : 31.6 32.1 49.6 50.1 5.9 6.5 8.3 8.8
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 26, 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 : 115,664: 5,532 21,404 18,618 77,474 65,616 101,624 105,638: 14,040 10,026
Old : 115,664: 5,532 21,404 18,618 77,474 65,616 101,624 105,638: 14,040 10,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 3,119: 0 -784 423 1,633 1,866 2,056 1,505: 1,063 1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 18.5 16.1 67.0 56.7 87.9 91.3: 12.1 8.7
Old : 100.0: 4.8 18.5 16.1 67.0 56.7 87.9 91.3: 12.1 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 : 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 : 28.3 32.2 45.4 48.2 14.9 17.9 24.9 26.2
Old : 28.3 32.2 45.4 48.2 14.9 17.9 24.9 26.2
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 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 114,522: 12,268 2,268 10,261 83,982 91,848 106,511 104,377: 8,011 10,145
Old : 114,522: 12,268 2,268 10,261 83,982 91,848 106,511 104,377: 8,011 10,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 3,134: -800 0 292 3,044 3,996 2,536 4,288: 598 -1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 2.0 9.0 73.3 80.2 93.0 91.1: 7.0 8.9
Old : 100.0: 10.7 2.0 9.0 73.3 80.2 93.0 91.1: 7.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 1 4 23 24 28 28:
Old : 34: 4 1 4 23 24 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 50.4 75.5 64.0 55.5 46.0 64.6 55.8
Old : 61.6 50.4 75.5 64.0 55.5 46.0 64.6 55.8
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 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 96,525: 7,560 1,200 0 88,293 94,321 95,853 95,521: 672 1,004
Old : 96,525: 7,560 1,200 0 88,293 94,321 95,853 95,521: 672 1,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 3,300: 840 960 0 2,520 2,495 3,360 3,455: -60 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 1.2 0.0 91.5 97.7 99.3 99.0: 0.7 1.0
Old : 100.0: 7.8 1.2 0.0 91.5 97.7 99.3 99.0: 0.7 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 : 30: 3 2 0 15 17 18 19:
Old : 30: 3 2 0 15 17 18 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 : 77.3 74.5 90.4 86.6 74.8 71.6 83.7 81.6
Old : 77.3 74.5 90.4 86.6 74.8 71.6 83.7 81.6
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 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 245,418: 9,352 5,349 7,272 214,994 222,197 231,618 234,818: 13,800 10,600
Old : 245,418: 9,352 5,349 7,272 214,994 222,197 231,618 234,818: 13,800 10,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 5,814: 2,118 -19 -980 4,399 7,364 5,537 6,365: 277 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 2.2 3.0 87.6 90.5 94.4 95.7: 5.6 4.3
Old : 100.0: 3.8 2.2 3.0 87.6 90.5 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 : 61: 6 3 6 47 44 54 52:
Old : 61: 6 3 6 47 44 54 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 57.0 49.3 67.8 27.2 56.5 45.4 64.3
Old : 30.1 57.0 49.3 67.8 27.2 56.5 45.4 64.3
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 26, 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 : 225,244: 8,633 17,538 13,938 191,984 187,470 214,555 218,946: 10,689 6,298
Old : 225,244: 8,633 17,538 13,938 191,984 187,470 214,555 218,946: 10,689 6,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -85: -423 0 30 368 279 -25 309: -60 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.8 6.2 85.2 83.2 95.3 97.2: 4.7 2.8
Old : 100.0: 3.8 7.8 6.2 85.2 83.2 95.3 97.2: 4.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 38.3 47.0 61.6 21.4 34.4 35.5 53.2
Old : 29.5 38.3 47.0 61.6 21.4 34.4 35.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 236,598: 6,182 12,288 16,325 204,936 194,348 227,443 222,961: 9,155 13,637
Old : 236,598: 6,182 12,288 16,325 204,936 194,348 227,443 222,961: 9,155 13,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 7,592: 1,376 2,226 1,476 4,318 4,461 7,170 8,163: 422 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 5.2 6.9 86.6 82.1 96.1 94.2: 3.9 5.8
Old : 100.0: 2.6 5.2 6.9 86.6 82.1 96.1 94.2: 3.9 5.8
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 : 66: 4 5 8 55 51 64 59:
Old : 66: 4 5 8 55 51 64 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 27.4 45.4 46.8 22.1 17.1 33.5 27.5
Old : 26.5 27.4 45.4 46.8 22.1 17.1 33.5 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 46,934: 1,086 34 3,498 34,873 35,357 39,457 38,889: 7,477 8,045
Old : 46,934: 1,086 34 3,498 34,873 35,357 39,457 38,889: 7,477 8,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 1,150: -1,620 0 1,120 838 481 338 1,601: 812 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.1 7.5 74.3 75.3 84.1 82.9: 15.9 17.1
Old : 100.0: 2.3 0.1 7.5 74.3 75.3 84.1 82.9: 15.9 17.1
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 : 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 : 43.1 45.5 68.3 67.2 36.6 38.2 51.8 53.1
Old : 43.1 45.5 68.3 67.2 36.6 38.2 51.8 53.1
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 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 215,977: 14,651 15,853 20,681 175,247 171,017 210,579 207,551: 5,398 8,426
Old : 215,977: 14,651 15,853 20,681 175,247 171,017 210,579 207,551: 5,398 8,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 6,639: -1,170 3,781 520 7,017 2,368 6,367 6,669: 272 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 7.3 9.6 81.1 79.2 97.5 96.1: 2.5 3.9
Old : 100.0: 6.8 7.3 9.6 81.1 79.2 97.5 96.1: 2.5 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 : 51: 4 4 7 40 39 47 47:
Old : 51: 4 4 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 : 31.5 29.4 51.5 48.8 25.2 24.6 40.3 36.3
Old : 31.5 29.4 51.5 48.8 25.2 24.6 40.3 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 54,644: 1,249 5,394 660 41,545 36,427 43,454 42,481: 11,190 12,163
Old : 54,644: 1,249 5,394 660 41,545 36,427 43,454 42,481: 11,190 12,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 492: 0 0 0 100 372 100 372: 392 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.9 1.2 76.0 66.7 79.5 77.7: 20.5 22.3
Old : 100.0: 2.3 9.9 1.2 76.0 66.7 79.5 77.7: 20.5 22.3
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 : 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 : 40.6 35.2 62.0 54.8 31.6 24.2 43.7 35.5
Old : 40.6 35.2 62.0 54.8 31.6 24.2 43.7 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 3,887,939: 1,488,593 413,650 1,096,711 1,278,030 2,363,243 3,863,334 3,873,604: 24,605 14,335
Old : 3,887,939: 1,488,593 413,650 1,096,711 1,278,030 2,363,243 3,863,334 3,873,604: 24,605 14,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 89,914: 38,131 21,785 22,192 31,339 45,799 91,662 89,776: -1,748 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 10.6 28.2 32.9 60.8 99.4 99.6: 0.6 0.4
Old : 100.0: 38.3 10.6 28.2 32.9 60.8 99.4 99.6: 0.6 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 : 169: 29 21 44 113 105 162 151:
Old : 169: 29 21 44 113 105 162 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 34.2 54.2 48.1 32.9 23.4 35.6 31.6
Old : 43.9 34.2 54.2 48.1 32.9 23.4 35.6 31.6
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 26, 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 : 1,259,996: 126,518 447,629 326,787 796,429 473,483 1,249,734 1,247,899: 10,262 12,097
Old : 1,259,996: 126,518 447,629 326,787 796,429 473,483 1,249,734 1,247,899: 10,262 12,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 67,907: 8,818 41,451 16,194 36,982 1,336 61,994 58,981: 5,913 8,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 35.5 25.9 63.2 37.6 99.2 99.0: 0.8 1.0
Old : 100.0: 10.0 35.5 25.9 63.2 37.6 99.2 99.0: 0.8 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 : 98: 21 27 37 44 47 85 91:
Old : 98: 21 27 37 44 47 85 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 40.1 55.4 55.6 26.6 27.7 35.7 34.9
Old : 34.3 40.1 55.4 55.6 26.6 27.7 35.7 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 108,934: 1,842 1,644 19,057 87,215 87,641 108,114 108,343: 819 591
Old : 108,934: 1,842 1,644 19,057 87,215 87,641 108,114 108,343: 819 591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 1,668: -189 384 223 1,925 1,060 1,959 1,668: -291 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.5 17.5 80.1 80.5 99.2 99.5: 0.8 0.5
Old : 100.0: 1.7 1.5 17.5 80.1 80.5 99.2 99.5: 0.8 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 : 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 : 49.9 46.3 72.6 69.1 14.7 13.6 19.5 18.1
Old : 49.9 46.3 72.6 69.1 14.7 13.6 19.5 18.1
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 26, 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 19, 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 26, 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 : 29,468: 2,990 81 764 24,963 27,706 28,717 28,551: 752 918
Old : 29,468: 2,990 81 764 24,963 27,706 28,717 28,551: 752 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -459: 3 -8 -18 -442 -435 -457 -461: -1 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.3 2.6 84.7 94.0 97.4 96.9: 2.6 3.1
Old : 100.0: 10.1 0.3 2.6 84.7 94.0 97.4 96.9: 2.6 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 73.3 83.4 85.4 21.6 21.6 28.7 27.0
Old : 61.4 73.3 83.4 85.4 21.6 21.6 28.7 27.0
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 26, 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 : 23,960: 220 556 644 21,284 20,956 22,148 22,156: 1,812 1,804
Old : 23,960: 220 556 644 21,284 20,956 22,148 22,156: 1,812 1,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 134: 0 0 0 120 120 120 120: 14 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.3 2.7 88.8 87.5 92.4 92.5: 7.6 7.5
Old : 100.0: 0.9 2.3 2.7 88.8 87.5 92.4 92.5: 7.6 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 : 43.1 50.0 65.9 72.8 25.5 33.3 40.7 41.4
Old : 43.1 50.0 65.9 72.8 25.5 33.3 40.7 41.4
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 26, 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 : 29,686: 0 360 300 28,662 27,204 28,962 27,864: 724 1,822
Old : 29,686: 0 360 300 28,662 27,204 28,962 27,864: 724 1,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -140: 0 20 0 -310 -400 -310 -380: 170 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 1.0 96.6 91.6 97.6 93.9: 2.4 6.1
Old : 100.0: 0.0 1.2 1.0 96.6 91.6 97.6 93.9: 2.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 23 21 24 22:
Old : 27: 0 1 1 23 21 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 66.5 75.8 78.0 55.2 62.2 69.6 68.8
Old : 56.8 66.5 75.8 78.0 55.2 62.2 69.6 68.8
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 26, 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 : 8,970: 120 0 0 8,480 8,910 8,600 8,910: 370 60
Old : 8,970: 120 0 0 8,480 8,910 8,600 8,910: 370 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -280: 120 0 0 -300 -280 -180 -280: -100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 94.5 99.3 95.9 99.3: 4.1 0.7
Old : 100.0: 1.3 0.0 0.0 94.5 99.3 95.9 99.3: 4.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 16 16 17 16:
Old : 21: 1 0 0 16 16 17 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 : 53.5 68.7 85.8 83.3 45.5 61.0 62.0 68.3
Old : 53.5 68.7 85.8 83.3 45.5 61.0 62.0 68.3
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 26, 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 : 7,789: 1,140 294 60 5,568 6,385 6,768 6,739: 1,021 1,050
Old : 7,789: 1,140 294 60 5,568 6,385 6,768 6,739: 1,021 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 50: 0 -10 0 30 80 30 70: 20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 3.8 0.8 71.5 82.0 86.9 86.5: 13.1 13.5
Old : 100.0: 14.6 3.8 0.8 71.5 82.0 86.9 86.5: 13.1 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 1 13 13 15 16:
Old : 20: 2 2 1 13 13 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 56.2 74.6 77.7 48.4 45.1 59.4 57.3
Old : 56.9 56.2 74.6 77.7 48.4 45.1 59.4 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 10,164: 120 60 0 9,948 9,478 10,068 9,538: 96 626
Old : 10,164: 120 60 0 9,948 9,478 10,068 9,538: 96 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -6: 0 0 0 -6 -6 -6 -6: 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 : 46.5 39.5 77.6 69.0 43.1 33.5 60.1 55.1
Old : 46.5 39.5 77.6 69.0 43.1 33.5 60.1 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 26, 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 : 2,740,721: 210,927 130,705 1,192,172 1,270,155 1,341,934 2,673,254 2,664,811: 67,468 75,910
Old : 2,740,721: 210,927 130,705 1,192,172 1,270,155 1,341,934 2,673,254 2,664,811: 67,468 75,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 25,862: 2,235 -3,369 55,316 -27,918 -20,249 29,633 31,697: -3,772 -5,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 4.8 43.5 46.3 49.0 97.5 97.2: 2.5 2.8
Old : 100.0: 7.7 4.8 43.5 46.3 49.0 97.5 97.2: 2.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 102 122 160 79 101 275 294:
Old : 331: 102 122 160 79 101 275 294:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 27.2 42.0 40.6 4.9 3.5 7.2 5.2
Old : 28.9 27.2 42.0 40.6 4.9 3.5 7.2 5.2
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 26, 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 : 98,867: 22,819 23,702 26,726 46,177 47,849 95,721 98,277: 3,145 589
Old : 98,867: 22,819 23,702 26,726 46,177 47,849 95,721 98,277: 3,145 589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 9,725: -903 1,902 4,191 5,092 3,580 8,380 9,672: 1,345 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 24.0 27.0 46.7 48.4 96.8 99.4: 3.2 0.6
Old : 100.0: 23.1 24.0 27.0 46.7 48.4 96.8 99.4: 3.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 13 14 13 11 28 27:
Old : 32: 4 13 14 13 11 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 46.5 83.8 70.9 52.2 32.9 54.9 48.3
Old : 74.7 46.5 83.8 70.9 52.2 32.9 54.9 48.3
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 26, 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 : 133,063: 20,990 13,808 8,415 69,965 52,870 99,370 75,093: 33,693 57,970
Old : 133,063: 20,990 13,808 8,415 69,965 52,870 99,370 75,093: 33,693 57,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 617: 0 52 236 586 283 822 571: -205 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 10.4 6.3 52.6 39.7 74.7 56.4: 25.3 43.6
Old : 100.0: 15.8 10.4 6.3 52.6 39.7 74.7 56.4: 25.3 43.6
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 : 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 : 41.4 21.6 60.7 37.0 34.9 20.1 47.3 29.3
Old : 41.4 21.6 60.7 37.0 34.9 20.1 47.3 29.3
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 26, 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 : 354,825: 20,852 12,584 156,376 174,638 182,620 351,866 351,580: 2,959 3,245
Old : 354,825: 20,852 12,584 156,376 174,638 182,620 351,866 351,580: 2,959 3,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 5,827: 172 -662 7,606 -1,662 -991 6,116 5,953: -289 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.5 44.1 49.2 51.5 99.2 99.1: 0.8 0.9
Old : 100.0: 5.9 3.5 44.1 49.2 51.5 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 27 25 43 35 35 83 82:
Old : 88: 27 25 43 35 35 83 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 30.6 46.0 50.8 6.0 6.4 8.0 8.6
Old : 27.0 30.6 46.0 50.8 6.0 6.4 8.0 8.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 311,753: 17,855 6,996 96,817 189,197 200,778 303,869 304,591: 7,884 7,162
Old : 311,753: 17,855 6,996 96,817 189,197 200,778 303,869 304,591: 7,884 7,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 7,720: 1,613 41 8,250 -2,210 -902 7,653 7,389: 67 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.2 31.1 60.7 64.4 97.5 97.7: 2.5 2.3
Old : 100.0: 5.7 2.2 31.1 60.7 64.4 97.5 97.7: 2.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 3 9 30 29 39 38:
Old : 39: 6 3 9 30 29 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 30.4 54.1 48.1 9.0 7.4 11.9 11.9
Old : 36.5 30.4 54.1 48.1 9.0 7.4 11.9 11.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 22,552: 1,200 575 200 20,137 20,777 21,537 21,552: 1,015 1,000
Old : 22,552: 1,200 575 200 20,137 20,777 21,537 21,552: 1,015 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 1,855: 400 0 0 605 1,205 1,005 1,205: 850 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.5 0.9 89.3 92.1 95.5 95.6: 4.5 4.4
Old : 100.0: 5.3 2.5 0.9 89.3 92.1 95.5 95.6: 4.5 4.4
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 : 49: 2 3 1 37 34 40 38:
Old : 49: 2 3 1 37 34 40 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 : 34.2 43.0 52.7 62.3 19.9 30.0 28.6 35.4
Old : 34.2 43.0 52.7 62.3 19.9 30.0 28.6 35.4
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 26, 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 : 196,240: 17,426 32,116 46,951 121,101 107,574 185,478 186,641: 10,762 9,599
Old : 196,240: 17,426 32,116 46,951 121,101 107,574 185,478 186,641: 10,762 9,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -14,688: -740 5,869 -9,679 -3,094 -11,625 -13,513 -15,435: -1,175 747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.4 23.9 61.7 54.8 94.5 95.1: 5.5 4.9
Old : 100.0: 8.9 16.4 23.9 61.7 54.8 94.5 95.1: 5.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 9 18 25 21 20 47 46:
Old : 48: 9 18 25 21 20 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 33.9 53.6 53.5 18.5 15.2 24.3 21.4
Old : 37.0 33.9 53.6 53.5 18.5 15.2 24.3 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 30,577: 3,191 6,723 3,193 20,945 18,526 27,329 28,442: 3,248 2,135
Old : 30,577: 3,191 6,723 3,193 20,945 18,526 27,329 28,442: 3,248 2,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 79: 100 0 500 -745 -413 -145 87: 224 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 22.0 10.4 68.5 60.6 89.4 93.0: 10.6 7.0
Old : 100.0: 10.4 22.0 10.4 68.5 60.6 89.4 93.0: 10.6 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: 5 2 3 12 13 17 18:
Old : 21: 5 2 3 12 13 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 : 54.1 49.4 73.4 71.0 42.8 36.4 47.6 47.3
Old : 54.1 49.4 73.4 71.0 42.8 36.4 47.6 47.3
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 26, 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 : 7,894: 100 550 0 7,794 7,344 7,894 7,894: 0 0
Old : 7,894: 100 550 0 7,794 7,344 7,894 7,894: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 600: 100 0 0 500 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 7.0 0.0 98.7 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 7.0 0.0 98.7 93.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 0 19 19 20 21:
Old : 28: 1 2 0 19 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 44.9 67.4 68.7 29.2 32.2 44.2 46.8
Old : 42.9 44.9 67.4 68.7 29.2 32.2 44.2 46.8
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 26, 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 : 13,950: 7,836 4,553 107 4,067 8,456 12,010 13,116: 1,940 834
Old : 13,950: 7,836 4,553 107 4,067 8,456 12,010 13,116: 1,940 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 533: 99 150 42 264 500 405 692: 128 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 32.6 0.8 29.2 60.6 86.1 94.0: 13.9 6.0
Old : 100.0: 56.2 32.6 0.8 29.2 60.6 86.1 94.0: 13.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 44 29 4 25 23 70 55:
Old : 111: 44 29 4 25 23 70 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 37.7 45.0 52.1 28.9 37.5 44.2 50.8
Old : 28.9 37.7 45.0 52.1 28.9 37.5 44.2 50.8
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 26, 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 : 12,355: 6,403 2,992 0 3,911 7,812 10,314 10,804: 2,041 1,551
Old : 12,355: 6,403 2,992 0 3,911 7,812 10,314 10,804: 2,041 1,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -208: -149 -570 0 186 422 37 -148: -245 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 24.2 0.0 31.7 63.2 83.5 87.4: 16.5 12.6
Old : 100.0: 51.8 24.2 0.0 31.7 63.2 83.5 87.4: 16.5 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 26 6 0 12 18 38 24:
Old : 58: 26 6 0 12 18 38 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 : 33.1 42.8 48.3 66.5 33.1 42.8 48.3 66.5
Old : 33.1 42.8 48.3 66.5 33.1 42.8 48.3 66.5
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 26, 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 : 246,138: 54,263 9,269 39,449 132,940 181,017 226,652 229,736: 19,486 16,402
Old : 246,138: 54,263 9,269 39,449 132,940 181,017 226,652 229,736: 19,486 16,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -18,238: -2,674 -1,711 -8,640 -7,131 -7,949 -18,445 -18,301: 207 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 3.8 16.0 54.0 73.5 92.1 93.3: 7.9 6.7
Old : 100.0: 22.0 3.8 16.0 54.0 73.5 92.1 93.3: 7.9 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 : 168: 52 25 43 77 84 151 131:
Old : 168: 52 25 43 77 84 151 131:
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 : 19.7 30.2 30.4 40.5 9.6 12.3 15.9 18.4
Old : 19.7 30.2 30.4 40.5 9.6 12.3 15.9 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 7,146: 2,239 2,790 236 3,806 2,551 6,281 5,577: 865 1,569
Old : 7,146: 2,239 2,790 236 3,806 2,551 6,281 5,577: 865 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 39.0 3.3 53.3 35.7 87.9 78.0: 12.1 22.0
Old : 100.0: 31.3 39.0 3.3 53.3 35.7 87.9 78.0: 12.1 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 6 2 7 5 14 12:
Old : 20: 6 6 2 7 5 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 53.8 74.5 70.0 45.8 46.7 63.3 60.6
Old : 48.0 53.8 74.5 70.0 45.8 46.7 63.3 60.6
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 26, 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 : 4,975: 200 150 50 4,625 4,675 4,875 4,875: 100 100
Old : 4,975: 200 150 50 4,625 4,675 4,875 4,875: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 250: 0 50 0 275 150 275 200: -25 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.0 1.0 93.0 94.0 98.0 98.0: 2.0 2.0
Old : 100.0: 4.0 3.0 1.0 93.0 94.0 98.0 98.0: 2.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 25 22 27 24:
Old : 30: 2 1 1 25 22 27 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 : 37.7 40.7 55.8 62.3 22.6 30.7 31.7 36.2
Old : 37.7 40.7 55.8 62.3 22.6 30.7 31.7 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 14,719: 1,045 0 868 12,574 13,736 14,487 14,604: 232 115
Old : 14,719: 1,045 0 868 12,574 13,736 14,487 14,604: 232 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 619: 0 0 4 588 615 592 619: 27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 5.9 85.4 93.3 98.4 99.2: 1.6 0.8
Old : 100.0: 7.1 0.0 5.9 85.4 93.3 98.4 99.2: 1.6 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 29 28 31 30:
Old : 43: 2 0 2 29 28 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 43.9 72.4 66.8 48.8 42.6 60.4 56.7
Old : 52.8 43.9 72.4 66.8 48.8 42.6 60.4 56.7
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 26, 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 : 2,293: 0 735 10 1,882 1,503 1,892 2,248: 401 45
Old : 2,293: 0 735 10 1,882 1,503 1,892 2,248: 401 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 125: 0 75 0 155 50 155 125: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 32.1 0.4 82.1 65.5 82.5 98.0: 17.5 2.0
Old : 100.0: 0.0 32.1 0.4 82.1 65.5 82.5 98.0: 17.5 2.0
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: 0 1 1 13 15 14 16:
Old : 21: 0 1 1 13 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 66.9 70.3 83.3 32.9 49.2 47.4 63.2
Old : 45.3 66.9 70.3 83.3 32.9 49.2 47.4 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 4,660: 50 100 100 4,460 4,360 4,610 4,560: 50 100
Old : 4,660: 50 100 100 4,460 4,360 4,610 4,560: 50 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 125: 0 0 0 125 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.1 2.1 95.7 93.6 98.9 97.9: 1.1 2.1
Old : 100.0: 1.1 2.1 2.1 95.7 93.6 98.9 97.9: 1.1 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 : 35: 1 2 1 20 21 22 23:
Old : 35: 1 2 1 20 21 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 53.6 70.5 71.4 40.2 53.6 59.1 66.1
Old : 43.5 53.6 70.5 71.4 40.2 53.6 59.1 66.1
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 26, 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 : 3,844: 508 0 0 2,781 3,601 3,289 3,601: 555 243
Old : 3,844: 508 0 0 2,781 3,601 3,289 3,601: 555 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 189: 0 0 0 192 192 192 192: -3 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.0 0.0 72.3 93.7 85.6 93.7: 14.4 6.3
Old : 100.0: 13.2 0.0 0.0 72.3 93.7 85.6 93.7: 14.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 14 14 16 14:
Old : 24: 2 0 0 14 14 16 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 : 48.0 60.2 67.7 82.3 41.5 56.8 56.4 70.1
Old : 48.0 60.2 67.7 82.3 41.5 56.8 56.4 70.1
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 26, 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 : 15,323: 1,556 1,853 979 11,065 10,772 13,600 13,604: 1,723 1,719
Old : 15,323: 1,556 1,853 979 11,065 10,772 13,600 13,604: 1,723 1,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 744: 0 -754 480 279 1,033 759 759: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.1 6.4 72.2 70.3 88.8 88.8: 11.2 11.2
Old : 100.0: 10.2 12.1 6.4 72.2 70.3 88.8 88.8: 11.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 4 5 22 25 29 31:
Old : 35: 4 4 5 22 25 29 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 : 35.4 35.5 54.8 53.0 33.5 31.7 46.8 43.8
Old : 35.4 35.5 54.8 53.0 33.5 31.7 46.8 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2008