GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, August 5, 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 : 5,640: 0 0 0 5,620 5,585 5,620 5,585: 20 55
Old : 5,640: 0 0 0 5,620 5,585 5,620 5,585: 20 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -2,044: 0 0 0 -1,582 -1,547 -1,582 -1,547: -462 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 99.0 99.6 99.0: 0.4 1.0
Old : 100.0: 0.0 0.0 0.0 99.6 99.0 99.6 99.0: 0.4 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 : 34: 0 0 0 23 27 23 27:
Old : 34: 0 0 0 23 27 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 39.8 69.9 63.5 33.9 37.1 52.9 53.3
Old : 44.6 39.8 69.9 63.5 33.9 37.1 52.9 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,731: 0 395 325 6,261 5,866 6,586 6,586: 145 145
Old : 6,731: 0 395 325 6,261 5,866 6,586 6,586: 145 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,460: 0 -175 100 -1,530 -1,380 -1,430 -1,455: -30 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 4.8 93.0 87.1 97.8 97.8: 2.2 2.2
Old : 100.0: 0.0 5.9 4.8 93.0 87.1 97.8 97.8: 2.2 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 : 39: 0 2 1 27 28 28 30:
Old : 39: 0 2 1 27 28 28 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 : 58.3 46.2 75.8 71.3 51.8 43.0 59.0 57.1
Old : 58.3 46.2 75.8 71.3 51.8 43.0 59.0 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, August 5, 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 : 3,424: 60 203 38 2,734 2,590 2,832 2,831: 592 593
Old : 3,424: 60 203 38 2,734 2,590 2,832 2,831: 592 593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -556: -10 -57 -47 -419 -426 -476 -530: -80 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.9 1.1 79.8 75.6 82.7 82.7: 17.3 17.3
Old : 100.0: 1.8 5.9 1.1 79.8 75.6 82.7 82.7: 17.3 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 : 33: 1 2 2 24 27 26 30:
Old : 33: 1 2 2 24 27 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 27.3 46.5 44.1 17.3 17.8 27.7 28.4
Old : 28.1 27.3 46.5 44.1 17.3 17.8 27.7 28.4
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 - Futures Only, August 5, 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 : 2,872: 0 30 30 1,926 2,186 1,956 2,246: 916 626
Old : 2,872: 0 30 30 1,926 2,186 1,956 2,246: 916 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -767: 0 -30 -10 -966 -746 -976 -786: 209 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 1.0 67.1 76.1 68.1 78.2: 31.9 21.8
Old : 100.0: 0.0 1.0 1.0 67.1 76.1 68.1 78.2: 31.9 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 23 23 24 24:
Old : 27: 0 1 1 23 23 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 28.9 45.1 47.0 21.3 25.6 31.2 38.1
Old : 27.3 28.9 45.1 47.0 21.3 25.6 31.2 38.1
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 - Futures Only, August 5, 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 : 225,915: 30,976 15,889 42,357 122,559 143,467 195,892 201,713: 30,023 24,202
Old : 225,915: 30,976 15,889 42,357 122,559 143,467 195,892 201,713: 30,023 24,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -937: 2,210 230 4,057 -4,567 -5,110 1,700 -823: -2,637 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 7.0 18.7 54.3 63.5 86.7 89.3: 13.3 10.7
Old : 100.0: 13.7 7.0 18.7 54.3 63.5 86.7 89.3: 13.3 10.7
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 : 131: 34 26 42 54 58 115 106:
Old : 131: 34 26 42 54 58 115 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 31.6 35.7 41.2 14.3 18.3 20.8 23.2
Old : 23.4 31.6 35.7 41.2 14.3 18.3 20.8 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 6,768: 425 20 350 5,893 6,248 6,668 6,618: 100 150
Old : 6,768: 425 20 350 5,893 6,248 6,668 6,618: 100 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,158: 2 -180 -50 -1,160 -1,008 -1,208 -1,238: 50 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.3 5.2 87.1 92.3 98.5 97.8: 1.5 2.2
Old : 100.0: 6.3 0.3 5.2 87.1 92.3 98.5 97.8: 1.5 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 : 38: 3 1 2 24 25 28 27:
Old : 38: 3 1 2 24 25 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 : 47.5 46.2 65.7 66.4 40.5 36.9 50.1 51.3
Old : 47.5 46.2 65.7 66.4 40.5 36.9 50.1 51.3
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 - Futures Only, August 5, 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 : 5,139: 914 369 0 4,000 4,725 4,914 5,094: 225 45
Old : 5,139: 914 369 0 4,000 4,725 4,914 5,094: 225 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,401: -202 -147 0 -1,199 -1,299 -1,401 -1,446: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 7.2 0.0 77.8 91.9 95.6 99.1: 4.4 0.9
Old : 100.0: 17.8 7.2 0.0 77.8 91.9 95.6 99.1: 4.4 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 : 25: 2 2 0 11 14 13 16:
Old : 25: 2 2 0 11 14 13 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 : 59.7 51.0 82.5 75.7 59.7 50.5 81.5 75.2
Old : 59.7 51.0 82.5 75.7 59.7 50.5 81.5 75.2
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 - Futures Only, August 5, 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 : 938,687: 217,336 342,369 312,147 331,138 249,400 860,621 903,916: 78,066 34,771
Old : 938,687: 217,336 342,369 312,147 331,138 249,400 860,621 903,916: 78,066 34,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,700: 10,943 16,342 -15,716 3,667 -5,362 -1,106 -4,736: -594 3,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 36.5 33.3 35.3 26.6 91.7 96.3: 8.3 3.7
Old : 100.0: 23.2 36.5 33.3 35.3 26.6 91.7 96.3: 8.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 89 51 86 80 65 212 166:
Old : 229: 89 51 86 80 65 212 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 42.5 39.8 53.7 16.9 31.2 21.7 34.6
Old : 28.4 42.5 39.8 53.7 16.9 31.2 21.7 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, August 5, 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 : 105,132: 659 8,454 3,240 92,935 84,437 96,834 96,131: 8,298 9,001
Old : 105,132: 659 8,454 3,240 92,935 84,437 96,834 96,131: 8,298 9,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,157: -2,057 -884 858 450 -1,355 -749 -1,381: -408 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.0 3.1 88.4 80.3 92.1 91.4: 7.9 8.6
Old : 100.0: 0.6 8.0 3.1 88.4 80.3 92.1 91.4: 7.9 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 2 26 24 28 28:
Old : 31: 2 2 2 26 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 : 47.5 55.6 62.5 72.2 44.8 49.2 57.6 63.0
Old : 47.5 55.6 62.5 72.2 44.8 49.2 57.6 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, August 5, 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 : 64,464: 2,695 10,325 5,416 49,708 39,288 57,819 55,029: 6,645 9,435
Old : 64,464: 2,695 10,325 5,416 49,708 39,288 57,819 55,029: 6,645 9,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -5,907: -372 -5,381 1,905 -7,115 -3,595 -5,582 -7,071: -325 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 16.0 8.4 77.1 60.9 89.7 85.4: 10.3 14.6
Old : 100.0: 4.2 16.0 8.4 77.1 60.9 89.7 85.4: 10.3 14.6
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 4 5 28 20 33 26:
Old : 37: 2 4 5 28 20 33 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 : 33.4 38.1 52.6 57.2 32.2 27.3 48.4 43.0
Old : 33.4 38.1 52.6 57.2 32.2 27.3 48.4 43.0
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 - Futures Only, August 5, 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 : 100,342: 5,154 1,622 3,254 85,407 87,549 93,815 92,425: 6,527 7,917
Old : 100,342: 5,154 1,622 3,254 85,407 87,549 93,815 92,425: 6,527 7,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -9,154: -205 1,167 -473 -9,922 -9,396 -10,600 -8,702: 1,446 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.6 3.2 85.1 87.3 93.5 92.1: 6.5 7.9
Old : 100.0: 5.1 1.6 3.2 85.1 87.3 93.5 92.1: 6.5 7.9
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 : 36: 2 2 3 29 26 33 29:
Old : 36: 2 2 3 29 26 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 40.3 61.5 57.6 39.3 34.7 51.6 48.6
Old : 46.7 40.3 61.5 57.6 39.3 34.7 51.6 48.6
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 - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,668: 3,782 2,962 1,405 74,460 72,839 79,647 77,206: 10,021 12,462
Old : 89,668: 3,782 2,962 1,405 74,460 72,839 79,647 77,206: 10,021 12,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -8,293: -2,272 254 72 -4,787 -7,986 -6,987 -7,660: -1,306 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.3 1.6 83.0 81.2 88.8 86.1: 11.2 13.9
Old : 100.0: 4.2 3.3 1.6 83.0 81.2 88.8 86.1: 11.2 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 2 21 25 25 27:
Old : 34: 2 2 2 21 25 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 42.1 58.1 58.4 32.2 39.8 45.9 51.0
Old : 40.0 42.1 58.1 58.4 32.2 39.8 45.9 51.0
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 - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 45,777: 4,313 1,828 5,717 33,464 36,777 43,494 44,322: 2,283 1,455
Old : 45,777: 4,313 1,828 5,717 33,464 36,777 43,494 44,322: 2,283 1,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -4,468: 465 26 -719 -3,132 -1,703 -3,386 -2,396: -1,082 -2,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 4.0 12.5 73.1 80.3 95.0 96.8: 5.0 3.2
Old : 100.0: 9.4 4.0 12.5 73.1 80.3 95.0 96.8: 5.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 19 18 22 20:
Old : 26: 2 1 2 19 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 63.5 73.2 82.4 44.4 45.2 54.8 60.1
Old : 55.4 63.5 73.2 82.4 44.4 45.2 54.8 60.1
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 - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,368: 4,981 1,211 6,080 56,622 57,795 67,683 65,086: 7,685 10,282
Old : 75,368: 4,981 1,211 6,080 56,622 57,795 67,683 65,086: 7,685 10,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -4,095: 115 -77 -1,070 -4,407 -4,422 -5,362 -5,569: 1,267 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.6 8.1 75.1 76.7 89.8 86.4: 10.2 13.6
Old : 100.0: 6.6 1.6 8.1 75.1 76.7 89.8 86.4: 10.2 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 2 22 22 26 25:
Old : 30: 3 2 2 22 22 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 44.2 71.7 62.5 49.3 36.9 59.9 49.5
Old : 54.6 44.2 71.7 62.5 49.3 36.9 59.9 49.5
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 - Futures Only, August 5, 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 : 96,986: 5,663 4,011 2,537 82,828 85,498 91,028 92,046: 5,958 4,940
Old : 96,986: 5,663 4,011 2,537 82,828 85,498 91,028 92,046: 5,958 4,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -6,783: -961 -196 -101 -5,368 -5,744 -6,430 -6,041: -353 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.1 2.6 85.4 88.2 93.9 94.9: 6.1 5.1
Old : 100.0: 5.8 4.1 2.6 85.4 88.2 93.9 94.9: 6.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 3 4 30 37 34 42:
Old : 48: 2 3 4 30 37 34 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 25.6 60.7 43.0 36.8 24.2 53.9 38.2
Old : 38.5 25.6 60.7 43.0 36.8 24.2 53.9 38.2
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 - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 110,116: 9,345 248 5,132 86,642 91,329 101,119 96,709: 8,997 13,407
Old : 110,116: 9,345 248 5,132 86,642 91,329 101,119 96,709: 8,997 13,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -6,298: 1,275 -1,360 -1,060 -6,105 -4,309 -5,890 -6,729: -408 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.2 4.7 78.7 82.9 91.8 87.8: 8.2 12.2
Old : 100.0: 8.5 0.2 4.7 78.7 82.9 91.8 87.8: 8.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 4 22 27 26 31:
Old : 35: 3 1 4 22 27 26 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 : 44.3 37.5 69.7 55.6 40.7 35.4 60.0 49.9
Old : 44.3 37.5 69.7 55.6 40.7 35.4 60.0 49.9
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 - Futures Only, August 5, 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 : 52,778: 3,064 4,275 3,750 41,715 35,900 48,529 43,925: 4,249 8,853
Old : 52,778: 3,064 4,275 3,750 41,715 35,900 48,529 43,925: 4,249 8,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -7,799: 72 -806 -1,072 -6,130 -4,494 -7,130 -6,372: -669 -1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 8.1 7.1 79.0 68.0 91.9 83.2: 8.1 16.8
Old : 100.0: 5.8 8.1 7.1 79.0 68.0 91.9 83.2: 8.1 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 4 19 18 23 22:
Old : 29: 3 1 4 19 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 41.8 62.5 64.5 32.8 29.1 42.7 39.1
Old : 45.0 41.8 62.5 64.5 32.8 29.1 42.7 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 98,463: 3,249 7,892 18,680 74,993 68,245 96,922 94,817: 1,541 3,646
Old : 98,463: 3,249 7,892 18,680 74,993 68,245 96,922 94,817: 1,541 3,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -8,499: -248 1,149 -1,775 -6,918 -8,258 -8,941 -8,884: 442 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 8.0 19.0 76.2 69.3 98.4 96.3: 1.6 3.7
Old : 100.0: 3.3 8.0 19.0 76.2 69.3 98.4 96.3: 1.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 3 17 21 22 24:
Old : 31: 3 2 3 17 21 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 54.6 81.6 72.8 39.6 31.0 52.9 44.5
Old : 64.6 54.6 81.6 72.8 39.6 31.0 52.9 44.5
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 - Futures Only, August 5, 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 : 59,361: 996 87 2,364 46,245 48,013 49,605 50,464: 9,756 8,897
Old : 59,361: 996 87 2,364 46,245 48,013 49,605 50,464: 9,756 8,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -2,972: -1,317 87 2 -4,765 -2,461 -6,080 -2,372: 3,108 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.1 4.0 77.9 80.9 83.6 85.0: 16.4 15.0
Old : 100.0: 1.7 0.1 4.0 77.9 80.9 83.6 85.0: 16.4 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 : 30: 2 1 2 24 24 27 26:
Old : 30: 2 1 2 24 24 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 35.8 55.6 55.9 30.3 29.8 45.4 44.9
Old : 38.3 35.8 55.6 55.9 30.3 29.8 45.4 44.9
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 - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,361: 2,217 9,897 4,445 76,910 70,160 83,572 84,502: 5,789 4,859
Old : 89,361: 2,217 9,897 4,445 76,910 70,160 83,572 84,502: 5,789 4,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -10,515: 178 247 -1,639 -8,568 -8,707 -10,029 -10,099: -486 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 11.1 5.0 86.1 78.5 93.5 94.6: 6.5 5.4
Old : 100.0: 2.5 11.1 5.0 86.1 78.5 93.5 94.6: 6.5 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 : 49: 3 3 5 32 35 38 40:
Old : 49: 3 3 5 32 35 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 30.9 51.0 46.7 31.7 25.2 46.2 39.9
Old : 35.2 30.9 51.0 46.7 31.7 25.2 46.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, August 5, 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 : 48,188: 0 5,322 0 36,606 35,446 36,606 40,768: 11,582 7,420
Old : 48,188: 0 5,322 0 36,606 35,446 36,606 40,768: 11,582 7,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -3,606: 0 -241 0 -3,299 -2,715 -3,299 -2,956: -307 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 0.0 76.0 73.6 76.0 84.6: 24.0 15.4
Old : 100.0: 0.0 11.0 0.0 76.0 73.6 76.0 84.6: 24.0 15.4
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 : 20: 0 1 0 12 13 12 14:
Old : 20: 0 1 0 12 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 60.3 73.3 77.8 58.3 59.8 70.1 76.8
Old : 59.9 60.3 73.3 77.8 58.3 59.8 70.1 76.8
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 - Futures Only, August 5, 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 : 50,804: 0 5,428 0 42,917 40,526 42,917 45,954: 7,887 4,850
Old : 50,804: 0 5,428 0 42,917 40,526 42,917 45,954: 7,887 4,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -4,526: 0 -617 0 -5,189 -3,898 -5,189 -4,515: 663 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.7 0.0 84.5 79.8 84.5 90.5: 15.5 9.5
Old : 100.0: 0.0 10.7 0.0 84.5 79.8 84.5 90.5: 15.5 9.5
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 : 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 : 55.0 61.3 71.1 80.0 40.1 46.8 50.9 57.2
Old : 55.0 61.3 71.1 80.0 40.1 46.8 50.9 57.2
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 - Futures Only, August 5, 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 : 113,358: 6,190 25,009 17,384 76,104 60,923 99,678 103,316: 13,680 10,042
Old : 113,358: 6,190 25,009 17,384 76,104 60,923 99,678 103,316: 13,680 10,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -10,865: 1,027 -3,588 -554 -9,529 -5,915 -9,056 -10,057: -1,809 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 22.1 15.3 67.1 53.7 87.9 91.1: 12.1 8.9
Old : 100.0: 5.5 22.1 15.3 67.1 53.7 87.9 91.1: 12.1 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 : 41: 3 6 8 32 27 40 36:
Old : 41: 3 6 8 32 27 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 33.2 47.9 50.5 16.3 19.7 26.6 28.5
Old : 30.8 33.2 47.9 50.5 16.3 19.7 26.6 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 106,352: 13,690 984 5,899 79,226 87,954 98,815 94,837: 7,537 11,515
Old : 106,352: 13,690 984 5,899 79,226 87,954 98,815 94,837: 7,537 11,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -6,085: 1,179 56 -1,485 -4,954 -5,076 -5,260 -6,505: -825 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.9 5.5 74.5 82.7 92.9 89.2: 7.1 10.8
Old : 100.0: 12.9 0.9 5.5 74.5 82.7 92.9 89.2: 7.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 4 23 21 28 25:
Old : 31: 4 1 4 23 21 28 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 : 59.7 51.4 75.7 62.9 56.3 47.1 67.6 56.7
Old : 59.7 51.4 75.7 62.9 56.3 47.1 67.6 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,725: 6,720 0 0 40,273 46,566 46,993 46,566: 732 1,159
Old : 47,725: 6,720 0 0 40,273 46,566 46,993 46,566: 732 1,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -6,727: -1,953 -248 0 -4,677 -5,299 -6,630 -5,547: -97 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 0.0 84.4 97.6 98.5 97.6: 1.5 2.4
Old : 100.0: 14.1 0.0 0.0 84.4 97.6 98.5 97.6: 1.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 14 14 15 14:
Old : 22: 1 0 0 14 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 55.4 84.6 79.8 53.2 50.3 72.0 70.4
Old : 58.3 55.4 84.6 79.8 53.2 50.3 72.0 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, August 5, 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 : 221,836: 8,015 2,578 7,836 187,490 199,413 203,341 209,827: 18,495 12,009
Old : 221,836: 8,015 2,578 7,836 187,490 199,413 203,341 209,827: 18,495 12,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -10,992: -2,444 -1,123 -1,023 -8,199 -8,573 -11,666 -10,719: 674 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.2 3.5 84.5 89.9 91.7 94.6: 8.3 5.4
Old : 100.0: 3.6 1.2 3.5 84.5 89.9 91.7 94.6: 8.3 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 : 55: 5 3 4 42 39 48 45:
Old : 55: 5 3 4 42 39 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 53.9 51.3 63.3 29.2 53.1 46.6 61.1
Old : 32.0 53.9 51.3 63.3 29.2 53.1 46.6 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, August 5, 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 : 223,241: 9,104 16,544 14,543 188,925 185,462 212,572 216,549: 10,669 6,692
Old : 223,241: 9,104 16,544 14,543 188,925 185,462 212,572 216,549: 10,669 6,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -11,542: -582 962 -3,247 -8,353 -9,647 -12,182 -11,932: 640 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.4 6.5 84.6 83.1 95.2 97.0: 4.8 3.0
Old : 100.0: 4.1 7.4 6.5 84.6 83.1 95.2 97.0: 4.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 2 4 39 34 45 38:
Old : 47: 4 2 4 39 34 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 38.8 47.4 61.3 21.6 34.9 35.2 52.9
Old : 29.7 38.8 47.4 61.3 21.6 34.9 35.2 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, August 5, 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 : 220,458: 4,961 8,090 14,939 192,537 186,468 212,437 209,497: 8,021 10,961
Old : 220,458: 4,961 8,090 14,939 192,537 186,468 212,437 209,497: 8,021 10,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -13,601: -562 1,451 -4,724 -9,155 -12,616 -14,441 -15,889: 840 2,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.7 6.8 87.3 84.6 96.4 95.0: 3.6 5.0
Old : 100.0: 2.3 3.7 6.8 87.3 84.6 96.4 95.0: 3.6 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 4 5 8 53 49 62 57:
Old : 65: 4 5 8 53 49 62 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 28.1 46.9 45.8 23.9 19.1 35.8 27.2
Old : 27.9 28.1 46.9 45.8 23.9 19.1 35.8 27.2
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 - Futures Only, August 5, 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 : 43,529: 299 34 3,413 33,248 32,928 36,960 36,375: 6,569 7,154
Old : 43,529: 299 34 3,413 33,248 32,928 36,960 36,375: 6,569 7,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -6,261: -2,070 -2,018 -93 -3,317 -2,685 -5,480 -4,796: -781 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.1 7.8 76.4 75.6 84.9 83.6: 15.1 16.4
Old : 100.0: 0.7 0.1 7.8 76.4 75.6 84.9 83.6: 15.1 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 44.7 46.9 69.5 67.8 38.6 39.7 52.0 52.1
Old : 44.7 46.9 69.5 67.8 38.6 39.7 52.0 52.1
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 - Futures Only, August 5, 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 : 201,872: 16,760 7,756 20,087 159,830 165,387 196,677 193,230: 5,195 8,642
Old : 201,872: 16,760 7,756 20,087 159,830 165,387 196,677 193,230: 5,195 8,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -7,299: -2,150 -507 1,232 -5,696 -8,212 -6,614 -7,487: -685 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.8 10.0 79.2 81.9 97.4 95.7: 2.6 4.3
Old : 100.0: 8.3 3.8 10.0 79.2 81.9 97.4 95.7: 2.6 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 : 49: 5 2 7 38 39 45 46:
Old : 49: 5 2 7 38 39 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 30.0 54.3 47.5 26.9 25.6 38.2 36.2
Old : 33.5 30.0 54.3 47.5 26.9 25.6 38.2 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, August 5, 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 : 53,704: 1,249 5,204 784 41,421 35,662 43,454 41,650: 10,250 12,054
Old : 53,704: 1,249 5,204 784 41,421 35,662 43,454 41,650: 10,250 12,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -5,992: -868 318 -748 -3,929 -5,025 -5,545 -5,455: -447 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.7 1.5 77.1 66.4 80.9 77.6: 19.1 22.4
Old : 100.0: 2.3 9.7 1.5 77.1 66.4 80.9 77.6: 19.1 22.4
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 : 26: 1 3 2 20 17 23 20:
Old : 26: 1 3 2 20 17 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 35.7 62.9 55.8 32.8 24.9 45.0 36.3
Old : 40.7 35.7 62.9 55.8 32.8 24.9 45.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, August 5, 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 : 3,672,857: 1,462,471 380,688 1,020,711 1,163,076 2,255,561 3,646,258 3,656,960: 26,599 15,897
Old : 3,672,857: 1,462,471 380,688 1,020,711 1,163,076 2,255,561 3,646,258 3,656,960: 26,599 15,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -148,697: -52,161 -4,194 -42,311 -53,435 -98,815 -147,907 -145,320: -790 -3,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 10.4 27.8 31.7 61.4 99.3 99.6: 0.7 0.4
Old : 100.0: 39.8 10.4 27.8 31.7 61.4 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 31 21 47 101 98 153 148:
Old : 161: 31 21 47 101 98 153 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 34.9 53.8 49.6 34.3 24.3 37.3 32.7
Old : 43.4 34.9 53.8 49.6 34.3 24.3 37.3 32.7
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 - Futures Only, August 5, 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 : 1,106,148: 103,290 371,185 281,604 717,759 450,886 1,102,653 1,103,675: 3,495 2,473
Old : 1,106,148: 103,290 371,185 281,604 717,759 450,886 1,102,653 1,103,675: 3,495 2,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 26,921: -5,776 9,251 1,244 31,603 16,137 27,071 26,632: -150 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 33.6 25.5 64.9 40.8 99.7 99.8: 0.3 0.2
Old : 100.0: 9.3 33.6 25.5 64.9 40.8 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 : 90: 18 28 34 42 41 82 81:
Old : 90: 18 28 34 42 41 82 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 41.3 58.1 56.3 30.1 26.4 38.5 33.5
Old : 38.3 41.3 58.1 56.3 30.1 26.4 38.5 33.5
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 - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 28,744: 1,668 2,120 990 25,346 25,031 28,004 28,141: 740 603
Old : 28,744: 1,668 2,120 990 25,346 25,031 28,004 28,141: 740 603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 244: -118 1,077 179 200 -983 261 273: -17 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 7.4 3.4 88.2 87.1 97.4 97.9: 2.6 2.1
Old : 100.0: 5.8 7.4 3.4 88.2 87.1 97.4 97.9: 2.6 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 : 36: 5 2 5 26 25 32 31:
Old : 36: 5 2 5 26 25 32 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 : 44.9 42.3 64.9 67.6 31.6 38.6 42.1 47.0
Old : 44.9 42.3 64.9 67.6 31.6 38.6 42.1 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, August 5, 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 : 11,621: 1,236 84 0 10,065 11,281 11,301 11,365: 320 256
Old : 11,621: 1,236 84 0 10,065 11,281 11,301 11,365: 320 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -910: -44 -86 -512 -354 -312 -910 -910: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.7 0.0 86.6 97.1 97.2 97.8: 2.8 2.2
Old : 100.0: 10.6 0.7 0.0 86.6 97.1 97.2 97.8: 2.8 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 : 58.5 76.0 90.3 89.8 43.8 43.3 56.2 54.3
Old : 58.5 76.0 90.3 89.8 43.8 43.3 56.2 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, August 5, 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 : 14,517: 3,224 0 349 10,254 13,496 13,827 13,845: 690 672
Old : 14,517: 3,224 0 349 10,254 13,496 13,827 13,845: 690 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -286: -63 0 -8 -117 -356 -188 -364: -98 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 0.0 2.4 70.6 93.0 95.2 95.4: 4.8 4.6
Old : 100.0: 22.2 0.0 2.4 70.6 93.0 95.2 95.4: 4.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 3 18 17 21 20:
Old : 25: 3 0 3 18 17 21 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 : 60.4 73.3 83.4 86.5 45.9 51.1 61.1 60.2
Old : 60.4 73.3 83.4 86.5 45.9 51.1 61.1 60.2
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 - Futures Only, August 5, 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 : 23,530: 220 556 644 20,868 20,540 21,732 21,740: 1,798 1,790
Old : 23,530: 220 556 644 20,868 20,540 21,732 21,740: 1,798 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,150: -60 40 -40 -180 -1,094 -280 -1,094: -870 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.4 2.7 88.7 87.3 92.4 92.4: 7.6 7.6
Old : 100.0: 0.9 2.4 2.7 88.7 87.3 92.4 92.4: 7.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 20 17 23 19:
Old : 25: 1 2 2 20 17 23 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 : 43.9 50.9 67.1 73.1 26.0 33.4 41.5 41.7
Old : 43.9 50.9 67.1 73.1 26.0 33.4 41.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,678: 0 340 300 28,284 26,976 28,584 27,616: 94 1,062
Old : 28,678: 0 340 300 28,284 26,976 28,584 27,616: 94 1,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,044: 0 100 -180 -922 -912 -1,102 -992: 58 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 1.0 98.6 94.1 99.7 96.3: 0.3 3.7
Old : 100.0: 0.0 1.2 1.0 98.6 94.1 99.7 96.3: 0.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 24 22 25 23:
Old : 28: 0 1 1 24 22 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 68.0 77.2 80.5 55.5 63.2 71.1 71.4
Old : 56.5 68.0 77.2 80.5 55.5 63.2 71.1 71.4
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 - Futures Only, August 5, 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 : 10,110: 120 60 0 9,894 9,424 10,014 9,484: 96 626
Old : 10,110: 120 60 0 9,894 9,424 10,014 9,484: 96 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -182: 0 -20 0 -182 -120 -182 -140: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.6 0.0 97.9 93.2 99.1 93.8: 0.9 6.2
Old : 100.0: 1.2 0.6 0.0 97.9 93.2 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 : 47.2 39.8 78.4 69.5 43.8 33.7 60.3 55.5
Old : 47.2 39.8 78.4 69.5 43.8 33.7 60.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, August 5, 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 : 1,249,302: 197,332 202,882 349,819 644,820 629,928 1,191,971 1,182,629: 57,331 66,673
Old : 1,249,302: 197,332 202,882 349,819 644,820 629,928 1,191,971 1,182,629: 57,331 66,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 28,765: -4,290 600 21,799 15,498 13,445 33,007 35,844: -4,242 -7,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.2 28.0 51.6 50.4 95.4 94.7: 4.6 5.3
Old : 100.0: 15.8 16.2 28.0 51.6 50.4 95.4 94.7: 4.6 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 : 314: 82 120 140 82 100 255 277:
Old : 314: 82 120 140 82 100 255 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.9 41.5 31.4 15.5 8.3 19.8 11.8
Old : 31.6 21.9 41.5 31.4 15.5 8.3 19.8 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 128,755: 21,172 13,697 7,828 59,782 56,261 88,782 77,786: 39,973 50,969
Old : 128,755: 21,172 13,697 7,828 59,782 56,261 88,782 77,786: 39,973 50,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -3,363: -212 -953 -138 -1,858 5,479 -2,208 4,388: -1,155 -7,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 10.6 6.1 46.4 43.7 69.0 60.4: 31.0 39.6
Old : 100.0: 16.4 10.6 6.1 46.4 43.7 69.0 60.4: 31.0 39.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 7 15 15 22 22:
Old : 22: 4 3 7 15 15 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 : 42.4 21.3 60.3 38.2 34.2 19.7 42.7 32.7
Old : 42.4 21.3 60.3 38.2 34.2 19.7 42.7 32.7
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 - Futures Only, August 5, 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 : 17,957: 800 575 50 17,092 17,332 17,942 17,957: 15 0
Old : 17,957: 800 575 50 17,092 17,332 17,942 17,957: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -2,029: -100 -25 25 -1,969 -2,029 -2,044 -2,029: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 3.2 0.3 95.2 96.5 99.9 100.0: 0.1 0.0
Old : 100.0: 4.5 3.2 0.3 95.2 96.5 99.9 100.0: 0.1 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 : 45: 1 3 1 30 31 32 35:
Old : 45: 1 3 1 30 31 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 46.4 63.3 70.8 21.8 28.7 33.4 36.6
Old : 41.1 46.4 63.3 70.8 21.8 28.7 33.4 36.6
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 - Futures Only, August 5, 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 : 192,010: 16,683 28,685 48,017 116,205 105,666 180,905 182,368: 11,105 9,642
Old : 192,010: 16,683 28,685 48,017 116,205 105,666 180,905 182,368: 11,105 9,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 3,041: -363 -115 1,448 2,047 1,575 3,132 2,908: -91 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.9 25.0 60.5 55.0 94.2 95.0: 5.8 5.0
Old : 100.0: 8.7 14.9 25.0 60.5 55.0 94.2 95.0: 5.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 11 17 25 24 23 50 51:
Old : 53: 11 17 25 24 23 50 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 30.4 51.2 45.3 19.7 15.9 25.2 21.9
Old : 34.8 30.4 51.2 45.3 19.7 15.9 25.2 21.9
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 - Futures Only, August 5, 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 : 30,811: 2,884 7,741 3,000 22,350 17,941 28,234 28,682: 2,577 2,129
Old : 30,811: 2,884 7,741 3,000 22,350 17,941 28,234 28,682: 2,577 2,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 701: 674 0 0 192 232 866 232: -165 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 25.1 9.7 72.5 58.2 91.6 93.1: 8.4 6.9
Old : 100.0: 9.4 25.1 9.7 72.5 58.2 91.6 93.1: 8.4 6.9
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 : 23: 3 3 2 14 14 19 18:
Old : 23: 3 3 2 14 14 19 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 : 54.4 47.3 74.4 71.0 44.3 34.1 49.8 47.0
Old : 54.4 47.3 74.4 71.0 44.3 34.1 49.8 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, August 5, 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 : 7,339: 0 550 0 7,264 6,714 7,264 7,264: 75 75
Old : 7,339: 0 550 0 7,264 6,714 7,264 7,264: 75 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 830: 0 -50 0 755 805 755 755: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 0.0 99.0 91.5 99.0 99.0: 1.0 1.0
Old : 100.0: 0.0 7.5 0.0 99.0 91.5 99.0 99.0: 1.0 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 : 27: 0 2 0 20 19 20 21:
Old : 27: 0 2 0 20 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 47.6 67.0 68.3 37.1 34.0 53.3 48.3
Old : 44.2 47.6 67.0 68.3 37.1 34.0 53.3 48.3
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 - Futures Only, August 5, 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 : 13,680: 8,177 4,468 102 3,532 8,229 11,811 12,799: 1,869 881
Old : 13,680: 8,177 4,468 102 3,532 8,229 11,811 12,799: 1,869 881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 33: -264 265 49 242 -409 27 -95: 6 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 32.7 0.7 25.8 60.2 86.3 93.6: 13.7 6.4
Old : 100.0: 59.8 32.7 0.7 25.8 60.2 86.3 93.6: 13.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 40 30 3 17 20 60 51:
Old : 105: 40 30 3 17 20 60 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 41.8 43.8 58.9 31.1 41.5 43.8 58.6
Old : 31.1 41.8 43.8 58.9 31.1 41.5 43.8 58.6
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 - Futures Only, August 5, 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 : 12,078: 6,275 4,115 6 3,467 6,719 9,748 10,840: 2,330 1,238
Old : 12,078: 6,275 4,115 6 3,467 6,719 9,748 10,840: 2,330 1,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,328: -827 432 3 -339 -1,914 -1,163 -1,479: -165 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 34.1 0.0 28.7 55.6 80.7 89.7: 19.3 10.3
Old : 100.0: 52.0 34.1 0.0 28.7 55.6 80.7 89.7: 19.3 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 33 11 1 12 15 45 27:
Old : 71: 33 11 1 12 15 45 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 : 28.9 38.1 42.9 58.2 28.9 38.1 42.9 58.2
Old : 28.9 38.1 42.9 58.2 28.9 38.1 42.9 58.2
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 - Futures Only, August 5, 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 : 218,125: 59,093 13,725 20,553 122,541 173,577 202,187 207,855: 15,938 10,270
Old : 218,125: 59,093 13,725 20,553 122,541 173,577 202,187 207,855: 15,938 10,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -4,669: 3,263 -312 162 -5,072 -1,973 -1,647 -2,123: -3,022 -2,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 6.3 9.4 56.2 79.6 92.7 95.3: 7.3 4.7
Old : 100.0: 27.1 6.3 9.4 56.2 79.6 92.7 95.3: 7.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 52 26 40 68 78 141 125:
Old : 169: 52 26 40 68 78 141 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 29.5 33.7 41.7 12.6 12.3 20.4 20.0
Old : 21.6 29.5 33.7 41.7 12.6 12.3 20.4 20.0
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 - Futures Only, August 5, 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 : 3,450: 150 150 0 3,225 3,300 3,375 3,450: 75 0
Old : 3,450: 150 150 0 3,225 3,300 3,375 3,450: 75 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -927: 0 50 -50 -835 -927 -885 -927: -42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.3 0.0 93.5 95.7 97.8 100.0: 2.2 0.0
Old : 100.0: 4.3 4.3 0.0 93.5 95.7 97.8 100.0: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 19 17 20 19:
Old : 25: 1 2 0 19 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 50.0 66.7 75.4 29.0 39.9 42.0 49.3
Old : 42.0 50.0 66.7 75.4 29.0 39.9 42.0 49.3
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 - Futures Only, August 5, 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 : 13,281: 1,545 0 364 11,165 12,802 13,074 13,166: 207 115
Old : 13,281: 1,545 0 364 11,165 12,802 13,074 13,166: 207 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,911: 225 -204 -175 -1,899 -1,612 -1,849 -1,991: -62 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 2.7 84.1 96.4 98.4 99.1: 1.6 0.9
Old : 100.0: 11.6 0.0 2.7 84.1 96.4 98.4 99.1: 1.6 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 : 40: 2 0 1 24 26 26 27:
Old : 40: 2 0 1 24 26 26 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 : 56.8 49.0 77.6 70.1 54.8 47.5 64.5 61.7
Old : 56.8 49.0 77.6 70.1 54.8 47.5 64.5 61.7
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 - Futures Only, August 5, 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 : 4,095: 100 50 0 3,645 3,945 3,745 3,995: 350 100
Old : 4,095: 100 50 0 3,645 3,945 3,745 3,995: 350 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,550: -25 50 0 -1,825 -1,500 -1,850 -1,450: 300 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.2 0.0 89.0 96.3 91.5 97.6: 8.5 2.4
Old : 100.0: 2.4 1.2 0.0 89.0 96.3 91.5 97.6: 8.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 0 20 19 21 20:
Old : 33: 1 1 0 20 19 21 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 : 46.9 53.7 65.2 73.3 45.3 51.3 60.0 67.2
Old : 46.9 53.7 65.2 73.3 45.3 51.3 60.0 67.2
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 - Futures Only, August 5, 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 : 3,332: 668 0 0 1,997 3,070 2,665 3,070: 667 262
Old : 3,332: 668 0 0 1,997 3,070 2,665 3,070: 667 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 0: -32 0 0 -160 0 -192 0: 192 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 0.0 0.0 59.9 92.1 80.0 92.1: 20.0 7.9
Old : 100.0: 20.0 0.0 0.0 59.9 92.1 80.0 92.1: 20.0 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 12 11 14 11:
Old : 20: 2 0 0 12 11 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 68.0 70.4 86.7 45.0 62.6 56.5 74.1
Old : 50.1 68.0 70.4 86.7 45.0 62.6 56.5 74.1
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 - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,221: 1,506 1,914 499 9,555 8,760 11,560 11,173: 1,661 2,048
Old : 13,221: 1,506 1,914 499 9,555 8,760 11,560 11,173: 1,661 2,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,029: 99 284 -128 -709 -1,173 -738 -1,017: -291 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.5 3.8 72.3 66.3 87.4 84.5: 12.6 15.5
Old : 100.0: 11.4 14.5 3.8 72.3 66.3 87.4 84.5: 12.6 15.5
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 : 35: 4 4 4 19 25 25 31:
Old : 35: 4 4 4 19 25 25 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 : 37.7 34.3 57.6 50.8 33.8 33.2 49.4 46.0
Old : 37.7 34.3 57.6 50.8 33.8 33.2 49.4 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 8, 2008