GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, March 25, 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 : 7,673: 0 0 0 6,650 7,425 6,650 7,425: 1,023 248
Old : 7,673: 0 0 0 6,650 7,425 6,650 7,425: 1,023 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 1,155: 0 0 0 1,155 1,145 1,155 1,145: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.7 96.8 86.7 96.8: 13.3 3.2
Old : 100.0: 0.0 0.0 0.0 86.7 96.8 86.7 96.8: 13.3 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 : 31: 0 0 0 20 21 20 21:
Old : 31: 0 0 0 20 21 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 : 53.6 63.3 70.7 83.9 45.2 63.3 57.7 75.4
Old : 53.6 63.3 70.7 83.9 45.2 63.3 57.7 75.4
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, March 25, 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 : 8,621: 50 820 125 8,356 7,631 8,531 8,576: 90 45
Old : 8,621: 50 820 125 8,356 7,631 8,531 8,576: 90 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 164: 0 0 0 174 169 174 169: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 9.5 1.4 96.9 88.5 99.0 99.5: 1.0 0.5
Old : 100.0: 0.6 9.5 1.4 96.9 88.5 99.0 99.5: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 2 1 26 28 28 30:
Old : 38: 1 2 1 26 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 : 51.5 44.2 73.4 66.0 43.9 40.0 56.2 55.8
Old : 51.5 44.2 73.4 66.0 43.9 40.0 56.2 55.8
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, March 25, 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 : 3,093: 20 27 45 2,397 2,309 2,462 2,381: 631 712
Old : 3,093: 20 27 45 2,397 2,309 2,462 2,381: 631 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 101: -5 27 35 188 144 218 206: -117 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.9 1.5 77.5 74.7 79.6 77.0: 20.4 23.0
Old : 100.0: 0.6 0.9 1.5 77.5 74.7 79.6 77.0: 20.4 23.0
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 1 2 20 21 22 23:
Old : 25: 1 1 2 20 21 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 29.1 53.7 50.9 24.5 25.7 36.3 37.3
Old : 33.4 29.1 53.7 50.9 24.5 25.7 36.3 37.3
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, March 25, 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 : 3,892: 125 0 35 3,309 3,188 3,469 3,223: 423 669
Old : 3,892: 125 0 35 3,309 3,188 3,469 3,223: 423 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 385: 95 0 0 245 170 340 170: 45 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.9 85.0 81.9 89.1 82.8: 10.9 17.2
Old : 100.0: 3.2 0.0 0.9 85.0 81.9 89.1 82.8: 10.9 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 0 1 30 34 32 35:
Old : 38: 2 0 1 30 34 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 : 26.7 24.2 46.7 39.2 20.4 16.4 31.1 25.2
Old : 26.7 24.2 46.7 39.2 20.4 16.4 31.1 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, March 25, 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 : 224,079: 41,828 16,821 19,771 131,792 160,388 193,391 196,980: 30,688 27,099
Old : 224,079: 41,828 16,821 19,771 131,792 160,388 193,391 196,980: 30,688 27,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -3,421: -3,150 -2,625 -1,637 3,143 -1,478 -1,644 -5,740: -1,777 2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 7.5 8.8 58.8 71.6 86.3 87.9: 13.7 12.1
Old : 100.0: 18.7 7.5 8.8 58.8 71.6 86.3 87.9: 13.7 12.1
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 : 146: 43 20 29 70 79 128 115:
Old : 146: 43 20 29 70 79 128 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 25.2 29.8 39.0 12.1 16.3 19.2 23.0
Old : 18.1 25.2 29.8 39.0 12.1 16.3 19.2 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 8,945: 2,000 0 500 5,890 8,220 8,390 8,720: 555 225
Old : 8,945: 2,000 0 500 5,890 8,220 8,390 8,720: 555 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 1,875: 0 0 400 1,300 1,350 1,700 1,750: 175 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 0.0 5.6 65.8 91.9 93.8 97.5: 6.2 2.5
Old : 100.0: 22.4 0.0 5.6 65.8 91.9 93.8 97.5: 6.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 2 18 25 20 27:
Old : 29: 1 0 2 18 25 20 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 : 72.1 59.8 85.4 73.8 64.8 55.3 68.2 63.2
Old : 72.1 59.8 85.4 73.8 64.8 55.3 68.2 63.2
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, March 25, 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 : 7,825: 750 0 525 5,350 6,725 6,625 7,250: 1,200 575
Old : 7,825: 750 0 525 5,350 6,725 6,625 7,250: 1,200 575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 6.7 68.4 85.9 84.7 92.7: 15.3 7.3
Old : 100.0: 9.6 0.0 6.7 68.4 85.9 84.7 92.7: 15.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 12 15 14 16:
Old : 20: 2 0 1 12 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 45.7 79.2 71.6 58.8 41.2 62.6 61.7
Old : 70.6 45.7 79.2 71.6 58.8 41.2 62.6 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, March 25, 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 : 884,385: 136,823 202,843 297,907 378,268 354,270 812,998 855,020: 71,387 29,365
Old : 884,385: 136,823 202,843 297,907 378,268 354,270 812,998 855,020: 71,387 29,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -17,222: 3,945 1,465 -12,041 -7,132 -4,927 -15,228 -15,503: -1,994 -1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 22.9 33.7 42.8 40.1 91.9 96.7: 8.1 3.3
Old : 100.0: 15.5 22.9 33.7 42.8 40.1 91.9 96.7: 8.1 3.3
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 : 223: 84 44 79 82 71 205 164:
Old : 223: 84 44 79 82 71 205 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 36.9 40.3 51.5 11.3 19.6 16.0 23.8
Old : 26.5 36.9 40.3 51.5 11.3 19.6 16.0 23.8
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, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,800: 3 11,922 2,413 86,501 71,239 88,917 85,574: 8,883 12,226
Old : 97,800: 3 11,922 2,413 86,501 71,239 88,917 85,574: 8,883 12,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 96: 3 -173 121 24 148 148 96: -52 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 2.5 88.4 72.8 90.9 87.5: 9.1 12.5
Old : 100.0: 0.0 12.2 2.5 88.4 72.8 90.9 87.5: 9.1 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 3 23 19 26 23:
Old : 30: 1 3 3 23 19 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 56.8 68.8 72.7 53.0 56.2 64.9 68.8
Old : 54.6 56.8 68.8 72.7 53.0 56.2 64.9 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,416: 5,769 8,738 3,076 74,768 69,936 83,613 81,750: 7,803 9,666
Old : 91,416: 5,769 8,738 3,076 74,768 69,936 83,613 81,750: 7,803 9,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,837: -420 -1,658 420 -1,533 101 -1,533 -1,137: -304 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 9.6 3.4 81.8 76.5 91.5 89.4: 8.5 10.6
Old : 100.0: 6.3 9.6 3.4 81.8 76.5 91.5 89.4: 8.5 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 3 5 26 23 31 28:
Old : 38: 2 3 5 26 23 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 37.3 59.5 59.8 39.0 33.0 58.8 51.8
Old : 39.0 37.3 59.5 59.8 39.0 33.0 58.8 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, March 25, 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 : 129,649: 11,346 0 4,947 104,531 116,741 120,824 121,688: 8,825 7,961
Old : 129,649: 11,346 0 4,947 104,531 116,741 120,824 121,688: 8,825 7,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 648: 60 0 0 286 910 346 910: 302 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 3.8 80.6 90.0 93.2 93.9: 6.8 6.1
Old : 100.0: 8.8 0.0 3.8 80.6 90.0 93.2 93.9: 6.8 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 1 24 26 26 27:
Old : 35: 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 : 52.3 39.7 68.3 58.8 41.5 39.6 56.3 55.5
Old : 52.3 39.7 68.3 58.8 41.5 39.6 56.3 55.5
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, March 25, 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 : 110,909: 13,268 2,215 6,339 78,717 89,340 98,324 97,894: 12,585 13,015
Old : 110,909: 13,268 2,215 6,339 78,717 89,340 98,324 97,894: 12,585 13,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 266: 0 480 124 -1,480 182 -1,356 786: 1,622 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.0 5.7 71.0 80.6 88.7 88.3: 11.3 11.7
Old : 100.0: 12.0 2.0 5.7 71.0 80.6 88.7 88.3: 11.3 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 2 19 27 23 29:
Old : 34: 2 2 2 19 27 23 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 : 30.7 39.8 53.5 58.1 29.9 35.4 47.3 50.6
Old : 30.7 39.8 53.5 58.1 29.9 35.4 47.3 50.6
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, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,967: 9,787 0 3,686 38,552 45,583 52,025 49,269: 4,942 7,698
Old : 56,967: 9,787 0 3,686 38,552 45,583 52,025 49,269: 4,942 7,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 1,620: -1,824 0 1,342 1,976 124 1,494 1,466: 126 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 0.0 6.5 67.7 80.0 91.3 86.5: 8.7 13.5
Old : 100.0: 17.2 0.0 6.5 67.7 80.0 91.3 86.5: 8.7 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 13 15 15 17:
Old : 21: 2 0 2 13 15 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 42.1 75.6 68.3 48.2 34.2 57.5 50.0
Old : 56.3 42.1 75.6 68.3 48.2 34.2 57.5 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, March 25, 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 : 75,144: 2,822 306 7,344 59,231 56,188 69,397 63,838: 5,747 11,306
Old : 75,144: 2,822 306 7,344 59,231 56,188 69,397 63,838: 5,747 11,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 2: -887 306 -117 1,004 639 0 828: 2 -826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.4 9.8 78.8 74.8 92.4 85.0: 7.6 15.0
Old : 100.0: 3.8 0.4 9.8 78.8 74.8 92.4 85.0: 7.6 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 : 27: 1 1 2 21 22 23 24:
Old : 27: 1 1 2 21 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 44.4 71.2 63.4 42.0 38.5 55.8 50.1
Old : 48.2 44.4 71.2 63.4 42.0 38.5 55.8 50.1
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, March 25, 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 : 95,796: 3,947 1,255 2,173 85,971 79,832 92,091 83,260: 3,705 12,536
Old : 95,796: 3,947 1,255 2,173 85,971 79,832 92,091 83,260: 3,705 12,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -324: 3,688 -46 -902 -2,802 830 -16 -118: -308 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.3 2.3 89.7 83.3 96.1 86.9: 3.9 13.1
Old : 100.0: 4.1 1.3 2.3 89.7 83.3 96.1 86.9: 3.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 1 3 25 34 28 37:
Old : 42: 2 1 3 25 34 28 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 27.1 60.3 41.9 32.0 24.0 46.4 37.4
Old : 38.6 27.1 60.3 41.9 32.0 24.0 46.4 37.4
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, March 25, 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 : 109,885: 2,776 138 4,448 86,433 94,230 93,657 98,816: 16,228 11,069
Old : 109,885: 2,776 138 4,448 86,433 94,230 93,657 98,816: 16,228 11,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 234: -691 -1,275 389 -988 818 -1,290 -68: 1,524 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.1 4.0 78.7 85.8 85.2 89.9: 14.8 10.1
Old : 100.0: 2.5 0.1 4.0 78.7 85.8 85.2 89.9: 14.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 19 20 21 22:
Old : 28: 1 1 2 19 20 21 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 : 44.9 45.2 62.3 68.0 43.2 44.2 58.5 60.7
Old : 44.9 45.2 62.3 68.0 43.2 44.2 58.5 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, March 25, 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 : 77,678: 11,278 0 9,630 51,936 54,596 72,844 64,226: 4,834 13,452
Old : 77,678: 11,278 0 9,630 51,936 54,596 72,844 64,226: 4,834 13,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 2,742: 2,990 0 -343 -1,190 2,730 1,457 2,387: 1,285 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.0 12.4 66.9 70.3 93.8 82.7: 6.2 17.3
Old : 100.0: 14.5 0.0 12.4 66.9 70.3 93.8 82.7: 6.2 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 0 3 18 14 22 17:
Old : 28: 4 0 3 18 14 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 40.2 68.4 61.8 41.9 31.2 56.9 44.8
Old : 47.4 40.2 68.4 61.8 41.9 31.2 56.9 44.8
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, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,358: 3,004 1,240 17,055 64,168 63,432 84,227 81,727: 7,131 9,631
Old : 91,358: 3,004 1,240 17,055 64,168 63,432 84,227 81,727: 7,131 9,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -300: -16 -108 -332 646 604 298 164: -598 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.4 18.7 70.2 69.4 92.2 89.5: 7.8 10.5
Old : 100.0: 3.3 1.4 18.7 70.2 69.4 92.2 89.5: 7.8 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 3 11 15 15 18:
Old : 23: 2 2 3 11 15 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 45.7 81.1 66.9 45.9 33.3 52.3 45.0
Old : 68.2 45.7 81.1 66.9 45.9 33.3 52.3 45.0
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, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,043: 1,712 545 4,405 51,782 48,747 57,899 53,697: 9,144 13,346
Old : 67,043: 1,712 545 4,405 51,782 48,747 57,899 53,697: 9,144 13,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -190: 0 -2,140 856 -586 3,642 270 2,358: -460 -2,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.8 6.6 77.2 72.7 86.4 80.1: 13.6 19.9
Old : 100.0: 2.6 0.8 6.6 77.2 72.7 86.4 80.1: 13.6 19.9
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 : 26: 1 1 1 21 19 23 20:
Old : 26: 1 1 1 21 19 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 : 33.1 40.2 53.5 63.3 22.1 35.6 33.3 42.3
Old : 33.1 40.2 53.5 63.3 22.1 35.6 33.3 42.3
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, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 128,038: 27,006 2,164 4,229 90,202 115,394 121,437 121,787: 6,601 6,251
Old : 128,038: 27,006 2,164 4,229 90,202 115,394 121,437 121,787: 6,601 6,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 71: -1,629 29 369 1,412 -12 152 386: -81 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 1.7 3.3 70.4 90.1 94.8 95.1: 5.2 4.9
Old : 100.0: 21.1 1.7 3.3 70.4 90.1 94.8 95.1: 5.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 2 4 27 32 32 36:
Old : 46: 3 2 4 27 32 32 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 : 38.8 35.3 54.8 51.4 34.9 33.9 50.0 49.4
Old : 38.8 35.3 54.8 51.4 34.9 33.9 50.0 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders - Futures Only, March 25, 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 : 22,528: 8,184 0 0 13,914 19,680 22,098 19,680: 430 2,848
Old : 22,528: 8,184 0 0 13,914 19,680 22,098 19,680: 430 2,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 0.0 0.0 61.8 87.4 98.1 87.4: 1.9 12.6
Old : 100.0: 36.3 0.0 0.0 61.8 87.4 98.1 87.4: 1.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 9 10 11 10:
Old : 20: 2 0 0 9 10 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 65.2 92.9 84.2 65.5 65.2 88.5 77.8
Old : 65.5 65.2 92.9 84.2 65.5 65.2 88.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 126,501: 2,589 21,092 18,433 85,620 78,452 106,642 117,977: 19,859 8,524
Old : 126,501: 2,589 21,092 18,433 85,620 78,452 106,642 117,977: 19,859 8,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 82: 2 -302 332 -192 422 142 452: -60 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 16.7 14.6 67.7 62.0 84.3 93.3: 15.7 6.7
Old : 100.0: 2.0 16.7 14.6 67.7 62.0 84.3 93.3: 15.7 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 5 6 26 26 32 33:
Old : 35: 2 5 6 26 26 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 30.0 52.1 48.9 25.3 25.0 35.2 37.6
Old : 35.1 30.0 52.1 48.9 25.3 25.0 35.2 37.6
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, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 102,785: 14,568 0 8,371 68,738 80,688 91,677 89,059: 11,108 13,726
Old : 102,785: 14,568 0 8,371 68,738 80,688 91,677 89,059: 11,108 13,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 12,602: 772 0 6,240 6,106 5,653 13,118 11,893: -516 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.0 8.1 66.9 78.5 89.2 86.6: 10.8 13.4
Old : 100.0: 14.2 0.0 8.1 66.9 78.5 89.2 86.6: 10.8 13.4
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 : 27: 5 0 4 17 18 22 22:
Old : 27: 5 0 4 17 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 43.6 70.3 62.2 43.8 39.2 56.9 52.9
Old : 47.8 43.6 70.3 62.2 43.8 39.2 56.9 52.9
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, March 25, 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 : 57,478: 0 1,440 0 54,062 53,094 54,062 54,534: 3,416 2,944
Old : 57,478: 0 1,440 0 54,062 53,094 54,062 54,534: 3,416 2,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 364: 0 0 0 364 364 364 364: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 94.1 92.4 94.1 94.9: 5.9 5.1
Old : 100.0: 0.0 2.5 0.0 94.1 92.4 94.1 94.9: 5.9 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 : 25: 0 1 0 14 15 14 16:
Old : 25: 0 1 0 14 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 47.5 81.9 77.1 52.4 35.5 71.2 60.1
Old : 57.0 47.5 81.9 77.1 52.4 35.5 71.2 60.1
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, March 25, 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 : 247,891: 16,765 5,976 5,821 212,710 222,113 235,296 233,910: 12,595 13,981
Old : 247,891: 16,765 5,976 5,821 212,710 222,113 235,296 233,910: 12,595 13,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 2,690: -196 -211 471 2,174 2,929 2,449 3,189: 241 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.4 2.3 85.8 89.6 94.9 94.4: 5.1 5.6
Old : 100.0: 6.8 2.4 2.3 85.8 89.6 94.9 94.4: 5.1 5.6
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 : 56: 3 5 7 42 41 49 49:
Old : 56: 3 5 7 42 41 49 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 51.7 49.9 63.0 26.4 50.7 42.9 57.9
Old : 29.3 51.7 49.9 63.0 26.4 50.7 42.9 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, March 25, 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 : 233,606: 21,854 0 14,856 178,708 205,134 215,418 219,990: 18,188 13,616
Old : 233,606: 21,854 0 14,856 178,708 205,134 215,418 219,990: 18,188 13,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -692: -469 0 -123 -2,379 -96 -2,971 -219: 2,279 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 6.4 76.5 87.8 92.2 94.2: 7.8 5.8
Old : 100.0: 9.4 0.0 6.4 76.5 87.8 92.2 94.2: 7.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 0 2 35 32 40 34:
Old : 44: 5 0 2 35 32 40 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 38.0 48.7 62.8 23.8 34.5 37.2 50.0
Old : 29.8 38.0 48.7 62.8 23.8 34.5 37.2 50.0
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, March 25, 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 : 247,862: 14,598 8,765 13,999 206,848 211,040 235,445 233,804: 12,417 14,058
Old : 247,862: 14,598 8,765 13,999 206,848 211,040 235,445 233,804: 12,417 14,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 11,205: 460 7,891 -236 13,630 5,089 13,854 12,744: -2,649 -1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.5 5.6 83.5 85.1 95.0 94.3: 5.0 5.7
Old : 100.0: 5.9 3.5 5.6 83.5 85.1 95.0 94.3: 5.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 4 5 43 39 50 45:
Old : 55: 4 4 5 43 39 50 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 : 35.0 33.4 52.1 53.7 34.1 24.6 45.7 39.5
Old : 35.0 33.4 52.1 53.7 34.1 24.6 45.7 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,231: 0 3,502 2,196 41,897 38,422 44,093 44,120: 10,138 10,111
Old : 54,231: 0 3,502 2,196 41,897 38,422 44,093 44,120: 10,138 10,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 900: 0 172 -110 1,498 1,954 1,388 2,016: -488 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 4.0 77.3 70.8 81.3 81.4: 18.7 18.6
Old : 100.0: 0.0 6.5 4.0 77.3 70.8 81.3 81.4: 18.7 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 19 16 20 17:
Old : 23: 0 1 1 19 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 35.9 57.8 61.3 28.9 29.5 44.1 47.9
Old : 35.6 35.9 57.8 61.3 28.9 29.5 44.1 47.9
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, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 214,912: 29,432 2,374 17,789 151,169 181,274 198,390 201,437: 16,522 13,475
Old : 214,912: 29,432 2,374 17,789 151,169 181,274 198,390 201,437: 16,522 13,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -496: 1,588 -1,652 337 -2,730 2,466 -805 1,151: 309 -1,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 1.1 8.3 70.3 84.3 92.3 93.7: 7.7 6.3
Old : 100.0: 13.7 1.1 8.3 70.3 84.3 92.3 93.7: 7.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 3 6 37 37 44 43:
Old : 45: 4 3 6 37 37 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 28.4 52.4 44.7 23.0 20.9 34.8 31.2
Old : 31.7 28.4 52.4 44.7 23.0 20.9 34.8 31.2
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, March 25, 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 : 76,333: 4,995 7,830 921 60,580 56,316 66,496 65,067: 9,837 11,266
Old : 76,333: 4,995 7,830 921 60,580 56,316 66,496 65,067: 9,837 11,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 2: 0 0 0 1,286 32 1,286 32: -1,284 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 10.3 1.2 79.4 73.8 87.1 85.2: 12.9 14.8
Old : 100.0: 6.5 10.3 1.2 79.4 73.8 87.1 85.2: 12.9 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 1 23 22 25 24:
Old : 30: 1 2 1 23 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 35.8 57.8 59.8 26.0 32.3 44.1 47.2
Old : 32.4 35.8 57.8 59.8 26.0 32.3 44.1 47.2
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, March 25, 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 : 3,311,763: 1,040,556 233,047 957,325 1,281,117 2,109,098 3,278,998 3,299,470: 32,765 12,293
Old : 3,311,763: 1,040,556 233,047 957,325 1,281,117 2,109,098 3,278,998 3,299,470: 32,765 12,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 62,618: 21,793 14,463 24,746 18,231 21,482 64,770 60,691: -2,152 1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 7.0 28.9 38.7 63.7 99.0 99.6: 1.0 0.4
Old : 100.0: 31.4 7.0 28.9 38.7 63.7 99.0 99.6: 1.0 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 : 163: 37 18 47 101 93 156 142:
Old : 163: 37 18 47 101 93 156 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 37.6 49.7 52.2 24.4 23.8 29.0 31.1
Old : 36.9 37.6 49.7 52.2 24.4 23.8 29.0 31.1
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, March 25, 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 : 1,163,938: 148,107 414,474 222,996 788,402 523,715 1,159,505 1,161,185: 4,433 2,753
Old : 1,163,938: 148,107 414,474 222,996 788,402 523,715 1,159,505 1,161,185: 4,433 2,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 35,724: -11,115 -44,731 4,868 41,879 76,980 35,632 37,117: 92 -1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 35.6 19.2 67.7 45.0 99.6 99.8: 0.4 0.2
Old : 100.0: 12.7 35.6 19.2 67.7 45.0 99.6 99.8: 0.4 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 : 86: 17 27 34 42 39 80 79:
Old : 86: 17 27 34 42 39 80 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 46.1 63.9 64.0 33.4 37.6 47.9 48.2
Old : 43.6 46.1 63.9 64.0 33.4 37.6 47.9 48.2
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, March 25, 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 : 32,127: 1,900 469 270 29,850 31,108 32,020 31,847: 107 280
Old : 32,127: 1,900 469 270 29,850 31,108 32,020 31,847: 107 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 0: 0 8 0 246 308 246 316: -246 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.5 0.8 92.9 96.8 99.7 99.1: 0.3 0.9
Old : 100.0: 5.9 1.5 0.8 92.9 96.8 99.7 99.1: 0.3 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 : 43: 2 3 3 31 26 35 31:
Old : 43: 2 3 3 31 26 35 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 : 49.7 46.3 72.4 69.2 43.5 44.0 57.1 58.1
Old : 49.7 46.3 72.4 69.2 43.5 44.0 57.1 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, March 25, 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 : 16,231: 4,142 40 319 11,424 15,572 15,885 15,931: 346 300
Old : 16,231: 4,142 40 319 11,424 15,572 15,885 15,931: 346 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 0.2 2.0 70.4 95.9 97.9 98.2: 2.1 1.8
Old : 100.0: 25.5 0.2 2.0 70.4 95.9 97.9 98.2: 2.1 1.8
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: 3 1 2 16 18 19 21:
Old : 27: 3 1 2 16 18 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 71.8 86.9 88.4 42.4 45.2 56.4 55.8
Old : 62.0 71.8 86.9 88.4 42.4 45.2 56.4 55.8
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, March 25, 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 : 26,470: 880 480 1,192 21,390 23,382 23,462 25,054: 3,008 1,416
Old : 26,470: 880 480 1,192 21,390 23,382 23,462 25,054: 3,008 1,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 60: 0 0 0 60 36 60 36: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.8 4.5 80.8 88.3 88.6 94.7: 11.4 5.3
Old : 100.0: 3.3 1.8 4.5 80.8 88.3 88.6 94.7: 11.4 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 : 25: 2 1 2 19 16 22 18:
Old : 25: 2 1 2 19 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 53.6 67.9 77.5 32.2 46.1 46.7 53.1
Old : 48.8 53.6 67.9 77.5 32.2 46.1 46.7 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, March 25, 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 : 25,726: 1,100 0 800 23,212 24,118 25,112 24,918: 614 808
Old : 25,726: 1,100 0 800 23,212 24,118 25,112 24,918: 614 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 1,540: 80 0 0 1,460 1,980 1,540 1,980: