GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, April 8, 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 : 5,637: 25 0 0 4,319 5,099 4,344 5,099: 1,293 538
Old : 5,637: 25 0 0 4,319 5,099 4,344 5,099: 1,293 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -2,301: 25 0 0 -1,786 -2,191 -1,761 -2,191: -540 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 76.6 90.5 77.1 90.5: 22.9 9.5
Old : 100.0: 0.4 0.0 0.0 76.6 90.5 77.1 90.5: 22.9 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 : 31: 1 0 0 21 20 22 20:
Old : 31: 1 0 0 21 20 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 : 43.4 51.4 60.4 75.3 36.0 49.2 43.8 62.7
Old : 43.4 51.4 60.4 75.3 36.0 49.2 43.8 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, April 8, 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 : 7,748: 50 920 75 7,488 6,548 7,613 7,543: 135 205
Old : 7,748: 50 920 75 7,488 6,548 7,613 7,543: 135 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -798: 0 100 -50 -668 -988 -718 -938: -80 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 11.9 1.0 96.6 84.5 98.3 97.4: 1.7 2.6
Old : 100.0: 0.6 11.9 1.0 96.6 84.5 98.3 97.4: 1.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 3 1 25 26 27 29:
Old : 38: 1 3 1 25 26 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 47.8 76.1 69.8 48.5 43.7 60.4 56.8
Old : 54.9 47.8 76.1 69.8 48.5 43.7 60.4 56.8
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, April 8, 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 : 2,893: 0 0 0 2,269 2,141 2,269 2,141: 624 752
Old : 2,893: 0 0 0 2,269 2,141 2,269 2,141: 624 752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -520: -20 0 -15 -335 -436 -370 -451: -150 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 78.4 74.0 78.4 74.0: 21.6 26.0
Old : 100.0: 0.0 0.0 0.0 78.4 74.0 78.4 74.0: 21.6 26.0
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 : 23: 0 0 0 21 21 21 21:
Old : 23: 0 0 0 21 21 21 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 : 37.1 32.5 55.9 53.4 30.4 28.7 44.0 40.1
Old : 37.1 32.5 55.9 53.4 30.4 28.7 44.0 40.1
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, April 8, 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 : 3,564: 65 0 45 3,021 2,972 3,131 3,017: 433 547
Old : 3,564: 65 0 45 3,021 2,972 3,131 3,017: 433 547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -803: 60 0 10 -753 -656 -683 -646: -120 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 1.3 84.8 83.4 87.9 84.7: 12.1 15.3
Old : 100.0: 1.8 0.0 1.3 84.8 83.4 87.9 84.7: 12.1 15.3
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 : 35: 2 0 1 28 30 30 31:
Old : 35: 2 0 1 28 30 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 29.0 46.2 48.3 19.1 22.0 28.8 29.1
Old : 29.2 29.0 46.2 48.3 19.1 22.0 28.8 29.1
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, April 8, 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 : 224,908: 43,064 16,556 23,389 125,894 159,924 192,347 199,869: 32,561 25,039
Old : 224,908: 43,064 16,556 23,389 125,894 159,924 192,347 199,869: 32,561 25,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 4,205: 3,436 -139 1,290 -1,957 2,812 2,769 3,963: 1,436 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.4 10.4 56.0 71.1 85.5 88.9: 14.5 11.1
Old : 100.0: 19.1 7.4 10.4 56.0 71.1 85.5 88.9: 14.5 11.1
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 : 152: 45 24 37 61 78 128 121:
Old : 152: 45 24 37 61 78 128 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 25.6 28.2 37.6 12.2 18.2 19.4 24.2
Old : 17.2 25.6 28.2 37.6 12.2 18.2 19.4 24.2
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, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 7,345: 1,100 50 500 5,525 6,795 7,125 7,345: 220 0
Old : 7,345: 1,100 50 500 5,525 6,795 7,125 7,345: 220 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -2,300: -900 -50 0 -1,390 -2,200 -2,290 -2,250: -10 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.7 6.8 75.2 92.5 97.0 100.0: 3.0 0.0
Old : 100.0: 15.0 0.7 6.8 75.2 92.5 97.0 100.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 3 18 26 21 29:
Old : 33: 1 1 3 18 26 21 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 57.9 86.8 73.9 69.4 56.8 74.2 68.1
Old : 76.6 57.9 86.8 73.9 69.4 56.8 74.2 68.1
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, April 8, 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 : 857,982: 142,993 208,132 282,629 362,281 339,819 787,903 830,580: 70,079 27,402
Old : 857,982: 142,993 208,132 282,629 362,281 339,819 787,903 830,580: 70,079 27,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -8,680: -907 -1,237 -728 -8,485 -2,611 -10,120 -4,576: 1,440 -4,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 24.3 32.9 42.2 39.6 91.8 96.8: 8.2 3.2
Old : 100.0: 16.7 24.3 32.9 42.2 39.6 91.8 96.8: 8.2 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 : 218: 86 42 79 73 67 203 155:
Old : 218: 86 42 79 73 67 203 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.6 40.4 53.7 11.0 20.7 15.7 24.9
Old : 26.5 38.6 40.4 53.7 11.0 20.7 15.7 24.9
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, April 8, 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 : 96,661: 0 12,191 1,829 85,766 70,263 87,595 84,283: 9,066 12,378
Old : 96,661: 0 12,191 1,829 85,766 70,263 87,595 84,283: 9,066 12,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 1,171: 0 0 0 812 386 812 386: 359 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.6 1.9 88.7 72.7 90.6 87.2: 9.4 12.8
Old : 100.0: 0.0 12.6 1.9 88.7 72.7 90.6 87.2: 9.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 4 2 22 18 24 22:
Old : 28: 0 4 2 22 18 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 56.5 68.7 72.0 50.9 55.6 63.7 68.1
Old : 53.3 56.5 68.7 72.0 50.9 55.6 63.7 68.1
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, April 8, 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 : 83,449: 3,587 11,992 2,137 70,219 59,577 75,943 73,706: 7,506 9,743
Old : 83,449: 3,587 11,992 2,137 70,219 59,577 75,943 73,706: 7,506 9,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 111: 0 1,684 -202 935 -364 733 1,118: -622 -1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 14.4 2.6 84.1 71.4 91.0 88.3: 9.0 11.7
Old : 100.0: 4.3 14.4 2.6 84.1 71.4 91.0 88.3: 9.0 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 : 37: 2 2 4 26 23 30 27:
Old : 37: 2 2 4 26 23 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 39.3 59.0 58.2 38.7 36.4 59.0 52.2
Old : 38.7 39.3 59.0 58.2 38.7 36.4 59.0 52.2
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, April 8, 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 : 116,875: 6,358 0 3,056 96,982 104,381 106,396 107,437: 10,479 9,438
Old : 116,875: 6,358 0 3,056 96,982 104,381 106,396 107,437: 10,479 9,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -3,554: -2,597 0 -1,861 1,404 -1,848 -3,054 -3,709: -500 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 2.6 83.0 89.3 91.0 91.9: 9.0 8.1
Old : 100.0: 5.4 0.0 2.6 83.0 89.3 91.0 91.9: 9.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 1 23 23 25 24:
Old : 32: 2 0 1 23 23 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 : 49.5 40.7 66.1 58.8 42.9 40.7 56.6 57.3
Old : 49.5 40.7 66.1 58.8 42.9 40.7 56.6 57.3
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, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 101,249: 11,408 2,513 4,785 75,074 81,133 91,267 88,431: 9,982 12,818
Old : 101,249: 11,408 2,513 4,785 75,074 81,133 91,267 88,431: 9,982 12,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -10,398: -1,860 -8 -1,402 -5,051 -8,824 -8,313 -10,234: -2,085 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.5 4.7 74.1 80.1 90.1 87.3: 9.9 12.7
Old : 100.0: 11.3 2.5 4.7 74.1 80.1 90.1 87.3: 9.9 12.7
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 : 36: 2 2 2 21 27 25 29:
Old : 36: 2 2 2 21 27 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 39.3 52.8 57.7 28.7 34.4 46.6 48.1
Old : 29.9 39.3 52.8 57.7 28.7 34.4 46.6 48.1
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, April 8, 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 : 57,927: 9,011 0 4,332 37,500 47,583 50,843 51,915: 7,084 6,012
Old : 57,927: 9,011 0 4,332 37,500 47,583 50,843 51,915: 7,084 6,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 4,549: 1,381 0 92 1,000 3,816 2,473 3,908: 2,076 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 0.0 7.5 64.7 82.1 87.8 89.6: 12.2 10.4
Old : 100.0: 15.6 0.0 7.5 64.7 82.1 87.8 89.6: 12.2 10.4
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 : 21: 2 0 1 14 18 16 19:
Old : 21: 2 0 1 14 18 16 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 : 54.6 44.2 75.3 70.9 43.1 35.8 52.1 53.4
Old : 54.6 44.2 75.3 70.9 43.1 35.8 52.1 53.4
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, April 8, 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 : 77,143: 4,045 457 5,552 61,207 60,794 70,804 66,803: 6,339 10,340
Old : 77,143: 4,045 457 5,552 61,207 60,794 70,804 66,803: 6,339 10,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 5,695: 1,038 -1,909 1,269 3,605 8,381 5,912 7,741: -217 -2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.6 7.2 79.3 78.8 91.8 86.6: 8.2 13.4
Old : 100.0: 5.2 0.6 7.2 79.3 78.8 91.8 86.6: 8.2 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 : 28: 1 1 2 19 23 21 25:
Old : 28: 1 1 2 19 23 21 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 : 49.0 44.9 73.5 64.2 48.6 40.9 63.0 54.0
Old : 49.0 44.9 73.5 64.2 48.6 40.9 63.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, April 8, 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 : 92,742: 2,476 1,042 2,865 83,307 78,118 88,648 82,025: 4,094 10,717
Old : 92,742: 2,476 1,042 2,865 83,307 78,118 88,648 82,025: 4,094 10,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -4,670: -398 62 83 -4,103 -3,281 -4,418 -3,136: -252 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.1 3.1 89.8 84.2 95.6 88.4: 4.4 11.6
Old : 100.0: 2.7 1.1 3.1 89.8 84.2 95.6 88.4: 4.4 11.6
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 : 42: 2 1 3 25 33 28 36:
Old : 42: 2 1 3 25 33 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 26.5 58.8 41.4 32.2 23.2 47.2 36.4
Old : 37.5 26.5 58.8 41.4 32.2 23.2 47.2 36.4
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, April 8, 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 : 110,382: 4,396 422 4,339 86,860 94,189 95,595 98,950: 14,787 11,432
Old : 110,382: 4,396 422 4,339 86,860 94,189 95,595 98,950: 14,787 11,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -2,735: 420 -324 -342 -2,131 -2,097 -2,053 -2,763: -682 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.4 3.9 78.7 85.3 86.6 89.6: 13.4 10.4
Old : 100.0: 4.0 0.4 3.9 78.7 85.3 86.6 89.6: 13.4 10.4
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 : 29: 2 1 2 19 20 22 22:
Old : 29: 2 1 2 19 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 43.9 61.3 65.2 43.0 42.5 56.3 57.6
Old : 45.0 43.9 61.3 65.2 43.0 42.5 56.3 57.6
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, April 8, 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 : 71,660: 5,784 710 9,194 51,184 48,106 66,162 58,010: 5,498 13,650
Old : 71,660: 5,784 710 9,194 51,184 48,106 66,162 58,010: 5,498 13,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -1,018: -1,089 710 -1,397 1,948 -2,059 -538 -2,746: -480 1,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.0 12.8 71.4 67.1 92.3 81.0: 7.7 19.0
Old : 100.0: 8.1 1.0 12.8 71.4 67.1 92.3 81.0: 7.7 19.0
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: 3 1 3 17 14 21 17:
Old : 27: 3 1 3 17 14 21 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 : 49.5 40.8 67.3 62.8 45.3 30.1 56.2 40.7
Old : 49.5 40.8 67.3 62.8 45.3 30.1 56.2 40.7
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, April 8, 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 : 102,711: 5,978 9,656 16,500 75,912 67,966 98,390 94,122: 4,321 8,589
Old : 102,711: 5,978 9,656 16,500 75,912 67,966 98,390 94,122: 4,321 8,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 7,934: -1,649 4,251 443 11,976 4,864 10,770 9,558: -2,836 -1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 9.4 16.1 73.9 66.2 95.8 91.6: 4.2 8.4
Old : 100.0: 5.8 9.4 16.1 73.9 66.2 95.8 91.6: 4.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 4 13 15 18 19:
Old : 25: 3 2 4 13 15 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 51.8 84.0 71.2 52.2 38.2 59.7 51.3
Old : 67.3 51.8 84.0 71.2 52.2 38.2 59.7 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,922: 1,668 0 4,150 47,191 45,288 53,009 49,438: 9,913 13,484
Old : 62,922: 1,668 0 4,150 47,191 45,288 53,009 49,438: 9,913 13,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 1,226: -151 0 92 1,688 925 1,629 1,017: -403 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 6.6 75.0 72.0 84.2 78.6: 15.8 21.4
Old : 100.0: 2.7 0.0 6.6 75.0 72.0 84.2 78.6: 15.8 21.4
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: 2 0 1 21 19 23 20:
Old : 26: 2 0 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 : 33.3 38.6 51.5 59.9 20.0 34.2 31.0 39.9
Old : 33.3 38.6 51.5 59.9 20.0 34.2 31.0 39.9
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, April 8, 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 : 121,257: 29,276 825 2,351 83,640 110,635 115,267 113,811: 5,990 7,446
Old : 121,257: 29,276 825 2,351 83,640 110,635 115,267 113,811: 5,990 7,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -9,923: -825 -935 -1,249 -7,172 -8,597 -9,246 -10,781: -677 858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 0.7 1.9 69.0 91.2 95.1 93.9: 4.9 6.1
Old : 100.0: 24.1 0.7 1.9 69.0 91.2 95.1 93.9: 4.9 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 : 45: 4 1 4 29 31 34 35:
Old : 45: 4 1 4 29 31 34 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 : 39.2 37.1 54.9 52.7 35.2 35.6 49.9 50.6
Old : 39.2 37.1 54.9 52.7 35.2 35.6 49.9 50.6
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, April 8, 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 : 55,469: 0 3,070 1,973 47,086 47,309 49,059 52,352: 6,410 3,117
Old : 55,469: 0 3,070 1,973 47,086 47,309 49,059 52,352: 6,410 3,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 3.6 84.9 85.3 88.4 94.4: 11.6 5.6
Old : 100.0: 0.0 5.5 3.6 84.9 85.3 88.4 94.4: 11.6 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 : 21: 0 2 1 16 12 17 14:
Old : 21: 0 2 1 16 12 17 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 : 49.4 56.9 70.5 78.8 42.1 49.6 61.4 64.8
Old : 49.4 56.9 70.5 78.8 42.1 49.6 61.4 64.8
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, April 8, 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 : 123,747: 2,411 27,728 16,266 86,915 71,224 105,592 115,218: 18,155 8,529
Old : 123,747: 2,411 27,728 16,266 86,915 71,224 105,592 115,218: 18,155 8,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 4,032: 0 5,179 -817 5,677 180 4,860 4,542: -828 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 22.4 13.1 70.2 57.6 85.3 93.1: 14.7 6.9
Old : 100.0: 1.9 22.4 13.1 70.2 57.6 85.3 93.1: 14.7 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 : 38: 1 7 5 28 26 33 34:
Old : 38: 1 7 5 28 26 33 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 : 34.5 30.2 50.8 49.5 24.2 23.6 35.4 37.2
Old : 34.5 30.2 50.8 49.5 24.2 23.6 35.4 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, April 8, 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 : 118,646: 12,423 1,261 10,823 83,806 90,540 107,052 102,624: 11,594 16,022
Old : 118,646: 12,423 1,261 10,823 83,806 90,540 107,052 102,624: 11,594 16,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 17,095: -3,889 1,261 1,374 19,368 12,929 16,853 15,564: 242 1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 1.1 9.1 70.6 76.3 90.2 86.5: 9.8 13.5
Old : 100.0: 10.5 1.1 9.1 70.6 76.3 90.2 86.5: 9.8 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 : 23: 3 1 3 18 16 22 19:
Old : 23: 3 1 3 18 16 22 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 : 51.0 50.4 73.7 69.1 47.4 44.8 61.0 56.6
Old : 51.0 50.4 73.7 69.1 47.4 44.8 61.0 56.6
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, April 8, 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 : 52,280: 0 0 0 49,828 48,778 49,828 48,778: 2,452 3,502
Old : 52,280: 0 0 0 49,828 48,778 49,828 48,778: 2,452 3,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -5,198: 0 -1,440 0 -4,234 -4,316 -4,234 -5,756: -964 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 93.3 95.3 93.3: 4.7 6.7
Old : 100.0: 0.0 0.0 0.0 95.3 93.3 95.3 93.3: 4.7 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 : 20: 0 0 0 12 12 12 12:
Old : 20: 0 0 0 12 12 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 48.7 81.7 78.5 52.6 34.6 70.3 60.0
Old : 58.6 48.7 81.7 78.5 52.6 34.6 70.3 60.0
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, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 236,634: 13,957 4,926 5,541 202,555 211,599 222,053 222,066: 14,581 14,568
Old : 236,634: 13,957 4,926 5,541 202,555 211,599 222,053 222,066: 14,581 14,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -233: -489 -220 262 283 103 56 145: -289 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.1 2.3 85.6 89.4 93.8 93.8: 6.2 6.2
Old : 100.0: 5.9 2.1 2.3 85.6 89.4 93.8 93.8: 6.2 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 : 54: 4 4 7 41 38 48 46:
Old : 54: 4 4 7 41 38 48 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 : 29.9 53.5 49.8 64.5 27.1 52.2 43.4 59.0
Old : 29.9 53.5 49.8 64.5 27.1 52.2 43.4 59.0
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, April 8, 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 : 224,324: 20,061 0 15,173 174,413 194,272 209,647 209,445: 14,677 14,879
Old : 224,324: 20,061 0 15,173 174,413 194,272 209,647 209,445: 14,677 14,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -1,446: 644 0 627 -3,295 -2,835 -2,024 -2,208: 578 762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 6.8 77.8 86.6 93.5 93.4: 6.5 6.6
Old : 100.0: 8.9 0.0 6.8 77.8 86.6 93.5 93.4: 6.5 6.6
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 : 44: 5 0 2 36 33 41 35:
Old : 44: 5 0 2 36 33 41 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 : 27.5 37.4 49.6 61.3 21.9 35.2 33.9 50.2
Old : 27.5 37.4 49.6 61.3 21.9 35.2 33.9 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 239,622: 12,709 15,792 9,895 203,504 201,637 226,108 227,324: 13,514 12,298
Old : 239,622: 12,709 15,792 9,895 203,504 201,637 226,108 227,324: 13,514 12,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 6,668: 1,454 6,780 -1,475 5,356 3,819 5,335 9,124: 1,333 -2,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 6.6 4.1 84.9 84.1 94.4 94.9: 5.6 5.1
Old : 100.0: 5.3 6.6 4.1 84.9 84.1 94.4 94.9: 5.6 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 : 54: 4 3 5 44 39 51 44:
Old : 54: 4 3 5 44 39 51 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 36.3 52.1 55.2 36.1 26.0 46.6 42.5
Old : 36.1 36.3 52.1 55.2 36.1 26.0 46.6 42.5
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, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,446: 0 4,106 2,066 41,343 33,483 43,409 39,655: 8,037 11,791
Old : 51,446: 0 4,106 2,066 41,343 33,483 43,409 39,655: 8,037 11,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 1,393: 0 1,370 -37 2,653 240 2,616 1,573: -1,223 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 4.0 80.4 65.1 84.4 77.1: 15.6 22.9
Old : 100.0: 0.0 8.0 4.0 80.4 65.1 84.4 77.1: 15.6 22.9
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 : 21: 0 1 1 18 14 19 15:
Old : 21: 0 1 1 18 14 19 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 : 36.1 38.7 58.7 63.0 28.9 32.0 44.1 47.2
Old : 36.1 38.7 58.7 63.0 28.9 32.0 44.1 47.2
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, April 8, 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 : 205,340: 27,909 2,336 17,201 148,739 173,771 193,849 193,308: 11,491 12,032
Old : 205,340: 27,909 2,336 17,201 148,739 173,771 193,849 193,308: 11,491 12,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 2,355: -3,453 -670 1,759 5,191 1,090 3,497 2,179: -1,142 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 1.1 8.4 72.4 84.6 94.4 94.1: 5.6 5.9
Old : 100.0: 13.6 1.1 8.4 72.4 84.6 94.4 94.1: 5.6 5.9
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: 5 2 6 39 38 46 44:
Old : 46: 5 2 6 39 38 46 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 26.9 51.9 42.1 23.3 20.0 33.9 29.6
Old : 32.5 26.9 51.9 42.1 23.3 20.0 33.9 29.6
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, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,430: 4,455 6,530 1,169 56,680 51,734 62,304 59,433: 8,126 10,997
Old : 70,430: 4,455 6,530 1,169 56,680 51,734 62,304 59,433: 8,126 10,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -20: 0 -1,128 310 2,695 2,614 3,005 1,796: -3,025 -1,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 9.3 1.7 80.5 73.5 88.5 84.4: 11.5 15.6
Old : 100.0: 6.3 9.3 1.7 80.5 73.5 88.5 84.4: 11.5 15.6
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 : 28: 1 2 1 21 19 23 21:
Old : 28: 1 2 1 21 19 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 35.9 58.7 58.9 26.6 30.7 43.8 46.9
Old : 33.0 35.9 58.7 58.9 26.6 30.7 43.8 46.9
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, April 8, 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 : 3,115,266: 967,686 127,436 911,438 1,197,039 2,063,719 3,076,163 3,102,593: 39,103 12,673
Old : 3,115,266: 967,686 127,436 911,438 1,197,039 2,063,719 3,076,163 3,102,593: 39,103 12,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -9,938: 12,279 8,215 -38,210 17,761 19,980 -8,170 -10,015: -1,768 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 4.1 29.3 38.4 66.2 98.7 99.6: 1.3 0.4
Old : 100.0: 31.1 4.1 29.3 38.4 66.2 98.7 99.6: 1.3 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 : 154: 32 20 44 95 90 147 136:
Old : 154: 32 20 44 95 90 147 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 35.5 50.2 50.6 25.3 20.9 29.6 28.1
Old : 37.4 35.5 50.2 50.6 25.3 20.9 29.6 28.1
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, April 8, 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 : 1,080,162: 139,706 333,797 228,502 705,806 514,655 1,074,014 1,076,954: 6,148 3,208
Old : 1,080,162: 139,706 333,797 228,502 705,806 514,655 1,074,014 1,076,954: 6,148 3,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 14,827: 8,203 -4,357 13,194 -6,276 5,588 15,121 14,425: -294 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 30.9 21.2 65.3 47.6 99.4 99.7: 0.6 0.3
Old : 100.0: 12.9 30.9 21.2 65.3 47.6 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 18 21 34 43 41 80 77:
Old : 83: 18 21 34 43 41 80 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 44.5 63.0 64.2 37.0 34.2 46.0 45.6
Old : 44.2 44.5 63.0 64.2 37.0 34.2 46.0 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, April 8, 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 : 30,478: 1,589 529 244 28,516 29,345 30,349 30,118: 129 360
Old : 30,478: 1,589 529 244 28,516 29,345 30,349 30,118: 129 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 1,088: -120 54 0 1,224 1,050 1,104 1,104: -16 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.7 0.8 93.6 96.3 99.6 98.8: 0.4 1.2
Old : 100.0: 5.2 1.7 0.8 93.6 96.3 99.6 98.8: 0.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 3 2 28 25 31 30:
Old : 39: 2 3 2 28 25 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 46.0 71.0 68.4 40.8 41.4 54.5 53.8
Old : 47.7 46.0 71.0 68.4 40.8 41.4 54.5 53.8
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, April 8, 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 : 15,830: 4,064 0 319 11,104 15,217 15,487 15,536: 343 294
Old : 15,830: 4,064 0 319 11,104 15,217 15,487 15,536: 343 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 696: 0 0 0 596 686 596 686: 100 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 0.0 2.0 70.1 96.1 97.8 98.1: 2.2 1.9
Old : 100.0: 25.7 0.0 2.0 70.1 96.1 97.8 98.1: 2.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 2 16 18 19 20:
Old : 26: 3 0 2 16 18 19 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 : 62.5 74.6 88.2 90.1 42.1 47.4 57.4 57.2
Old : 62.5 74.6 88.2 90.1 42.1 47.4 57.4 57.2
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, April 8, 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 : 25,528: 740 618 1,092 20,904 22,378 22,736 24,088: 2,792 1,440
Old : 25,528: 740 618 1,092 20,904 22,378 22,736 24,088: 2,792 1,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 120: -102 138 -98 320 80 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.4 4.3 81.9 87.7 89.1 94.4: 10.9 5.6
Old : 100.0: 2.9 2.4 4.3 81.9 87.7 89.1 94.4: 10.9 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 : 25: 1 2 2 18 16 21 18:
Old : 25: 1 2 2 18 16 21 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 : 49.5 52.4 69.3 76.1 32.3 43.1 46.5 50.8
Old : 49.5 52.4 69.3 76.1 32.3 43.1 46.5 50.8
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, April 8, 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 : 26,294: 1,090 240 720 23,890 24,460 25,700 25,420: 594 874
Old : 26,294: 1,090 240 720 23,890 24,460 25,700 25,420: 594 874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 806: 0 240 0 806 566 806 806: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.9 2.7 90.9 93.0 97.7 96.7: 2.3 3.3
Old : 100.0: 4.1 0.9 2.7 90.9 93.0 97.7 96.7: 2.3 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 : 27: 1 1 1 21 22 23 23:
Old : 27: 1 1 1 21 22 23 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 : 55.0 69.9 71.8 83.7 54.0 62.8 68.4 72.9
Old : 55.0 69.9 71.8 83.7 54.0 62.8 68.4 72.9
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, April 8, 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 : 1,412,326: 238,320 181,152 400,400 702,375 744,416 1,341,095 1,325,968: 71,231 86,358
Old : 1,412,326: 238,320 181,152 400,400 702,375 744,416 1,341,095 1,325,968: 71,231 86,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 30,681: 12,886 -6,578 14,900 -2,632 8,616 25,154 16,938: 5,527 13,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.8 28.4 49.7 52.7 95.0 93.9: 5.0 6.1
Old : 100.0: 16.9 12.8 28.4 49.7 52.7 95.0 93.9: 5.0 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 : 316: 94 106 123 85 100 253 263:
Old : 316: 94 106 123 85 100 253 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 25.6 39.0 35.3 12.5 8.5 18.9 13.8
Old : 27.4 25.6 39.0 35.3 12.5 8.5 18.9 13.8
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, April 8, 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 : 122,549: 20,949 17,023 5,189 69,550 46,868 95,688 69,080: 26,861 53,469
Old : 122,549: 20,949 17,023 5,189 69,550 46,868 95,688 69,080: 26,861 53,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 2,443: 3,121 67 -442 -321 2,417 2,358 2,042: 85 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 13.9 4.2 56.8 38.2 78.1 56.4: 21.9 43.6
Old : 100.0: 17.1 13.9 4.2 56.8 38.2 78.1 56.4: 21.9 43.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 3 4 16 14 20 19:
Old : 21: 2 3 4 16 14 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 25.8 64.9 42.2 38.1 24.8 52.0 35.3
Old : 45.9 25.8 64.9 42.2 38.1 24.8 52.0 35.3
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, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,436: 150 815 100 20,186 19,521 20,436 20,436: 0 0
Old : 20,436: 150 815 100 20,186 19,521 20,436 20,436: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 1,300: 0 0 0 1,300 1,300 1,300 1,300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.0 0.5 98.8 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 4.0 0.5 98.8 95.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 1 23 26 25 30:
Old : 37: 1 3 1 23 26 25 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 : 50.9 44.3 75.7 66.7 29.5 25.1 36.4 32.9
Old : 50.9 44.3 75.7 66.7 29.5 25.1 36.4 32.9
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, April 8, 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 : 188,057: 31,496 36,448 43,073 100,969 100,443 175,538 179,964: 12,519 8,093
Old : 188,057: 31,496 36,448 43,073 100,969 100,443 175,538 179,964: 12,519 8,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 2,683: 273 2,496 -2,670 5,464 2,740 3,067 2,566: -384 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 19.4 22.9 53.7 53.4 93.3 95.7: 6.7 4.3
Old : 100.0: 16.7 19.4 22.9 53.7 53.4 93.3 95.7: 6.7 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 : 51: 12 14 21 25 25 49 48:
Old : 51: 12 14 21 25 25 49 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 33.5 57.8 53.4 22.6 18.5 27.7 25.9
Old : 38.6 33.5 57.8 53.4 22.6 18.5 27.7 25.9
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, April 8, 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 : 19,201: 11,209 2,721 104 5,238 15,947 16,551 18,772: 2,650 429
Old : 19,201: 11,209 2,721 104 5,238 15,947 16,551 18,772: 2,650 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -448: -792 259 -19 208 -713 -603 -473: 155 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 14.2 0.5 27.3 83.1 86.2 97.8: 13.8 2.2
Old : 100.0: 58.4 14.2 0.5 27.3 83.1 86.2 97.8: 13.8 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 : 105: 53 13 4 12 29 67 44:
Old : 105: 53 13 4 12 29 67 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 40.7 52.0 62.7 34.1 39.8 52.0 61.8
Old : 34.1 40.7 52.0 62.7 34.1 39.8 52.0 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, April 8, 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 : 11,916: 7,606 1,680 30 1,574 9,346 9,210 11,056: 2,706 860
Old : 11,916: 7,606 1,680 30 1,574 9,346 9,210 11,056: 2,706 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -102: 325 2 -145 -338 206 -158 63: 56 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 14.1 0.3 13.2 78.4 77.3 92.8: 22.7 7.2
Old : 100.0: 63.8 14.1 0.3 13.2 78.4 77.3 92.8: 22.7 7.2
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 : 66: 28 10 2 12 20 41 31:
Old : 66: 28 10 2 12 20 41 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 : 28.6 55.7 41.1 69.1 28.6 55.7 41.1 69.1
Old : 28.6 55.7 41.1 69.1 28.6 55.7 41.1 69.1
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, April 8, 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 : 232,729: 58,264 12,101 20,588 129,118 186,408 207,970 219,097: 24,759 13,632
Old : 232,729: 58,264 12,101 20,588 129,118 186,408 207,970 219,097: 24,759 13,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 3,864: 1,274 -928 474 -251 4,193 1,497 3,739: 2,367 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 5.2 8.8 55.5 80.1 89.4 94.1: 10.6 5.9
Old : 100.0: 25.0 5.2 8.8 55.5 80.1 89.4 94.1: 10.6 5.9
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 : 182: 69 19 37 70 84 153 128:
Old : 182: 69 19 37 70 84 153 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 31.1 37.6 46.4 11.2 16.6 18.3 24.8
Old : 27.1 31.1 37.6 46.4 11.2 16.6 18.3 24.8
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, April 8, 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 : 13,106: 750 772 650 11,476 11,161 12,876 12,583: 230 523
Old : 13,106: 750 772 650 11,476 11,161 12,876 12,583: 230 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -1,421: 0 461 -486 -891 -1,501 -1,377 -1,526: -44 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.9 5.0 87.6 85.2 98.2 96.0: 1.8 4.0
Old : 100.0: 5.7 5.9 5.0 87.6 85.2 98.2 96.0: 1.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 17 23 19 25:
Old : 28: 1 1 2 17 23 19 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 : 50.9 46.7 74.1 70.2 39.3 36.1 55.7 50.6
Old : 50.9 46.7 74.1 70.2 39.3 36.1 55.7 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, April 8, 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 : 4,870: 0 1,250 75 4,795 3,545 4,870 4,870: 0 0
Old : 4,870: 0 1,250 75 4,795 3,545 4,870 4,870: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -1,025: 0 875 -875 -150 -975 -1,025 -975: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.7 1.5 98.5 72.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 25.7 1.5 98.5 72.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 18 11 19 12:
Old : 23: 0 1 1 18 11 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 68.2 73.8 91.3 37.1 60.2 53.0 70.9
Old : 47.2 68.2 73.8 91.3 37.1 60.2 53.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, April 8, 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 : 12,418: 2,905 450 415 6,611 6,854 9,931 7,719: 2,487 4,699
Old : 12,418: 2,905 450 415 6,611 6,854 9,931 7,719: 2,487 4,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 793: 223 0 265 -106 303 382 568: 411 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.6 3.3 53.2 55.2 80.0 62.2: 20.0 37.8
Old : 100.0: 23.4 3.6 3.3 53.2 55.2 80.0 62.2: 20.0 37.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 1 2 17 16 22 19:
Old : 28: 5 1 2 17 16 22 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 : 41.2 27.3 62.4 41.8 34.2 24.9 50.2 34.9
Old : 41.2 27.3 62.4 41.8 34.2 24.9 50.2 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008