GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 7,023: 0 125 0 5,430 6,160 5,430 6,285: 1,593 738
Old : 7,023: 0 125 0 5,430 6,160 5,430 6,285: 1,593 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,315: 0 75 0 715 690 715 765: 600 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.0 77.3 87.7 77.3 89.5: 22.7 10.5
Old : 100.0: 0.0 1.8 0.0 77.3 87.7 77.3 89.5: 22.7 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 : 37: 0 1 0 28 23 28 24:
Old : 37: 0 1 0 28 23 28 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 : 42.3 45.9 55.3 71.3 32.1 45.0 39.9 58.7
Old : 42.3 45.9 55.3 71.3 32.1 45.0 39.9 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 7,938: 50 870 75 7,643 6,788 7,768 7,733: 170 205
Old : 7,938: 50 870 75 7,643 6,788 7,768 7,733: 170 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 11.0 0.9 96.3 85.5 97.9 97.4: 2.1 2.6
Old : 100.0: 0.6 11.0 0.9 96.3 85.5 97.9 97.4: 2.1 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 26 26 28 29:
Old : 38: 1 3 1 26 26 28 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 : 52.3 45.3 73.0 68.6 46.0 40.9 57.4 56.2
Old : 52.3 45.3 73.0 68.6 46.0 40.9 57.4 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 3,402: 0 0 0 2,557 2,518 2,557 2,518: 845 884
Old : 3,402: 0 0 0 2,557 2,518 2,557 2,518: 845 884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 133: 0 0 0 123 196 123 196: 10 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 75.2 74.0 75.2 74.0: 24.8 26.0
Old : 100.0: 0.0 0.0 0.0 75.2 74.0 75.2 74.0: 24.8 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 : 22: 0 0 0 19 21 19 21:
Old : 22: 0 0 0 19 21 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 : 35.3 34.6 55.0 54.3 28.9 29.8 41.4 41.7
Old : 35.3 34.6 55.0 54.3 28.9 29.8 41.4 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,224: 70 0 85 3,669 3,690 3,824 3,775: 400 449
Old : 4,224: 70 0 85 3,669 3,690 3,824 3,775: 400 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 192: 5 0 -35 150 145 120 110: 72 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 2.0 86.9 87.4 90.5 89.4: 9.5 10.6
Old : 100.0: 1.7 0.0 2.0 86.9 87.4 90.5 89.4: 9.5 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 : 39: 2 0 1 31 36 33 37:
Old : 39: 2 0 1 31 36 33 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 : 29.6 24.6 48.3 41.5 19.8 19.9 31.6 28.9
Old : 29.6 24.6 48.3 41.5 19.8 19.9 31.6 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 267,582: 41,929 21,732 50,532 140,779 165,704 233,240 237,968: 34,342 29,614
Old : 267,582: 41,929 21,732 50,532 140,779 165,704 233,240 237,968: 34,342 29,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -17,271: -1,252 3,950 -6,141 -8,337 -15,315 -15,730 -17,506: -1,542 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.1 18.9 52.6 61.9 87.2 88.9: 12.8 11.1
Old : 100.0: 15.7 8.1 18.9 52.6 61.9 87.2 88.9: 12.8 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 : 153: 47 22 37 67 75 130 124:
Old : 153: 47 22 37 67 75 130 124:
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 : 16.5 22.9 26.8 34.3 10.7 14.4 16.6 21.1
Old : 16.5 22.9 26.8 34.3 10.7 14.4 16.6 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 10,949: 2,250 3,401 5,335 2,473 1,532 10,058 10,269: 891 680
Old : 10,949: 2,250 3,401 5,335 2,473 1,532 10,058 10,269: 891 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 31.1 48.7 22.6 14.0 91.9 93.8: 8.1 6.2
Old : 100.0: 20.5 31.1 48.7 22.6 14.0 91.9 93.8: 8.1 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 : 20: 6 4 8 10 10 20 18:
Old : 20: 6 4 8 10 10 20 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 : 61.2 69.1 76.1 83.1 24.3 32.0 30.1 34.3
Old : 61.2 69.1 76.1 83.1 24.3 32.0 30.1 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 9,720: 1,650 0 550 6,770 8,870 8,970 9,420: 750 300
Old : 9,720: 1,650 0 550 6,770 8,870 8,970 9,420: 750 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 600: 0 0 0 250 400 250 400: 350 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 0.0 5.7 69.7 91.3 92.3 96.9: 7.7 3.1
Old : 100.0: 17.0 0.0 5.7 69.7 91.3 92.3 96.9: 7.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 0 3 22 29 26 32:
Old : 36: 3 0 3 22 29 26 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 45.3 77.2 62.2 60.7 45.3 63.8 56.3
Old : 67.4 45.3 77.2 62.2 60.7 45.3 63.8 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 7,375: 1,575 50 100 5,025 6,700 6,700 6,850: 675 525
Old : 7,375: 1,575 50 100 5,025 6,700 6,700 6,850: 675 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 100: 100 0 0 0 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.7 1.4 68.1 90.8 90.8 92.9: 9.2 7.1
Old : 100.0: 21.4 0.7 1.4 68.1 90.8 90.8 92.9: 9.2 7.1
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 : 22: 1 1 1 8 17 10 18:
Old : 22: 1 1 1 8 17 10 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 : 76.6 51.9 88.5 76.3 72.5 50.8 80.3 73.2
Old : 76.6 51.9 88.5 76.3 72.5 50.8 80.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 1,282,399: 140,905 363,940 446,059 613,062 437,071 1,200,026 1,247,070: 82,373 35,330
Old : 1,282,399: 140,905 363,940 446,059 613,062 437,071 1,200,026 1,247,070: 82,373 35,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -31,451: -9,723 -7,743 -5,237 -19,365 -17,913 -34,325 -30,893: 2,874 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 28.4 34.8 47.8 34.1 93.6 97.2: 6.4 2.8
Old : 100.0: 11.0 28.4 34.8 47.8 34.1 93.6 97.2: 6.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 90 49 82 75 69 208 165:
Old : 225: 90 49 82 75 69 208 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 39.3 46.9 55.1 17.6 22.0 20.5 26.0
Old : 34.8 39.3 46.9 55.1 17.6 22.0 20.5 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 98,766: 0 12,048 1,842 89,856 72,837 91,698 86,727: 7,068 12,039
Old : 98,766: 0 12,048 1,842 89,856 72,837 91,698 86,727: 7,068 12,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 674: 0 -130 147 4,074 963 4,221 980: -3,547 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 1.9 91.0 73.7 92.8 87.8: 7.2 12.2
Old : 100.0: 0.0 12.2 1.9 91.0 73.7 92.8 87.8: 7.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 4 2 23 21 25 25:
Old : 29: 0 4 2 23 21 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 57.9 68.3 73.0 50.7 57.2 63.9 68.9
Old : 53.1 57.9 68.3 73.0 50.7 57.2 63.9 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 82,466: 3,009 10,313 2,729 68,398 60,763 74,136 73,805: 8,330 8,661
Old : 82,466: 3,009 10,313 2,729 68,398 60,763 74,136 73,805: 8,330 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -681: -214 -2,299 735 -85 1,469 436 -95: -1,117 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 12.5 3.3 82.9 73.7 89.9 89.5: 10.1 10.5
Old : 100.0: 3.6 12.5 3.3 82.9 73.7 89.9 89.5: 10.1 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 : 39: 2 2 4 27 25 31 29:
Old : 39: 2 2 4 27 25 31 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 : 36.9 38.8 57.4 56.6 36.9 35.8 57.4 50.9
Old : 36.9 38.8 57.4 56.6 36.9 35.8 57.4 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 119,183: 7,314 0 1,634 99,251 107,308 108,199 108,942: 10,984 10,241
Old : 119,183: 7,314 0 1,634 99,251 107,308 108,199 108,942: 10,984 10,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,838: 674 0 -92 1,836 2,666 2,418 2,574: -580 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 1.4 83.3 90.0 90.8 91.4: 9.2 8.6
Old : 100.0: 6.1 0.0 1.4 83.3 90.0 90.8 91.4: 9.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 1 25 25 27 26:
Old : 34: 2 0 1 25 25 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 40.4 62.1 58.8 38.3 40.2 52.7 57.5
Old : 45.3 40.4 62.1 58.8 38.3 40.2 52.7 57.5
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 with Delta-adjusted Options and Futures Combined, April 29, 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 : 103,957: 11,408 4,567 1,595 80,234 85,824 93,237 91,986: 10,720 11,971
Old : 103,957: 11,408 4,567 1,595 80,234 85,824 93,237 91,986: 10,720 11,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 312: -2,560 2,047 -1,375 3,369 89 -566 761: 878 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 4.4 1.5 77.2 82.6 89.7 88.5: 10.3 11.5
Old : 100.0: 11.0 4.4 1.5 77.2 82.6 89.7 88.5: 10.3 11.5
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 : 37: 2 2 2 23 29 27 31:
Old : 37: 2 2 2 23 29 27 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 : 29.9 38.3 52.9 58.5 28.0 32.6 44.5 49.1
Old : 29.9 38.3 52.9 58.5 28.0 32.6 44.5 49.1
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 with Delta-adjusted Options and Futures Combined, April 29, 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 : 60,266: 9,676 0 4,853 39,049 48,602 53,578 53,455: 6,688 6,811
Old : 60,266: 9,676 0 4,853 39,049 48,602 53,578 53,455: 6,688 6,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -552: -519 0 155 -156 -1,957 -520 -1,802: -32 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 0.0 8.1 64.8 80.6 88.9 88.7: 11.1 11.3
Old : 100.0: 16.1 0.0 8.1 64.8 80.6 88.9 88.7: 11.1 11.3
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 : 22: 2 0 1 15 18 17 19:
Old : 22: 2 0 1 15 18 17 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 : 57.7 41.7 77.8 67.6 40.7 30.1 49.5 47.9
Old : 57.7 41.7 77.8 67.6 40.7 30.1 49.5 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 81,809: 4,291 1,332 5,764 65,264 64,335 75,319 71,431: 6,490 10,378
Old : 81,809: 4,291 1,332 5,764 65,264 64,335 75,319 71,431: 6,490 10,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 2,996: -1,386 1,332 904 4,134 87 3,652 2,323: -656 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.6 7.0 79.8 78.6 92.1 87.3: 7.9 12.7
Old : 100.0: 5.2 1.6 7.0 79.8 78.6 92.1 87.3: 7.9 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 : 30: 1 1 2 22 24 24 26:
Old : 30: 1 1 2 22 24 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 45.3 74.1 63.4 51.0 40.3 62.4 52.4
Old : 51.6 45.3 74.1 63.4 51.0 40.3 62.4 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 107,125: 2,494 1,928 3,353 95,838 90,511 101,685 95,792: 5,440 11,333
Old : 107,125: 2,494 1,928 3,353 95,838 90,511 101,685 95,792: 5,440 11,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 6,479: 230 431 670 4,847 4,886 5,747 5,987: 732 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.8 3.1 89.5 84.5 94.9 89.4: 5.1 10.6
Old : 100.0: 2.3 1.8 3.1 89.5 84.5 94.9 89.4: 5.1 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 : 42: 1 2 3 27 34 30 37:
Old : 42: 1 2 3 27 34 30 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 : 37.5 28.1 59.9 44.7 35.2 25.4 50.4 37.3
Old : 37.5 28.1 59.9 44.7 35.2 25.4 50.4 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 115,958: 5,124 1,399 4,642 92,427 95,948 102,193 101,989: 13,765 13,969
Old : 115,958: 5,124 1,399 4,642 92,427 95,948 102,193 101,989: 13,765 13,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,071: 429 -1,439 913 -1,177 623 165 97: 906 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.2 4.0 79.7 82.7 88.1 88.0: 11.9 12.0
Old : 100.0: 4.4 1.2 4.0 79.7 82.7 88.1 88.0: 11.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 21 23 24 25:
Old : 31: 2 1 2 21 23 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 42.3 58.8 62.3 40.8 40.8 53.7 55.1
Old : 42.8 42.3 58.8 62.3 40.8 40.8 53.7 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 74,733: 8,016 2,666 6,909 53,386 51,224 68,311 60,799: 6,422 13,934
Old : 74,733: 8,016 2,666 6,909 53,386 51,224 68,311 60,799: 6,422 13,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 312: 1,295 -184 -458 -587 740 250 98: 62 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.6 9.2 71.4 68.5 91.4 81.4: 8.6 18.6
Old : 100.0: 10.7 3.6 9.2 71.4 68.5 91.4 81.4: 8.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 3 17 15 21 18:
Old : 27: 3 1 3 17 15 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 : 46.7 42.0 64.4 64.1 44.9 30.9 56.8 45.0
Old : 46.7 42.0 64.4 64.1 44.9 30.9 56.8 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 111,025: 7,232 2,920 20,959 80,339 78,365 108,530 102,244: 2,495 8,781
Old : 111,025: 7,232 2,920 20,959 80,339 78,365 108,530 102,244: 2,495 8,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -20: 1,560 184 -81 -1,623 -339 -144 -236: 124 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.6 18.9 72.4 70.6 97.8 92.1: 2.2 7.9
Old : 100.0: 6.5 2.6 18.9 72.4 70.6 97.8 92.1: 2.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 3 14 17 18 20:
Old : 26: 3 1 3 14 17 18 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 : 69.2 50.8 85.7 72.3 46.3 33.0 54.8 44.2
Old : 69.2 50.8 85.7 72.3 46.3 33.0 54.8 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,331: 1,715 0 3,413 49,437 49,068 54,565 52,481: 9,766 11,850
Old : 64,331: 1,715 0 3,413 49,437 49,068 54,565 52,481: 9,766 11,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -900: -132 0 87 -1,287 -325 -1,332 -238: 432 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 5.3 76.8 76.3 84.8 81.6: 15.2 18.4
Old : 100.0: 2.7 0.0 5.3 76.8 76.3 84.8 81.6: 15.2 18.4
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: 2 0 1 22 19 24 20:
Old : 28: 2 0 1 22 19 24 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 : 30.8 38.5 49.9 59.4 19.8 35.8 33.6 45.5
Old : 30.8 38.5 49.9 59.4 19.8 35.8 33.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 123,316: 19,644 794 3,009 93,959 112,330 116,612 116,133: 6,704 7,183
Old : 123,316: 19,644 794 3,009 93,959 112,330 116,612 116,133: 6,704 7,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -126: -2,185 61 572 1,487 -1,016 -126 -383: 0 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.6 2.4 76.2 91.1 94.6 94.2: 5.4 5.8
Old : 100.0: 15.9 0.6 2.4 76.2 91.1 94.6 94.2: 5.4 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 : 47: 4 1 4 33 34 38 38:
Old : 47: 4 1 4 33 34 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 37.3 50.6 53.6 27.7 34.9 44.4 51.0
Old : 32.8 37.3 50.6 53.6 27.7 34.9 44.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 1,950,059: 266,222 23,947 815,076 860,041 1,102,675 1,941,339 1,941,699: 8,720 8,361
Old : 1,950,059: 266,222 23,947 815,076 860,041 1,102,675 1,941,339 1,941,699: 8,720 8,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 1.2 41.8 44.1 56.5 99.6 99.6: 0.4 0.4
Old : 100.0: 13.7 1.2 41.8 44.1 56.5 99.6 99.6: 0.4 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 : 119: 38 20 55 58 60 116 115:
Old : 119: 38 20 55 58 60 116 115:
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 : 36.3 34.9 53.6 54.7 10.0 10.6 12.4 12.9
Old : 36.3 34.9 53.6 54.7 10.0 10.6 12.4 12.9
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 with Delta-adjusted Options and Futures Combined, April 29, 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 : 19,981: 7,244 2,014 62 11,691 16,615 18,997 18,691: 984 1,290
Old : 19,981: 7,244 2,014 62 11,691 16,615 18,997 18,691: 984 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 10.1 0.3 58.5 83.2 95.1 93.5: 4.9 6.5
Old : 100.0: 36.3 10.1 0.3 58.5 83.2 95.1 93.5: 4.9 6.5
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 1 1 9 11 12 12:
Old : 21: 2 1 1 9 11 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 : 63.4 67.5 87.9 87.3 63.4 67.5 84.0 85.0
Old : 63.4 67.5 87.9 87.3 63.4 67.5 84.0 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 132,603: 2,713 33,315 16,355 95,104 72,427 114,172 122,097: 18,431 10,506
Old : 132,603: 2,713 33,315 16,355 95,104 72,427 114,172 122,097: 18,431 10,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 3,635: 0 4,751 -826 4,701 -382 3,875 3,543: -240 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 25.1 12.3 71.7 54.6 86.1 92.1: 13.9 7.9
Old : 100.0: 2.0 25.1 12.3 71.7 54.6 86.1 92.1: 13.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 33.9 29.7 50.2 49.4 23.4 21.1 36.0 36.1
Old : 33.9 29.7 50.2 49.4 23.4 21.1 36.0 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 119,698: 5,639 4,513 8,468 92,905 91,083 107,012 104,064: 12,686 15,634
Old : 119,698: 5,639 4,513 8,468 92,905 91,083 107,012 104,064: 12,686 15,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 160: -391 4,036 -3,751 3,727 81 -415 366: 575 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.8 7.1 77.6 76.1 89.4 86.9: 10.6 13.1
Old : 100.0: 4.7 3.8 7.1 77.6 76.1 89.4 86.9: 10.6 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 : 27: 2 2 3 21 19 25 22:
Old : 27: 2 2 3 21 19 25 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 : 55.2 45.8 73.4 64.6 52.3 38.3 58.7 51.6
Old : 55.2 45.8 73.4 64.6 52.3 38.3 58.7 51.6
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 with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,993: 0 0 0 52,153 52,563 52,153 52,563: 1,840 1,430
Old : 53,993: 0 0 0 52,153 52,563 52,153 52,563: 1,840 1,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 961: 0 0 0 837 2,121 837 2,121: 124 -1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.6 97.4 96.6 97.4: 3.4 2.6
Old : 100.0: 0.0 0.0 0.0 96.6 97.4 96.6 97.4: 3.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 17 15 17 15:
Old : 25: 0 0 0 17 15 17 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 : 57.9 47.0 80.5 77.7 52.4 34.8 69.2 59.8
Old : 57.9 47.0 80.5 77.7 52.4 34.8 69.2 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 244,477: 13,673 5,939 5,631 209,771 217,805 229,075 229,375: 15,402 15,102
Old : 244,477: 13,673 5,939 5,631 209,771 217,805 229,075 229,375: 15,402 15,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 2,927: 435 -407 103 2,327 3,151 2,865 2,847: 62 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.4 2.3 85.8 89.1 93.7 93.8: 6.3 6.2
Old : 100.0: 5.6 2.4 2.3 85.8 89.1 93.7 93.8: 6.3 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 3 6 46 41 52 48:
Old : 56: 4 3 6 46 41 52 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 : 28.3 51.9 47.9 62.4 25.6 48.5 41.2 56.2
Old : 28.3 51.9 47.9 62.4 25.6 48.5 41.2 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 233,487: 13,687 2,467 18,896 184,621 197,681 217,204 219,044: 16,283 14,443
Old : 233,487: 13,687 2,467 18,896 184,621 197,681 217,204 219,044: 16,283 14,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,984: -750 601 641 -1,347 -140 -1,456 1,102: 3,440 882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.1 8.1 79.1 84.7 93.0 93.8: 7.0 6.2
Old : 100.0: 5.9 1.1 8.1 79.1 84.7 93.0 93.8: 7.0 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 : 46: 4 2 3 37 33 43 36:
Old : 46: 4 2 3 37 33 43 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 : 27.0 38.0 47.4 62.4 22.8 36.2 35.8 50.9
Old : 27.0 38.0 47.4 62.4 22.8 36.2 35.8 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 265,427: 9,327 8,990 16,587 228,076 224,949 253,990 250,526: 11,437 14,901
Old : 265,427: 9,327 8,990 16,587 228,076 224,949 253,990 250,526: 11,437 14,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 2,427: -1,990 -281 1,852 2,483 1,002 2,345 2,573: 82 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.4 6.2 85.9 84.7 95.7 94.4: 4.3 5.6
Old : 100.0: 3.5 3.4 6.2 85.9 84.7 95.7 94.4: 4.3 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 : 58: 4 3 5 48 43 55 48:
Old : 58: 4 3 5 48 43 55 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 : 37.0 31.7 53.2 48.3 36.6 21.5 46.4 34.5
Old : 37.0 31.7 53.2 48.3 36.6 21.5 46.4 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 55,877: 0 2,349 2,706 44,523 39,304 47,229 44,359: 8,648 11,518
Old : 55,877: 0 2,349 2,706 44,523 39,304 47,229 44,359: 8,648 11,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,159: 0 -700 762 366 120 1,128 182: 31 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 4.8 79.7 70.3 84.5 79.4: 15.5 20.6
Old : 100.0: 0.0 4.2 4.8 79.7 70.3 84.5 79.4: 15.5 20.6
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 15 20 16:
Old : 23: 0 1 1 19 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 39.4 59.0 61.4 30.7 33.1 45.6 48.9
Old : 36.7 39.4 59.0 61.4 30.7 33.1 45.6 48.9
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 with Delta-adjusted Options and Futures Combined, April 29, 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 : 213,689: 22,154 7,015 17,306 163,111 175,638 202,571 199,959: 11,118 13,730
Old : 213,689: 22,154 7,015 17,306 163,111 175,638 202,571 199,959: 11,118 13,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 3,630: -318 963 607 2,762 659 3,051 2,229: 579 1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.3 8.1 76.3 82.2 94.8 93.6: 5.2 6.4
Old : 100.0: 10.4 3.3 8.1 76.3 82.2 94.8 93.6: 5.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 3 6 41 40 48 46:
Old : 49: 4 3 6 41 40 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 : 30.6 27.1 50.5 43.8 22.5 18.8 31.7 28.8
Old : 30.6 27.1 50.5 43.8 22.5 18.8 31.7 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 70,814: 4,455 5,481 570 56,808 51,366 61,833 57,417: 8,981 13,397
Old : 70,814: 4,455 5,481 570 56,808 51,366 61,833 57,417: 8,981 13,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,337: 0 -145 0 2,803 1,482 2,803 1,337: -1,466 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 7.7 0.8 80.2 72.5 87.3 81.1: 12.7 18.9
Old : 100.0: 6.3 7.7 0.8 80.2 72.5 87.3 81.1: 12.7 18.9
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 : 28: 1 2 1 23 18 25 20:
Old : 28: 1 2 1 23 18 25 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 : 31.8 36.7 55.9 59.5 26.6 26.7 41.9 42.2
Old : 31.8 36.7 55.9 59.5 26.6 26.7 41.9 42.2
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 with Delta-adjusted Options and Futures Combined, April 29, 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 : 3,190,573: 1,084,527 134,127 841,676 1,229,236 2,202,032 3,155,439 3,177,835: 35,134 12,738
Old : 3,190,573: 1,084,527 134,127 841,676 1,229,236 2,202,032 3,155,439 3,177,835: 35,134 12,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -131,543: -10,962 17,992 -60,136 -63,384 -91,771 -134,482 -133,915: 2,939 2,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 4.2 26.4 38.5 69.0 98.9 99.6: 1.1 0.4
Old : 100.0: 34.0 4.2 26.4 38.5 69.0 98.9 99.6: 1.1 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 : 156: 36 16 43 97 92 150 136:
Old : 156: 36 16 43 97 92 150 136:
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 : 38.6 34.6 51.8 51.6 27.0 22.4 31.0 30.4
Old : 38.6 34.6 51.8 51.6 27.0 22.4 31.0 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 1,076,567: 117,224 361,446 257,070 698,822 455,693 1,073,116 1,074,209: 3,451 2,358
Old : 1,076,567: 117,224 361,446 257,070 698,822 455,693 1,073,116 1,074,209: 3,451 2,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -95,430: -23,050 -46,583 1,213 -72,612 -49,720 -94,449 -95,090: -981 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 33.6 23.9 64.9 42.3 99.7 99.8: 0.3 0.2
Old : 100.0: 10.9 33.6 23.9 64.9 42.3 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 18 21 29 45 43 79 77:
Old : 84: 18 21 29 45 43 79 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 : 40.3 48.2 61.7 65.9 33.1 35.1 42.6 45.0
Old : 40.3 48.2 61.7 65.9 33.1 35.1 42.6 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 95,265: 827 784 5,011 89,007 89,092 94,844 94,886: 421 379
Old : 95,265: 827 784 5,011 89,007 89,092 94,844 94,886: 421 379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -1,456: 99 192 -335 -1,329 -1,316 -1,565 -1,459: 109 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.8 5.3 93.4 93.5 99.6 99.6: 0.4 0.4
Old : 100.0: 0.9 0.8 5.3 93.4 93.5 99.6 99.6: 0.4 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 : 47: 5 4 7 32 33 40 41:
Old : 47: 5 4 7 32 33 40 41:
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 : 48.4 42.4 72.2 64.5 14.7 13.1 20.6 18.3
Old : 48.4 42.4 72.2 64.5 14.7 13.1 20.6 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 29,556: 3,699 3 392 25,012 28,697 29,103 29,092: 453 464
Old : 29,556: 3,699 3 392 25,012 28,697 29,103 29,092: 453 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 336: -360 -1 12 564 145 216 156: 120 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.0 1.3 84.6 97.1 98.5 98.4: 1.5 1.6
Old : 100.0: 12.5 0.0 1.3 84.6 97.1 98.5 98.4: 1.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 3 20 21 24 24:
Old : 30: 3 1 3 20 21 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 72.5 82.9 88.8 22.2 31.4 33.4 34.5
Old : 61.7 72.5 82.9 88.8 22.2 31.4 33.4 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 25,676: 600 1,338 572 21,594 22,328 22,766 24,238: 2,910 1,438
Old : 25,676: 600 1,338 572 21,594 22,328 22,766 24,238: 2,910 1,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 420: -140 0 0 560 420 420 420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 5.2 2.2 84.1 87.0 88.7 94.4: 11.3 5.6
Old : 100.0: 2.3 5.2 2.2 84.1 87.0 88.7 94.4: 11.3 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 53.2 68.6 75.6 29.9 42.6 44.7 50.0
Old : 49.5 53.2 68.6 75.6 29.9 42.6 44.7 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,460: 2,530 240 720 24,856 26,366 28,106 27,326: 354 1,134
Old : 28,460: 2,530 240 720 24,856 26,366 28,106 27,326: 354 1,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 380: 240 0 0 140 360 380 360: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.8 2.5 87.3 92.6 98.8 96.0: 1.2 4.0
Old : 100.0: 8.9 0.8 2.5 87.3 92.6 98.8 96.0: 1.2 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 : 29: 3 1 1 21 22 25 23:
Old : 29: 3 1 1 21 22 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 72.0 68.7 84.3 52.5 66.6 66.9 75.2
Old : 53.4 72.0 68.7 84.3 52.5 66.6 66.9 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,900,894: 282,670 158,097 1,185,476 1,345,672 1,454,979 2,813,818 2,798,553: 87,077 102,341
Old : 2,900,894: 282,670 158,097 1,185,476 1,345,672 1,454,979 2,813,818 2,798,553: 87,077 102,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 104,632: -5,535 12,058 59,090 40,778 30,489 94,333 101,637: 10,299 2,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.4 40.9 46.4 50.2 97.0 96.5: 3.0 3.5
Old : 100.0: 9.7 5.4 40.9 46.4 50.2 97.0 96.5: 3.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 109 149 171 88 103 295 329:
Old : 371: 109 149 171 88 103 295 329:
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 : 25.5 24.6 38.6 36.9 6.2 4.8 9.5 7.1
Old : 25.5 24.6 38.6 36.9 6.2 4.8 9.5 7.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 90,641: 9,039 27,717 24,431 56,159 37,941 89,630 90,089: 1,012 552
Old : 90,641: 9,039 27,717 24,431 56,159 37,941 89,630 90,089: 1,012 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 30.6 27.0 62.0 41.9 98.9 99.4: 1.1 0.6
Old : 100.0: 10.0 30.6 27.0 62.0 41.9 98.9 99.4: 1.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 14 16 15 13 31 29:
Old : 33: 2 14 16 15 13 31 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 : 68.8 46.3 78.9 69.0 45.6 32.9 49.1 43.5
Old : 68.8 46.3 78.9 69.0 45.6 32.9 49.1 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 127,998: 24,532 17,828 4,872 68,876 61,340 98,280 84,040: 29,718 43,958
Old : 127,998: 24,532 17,828 4,872 68,876 61,340 98,280 84,040: 29,718 43,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,623: 149 -39 45 -174 459 20 465: 1,603 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.9 3.8 53.8 47.9 76.8 65.7: 23.2 34.3
Old : 100.0: 19.2 13.9 3.8 53.8 47.9 76.8 65.7: 23.2 34.3
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 : 22: 3 2 3 16 16 19 21:
Old : 22: 3 2 3 16 16 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 : 46.1 26.9 64.8 45.6 39.4 26.7 51.9 42.5
Old : 46.1 26.9 64.8 45.6 39.4 26.7 51.9 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 334,903: 47,563 12,410 135,188 148,778 183,420 331,528 331,018: 3,375 3,885
Old : 334,903: 47,563 12,410 135,188 148,778 183,420 331,528 331,018: 3,375 3,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.7 40.4 44.4 54.8 99.0 98.8: 1.0 1.2
Old : 100.0: 14.2 3.7 40.4 44.4 54.8 99.0 98.8: 1.0 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 : 76: 20 21 35 35 35 74 72:
Old : 76: 20 21 35 35 35 74 72:
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 : 31.4 31.9 48.7 50.4 11.3 8.0 14.4 10.9
Old : 31.4 31.9 48.7 50.4 11.3 8.0 14.4 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 301,125: 22,977 9,010 85,458 179,411 195,786 287,847 290,255: 13,279 10,871
Old : 301,125: 22,977 9,010 85,458 179,411 195,786 287,847 290,255: 13,279 10,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.0 28.4 59.6 65.0 95.6 96.4: 4.4 3.6
Old : 100.0: 7.6 3.0 28.4 59.6 65.0 95.6 96.4: 4.4 3.6
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 : 36: 4 4 8 28 27 36 35:
Old : 36: 4 4 8 28 27 36 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 : 37.8 30.8 54.2 47.4 11.8 8.8 15.2 13.3
Old : 37.8 30.8 54.2 47.4 11.8 8.8 15.2 13.3
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 with Delta-adjusted Options and Futures Combined, April 29, 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 : 21,736: 150 815 100 21,486 20,821 21,736 21,736: 0 0
Old : 21,736: 150 815 100 21,486 20,821 21,736 21,736: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,050: 0 0 0 1,050 1,050 1,050 1,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.7 0.5 98.8 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 3.7 0.5 98.8 95.8 100.0 100.0: 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 : 39: 1 3 1 26 28 28 32:
Old : 39: 1 3 1 26 28 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 46.6 72.0 66.5 28.2 24.3 34.7 31.4
Old : 52.2 46.6 72.0 66.5 28.2 24.3 34.7 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 180,711: 30,850 39,083 38,027 101,050 96,527 169,927 173,637: 10,784 7,074
Old : 180,711: 30,850 39,083 38,027 101,050 96,527 169,927 173,637: 10,784 7,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 2,595: -133 680 568 2,628 1,469 3,063 2,717: -468 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 21.6 21.0 55.9 53.4 94.0 96.1: 6.0 3.9
Old : 100.0: 17.1 21.6 21.0 55.9 53.4 94.0 96.1: 6.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 12 15 22 26 26 51 50:
Old : 53: 12 15 22 26 26 51 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 32.8 57.1 51.3 25.8 20.3 31.2 27.1
Old : 38.0 32.8 57.1 51.3 25.8 20.3 31.2 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 23,708: 140 2,738 4,473 17,578 14,901 22,191 22,112: 1,517 1,596
Old : 23,708: 140 2,738 4,473 17,578 14,901 22,191 22,112: 1,517 1,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,480: 0 0 310 685 685 995 995: 485 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 11.5 18.9 74.1 62.9 93.6 93.3: 6.4 6.7
Old : 100.0: 0.6 11.5 18.9 74.1 62.9 93.6 93.3: 6.4 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 : 22: 1 2 4 15 16 19 21:
Old : 22: 1 2 4 15 16 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 : 37.3 32.7 63.5 56.6 20.2 16.6 22.3 21.9
Old : 37.3 32.7 63.5 56.6 20.2 16.6 22.3 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,495: 450 450 0 6,045 6,045 6,495 6,495: 0 0
Old : 6,495: 450 450 0 6,045 6,045 6,495 6,495: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 300: 300 0 0 0 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.9 0.0 93.1 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.9 6.9 0.0 93.1 93.1 100.0 100.0: 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: 2 1 0 13 14 15 15:
Old : 23: 2 1 0 13 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 60.8 84.3 84.1 52.7 58.5 68.9 70.1
Old : 56.6 60.8 84.3 84.1 52.7 58.5 68.9 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 19,410: 10,942 3,014 107 5,734 15,723 16,783 18,844: 2,627 566
Old : 19,410: 10,942 3,014 107 5,734 15,723 16,783 18,844: 2,627 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -276: -637 293 8 284 -673 -345 -372: 69 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 15.5 0.6 29.5 81.0 86.5 97.1: 13.5 2.9
Old : 100.0: 56.4 15.5 0.6 29.5 81.0 86.5 97.1: 13.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 41 16 4 15 29 59 46:
Old : 97: 41 16 4 15 29 59 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 : 36.3 40.3 54.0 63.0 36.3 39.4 54.0 62.1
Old : 36.3 40.3 54.0 63.0 36.3 39.4 54.0 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 13,968: 9,596 2,004 18 1,377 10,797 10,991 12,819: 2,977 1,149
Old : 13,968: 9,596 2,004 18 1,377 10,797 10,991 12,819: 2,977 1,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 87: 4 99 -17 164 -263 151 -181: -64 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 14.3 0.1 9.9 77.3 78.7 91.8: 21.3 8.2
Old : 100.0: 68.7 14.3 0.1 9.9 77.3 78.7 91.8: 21.3 8.2
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 : 79: 38 12 2 7 22 45 36:
Old : 79: 38 12 2 7 22 45 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 : 26.3 43.4 38.5 59.6 26.3 43.4 38.5 59.6
Old : 26.3 43.4 38.5 59.6 26.3 43.4 38.5 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 306,136: 72,351 10,679 54,249 148,073 223,169 274,674 288,098: 31,462 18,038
Old : 306,136: 72,351 10,679 54,249 148,073 223,169 274,674 288,098: 31,462 18,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -29,430: -4,316 -925 -6,616 -14,859 -18,057 -25,792 -25,598: -3,638 -3,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 3.5 17.7 48.4 72.9 89.7 94.1: 10.3 5.9
Old : 100.0: 23.6 3.5 17.7 48.4 72.9 89.7 94.1: 10.3 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 : 203: 76 25 47 80 96 175 151:
Old : 203: 76 25 47 80 96 175 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 28.8 34.4 42.6 9.8 13.3 15.1 19.7
Old : 23.0 28.8 34.4 42.6 9.8 13.3 15.1 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 13,609: 675 772 650 12,039 11,664 13,364 13,086: 245 523
Old : 13,609: 675 772 650 12,039 11,664 13,364 13,086: 245 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 335: -150 0 0 485 335 335 335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.7 4.8 88.5 85.7 98.2 96.2: 1.8 3.8
Old : 100.0: 5.0 5.7 4.8 88.5 85.7 98.2 96.2: 1.8 3.8
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 1 2 19 22 21 24:
Old : 30: 1 1 2 19 22 21 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 : 45.2 47.7 71.2 69.2 38.8 39.2 58.0 50.4
Old : 45.2 47.7 71.2 69.2 38.8 39.2 58.0 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,020: 0 1,400 75 5,945 4,545 6,020 6,020: 0 0
Old : 6,020: 0 1,400 75 5,945 4,545 6,020 6,020: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.3 1.2 98.8 75.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 23.3 1.2 98.8 75.5 100.0 100.0: 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 : 27: 0 1 1 22 13 23 14:
Old : 27: 0 1 1 22 13 23 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 : 43.7 69.3 67.8 89.6 35.0 60.3 52.8 71.1
Old : 43.7 69.3 67.8 89.6 35.0 60.3 52.8 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,793: 2,586 672 415 7,554 7,488 10,555 8,575: 3,238 5,218
Old : 13,793: 2,586 672 415 7,554 7,488 10,555 8,575: 3,238 5,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 710: 0 222 0 176 266 176 488: 534 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 4.9 3.0 54.8 54.3 76.5 62.2: 23.5 37.8
Old : 100.0: 18.7 4.9 3.0 54.8 54.3 76.5 62.2: 23.5 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 : 30: 5 2 2 19 17 24 21:
Old : 30: 5 2 2 19 17 24 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 : 38.2 25.7 57.2 39.7 31.9 23.7 46.7 33.3
Old : 38.2 25.7 57.2 39.7 31.9 23.7 46.7 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008