GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,948: 0 75 0 5,862 5,715 5,862 5,790: 86 158
Old : 5,948: 0 75 0 5,862 5,715 5,862 5,790: 86 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 145: 0 -50 0 109 197 109 147: 36 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 98.6 96.1 98.6 97.3: 1.4 2.7
Old : 100.0: 0.0 1.3 0.0 98.6 96.1 98.6 97.3: 1.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 0 30 23 30 24:
Old : 37: 0 1 0 30 23 30 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 : 42.1 43.4 63.3 72.2 37.6 42.4 52.3 60.7
Old : 42.1 43.4 63.3 72.2 37.6 42.4 52.3 60.7
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, May 13, 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 : 7,315: 50 895 0 7,110 6,195 7,160 7,090: 155 225
Old : 7,315: 50 895 0 7,110 6,195 7,160 7,090: 155 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 250: 0 0 0 255 285 255 285: -5 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 12.2 0.0 97.2 84.7 97.9 96.9: 2.1 3.1
Old : 100.0: 0.7 12.2 0.0 97.2 84.7 97.9 96.9: 2.1 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 : 37: 1 2 0 24 26 25 28:
Old : 37: 1 2 0 24 26 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 47.8 73.6 67.9 48.8 44.2 57.4 55.9
Old : 54.6 47.8 73.6 67.9 48.8 44.2 57.4 55.9
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, May 13, 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 : 3,354: 0 0 0 2,554 2,672 2,554 2,672: 800 682
Old : 3,354: 0 0 0 2,554 2,672 2,554 2,672: 800 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 269: -10 0 -55 337 299 272 244: -3 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 76.1 79.7 76.1 79.7: 23.9 20.3
Old : 100.0: 0.0 0.0 0.0 76.1 79.7 76.1 79.7: 23.9 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 22 25 22 25:
Old : 27: 0 0 0 22 25 22 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 : 28.7 33.2 49.2 52.9 23.9 23.6 33.2 35.6
Old : 28.7 33.2 49.2 52.9 23.9 23.6 33.2 35.6
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, May 13, 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 : 3,752: 55 0 60 3,029 3,103 3,144 3,163: 608 589
Old : 3,752: 55 0 60 3,029 3,103 3,144 3,163: 608 589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 138: 5 0 0 185 218 190 218: -52 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 1.6 80.7 82.7 83.8 84.3: 16.2 15.7
Old : 100.0: 1.5 0.0 1.6 80.7 82.7 83.8 84.3: 16.2 15.7
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 : 33: 2 0 2 27 29 29 31:
Old : 33: 2 0 2 27 29 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 25.9 48.8 44.3 17.8 19.2 28.2 27.9
Old : 30.1 25.9 48.8 44.3 17.8 19.2 28.2 27.9
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, May 13, 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 : 288,233: 37,283 21,651 60,419 153,509 176,172 251,211 258,242: 37,022 29,991
Old : 288,233: 37,283 21,651 60,419 153,509 176,172 251,211 258,242: 37,022 29,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 14,765: -2,669 -3,742 8,529 5,904 8,210 11,764 12,997: 3,001 1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 7.5 21.0 53.3 61.1 87.2 89.6: 12.8 10.4
Old : 100.0: 12.9 7.5 21.0 53.3 61.1 87.2 89.6: 12.8 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 41 26 42 65 72 132 121:
Old : 150: 41 26 42 65 72 132 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 24.7 27.8 36.4 9.7 16.0 16.1 20.3
Old : 17.3 24.7 27.8 36.4 9.7 16.0 16.1 20.3
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, May 13, 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 : 13,387: 3,815 5,428 5,412 2,915 1,658 12,142 12,498: 1,246 889
Old : 13,387: 3,815 5,428 5,412 2,915 1,658 12,142 12,498: 1,246 889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,563: 823 1,178 96 430 145 1,348 1,419: 216 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 40.5 40.4 21.8 12.4 90.7 93.4: 9.3 6.6
Old : 100.0: 28.5 40.5 40.4 21.8 12.4 90.7 93.4: 9.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 5 8 10 10 20 18:
Old : 20: 5 5 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 : 63.9 70.3 77.8 84.5 33.1 40.5 39.2 43.3
Old : 63.9 70.3 77.8 84.5 33.1 40.5 39.2 43.3
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 7,775: 1,650 50 450 5,425 7,000 7,525 7,500: 250 275
Old : 7,775: 1,650 50 450 5,425 7,000 7,525 7,500: 250 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 225: 0 50 -50 425 325 375 325: -150 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 0.6 5.8 69.8 90.0 96.8 96.5: 3.2 3.5
Old : 100.0: 21.2 0.6 5.8 69.8 90.0 96.8 96.5: 3.2 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 : 37: 2 1 3 21 28 25 31:
Old : 37: 2 1 3 21 28 25 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 53.1 77.2 67.5 62.4 50.5 67.5 60.1
Old : 68.2 53.1 77.2 67.5 62.4 50.5 67.5 60.1
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, May 13, 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 : 7,350: 1,325 50 100 5,300 7,025 6,725 7,175: 625 175
Old : 7,350: 1,325 50 100 5,300 7,025 6,725 7,175: 625 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 650: 0 0 0 650 1,050 650 1,050: 0 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.7 1.4 72.1 95.6 91.5 97.6: 8.5 2.4
Old : 100.0: 18.0 0.7 1.4 72.1 95.6 91.5 97.6: 8.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 9 17 11 18:
Old : 23: 1 1 1 9 17 11 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 : 74.8 46.9 87.8 73.8 70.7 45.2 78.2 71.1
Old : 74.8 46.9 87.8 73.8 70.7 45.2 78.2 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 1,296,493: 149,459 393,875 437,378 623,934 426,802 1,210,772 1,258,055: 85,722 38,438
Old : 1,296,493: 149,459 393,875 437,378 623,934 426,802 1,210,772 1,258,055: 85,722 38,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 16,943: 6,944 12,762 -28 5,139 808 12,054 13,541: 4,888 3,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 30.4 33.7 48.1 32.9 93.4 97.0: 6.6 3.0
Old : 100.0: 11.5 30.4 33.7 48.1 32.9 93.4 97.0: 6.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 92 48 86 79 74 217 172:
Old : 232: 92 48 86 79 74 217 172:
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 : 33.6 38.7 46.0 54.4 18.7 24.0 21.9 28.0
Old : 33.6 38.7 46.0 54.4 18.7 24.0 21.9 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 9,517: 4,399 3,255 1,363 3,514 4,559 9,276 9,177: 241 339
Old : 9,517: 4,399 3,255 1,363 3,514 4,559 9,276 9,177: 241 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -66: -17 -27 -10 -37 -27 -64 -63: -2 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 34.2 14.3 36.9 47.9 97.5 96.4: 2.5 3.6
Old : 100.0: 46.2 34.2 14.3 36.9 47.9 97.5 96.4: 2.5 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 : 21: 2 10 5 7 8 13 19:
Old : 21: 2 10 5 7 8 13 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 : 88.6 51.6 95.4 78.1 60.0 39.6 60.9 53.7
Old : 88.6 51.6 95.4 78.1 60.0 39.6 60.9 53.7
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 96,086: 0 11,057 1,645 88,023 71,637 89,668 84,339: 6,418 11,747
Old : 96,086: 0 11,057 1,645 88,023 71,637 89,668 84,339: 6,418 11,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -602: 0 -194 -131 -471 -401 -602 -726: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.5 1.7 91.6 74.6 93.3 87.8: 6.7 12.2
Old : 100.0: 0.0 11.5 1.7 91.6 74.6 93.3 87.8: 6.7 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 : 30: 0 4 2 24 21 26 25:
Old : 30: 0 4 2 24 21 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 56.4 69.5 71.8 51.7 55.6 65.6 68.2
Old : 54.1 56.4 69.5 71.8 51.7 55.6 65.6 68.2
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,783: 3,379 5,824 3,868 60,570 58,020 67,817 67,712: 7,966 8,071
Old : 75,783: 3,379 5,824 3,868 60,570 58,020 67,817 67,712: 7,966 8,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 853: -5,421 -1,610 769 5,538 2,225 886 1,384: -33 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.7 5.1 79.9 76.6 89.5 89.3: 10.5 10.7
Old : 100.0: 4.5 7.7 5.1 79.9 76.6 89.5 89.3: 10.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 3 26 26 29 30:
Old : 39: 2 2 3 26 26 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 37.2 54.9 56.9 35.4 31.2 54.7 46.5
Old : 35.5 37.2 54.9 56.9 35.4 31.2 54.7 46.5
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 114,782: 5,489 0 2,545 94,183 101,499 102,217 104,044: 12,565 10,738
Old : 114,782: 5,489 0 2,545 94,183 101,499 102,217 104,044: 12,565 10,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 3,616: 1,584 0 -666 1,229 3,455 2,147 2,789: 1,469 827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 2.2 82.1 88.4 89.1 90.6: 10.9 9.4
Old : 100.0: 4.8 0.0 2.2 82.1 88.4 89.1 90.6: 10.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 1 26 25 28 26:
Old : 32: 2 0 1 26 25 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 42.6 61.9 60.1 34.8 39.0 49.1 53.4
Old : 45.8 42.6 61.9 60.1 34.8 39.0 49.1 53.4
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 99,013: 10,856 3,012 1,099 77,961 86,136 89,916 90,247: 9,097 8,766
Old : 99,013: 10,856 3,012 1,099 77,961 86,136 89,916 90,247: 9,097 8,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 2,889: 1,370 -404 -359 298 3,017 1,309 2,254: 1,580 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 3.0 1.1 78.7 87.0 90.8 91.1: 9.2 8.9
Old : 100.0: 11.0 3.0 1.1 78.7 87.0 90.8 91.1: 9.2 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 1 2 22 30 26 32:
Old : 39: 3 1 2 22 30 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 : 30.0 40.2 51.7 59.9 26.7 34.7 42.7 52.1
Old : 30.0 40.2 51.7 59.9 26.7 34.7 42.7 52.1
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,906: 7,512 0 5,018 38,183 47,017 50,713 52,035: 6,193 4,871
Old : 56,906: 7,512 0 5,018 38,183 47,017 50,713 52,035: 6,193 4,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -391: -1,585 0 90 1,164 -421 -331 -331: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.0 8.8 67.1 82.6 89.1 91.4: 10.9 8.6
Old : 100.0: 13.2 0.0 8.8 67.1 82.6 89.1 91.4: 10.9 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 16 19 18 20:
Old : 24: 2 0 1 16 19 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 : 57.2 41.4 76.7 68.2 38.6 28.9 45.2 45.6
Old : 57.2 41.4 76.7 68.2 38.6 28.9 45.2 45.6
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,586: 4,968 1,897 4,635 60,583 60,978 70,186 67,510: 6,400 9,076
Old : 76,586: 4,968 1,897 4,635 60,583 60,978 70,186 67,510: 6,400 9,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 580: 708 1,270 -1,178 96 1,012 -374 1,104: 954 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.5 6.1 79.1 79.6 91.6 88.1: 8.4 11.9
Old : 100.0: 6.5 2.5 6.1 79.1 79.6 91.6 88.1: 8.4 11.9
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 : 32: 1 1 2 23 26 25 28:
Old : 32: 1 1 2 23 26 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 44.5 73.2 62.6 50.0 39.2 63.2 51.7
Old : 50.6 44.5 73.2 62.6 50.0 39.2 63.2 51.7
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,662: 5,197 4,412 2,465 87,651 83,332 95,313 90,209: 5,349 10,453
Old : 100,662: 5,197 4,412 2,465 87,651 83,332 95,313 90,209: 5,349 10,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,726: 112 219 304 1,210 900 1,626 1,423: 100 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.4 2.4 87.1 82.8 94.7 89.6: 5.3 10.4
Old : 100.0: 5.2 4.4 2.4 87.1 82.8 94.7 89.6: 5.3 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 3 3 26 33 29 37:
Old : 43: 1 3 3 26 33 29 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 : 39.9 24.3 62.2 41.7 37.5 20.1 55.6 34.7
Old : 39.9 24.3 62.2 41.7 37.5 20.1 55.6 34.7
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, May 13, 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 : 111,925: 7,373 1,390 4,294 88,643 93,710 100,310 99,394: 11,615 12,531
Old : 111,925: 7,373 1,390 4,294 88,643 93,710 100,310 99,394: 11,615 12,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -5: -815 -132 241 713 224 139 333: -144 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.2 3.8 79.2 83.7 89.6 88.8: 10.4 11.2
Old : 100.0: 6.6 1.2 3.8 79.2 83.7 89.6 88.8: 10.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 2 21 23 25 25:
Old : 32: 3 1 2 21 23 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 : 44.2 41.2 59.2 61.4 42.3 39.5 54.5 55.1
Old : 44.2 41.2 59.2 61.4 42.3 39.5 54.5 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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,331: 2,238 5,574 6,066 56,117 47,226 64,421 58,866: 6,910 12,465
Old : 71,331: 2,238 5,574 6,066 56,117 47,226 64,421 58,866: 6,910 12,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,306: -4,472 3,039 -946 5,489 -202 71 1,891: 1,235 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 7.8 8.5 78.7 66.2 90.3 82.5: 9.7 17.5
Old : 100.0: 3.1 7.8 8.5 78.7 66.2 90.3 82.5: 9.7 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 4 19 18 23 22:
Old : 28: 2 2 4 19 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 40.8 61.1 60.4 38.0 27.5 49.0 40.5
Old : 43.1 40.8 61.1 60.4 38.0 27.5 49.0 40.5
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 116,048: 5,737 5,326 24,459 83,427 75,506 113,623 105,291: 2,425 10,757
Old : 116,048: 5,737 5,326 24,459 83,427 75,506 113,623 105,291: 2,425 10,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 5,958: 142 -5,190 3,987 1,585 5,600 5,714 4,397: 244 1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 4.6 21.1 71.9 65.1 97.9 90.7: 2.1 9.3
Old : 100.0: 4.9 4.6 21.1 71.9 65.1 97.9 90.7: 2.1 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 3 14 15 19 18:
Old : 26: 4 1 3 14 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 52.5 81.6 71.7 40.0 28.7 49.1 41.7
Old : 67.5 52.5 81.6 71.7 40.0 28.7 49.1 41.7
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, May 13, 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 : 61,966: 1,325 0 3,704 48,554 48,142 53,583 51,846: 8,383 10,120
Old : 61,966: 1,325 0 3,704 48,554 48,142 53,583 51,846: 8,383 10,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,782: -66 0 178 5,921 2,310 6,033 2,488: -4,251 -706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 6.0 78.4 77.7 86.5 83.7: 13.5 16.3
Old : 100.0: 2.1 0.0 6.0 78.4 77.7 86.5 83.7: 13.5 16.3
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 : 29: 2 0 1 23 24 25 25:
Old : 29: 2 0 1 23 24 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 : 32.8 36.9 51.6 58.5 21.6 34.2 33.1 43.6
Old : 32.8 36.9 51.6 58.5 21.6 34.2 33.1 43.6
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 110,872: 11,898 428 4,198 89,367 99,470 105,463 104,096: 5,409 6,776
Old : 110,872: 11,898 428 4,198 89,367 99,470 105,463 104,096: 5,409 6,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -1,319: -4,739 -240 1,086 2,024 -1,837 -1,629 -991: 310 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.4 3.8 80.6 89.7 95.1 93.9: 4.9 6.1
Old : 100.0: 10.7 0.4 3.8 80.6 89.7 95.1 93.9: 4.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 30.9 34.8 49.1 50.6 24.9 32.7 41.9 47.9
Old : 30.9 34.8 49.1 50.6 24.9 32.7 41.9 47.9
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 2,041,402: 311,529 26,497 831,685 892,697 1,176,957 2,035,911 2,035,140: 5,490 6,262
Old : 2,041,402: 311,529 26,497 831,685 892,697 1,176,957 2,035,911 2,035,140: 5,490 6,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 42,005: 21,814 713 7,118 13,856 34,600 42,788 42,431: -783 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 1.3 40.7 43.7 57.7 99.7 99.7: 0.3 0.3
Old : 100.0: 15.3 1.3 40.7 43.7 57.7 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 37 22 57 62 64 121 121:
Old : 124: 37 22 57 62 64 121 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 34.5 53.2 53.9 11.3 11.3 14.1 13.9
Old : 36.5 34.5 53.2 53.9 11.3 11.3 14.1 13.9
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 129,309: 2,620 31,919 16,671 90,928 70,602 110,219 119,192: 19,090 10,117
Old : 129,309: 2,620 31,919 16,671 90,928 70,602 110,219 119,192: 19,090 10,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 2,688: 0 703 -214 1,525 2,559 1,311 3,048: 1,377 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 24.7 12.9 70.3 54.6 85.2 92.2: 14.8 7.8
Old : 100.0: 2.0 24.7 12.9 70.3 54.6 85.2 92.2: 14.8 7.8
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 : 37: 1 6 5 29 27 34 34:
Old : 37: 1 6 5 29 27 34 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 : 32.1 30.1 49.9 47.4 21.3 19.6 34.2 33.1
Old : 32.1 30.1 49.9 47.4 21.3 19.6 34.2 33.1
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 114,666: 5,521 2,832 9,547 88,689 87,170 103,757 99,549: 10,909 15,117
Old : 114,666: 5,521 2,832 9,547 88,689 87,170 103,757 99,549: 10,909 15,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 3,171: 406 -1,712 1,712 1,097 2,468 3,215 2,468: -44 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.5 8.3 77.3 76.0 90.5 86.8: 9.5 13.2
Old : 100.0: 4.8 2.5 8.3 77.3 76.0 90.5 86.8: 9.5 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 3 19 18 23 21:
Old : 26: 2 2 3 19 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 45.7 71.9 63.8 50.8 37.7 57.8 49.7
Old : 54.8 45.7 71.9 63.8 50.8 37.7 57.8 49.7
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, May 13, 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 : 235,988: 14,135 4,822 5,403 200,619 211,829 220,157 222,054: 15,831 13,934
Old : 235,988: 14,135 4,822 5,403 200,619 211,829 220,157 222,054: 15,831 13,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 2,368: 2,586 -9,653 49 -1,155 12,236 1,480 2,632: 888 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.0 2.3 85.0 89.8 93.3 94.1: 6.7 5.9
Old : 100.0: 6.0 2.0 2.3 85.0 89.8 93.3 94.1: 6.7 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 : 52: 3 4 6 40 39 46 46:
Old : 52: 3 4 6 40 39 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 53.1 50.1 62.4 26.3 49.5 43.7 56.8
Old : 29.5 53.1 50.1 62.4 26.3 49.5 43.7 56.8
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, May 13, 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 : 240,575: 11,217 9,065 15,281 199,924 205,644 226,422 229,990: 14,153 10,585
Old : 240,575: 11,217 9,065 15,281 199,924 205,644 226,422 229,990: 14,153 10,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 6,206: -5,136 5,140 -2,456 12,821 3,367 5,229 6,051: 977 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.8 6.4 83.1 85.5 94.1 95.6: 5.9 4.4
Old : 100.0: 4.7 3.8 6.4 83.1 85.5 94.1 95.6: 5.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 3 4 39 34 46 38:
Old : 49: 4 3 4 39 34 46 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 : 25.8 37.8 46.1 59.2 23.5 36.3 37.9 49.6
Old : 25.8 37.8 46.1 59.2 23.5 36.3 37.9 49.6
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, May 13, 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 : 251,587: 11,683 9,226 14,299 214,549 214,671 240,531 238,196: 11,056 13,391
Old : 251,587: 11,683 9,226 14,299 214,549 214,671 240,531 238,196: 11,056 13,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 2,318: 0 -5,688 1,082 1,216 6,252 2,298 1,646: 20 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 3.7 5.7 85.3 85.3 95.6 94.7: 4.4 5.3
Old : 100.0: 4.6 3.7 5.7 85.3 85.3 95.6 94.7: 4.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 4 3 5 47 44 54 49:
Old : 58: 4 3 5 47 44 54 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 30.2 52.1 46.7 33.0 20.4 44.5 32.0
Old : 35.6 30.2 52.1 46.7 33.0 20.4 44.5 32.0
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, May 13, 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 : 53,378: 0 834 2,804 42,610 39,662 45,414 43,300: 7,964 10,078
Old : 53,378: 0 834 2,804 42,610 39,662 45,414 43,300: 7,964 10,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 209: -5,422 66 -29 5,660 172 209 209: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 5.3 79.8 74.3 85.1 81.1: 14.9 18.9
Old : 100.0: 0.0 1.6 5.3 79.8 74.3 85.1 81.1: 14.9 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 : 24: 0 1 1 20 17 21 18:
Old : 24: 0 1 1 20 17 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 : 37.5 36.8 60.1 59.2 29.5 32.7 43.9 48.0
Old : 37.5 36.8 60.1 59.2 29.5 32.7 43.9 48.0
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 215,905: 18,694 7,159 16,950 171,261 180,054 206,905 204,163: 9,000 11,742
Old : 215,905: 18,694 7,159 16,950 171,261 180,054 206,905 204,163: 9,000 11,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 4,032: -717 749 -196 5,948 4,243 5,035 4,796: -1,003 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.3 7.9 79.3 83.4 95.8 94.6: 4.2 5.4
Old : 100.0: 8.7 3.3 7.9 79.3 83.4 95.8 94.6: 4.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 3 6 42 42 49 48:
Old : 51: 4 3 6 42 42 49 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 27.9 50.0 43.3 20.8 21.1 31.1 31.2
Old : 29.5 27.9 50.0 43.3 20.8 21.1 31.1 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 64,040: 3,525 4,195 780 51,962 44,952 56,267 49,927: 7,773 14,113
Old : 64,040: 3,525 4,195 780 51,962 44,952 56,267 49,927: 7,773 14,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 756: 0 0 0 1,999 957 1,999 957: -1,243 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.6 1.2 81.1 70.2 87.9 78.0: 12.1 22.0
Old : 100.0: 5.5 6.6 1.2 81.1 70.2 87.9 78.0: 12.1 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 22 18 24 20:
Old : 28: 1 2 1 22 18 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 : 34.6 37.3 58.6 57.7 28.7 24.8 41.0 36.3
Old : 34.6 37.3 58.6 57.7 28.7 24.8 41.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 3,263,301: 1,127,716 120,737 836,387 1,259,527 2,285,121 3,223,630 3,242,245: 39,671 21,056
Old : 3,263,301: 1,127,716 120,737 836,387 1,259,527 2,285,121 3,223,630 3,242,245: 39,671 21,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 4,690: 6,241 -17,982 -7,691 763 22,296 -687 -3,377: 5,377 8,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 3.7 25.6 38.6 70.0 98.8 99.4: 1.2 0.6
Old : 100.0: 34.6 3.7 25.6 38.6 70.0 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 34 17 41 100 95 151 138:
Old : 158: 34 17 41 100 95 151 138:
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 33.8 51.3 51.2 27.4 22.0 31.6 29.9
Old : 38.2 33.8 51.3 51.2 27.4 22.0 31.6 29.9
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, May 13, 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 : 1,164,658: 106,665 388,006 287,347 767,582 485,654 1,161,594 1,161,007: 3,064 3,651
Old : 1,164,658: 106,665 388,006 287,347 767,582 485,654 1,161,594 1,161,007: 3,064 3,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 49,704: -18,327 24,192 20,837 48,055 3,518 50,565 48,547: -861 1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 33.3 24.7 65.9 41.7 99.7 99.7: 0.3 0.3
Old : 100.0: 9.2 33.3 24.7 65.9 41.7 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 22 20 29 43 42 78 78:
Old : 86: 22 20 29 43 42 78 78:
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 : 37.6 48.8 59.3 66.0 29.5 32.6 38.7 41.9
Old : 37.6 48.8 59.3 66.0 29.5 32.6 38.7 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 98,109: 633 932 5,361 91,477 91,084 97,471 97,378: 638 731
Old : 98,109: 633 932 5,361 91,477 91,084 97,471 97,378: 638 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 2,368: -42 121 428 1,976 1,813 2,362 2,363: 6 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.0 5.5 93.2 92.8 99.3 99.3: 0.7 0.7
Old : 100.0: 0.6 1.0 5.5 93.2 92.8 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 4 7 31 33 39 41:
Old : 45: 5 4 7 31 33 39 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 : 48.8 42.6 72.6 64.8 14.9 12.6 20.0 17.6
Old : 48.8 42.6 72.6 64.8 14.9 12.6 20.0 17.6
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, May 13, 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 : 29,177: 3,622 1 392 24,722 28,536 28,737 28,929: 440 248
Old : 29,177: 3,622 1 392 24,722 28,536 28,737 28,929: 440 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -157: 1 0 1 -158 -158 -157 -157: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 1.3 84.7 97.8 98.5 99.2: 1.5 0.8
Old : 100.0: 12.4 0.0 1.3 84.7 97.8 98.5 99.2: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 3 21 23 25 26:
Old : 31: 3 1 3 21 23 25 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 : 61.1 72.9 83.6 88.2 22.9 32.8 33.8 35.9
Old : 61.1 72.9 83.6 88.2 22.9 32.8 33.8 35.9
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, May 13, 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 : 25,022: 540 1,316 572 21,186 21,732 22,298 23,620: 2,724 1,402
Old : 25,022: 540 1,316 572 21,186 21,732 22,298 23,620: 2,724 1,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 420: -20 0 0 420 420 400 420: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 5.3 2.3 84.7 86.9 89.1 94.4: 10.9 5.6
Old : 100.0: 2.2 5.3 2.3 84.7 86.9 89.1 94.4: 10.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 18 16 21 18:
Old : 25: 1 2 2 18 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 53.6 68.6 75.5 28.3 42.1 42.0 48.4
Old : 48.4 53.6 68.6 75.5 28.3 42.1 42.0 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,088: 2,520 240 640 25,602 26,882 28,762 27,762: 326 1,326
Old : 29,088: 2,520 240 640 25,602 26,882 28,762 27,762: 326 1,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 888: -240 0 0 1,156 902 916 902: -28 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.8 2.2 88.0 92.4 98.9 95.4: 1.1 4.6
Old : 100.0: 8.7 0.8 2.2 88.0 92.4 98.9 95.4: 1.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 1 23 22 26 23:
Old : 29: 2 1 1 23 22 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 71.8 69.9 83.3 52.3 67.7 67.6 75.9
Old : 53.6 71.8 69.9 83.3 52.3 67.7 67.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,149,667: 292,375 154,288 1,308,806 1,452,067 1,563,658 3,053,247 3,026,753: 96,419 122,914
Old : 3,149,667: 292,375 154,288 1,308,806 1,452,067 1,563,658 3,053,247 3,026,753: 96,419 122,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 113,671: -8,162 -14,532 56,155 68,005 74,091 115,998 115,715: -2,327 -2,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 4.9 41.6 46.1 49.6 96.9 96.1: 3.1 3.9
Old : 100.0: 9.3 4.9 41.6 46.1 49.6 96.9 96.1: 3.1 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 : 386: 119 145 183 91 108 316 340:
Old : 386: 119 145 183 91 108 316 340:
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 : 24.8 23.7 37.5 35.8 5.7 4.4 8.8 6.5
Old : 24.8 23.7 37.5 35.8 5.7 4.4 8.8 6.5
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, May 13, 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 : 103,236: 10,459 28,755 28,459 62,177 45,512 101,095 102,725: 2,141 510
Old : 103,236: 10,459 28,755 28,459 62,177 45,512 101,095 102,725: 2,141 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 6,800: 871 3,524 814 4,240 2,662 5,925 7,000: 875 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 27.9 27.6 60.2 44.1 97.9 99.5: 2.1 0.5
Old : 100.0: 10.1 27.9 27.6 60.2 44.1 97.9 99.5: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 15 16 16 15 32 32:
Old : 35: 2 15 16 16 15 32 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 : 67.1 44.8 78.0 66.0 47.0 28.7 49.9 41.3
Old : 67.1 44.8 78.0 66.0 47.0 28.7 49.9 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 124,949: 23,863 15,676 4,593 61,508 51,807 89,964 72,076: 34,985 52,873
Old : 124,949: 23,863 15,676 4,593 61,508 51,807 89,964 72,076: 34,985 52,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 2,067: -565 -693 333 -2,993 -7,064 -3,225 -7,424: 5,292 9,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 12.5 3.7 49.2 41.5 72.0 57.7: 28.0 42.3
Old : 100.0: 19.1 12.5 3.7 49.2 41.5 72.0 57.7: 28.0 42.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 4 14 14 18 19:
Old : 20: 3 2 4 14 14 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 25.0 63.1 41.1 38.5 24.8 50.6 38.8
Old : 45.5 25.0 63.1 41.1 38.5 24.8 50.6 38.8
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, May 13, 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 : 399,836: 49,535 19,257 164,410 182,187 211,841 396,132 395,508: 3,705 4,329
Old : 399,836: 49,535 19,257 164,410 182,187 211,841 396,132 395,508: 3,705 4,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 32,051: 1,542 5,988 14,251 16,849 12,249 32,642 32,488: -591 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.8 41.1 45.6 53.0 99.1 98.9: 0.9 1.1
Old : 100.0: 12.4 4.8 41.1 45.6 53.0 99.1 98.9: 0.9 1.1
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 : 82: 22 23 38 36 36 79 77:
Old : 82: 22 23 38 36 36 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 : 30.3 30.5 46.9 49.4 9.1 7.8 12.4 10.0
Old : 30.3 30.5 46.9 49.4 9.1 7.8 12.4 10.0
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, May 13, 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 : 308,634: 22,455 8,729 88,318 183,941 200,814 294,714 297,862: 13,920 10,772
Old : 308,634: 22,455 8,729 88,318 183,941 200,814 294,714 297,862: 13,920 10,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 18,462: 1,612 -431 4,849 10,891 13,106 17,352 17,524: 1,110 937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.8 28.6 59.6 65.1 95.5 96.5: 4.5 3.5
Old : 100.0: 7.3 2.8 28.6 59.6 65.1 95.5 96.5: 4.5 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 : 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 : 37.4 30.7 53.3 46.9 11.0 8.5 14.0 12.7
Old : 37.4 30.7 53.3 46.9 11.0 8.5 14.0 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 18,619: 150 865 0 18,469 17,754 18,619 18,619: 0 0
Old : 18,619: 150 865 0 18,469 17,754 18,619 18,619: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 275: 0 0 0 275 275 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.6 0.0 99.2 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 4.6 0.0 99.2 95.4 100.0 100.0: 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 : 35: 1 4 0 24 25 25 29:
Old : 35: 1 4 0 24 25 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 49.3 72.4 72.2 34.0 33.3 43.7 41.7
Old : 53.1 49.3 72.4 72.2 34.0 33.3 43.7 41.7
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, May 13, 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 : 190,548: 29,902 36,163 42,890 107,982 104,065 180,774 183,118: 9,774 7,430
Old : 190,548: 29,902 36,163 42,890 107,982 104,065 180,774 183,118: 9,774 7,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 5,983: -2,487 1,051 1,762 6,505 3,212 5,780 6,025: 203 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 19.0 22.5 56.7 54.6 94.9 96.1: 5.1 3.9
Old : 100.0: 15.7 19.0 22.5 56.7 54.6 94.9 96.1: 5.1 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 : 54: 11 16 23 27 26 53 50:
Old : 54: 11 16 23 27 26 53 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 : 36.2 30.9 56.3 50.0 24.2 17.5 29.8 24.1
Old : 36.2 30.9 56.3 50.0 24.2 17.5 29.8 24.1
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, May 13, 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 : 25,789: 1,310 2,518 3,000 19,602 18,304 23,912 23,822: 1,877 1,967
Old : 25,789: 1,310 2,518 3,000 19,602 18,304 23,912 23,822: 1,877 1,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,281: 675 -580 -1,513 1,474 3,003 636 910: 645 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 9.8 11.6 76.0 71.0 92.7 92.4: 7.3 7.6
Old : 100.0: 5.1 9.8 11.6 76.0 71.0 92.7 92.4: 7.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 15 16 18 19:
Old : 21: 1 2 2 15 16 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 36.0 62.0 60.6 18.9 16.0 23.1 23.2
Old : 38.5 36.0 62.0 60.6 18.9 16.0 23.1 23.2
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,770: 400 400 0 5,370 5,370 5,770 5,770: 0 0
Old : 5,770: 400 400 0 5,370 5,370 5,770 5,770: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 150: 0 0 0 150 150 150 150: 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 : 24: 2 1 0 13 15 15 16:
Old : 24: 2 1 0 13 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 59.1 83.6 82.5 52.9 55.5 72.8 69.3
Old : 55.0 59.1 83.6 82.5 52.9 55.5 72.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 20,268: 11,211 2,677 390 5,868 16,225 17,469 19,292: 2,799 976
Old : 20,268: 11,211 2,677 390 5,868 16,225 17,469 19,292: 2,799 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 678: 15 6 200 4 125 219 331: 459 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 13.2 1.9 29.0 80.1 86.2 95.2: 13.8 4.8
Old : 100.0: 55.3 13.2 1.9 29.0 80.1 86.2 95.2: 13.8 4.8
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 : 98: 43 14 7 14 30 63 47:
Old : 98: 43 14 7 14 30 63 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 37.3 51.9 58.4 35.2 36.5 51.9 57.6
Old : 35.2 37.3 51.9 58.4 35.2 36.5 51.9 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 15,783: 10,432 1,557 124 1,566 12,515 12,122 14,196: 3,661 1,587
Old : 15,783: 10,432 1,557 124 1,566 12,515 12,122 14,196: 3,661 1,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,822: 706 -105 -1 39 1,771 744 1,665: 1,078 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 9.9 0.8 9.9 79.3 76.8 89.9: 23.2 10.1
Old : 100.0: 66.1 9.9 0.8 9.9 79.3 76.8 89.9: 23.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 43 8 2 8 21 52 30:
Old : 80: 43 8 2 8 21 52 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 45.3 35.1 63.3 23.5 45.3 35.1 63.3
Old : 23.5 45.3 35.1 63.3 23.5 45.3 35.1 63.3
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, May 13, 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 : 327,590: 79,950 8,714 68,424 145,223 226,563 293,597 303,702: 33,993 23,889
Old : 327,590: 79,950 8,714 68,424 145,223 226,563 293,597 303,702: 33,993 23,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 6,940: 8,748 507 5,608 -5,611 -81 8,745 6,034: -1,805 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 2.7 20.9 44.3 69.2 89.6 92.7: 10.4 7.3
Old : 100.0: 24.4 2.7 20.9 44.3 69.2 89.6 92.7: 10.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 78 21 46 75 92 171 145:
Old : 200: 78 21 46 75 92 171 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 28.1 33.3 40.3 8.6 11.7 14.2 18.9
Old : 21.4 28.1 33.3 40.3 8.6 11.7 14.2 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 2,725: 0 50 200 2,325 2,460 2,525 2,710: 200 15
Old : 2,725: 0 50 200 2,325 2,460 2,525 2,710: 200 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 65: 0 50 -50 100 150 50 150: 15 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 7.3 85.3 90.3 92.7 99.4: 7.3 0.6
Old : 100.0: 0.0 1.8 7.3 85.3 90.3 92.7 99.4: 7.3 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 : 25: 0 1 1 17 18 18 20:
Old : 25: 0 1 1 17 18 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 : 47.7 51.4 70.6 70.6 25.7 34.9 37.6 43.5
Old : 47.7 51.4 70.6 70.6 25.7 34.9 37.6 43.5
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, May 13, 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 : 12,048: 0 591 396 10,846 10,441 11,242 11,428: 806 620
Old : 12,048: 0 591 396 10,846 10,441 11,242 11,428: 806 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -62: 0 -200 121 -458 -45 -337 -124: 275 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 3.3 90.0 86.7 93.3 94.9: 6.7 5.1
Old : 100.0: 0.0 4.9 3.3 90.0 86.7 93.3 94.9: 6.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 1 23 21 24 22:
Old : 31: 0 1 1 23 21 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 47.2 66.6 71.7 42.0 38.5 51.6 51.5
Old : 48.3 47.2 66.6 71.7 42.0 38.5 51.6 51.5
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, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,870: 0 575 75 4,795 4,170 4,870 4,820: 0 50
Old : 4,870: 0 575 75 4,795 4,170 4,870 4,820: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 100: 0 0 0 100 50 100 50: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.8 1.5 98.5 85.6 100.0 99.0: 0.0 1.0
Old : 100.0: 0.0 11.8 1.5 98.5 85.6 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 19 14 20 15:
Old : 27: 0 1 1 19 14 20 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 : 43.0 61.5 68.7 83.6 34.3 54.8 51.7 69.2
Old : 43.0 61.5 68.7 83.6 34.3 54.8 51.7 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,670: 160 0 0 1,510 1,670 1,670 1,670: 0 0
Old : 1,670: 160 0 0 1,510 1,670 1,670 1,670: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 90.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 9.6 0.0 0.0 90.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 8 12 10 12:
Old : 20: 2 0 0 8 12 10 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 : 61.7 61.7 90.4 84.7 45.9 40.1 68.9 61.2
Old : 61.7 61.7 90.4 84.7 45.9 40.1 68.9 61.2
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, May 13, 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 : 13,530: 2,793 658 679 8,426 8,071 11,898 9,408: 1,632 4,122
Old : 13,530: 2,793 658 679 8,426 8,071 11,898 9,408: 1,632 4,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 366: -153 -240 75 333 906 255 741: 111 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.9 5.0 62.3 59.7 87.9 69.5: 12.1 30.5
Old : 100.0: 20.6 4.9 5.0 62.3 59.7 87.9 69.5: 12.1 30.5
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 : 33: 5 3 3 21 19 27 24:
Old : 33: 5 3 3 21 19 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 29.0 61.2 41.7 30.3 26.5 47.7 35.8
Old : 39.2 29.0 61.2 41.7 30.3 26.5 47.7 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2008