GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, September 30, 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 : 10,579: 0 0 0 10,438 10,429 10,438 10,429: 141 150 Old : 10,579: 0 0 0 10,438 10,429 10,438 10,429: 141 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 1,407: 0 0 0 1,392 1,372 1,392 1,372: 15 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.7 98.6 98.7 98.6: 1.3 1.4 Old : 100.0: 0.0 0.0 0.0 98.7 98.6 98.7 98.6: 1.3 1.4 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 : 39: 0 0 0 30 32 30 32: Old : 39: 0 0 0 30 32 30 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 : 49.9 38.4 71.4 56.5 36.1 36.5 44.4 45.2 Old : 49.9 38.4 71.4 56.5 36.1 36.5 44.4 45.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,203: 0 235 630 11,553 11,338 12,183 12,203: 20 0 Old : 12,203: 0 235 630 11,553 11,338 12,183 12,203: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 2,166: 0 0 0 2,166 2,166 2,166 2,166: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.9 5.2 94.7 92.9 99.8 100.0: 0.2 0.0 Old : 100.0: 0.0 1.9 5.2 94.7 92.9 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 0 2 2 30 31 32 34: Old : 41: 0 2 2 30 31 32 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 : 41.4 38.3 67.7 61.4 27.1 24.2 32.8 32.2 Old : 41.4 38.3 67.7 61.4 27.1 24.2 32.8 32.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Commitments of Traders - Futures Only, September 30, 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 : 6,830: 375 586 145 5,750 5,364 6,270 6,095: 560 735 Old : 6,830: 375 586 145 5,750 5,364 6,270 6,095: 560 735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -77: 15 -353 24 -177 119 -138 -210: 61 133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 8.6 2.1 84.2 78.5 91.8 89.2: 8.2 10.8 Old : 100.0: 5.5 8.6 2.1 84.2 78.5 91.8 89.2: 8.2 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 1 17 16 19 18: Old : 21: 1 2 1 17 16 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 : 58.0 75.4 78.2 81.8 55.6 71.5 73.9 74.5 Old : 58.0 75.4 78.2 81.8 55.6 71.5 73.9 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders - Futures Only, September 30, 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 : 5,462: 63 537 104 4,129 4,111 4,296 4,752: 1,166 710 Old : 5,462: 63 537 104 4,129 4,111 4,296 4,752: 1,166 710 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 377: -6 -10 12 347 402 353 404: 24 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 9.8 1.9 75.6 75.3 78.7 87.0: 21.3 13.0 Old : 100.0: 1.2 9.8 1.9 75.6 75.3 78.7 87.0: 21.3 13.0 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 3 3 27 31 30 35: Old : 35: 1 3 3 27 31 30 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 : 28.2 30.3 46.3 47.8 19.9 23.0 28.6 30.1 Old : 28.2 30.3 46.3 47.8 19.9 23.0 28.6 30.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 4,867: 50 20 100 4,114 3,885 4,264 4,005: 603 862 Old : 4,867: 50 20 100 4,114 3,885 4,264 4,005: 603 862 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 517: 0 10 30 402 307 432 347: 85 170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.4 2.1 84.5 79.8 87.6 82.3: 12.4 17.7 Old : 100.0: 1.0 0.4 2.1 84.5 79.8 87.6 82.3: 12.4 17.7 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 : 43: 1 2 3 33 37 37 40: Old : 43: 1 2 3 33 37 37 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.1 24.3 44.9 40.7 24.0 21.3 34.0 30.2 Old : 30.1 24.3 44.9 40.7 24.0 21.3 34.0 30.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders - Futures Only, September 30, 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 : 203,017: 20,595 11,703 35,476 116,246 133,535 172,317 180,714: 30,700 22,303 Old : 203,017: 20,595 11,703 35,476 116,246 133,535 172,317 180,714: 30,700 22,303 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -10,908: -4,565 -1,905 -200 -5,727 -6,347 -10,492 -8,452: -416 -2,456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 5.8 17.5 57.3 65.8 84.9 89.0: 15.1 11.0 Old : 100.0: 10.1 5.8 17.5 57.3 65.8 84.9 89.0: 15.1 11.0 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 : 116: 29 18 34 56 56 104 95: Old : 116: 29 18 34 56 56 104 95: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.2 26.1 37.9 39.3 13.8 15.8 20.4 21.8 Old : 27.2 26.1 37.9 39.3 13.8 15.8 20.4 21.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders - Futures Only, September 30, 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 : 10,138: 355 1,388 100 9,483 8,400 9,938 9,888: 200 250 Old : 10,138: 355 1,388 100 9,483 8,400 9,938 9,888: 200 250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 650: 0 125 100 950 950 1,050 1,175: -400 -525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 13.7 1.0 93.5 82.9 98.0 97.5: 2.0 2.5 Old : 100.0: 3.5 13.7 1.0 93.5 82.9 98.0 97.5: 2.0 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 2 4 1 31 30 33 35: Old : 47: 2 4 1 31 30 33 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 : 44.5 36.4 61.0 56.3 41.7 32.4 52.7 49.4 Old : 44.5 36.4 61.0 56.3 41.7 32.4 52.7 49.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders - Futures Only, September 30, 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 : 5,717: 592 75 0 4,750 5,342 5,342 5,417: 375 300 Old : 5,717: 592 75 0 4,750 5,342 5,342 5,417: 375 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 1,200: 0 -147 0 1,225 1,072 1,225 925: -25 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 1.3 0.0 83.1 93.4 93.4 94.8: 6.6 5.2 Old : 100.0: 10.4 1.3 0.0 83.1 93.4 93.4 94.8: 6.6 5.2 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 : 33: 2 1 0 16 20 18 21: Old : 33: 2 1 0 16 20 18 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 : 54.7 49.2 74.6 66.8 54.2 45.8 72.9 63.4 Old : 54.7 49.2 74.6 66.8 54.2 45.8 72.9 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders - Futures Only, September 30, 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 : 881,561: 218,592 396,198 257,920 334,786 194,289 811,298 848,407: 70,263 33,154 Old : 881,561: 218,592 396,198 257,920 334,786 194,289 811,298 848,407: 70,263 33,154 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -28,818: -2,381 2,446 -21,927 -771 -9,029 -25,079 -28,510: -3,739 -308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 44.9 29.3 38.0 22.0 92.0 96.2: 8.0 3.8 Old : 100.0: 24.8 44.9 29.3 38.0 22.0 92.0 96.2: 8.0 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 208: 68 49 80 79 65 187 162: Old : 208: 68 49 80 79 65 187 162: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.3 49.2 40.6 59.5 17.9 39.3 23.5 41.5 Old : 29.3 49.2 40.6 59.5 17.9 39.3 23.5 41.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Commitments of Traders - Futures Only, September 30, 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 : 93,445: 292 7,517 3,042 81,321 73,597 84,655 84,156: 8,790 9,289 Old : 93,445: 292 7,517 3,042 81,321 73,597 84,655 84,156: 8,790 9,289 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -3,919: 292 -1,658 730 -31 3,127 991 2,199: -4,910 -6,118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 8.0 3.3 87.0 78.8 90.6 90.1: 9.4 9.9 Old : 100.0: 0.3 8.0 3.3 87.0 78.8 90.6 90.1: 9.4 9.9 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 : 30: 1 3 3 24 25 27 29: Old : 30: 1 3 3 24 25 27 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 47.6 64.7 66.6 44.0 41.0 57.5 57.7 Old : 48.9 47.6 64.7 66.6 44.0 41.0 57.5 57.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B Commitments of Traders - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 59,593: 2,397 11,976 4,941 45,680 36,094 53,018 53,011: 6,575 6,582 Old : 59,593: 2,397 11,976 4,941 45,680 36,094 53,018 53,011: 6,575 6,582 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -892: 0 414 -352 218 -1,114 -134 -1,052: -758 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 20.1 8.3 76.7 60.6 89.0 89.0: 11.0 11.0 Old : 100.0: 4.0 20.1 8.3 76.7 60.6 89.0 89.0: 11.0 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 1 4 4 28 21 32 26: Old : 37: 1 4 4 28 21 32 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 42.5 56.9 59.3 33.0 28.7 51.9 42.7 Old : 33.5 42.5 56.9 59.3 33.0 28.7 51.9 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Commitments of Traders - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 95,693: 3,936 2,266 910 84,329 85,840 89,175 89,016: 6,518 6,677 Old : 95,693: 3,936 2,266 910 84,329 85,840 89,175 89,016: 6,518 6,677 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 594: -118 0 118 594 476 594 594: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 2.4 1.0 88.1 89.7 93.2 93.0: 6.8 7.0 Old : 100.0: 4.1 2.4 1.0 88.1 89.7 93.2 93.0: 6.8 7.0 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 : 40: 3 1 4 32 30 36 34: Old : 40: 3 1 4 32 30 36 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 : 44.5 38.3 61.3 54.6 33.1 33.2 45.8 46.3 Old : 44.5 38.3 61.3 54.6 33.1 33.2 45.8 46.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders - Futures Only, September 30, 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 : 86,580: 1,922 2,091 890 72,799 72,475 75,611 75,456: 10,969 11,124 Old : 86,580: 1,922 2,091 890 72,799 72,475 75,611 75,456: 10,969 11,124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 1,239: 0 -856 428 23 1,060 451 632: 788 607 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 2.4 1.0 84.1 83.7 87.3 87.2: 12.7 12.8 Old : 100.0: 2.2 2.4 1.0 84.1 83.7 87.3 87.2: 12.7 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 2 2 21 25 25 27: Old : 33: 2 2 2 21 25 25 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 45.4 62.3 62.3 30.0 41.4 45.5 51.3 Old : 40.0 45.4 62.3 62.3 30.0 41.4 45.5 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E Commitments of Traders - Futures Only, September 30, 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 : 44,977: 2,704 5,589 5,538 32,986 29,443 41,228 40,570: 3,749 4,407 Old : 44,977: 2,704 5,589 5,538 32,986 29,443 41,228 40,570: 3,749 4,407 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -271: -302 -356 333 -240 -150 -209 -173: -62 -98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 12.4 12.3 73.3 65.5 91.7 90.2: 8.3 9.8 Old : 100.0: 6.0 12.4 12.3 73.3 65.5 91.7 90.2: 8.3 9.8 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 : 21: 3 1 4 14 11 18 15: Old : 21: 3 1 4 14 11 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 65.6 76.8 82.1 47.2 54.4 57.9 59.9 Old : 57.5 65.6 76.8 82.1 47.2 54.4 57.9 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F Commitments of Traders - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 74,245: 14,346 503 5,389 45,982 60,884 65,717 66,776: 8,528 7,469 Old : 74,245: 14,346 503 5,389 45,982 60,884 65,717 66,776: 8,528 7,469 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -93: 760 0 -542 296 -365 514 -907: -607 814 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 0.7 7.3 61.9 82.0 88.5 89.9: 11.5 10.1 Old : 100.0: 19.3 0.7 7.3 61.9 82.0 88.5 89.9: 11.5 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 : 32: 4 1 3 22 25 27 28: Old : 32: 4 1 3 22 25 27 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 : 59.4 47.3 73.6 64.9 54.0 44.0 62.7 57.2 Old : 59.4 47.3 73.6 64.9 54.0 44.0 62.7 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders - Futures Only, September 30, 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 : 96,781: 6,990 7,525 3,161 77,350 78,514 87,501 89,200: 9,280 7,581 Old : 96,781: 6,990 7,525 3,161 77,350 78,514 87,501 89,200: 9,280 7,581 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 2,344: 2,407 -567 -155 -3,460 660 -1,208 -62: 3,552 2,406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 7.8 3.3 79.9 81.1 90.4 92.2: 9.6 7.8 Old : 100.0: 7.2 7.8 3.3 79.9 81.1 90.4 92.2: 9.6 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 : 44: 2 3 3 28 34 31 39: Old : 44: 2 3 3 28 34 31 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 25.9 61.4 43.9 36.8 23.2 55.2 40.2 Old : 38.3 25.9 61.4 43.9 36.8 23.2 55.2 40.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K Commitments of Traders - Futures Only, September 30, 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 : 108,450: 11,983 488 5,569 83,101 85,160 100,653 91,217: 7,797 17,233 Old : 108,450: 11,983 488 5,569 83,101 85,160 100,653 91,217: 7,797 17,233 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 1,939: 176 0 -101 1,636 1,888 1,711 1,787: 228 152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 0.4 5.1 76.6 78.5 92.8 84.1: 7.2 15.9 Old : 100.0: 11.0 0.4 5.1 76.6 78.5 92.8 84.1: 7.2 15.9 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 : 33: 2 1 3 22 27 25 30: Old : 33: 2 1 3 22 27 25 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 35.7 70.1 52.8 40.9 33.3 58.3 45.0 Old : 46.2 35.7 70.1 52.8 40.9 33.3 58.3 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L Commitments of Traders - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 48,181: 1,923 6,811 2,874 39,276 33,461 44,073 43,146: 4,108 5,035 Old : 48,181: 1,923 6,811 2,874 39,276 33,461 44,073 43,146: 4,108 5,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 3,217: -440 1,685 358 4,129 3,425 4,047 5,468: -830 -2,251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 14.1 6.0 81.5 69.4 91.5 89.5: 8.5 10.5 Old : 100.0: 4.0 14.1 6.0 81.5 69.4 91.5 89.5: 8.5 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 2 4 18 22 22 26: Old : 30: 2 2 4 18 22 22 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 : 48.6 43.4 65.5 65.6 34.0 34.5 42.5 44.1 Old : 48.6 43.4 65.5 65.6 34.0 34.5 42.5 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M Commitments of Traders - Futures Only, September 30, 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 : 96,574: 1,665 3,783 25,358 64,086 65,137 91,109 94,278: 5,465 2,296 Old : 96,574: 1,665 3,783 25,358 64,086 65,137 91,109 94,278: 5,465 2,296 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 615: 0 -1,951 2,078 2,602 2,793 4,680 2,920: -4,065 -2,305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 3.9 26.3 66.4 67.4 94.3 97.6: 5.7 2.4 Old : 100.0: 1.7 3.9 26.3 66.4 67.4 94.3 97.6: 5.7 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 : 30: 1 3 3 18 21 22 24: Old : 30: 1 3 3 18 21 22 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 52.8 79.8 73.2 35.7 27.9 44.8 39.6 Old : 64.2 52.8 79.8 73.2 35.7 27.9 44.8 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N Commitments of Traders - Futures Only, September 30, 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 : 56,593: 504 512 1,061 45,117 46,712 46,682 48,285: 9,911 8,308 Old : 56,593: 504 512 1,061 45,117 46,712 46,682 48,285: 9,911 8,308 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 1,360: 4 372 -496 1,728 1,484 1,236 1,360: 124 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.9 1.9 79.7 82.5 82.5 85.3: 17.5 14.7 Old : 100.0: 0.9 0.9 1.9 79.7 82.5 82.5 85.3: 17.5 14.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 2 25 23 28 25: Old : 30: 2 1 2 25 23 28 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 40.1 62.7 60.3 44.5 37.2 60.6 53.9 Old : 45.3 40.1 62.7 60.3 44.5 37.2 60.6 53.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders - Futures Only, September 30, 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 : 90,427: 2,384 4,413 7,627 75,799 73,171 85,810 85,211: 4,617 5,216 Old : 90,427: 2,384 4,413 7,627 75,799 73,171 85,810 85,211: 4,617 5,216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -866: 260 -67 158 -405 -918 13 -827: -879 -39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 4.9 8.4 83.8 80.9 94.9 94.2: 5.1 5.8 Old : 100.0: 2.6 4.9 8.4 83.8 80.9 94.9 94.2: 5.1 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 3 4 5 32 34 38 40: Old : 50: 3 4 5 32 34 38 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 25.1 61.3 43.1 37.8 21.4 52.4 35.2 Old : 42.7 25.1 61.3 43.1 37.8 21.4 52.4 35.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P Commitments of Traders - Futures Only, September 30, 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 : 42,365: 0 4,087 261 31,421 31,155 31,682 35,503: 10,683 6,862 Old : 42,365: 0 4,087 261 31,421 31,155 31,682 35,503: 10,683 6,862 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 1,367: 0 435 4 1,060 990 1,064 1,429: 303 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.6 0.6 74.2 73.5 74.8 83.8: 25.2 16.2 Old : 100.0: 0.0 9.6 0.6 74.2 73.5 74.8 83.8: 25.2 16.2 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 : 21: 0 1 1 14 16 15 17: Old : 21: 0 1 1 14 16 15 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 62.7 65.2 76.4 45.2 61.9 58.5 72.6 Old : 48.2 62.7 65.2 76.4 45.2 61.9 58.5 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S Commitments of Traders - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 51,782: 0 1,270 0 45,307 45,555 45,307 46,825: 6,475 4,957 Old : 51,782: 0 1,270 0 45,307 45,555 45,307 46,825: 6,475 4,957 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 4,038: 0 0 0 3,860 3,945 3,860 3,945: 178 93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.5 0.0 87.5 88.0 87.5 90.4: 12.5 9.6 Old : 100.0: 0.0 2.5 0.0 87.5 88.0 87.5 90.4: 12.5 9.6 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: 0 1 0 19 16 19 17: Old : 24: 0 1 0 19 16 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 64.0 71.7 82.6 37.7 42.1 46.5 50.8 Old : 56.9 64.0 71.7 82.6 37.7 42.1 46.5 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 Commitments of Traders - Futures Only, September 30, 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 : 122,805: 8,386 20,819 22,243 77,391 70,994 108,020 114,056: 14,785 8,749 Old : 122,805: 8,386 20,819 22,243 77,391 70,994 108,020 114,056: 14,785 8,749 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 2,131: 966 -2,497 1,188 723 4,183 2,877 2,874: -746 -743 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 17.0 18.1 63.0 57.8 88.0 92.9: 12.0 7.1 Old : 100.0: 6.8 17.0 18.1 63.0 57.8 88.0 92.9: 12.0 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 1 7 7 31 29 38 37: Old : 40: 1 7 7 31 29 38 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 : 33.8 35.5 49.7 51.8 17.7 17.7 26.6 26.2 Old : 33.8 35.5 49.7 51.8 17.7 17.7 26.6 26.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 Commitments of Traders - Futures Only, September 30, 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 : 122,739: 16,582 0 9,725 88,169 100,118 114,476 109,843: 8,263 12,896 Old : 122,739: 16,582 0 9,725 88,169 100,118 114,476 109,843: 8,263 12,896 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 228: 100 0 -529 -1,206 1,066 -1,635 537: 1,863 -309 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 0.0 7.9 71.8 81.6 93.3 89.5: 6.7 10.5 Old : 100.0: 13.5 0.0 7.9 71.8 81.6 93.3 89.5: 6.7 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 6 0 5 23 20 29 25: Old : 33: 6 0 5 23 20 29 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 : 58.9 58.5 72.1 70.9 53.4 54.2 62.9 63.3 Old : 58.9 58.5 72.1 70.9 53.4 54.2 62.9 63.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 Commitments of Traders - Futures Only, September 30, 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 : 94,602: 5,678 0 310 87,312 93,678 93,300 93,988: 1,302 614 Old : 94,602: 5,678 0 310 87,312 93,678 93,300 93,988: 1,302 614 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 1,492: -62 0 310 930 1,426 1,178 1,736: 314 -244 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 0.0 0.3 92.3 99.0 98.6 99.4: 1.4 0.6 Old : 100.0: 6.0 0.0 0.3 92.3 99.0 98.6 99.4: 1.4 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 : 30: 2 0 1 15 20 17 21: Old : 30: 2 0 1 15 20 17 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 : 74.9 80.8 90.0 88.7 72.4 79.5 84.0 86.2 Old : 74.9 80.8 90.0 88.7 72.4 79.5 84.0 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders - Futures Only, September 30, 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 : 237,960: 10,610 12,198 6,195 206,173 208,142 222,978 226,535: 14,982 11,425 Old : 237,960: 10,610 12,198 6,195 206,173 208,142 222,978 226,535: 14,982 11,425 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 953: -140 -1,589 368 3,088 2,323 3,316 1,102: -2,363 -149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 5.1 2.6 86.6 87.5 93.7 95.2: 6.3 4.8 Old : 100.0: 4.5 5.1 2.6 86.6 87.5 93.7 95.2: 6.3 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 : 57: 5 6 6 45 37 53 46: Old : 57: 5 6 6 45 37 53 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 : 27.7 60.4 47.1 72.0 25.4 58.9 43.7 67.0 Old : 27.7 60.4 47.1 72.0 25.4 58.9 43.7 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders - Futures Only, September 30, 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 : 210,972: 4,524 18,443 12,383 181,747 175,144 198,654 205,970: 12,318 5,002 Old : 210,972: 4,524 18,443 12,383 181,747 175,144 198,654 205,970: 12,318 5,002 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 2,564: -178 -1,892 1,290 1,565 3,408 2,677 2,806: -113 -242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 8.7 5.9 86.1 83.0 94.2 97.6: 5.8 2.4 Old : 100.0: 2.1 8.7 5.9 86.1 83.0 94.2 97.6: 5.8 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 : 46: 3 3 4 37 32 43 36: Old : 46: 3 3 4 37 32 43 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.0 38.7 50.9 60.0 22.2 35.3 35.9 53.0 Old : 32.0 38.7 50.9 60.0 22.2 35.3 35.9 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders - Futures Only, September 30, 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 : 260,097: 10,424 5,986 18,912 219,271 224,888 248,607 249,786: 11,490 10,311 Old : 260,097: 10,424 5,986 18,912 219,271 224,888 248,607 249,786: 11,490 10,311 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 8,074: 4,423 309 -2,691 7,567 13,153 9,299 10,771: -1,225 -2,697 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 2.3 7.3 84.3 86.5 95.6 96.0: 4.4 4.0 Old : 100.0: 4.0 2.3 7.3 84.3 86.5 95.6 96.0: 4.4 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 3 7 8 47 50 55 60: Old : 65: 3 7 8 47 50 55 60: 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 : 29.0 26.4 49.5 46.1 25.5 22.4 36.2 34.4 Old : 29.0 26.4 49.5 46.1 25.5 22.4 36.2 34.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 Commitments of Traders - Futures Only, September 30, 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 : 202,345: 23,003 7,665 22,031 150,731 164,677 195,765 194,373: 6,580 7,972 Old : 202,345: 23,003 7,665 22,031 150,731 164,677 195,765 194,373: 6,580 7,972 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -149: 1,021 685 -176 1,957 1,747 2,802 2,256: -2,951 -2,405 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 3.8 10.9 74.5 81.4 96.7 96.1: 3.3 3.9 Old : 100.0: 11.4 3.8 10.9 74.5 81.4 96.7 96.1: 3.3 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 : 50: 7 3 7 37 37 46 45: Old : 50: 7 3 7 37 37 46 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 32.8 53.3 50.5 26.4 25.2 42.6 37.1 Old : 32.7 32.8 53.3 50.5 26.4 25.2 42.6 37.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 Commitments of Traders - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 50,547: 957 3,561 1,354 40,324 36,605 42,635 41,520: 7,912 9,027 Old : 50,547: 957 3,561 1,354 40,324 36,605 42,635 41,520: 7,912 9,027 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -308: 0 -62 0 120 -246 120 -308: -428 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 7.0 2.7 79.8 72.4 84.3 82.1: 15.7 17.9 Old : 100.0: 1.9 7.0 2.7 79.8 72.4 84.3 82.1: 15.7 17.9 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 : 29: 2 3 2 23 20 27 23: Old : 29: 2 3 2 23 20 27 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 : 43.8 35.5 64.6 53.5 34.2 23.3 44.5 36.8 Old : 43.8 35.5 64.6 53.5 34.2 23.3 44.5 36.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, September 30, 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 : 3,878,257: 1,564,014 590,503 1,051,896 1,237,429 2,220,276 3,853,339 3,862,675: 24,918 15,582 Old : 3,878,257: 1,564,014 590,503 1,051,896 1,237,429 2,220,276 3,853,339 3,862,675: 24,918 15,582 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -180,305: -49,527 58,265 -100,828 -31,501 -139,216 -181,856 -181,779: 1,551 1,474 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.3 15.2 27.1 31.9 57.2 99.4 99.6: 0.6 0.4 Old : 100.0: 40.3 15.2 27.1 31.9 57.2 99.4 99.6: 0.6 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 160: 26 26 46 100 96 152 144: Old : 160: 26 26 46 100 96 152 144: 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 37.1 57.5 50.2 37.0 26.8 39.2 34.8 Old : 47.7 37.1 57.5 50.2 37.0 26.8 39.2 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders - Futures Only, September 30, 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 : 1,068,815: 186,245 470,812 212,738 664,043 381,497 1,063,026 1,065,047: 5,789 3,768 Old : 1,068,815: 186,245 470,812 212,738 664,043 381,497 1,063,026 1,065,047: 5,789 3,768 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -171,078: 3,161 -69,688 -44,352 -131,242 -58,538 -172,433 -172,578: 1,355 1,500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 44.0 19.9 62.1 35.7 99.5 99.6: 0.5 0.4 Old : 100.0: 17.4 44.0 19.9 62.1 35.7 99.5 99.6: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 84: 19 23 33 39 36 77 73: Old : 84: 19 23 33 39 36 77 73: 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 : 35.7 43.1 55.1 57.9 25.0 34.7 39.5 41.2 Old : 35.7 43.1 55.1 57.9 25.0 34.7 39.5 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders - Futures Only, September 30, 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 : 29,161: 2,766 2,456 584 25,146 25,793 28,496 28,833: 665 328 Old : 29,161: 2,766 2,456 584 25,146 25,793 28,496 28,833: 665 328 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -783: 602 96 -614 -701 -248 -713 -766: -70 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 8.4 2.0 86.2 88.5 97.7 98.9: 2.3 1.1 Old : 100.0: 9.5 8.4 2.0 86.2 88.5 97.7 98.9: 2.3 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 : 38: 4 4 3 29 28 36 32: Old : 38: 4 4 3 29 28 36 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 : 40.2 37.4 60.9 63.0 26.9 33.9 37.0 45.6 Old : 40.2 37.4 60.9 63.0 26.9 33.9 37.0 45.6 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 - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 14,951: 2,978 162 467 10,765 13,584 14,210 14,213: 741 738 Old : 14,951: 2,978 162 467 10,765 13,584 14,210 14,213: 741 738 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 209: -40 110 10 213 155 183 275: 26 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 1.1 3.1 72.0 90.9 95.0 95.1: 5.0 4.9 Old : 100.0: 19.9 1.1 3.1 72.0 90.9 95.0 95.1: 5.0 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 1 3 17 21 20 24: Old : 25: 2 1 3 17 21 20 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 72.0 80.7 83.1 44.9 49.7 58.6 56.8 Old : 61.9 72.0 80.7 83.1 44.9 49.7 58.6 56.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders - Futures Only, September 30, 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 : 36,599: 0 620 2,320 31,826 32,246 34,146 35,186: 2,453 1,413 Old : 36,599: 0 620 2,320 31,826 32,246 34,146 35,186: 2,453 1,413 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -314: 0 4 -4 -856 -248 -860 -248: 546 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.7 6.3 87.0 88.1 93.3 96.1: 6.7 3.9 Old : 100.0: 0.0 1.7 6.3 87.0 88.1 93.3 96.1: 6.7 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 : 26: 0 3 3 21 17 24 20: Old : 26: 0 3 3 21 17 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 : 51.9 53.5 70.6 79.1 15.0 19.0 23.0 25.1 Old : 51.9 53.5 70.6 79.1 15.0 19.0 23.0 25.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders - Futures Only, September 30, 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 : 30,550: 0 340 240 29,858 28,436 30,098 29,016: 452 1,534 Old : 30,550: 0 340 240 29,858 28,436 30,098 29,016: 452 1,534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 612: 0 0 0 732 732 732 732: -120 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.1 0.8 97.7 93.1 98.5 95.0: 1.5 5.0 Old : 100.0: 0.0 1.1 0.8 97.7 93.1 98.5 95.0: 1.5 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 1 1 22 21 23 22: Old : 25: 0 1 1 22 21 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 : 58.6 70.6 78.4 80.9 57.5 67.5 71.2 73.5 Old : 58.6 70.6 78.4 80.9 57.5 67.5 71.2 73.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O Commitments of Traders - Futures Only, September 30, 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 : 8,722: 100 0 0 8,254 8,462 8,354 8,462: 368 260 Old : 8,722: 100 0 0 8,254 8,462 8,354 8,462: 368 260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.0 0.0 94.6 97.0 95.8 97.0: 4.2 3.0 Old : 100.0: 1.1 0.0 0.0 94.6 97.0 95.8 97.0: 4.2 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 : 20: 1 0 0 12 16 13 16: Old : 20: 1 0 0 12 16 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 69.1 88.7 85.2 51.0 63.6 66.6 68.9 Old : 58.7 69.1 88.7 85.2 51.0 63.6 66.6 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders - Futures Only, September 30, 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 : 8,481: 960 340 10 5,956 6,927 6,926 7,277: 1,555 1,204 Old : 8,481: 960 340 10 5,956 6,927 6,926 7,277: 1,555 1,204 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 4.0 0.1 70.2 81.7 81.7 85.8: 18.3 14.2 Old : 100.0: 11.3 4.0 0.1 70.2 81.7 81.7 85.8: 18.3 14.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 3 1 15 12 17 15: Old : 20: 1 3 1 15 12 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 51.6 71.5 73.4 43.9 36.7 52.4 52.0 Old : 52.3 51.6 71.5 73.4 43.9 36.7 52.4 52.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 Commitments of Traders - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MWH X OFF PEAK HOURS PER MONTH) : : : : All : 10,234: 120 40 0 10,018 9,490 10,138 9,530: 96 704 Old : 10,234: 120 40 0 10,018 9,490 10,138 9,530: 96 704 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 362: 0 0 0 362 482 362 482: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.4 0.0 97.9 92.7 99.1 93.1: 0.9 6.9 Old : 100.0: 1.2 0.4 0.0 97.9 92.7 99.1 93.1: 0.9 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 0 18 17 19 18: Old : 26: 1 1 0 18 17 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 : 46.5 40.0 76.0 71.0 43.5 36.4 59.5 58.0 Old : 46.5 40.0 76.0 71.0 43.5 36.4 59.5 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 Commitments of Traders - Futures Only, September 30, 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 : 6,873: 0 0 0 5,831 6,316 5,831 6,316: 1,042 557 Old : 6,873: 0 0 0 5,831 6,316 5,831 6,316: 1,042 557 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 366: 0 0 0 376 326 376 326: -10 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 84.8 91.9 84.8 91.9: 15.2 8.1 Old : 100.0: 0.0 0.0 0.0 84.8 91.9 84.8 91.9: 15.2 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 17 17 17 17: Old : 20: 0 0 0 17 17 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 57.1 75.3 76.7 47.4 52.1 52.5 60.6 Old : 59.0 57.1 75.3 76.7 47.4 52.1 52.5 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders - Futures Only, September 30, 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 : 1,092,411: 192,759 152,666 298,096 553,752 576,164 1,044,607 1,026,926: 47,804 65,485 Old : 1,092,411: 192,759 152,666 298,096 553,752 576,164 1,044,607 1,026,926: 47,804 65,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -20,977: -12,181 -10,546 478 125 -4,514 -11,578 -14,582: -9,399 -6,395 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 14.0 27.3 50.7 52.7 95.6 94.0: 4.4 6.0 Old : 100.0: 17.6 14.0 27.3 50.7 52.7 95.6 94.0: 4.4 6.0 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 : 282: 87 88 119 73 94 226 243: Old : 282: 87 88 119 73 94 226 243: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 21.6 40.3 32.6 13.1 7.6 18.1 11.5 Old : 31.0 21.6 40.3 32.6 13.1 7.6 18.1 11.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders - Futures Only, September 30, 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 : 135,553: 19,418 11,810 9,449 73,420 53,621 102,287 74,880: 33,266 60,673 Old : 135,553: 19,418 11,810 9,449 73,420 53,621 102,287 74,880: 33,266 60,673 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -4,537: -26 -1,063 113 -7,872 -967 -7,785 -1,917: 3,248 -2,620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 8.7 7.0 54.2 39.6 75.5 55.2: 24.5 44.8 Old : 100.0: 14.3 8.7 7.0 54.2 39.6 75.5 55.2: 24.5 44.8 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 : 24: 3 4 7 15 16 22 23: Old : 24: 3 4 7 15 16 22 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 23.1 61.4 37.0 33.5 21.5 47.9 30.7 Old : 41.0 23.1 61.4 37.0 33.5 21.5 47.9 30.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders - Futures Only, September 30, 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 : 32,726: 250 900 655 28,806 28,171 29,711 29,726: 3,015 3,000 Old : 32,726: 250 900 655 28,806 28,171 29,711 29,726: 3,015 3,000 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 4,905: 100 25 -170 2,625 2,700 2,555 2,555: 2,350 2,350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 2.8 2.0 88.0 86.1 90.8 90.8: 9.2 9.2 Old : 100.0: 0.8 2.8 2.0 88.0 86.1 90.8 90.8: 9.2 9.2 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 : 49: 1 4 3 37 36 40 42: Old : 49: 1 4 3 37 36 40 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 34.9 57.7 57.0 22.4 18.3 27.5 26.1 Old : 37.5 34.9 57.7 57.0 22.4 18.3 27.5 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders - Futures Only, September 30, 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 : 189,005: 16,665 40,183 39,598 123,100 102,384 179,363 182,165: 9,642 6,840 Old : 189,005: 16,665 40,183 39,598 123,100 102,384 179,363 182,165: 9,642 6,840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -2,288: 1 -893 -1,030 2,351 2,816 1,322 893: -3,610 -3,181 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 21.3 21.0 65.1 54.2 94.9 96.4: 5.1 3.6 Old : 100.0: 8.8 21.3 21.0 65.1 54.2 94.9 96.4: 5.1 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 : 53: 10 20 25 23 22 48 52: Old : 53: 10 20 25 23 22 48 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 34.3 60.8 54.3 24.4 14.5 29.6 22.1 Old : 42.8 34.3 60.8 54.3 24.4 14.5 29.6 22.1 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 - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 30,971: 5,221 9,072 3,862 19,012 15,937 28,095 28,871: 2,876 2,100 Old : 30,971: 5,221 9,072 3,862 19,012 15,937 28,095 28,871: 2,876 2,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -860: -90 525 325 310 -30 545 820: -1,405 -1,680 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 29.3 12.5 61.4 51.5 90.7 93.2: 9.3 6.8 Old : 100.0: 16.9 29.3 12.5 61.4 51.5 90.7 93.2: 9.3 6.8 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 : 23: 4 6 5 11 12 18 20: Old : 23: 4 6 5 11 12 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 : 61.5 45.3 75.4 70.1 46.1 38.6 56.4 52.6 Old : 61.5 45.3 75.4 70.1 46.1 38.6 56.4 52.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 8,753: 50 500 0 8,703 8,253 8,753 8,753: 0 0 Old : 8,753: 50 500 0 8,703 8,253 8,753 8,753: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 211: 0 0 0 811 811 811 811: -600 -600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 5.7 0.0 99.4 94.3 100.0 100.0: 0.0 0.0 Old : 100.0: 0.6 5.7 0.0 99.4 94.3 100.0 100.0: 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 : 29: 1 2 0 22 20 23 22: Old : 29: 1 2 0 22 20 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 : 46.8 35.2 68.7 59.1 31.1 26.2 44.4 40.2 Old : 46.8 35.2 68.7 59.1 31.1 26.2 44.4 40.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, September 30, 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 : 14,933: 9,884 3,711 33 2,809 10,049 12,726 13,793: 2,207 1,140 Old : 14,933: 9,884 3,711 33 2,809 10,049 12,726 13,793: 2,207 1,140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -51: -33 -261 -38 13 299 -58 0: 7 -51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 24.9 0.2 18.8 67.3 85.2 92.4: 14.8 7.6 Old : 100.0: 66.2 24.9 0.2 18.8 67.3 85.2 92.4: 14.8 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 : 117: 49 25 2 21 23 72 48: Old : 117: 49 25 2 21 23 72 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 : 33.2 39.7 46.3 57.1 33.1 39.7 46.2 57.1 Old : 33.2 39.7 46.3 57.1 33.1 39.7 46.2 57.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders - Futures Only, September 30, 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 : 14,679: 7,745 1,656 197 4,316 11,040 12,258 12,893: 2,421 1,786 Old : 14,679: 7,745 1,656 197 4,316 11,040 12,258 12,893: 2,421 1,786 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 107: -108 -1,521 91 483 1,875 466 445: -359 -338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.8 11.3 1.3 29.4 75.2 83.5 87.8: 16.5 12.2 Old : 100.0: 52.8 11.3 1.3 29.4 75.2 83.5 87.8: 16.5 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 : 68: 26 11 3 15 20 44 32: Old : 68: 26 11 3 15 20 44 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 : 34.6 36.6 50.8 59.6 34.6 36.5 50.8 58.6 Old : 34.6 36.6 50.8 59.6 34.6 36.5 50.8 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders - Futures Only, September 30, 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 : 170,701: 37,451 16,372 17,167 101,233 125,735 155,851 159,274: 14,850 11,427 Old : 170,701: 37,451 16,372 17,167 101,233 125,735 155,851 159,274: 14,850 11,427 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -30,433: -7,374 -1,817 -696 -19,387 -22,611 -27,457 -25,124: -2,976 -5,309 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 9.6 10.1 59.3 73.7 91.3 93.3: 8.7 6.7 Old : 100.0: 21.9 9.6 10.1 59.3 73.7 91.3 93.3: 8.7 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 141: 47 16 28 63 66 123 100: Old : 141: 47 16 28 63 66 123 100: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.2 31.1 36.8 46.1 9.5 16.0 16.3 24.9 Old : 27.2 31.1 36.8 46.1 9.5 16.0 16.3 24.9 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 - Futures Only, September 30, 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 : 5,956: 250 100 100 5,306 5,506 5,656 5,706: 300 250 Old : 5,956: 250 100 100 5,306 5,506 5,656 5,706: 300 250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 1,031: 0 0 0 956 1,056 956 1,056: 75 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 1.7 1.7 89.1 92.4 95.0 95.8: 5.0 4.2 Old : 100.0: 4.2 1.7 1.7 89.1 92.4 95.0 95.8: 5.0 4.2 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 : 37: 2 1 1 31 26 33 28: Old : 37: 2 1 1 31 26 33 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 : 28.6 32.2 45.9 53.2 19.6 22.4 28.0 32.5 Old : 28.6 32.2 45.9 53.2 19.6 22.4 28.0 32.5 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 - Futures Only, September 30, 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 : 14,190: 795 171 693 12,378 13,011 13,866 13,875: 324 315 Old : 14,190: 795 171 693 12,378 13,011 13,866 13,875: 324 315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 424: -504 171 -171 1,099 424 424 424: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 1.2 4.9 87.2 91.7 97.7 97.8: 2.3 2.2 Old : 100.0: 5.6 1.2 4.9 87.2 91.7 97.7 97.8: 2.3 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 1 1 2 31 30 33 32: Old : 44: 1 1 2 31 30 33 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 : 56.3 43.6 72.8 66.5 53.5 41.7 63.0 56.5 Old : 56.3 43.6 72.8 66.5 53.5 41.7 63.0 56.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders - Futures Only, September 30, 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 : 3,613: 90 480 130 2,891 2,733 3,111 3,343: 502 270 Old : 3,613: 90 480 130 2,891 2,733 3,111 3,343: 502 270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 784: 90 -50 0 709 809 799 759: -15 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 13.3 3.6 80.0 75.6 86.1 92.5: 13.9 7.5 Old : 100.0: 2.5 13.3 3.6 80.0 75.6 86.1 92.5: 13.9 7.5 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 : 22: 1 1 1 13 16 15 17: Old : 22: 1 1 1 13 16 15 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 59.0 68.1 80.8 23.1 38.6 37.3 47.2 Old : 47.5 59.0 68.1 80.8 23.1 38.6 37.3 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders - Futures Only, September 30, 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 : 3,575: 250 0 0 3,250 3,525 3,500 3,525: 75 50 Old : 3,575: 250 0 0 3,250 3,525 3,500 3,525: 75 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 425: -25 0 0 400 425 375 425: 50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 0.0 0.0 90.9 98.6 97.9 98.6: 2.1 1.4 Old : 100.0: 7.0 0.0 0.0 90.9 98.6 97.9 98.6: 2.1 1.4 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 : 36: 2 0 0 22 25 24 25: Old : 36: 2 0 0 22 25 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 35.7 61.5 57.9 37.8 35.7 55.2 55.2 Old : 42.7 35.7 61.5 57.9 37.8 35.7 55.2 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders - Futures Only, September 30, 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 : 4,698: 444 95 64 3,671 4,485 4,179 4,644: 519 54 Old : 4,698: 444 95 64 3,671 4,485 4,179 4,644: 519 54 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 511: 0 63 0 636 448 636 511: -125 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 2.0 1.4 78.1 95.5 89.0 98.9: 11.0 1.1 Old : 100.0: 9.5 2.0 1.4 78.1 95.5 89.0 98.9: 11.0 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 : 27: 1 2 1 19 14 21 16: Old : 27: 1 2 1 19 14 21 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 : 47.6 47.4 63.9 76.0 45.6 40.9 60.2 66.7 Old : 47.6 47.4 63.9 76.0 45.6 40.9 60.2 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders - Futures Only, September 30, 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 : 3,713: 147 0 285 3,142 3,257 3,574 3,542: 139 171 Old : 3,713: 147 0 285 3,142 3,257 3,574 3,542: 139 171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 913: -31 0 150 826 914 945 1,064: -32 -151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.0 7.7 84.6 87.7 96.3 95.4: 3.7 4.6 Old : 100.0: 4.0 0.0 7.7 84.6 87.7 96.3 95.4: 3.7 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 : 24: 1 0 1 20 14 21 15: Old : 24: 1 0 1 20 14 21 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 : 37.5 56.9 60.8 78.5 30.5 45.0 46.5 56.7 Old : 37.5 56.9 60.8 78.5 30.5 45.0 46.5 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders - Futures Only, September 30, 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 : 22,890: 2,783 5,080 1,369 16,971 14,034 21,123 20,483: 1,767 2,407 Old : 22,890: 2,783 5,080 1,369 16,971 14,034 21,123 20,483: 1,767 2,407 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : 4,653: 782 353 -454 4,586 4,480 4,914 4,379: -261 274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 22.2 6.0 74.1 61.3 92.3 89.5: 7.7 10.5 Old : 100.0: 12.2 22.2 6.0 74.1 61.3 92.3 89.5: 7.7 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 5 4 5 25 28 32 35: Old : 38: 5 4 5 25 28 32 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 45.7 57.9 58.5 32.7 42.1 49.2 51.5 Old : 35.1 45.7 57.9 58.5 32.7 42.1 49.2 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2008