GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,021: 60 0 0 30,781 30,991 30,841 30,991: 180 30
Old : 31,021: 60 0 0 30,781 30,991 30,841 30,991: 180 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -4,171: -15 0 0 -4,031 -4,016 -4,046 -4,016: -125 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.2 99.9 99.4 99.9: 0.6 0.1
Old : 100.0: 0.2 0.0 0.0 99.2 99.9 99.4 99.9: 0.6 0.1
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 0 0 30 32 31 32:
Old : 40: 1 0 0 30 32 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 66.8 76.3 82.8 48.4 62.1 66.6 71.5
Old : 52.1 66.8 76.3 82.8 48.4 62.1 66.6 71.5
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,411: 775 120 200 22,235 22,792 23,210 23,112: 201 299
Old : 23,411: 775 120 200 22,235 22,792 23,210 23,112: 201 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -1,545: 100 0 -105 -1,571 -1,713 -1,576 -1,818: 31 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.5 0.9 95.0 97.4 99.1 98.7: 0.9 1.3
Old : 100.0: 3.3 0.5 0.9 95.0 97.4 99.1 98.7: 0.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 2 29 33 33 36:
Old : 41: 2 1 2 29 33 33 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 : 39.2 51.3 62.3 78.5 19.8 32.6 33.0 42.6
Old : 39.2 51.3 62.3 78.5 19.8 32.6 33.0 42.6
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,306: 1,635 0 328 4,440 6,119 6,403 6,447: 903 859
Old : 7,306: 1,635 0 328 4,440 6,119 6,403 6,447: 903 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -355: -154 0 0 -158 -212 -312 -212: -43 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 0.0 4.5 60.8 83.8 87.6 88.2: 12.4 11.8
Old : 100.0: 22.4 0.0 4.5 60.8 83.8 87.6 88.2: 12.4 11.8
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: 1 0 1 19 22 20 23:
Old : 23: 1 0 1 19 22 20 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 : 64.3 58.5 75.8 72.5 55.6 56.1 62.4 61.7
Old : 64.3 58.5 75.8 72.5 55.6 56.1 62.4 61.7
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,856: 148 98 173 9,394 10,101 9,715 10,372: 1,141 484
Old : 10,856: 148 98 173 9,394 10,101 9,715 10,372: 1,141 484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -1,364: 148 -58 14 -1,183 -1,186 -1,021 -1,230: -343 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.9 1.6 86.5 93.0 89.5 95.5: 10.5 4.5
Old : 100.0: 1.4 0.9 1.6 86.5 93.0 89.5 95.5: 10.5 4.5
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 2 3 35 39 38 43:
Old : 47: 2 2 3 35 39 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 33.2 58.4 53.9 39.8 32.3 55.0 44.5
Old : 40.7 33.2 58.4 53.9 39.8 32.3 55.0 44.5
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,988: 124 0 40 7,306 7,378 7,470 7,418: 518 570
Old : 7,988: 124 0 40 7,306 7,378 7,470 7,418: 518 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -1,711: 65 -65 -70 -1,634 -1,622 -1,639 -1,757: -72 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.5 91.5 92.4 93.5 92.9: 6.5 7.1
Old : 100.0: 1.6 0.0 0.5 91.5 92.4 93.5 92.9: 6.5 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 : 49: 1 0 1 39 45 41 46:
Old : 49: 1 0 1 39 45 41 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 26.5 47.9 42.4 25.3 18.1 34.1 29.5
Old : 30.6 26.5 47.9 42.4 25.3 18.1 34.1 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,732: 0 298 0 3,706 3,846 3,706 4,144: 1,026 588
Old : 4,732: 0 298 0 3,706 3,846 3,706 4,144: 1,026 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -381: 0 34 0 -509 -422 -509 -388: 128 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 0.0 78.3 81.3 78.3 87.6: 21.7 12.4
Old : 100.0: 0.0 6.3 0.0 78.3 81.3 78.3 87.6: 21.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 19 17 20:
Old : 21: 0 1 0 17 19 17 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 : 49.9 44.6 65.7 65.3 45.7 42.2 54.0 58.2
Old : 49.9 44.6 65.7 65.3 45.7 42.2 54.0 58.2
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 225,181: 24,326 17,086 25,410 142,511 158,165 192,247 200,661: 32,934 24,520
Old : 225,181: 24,326 17,086 25,410 142,511 158,165 192,247 200,661: 32,934 24,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -1,341: -224 -1,994 3,965 -7,643 -1,597 -3,902 374: 2,561 -1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.6 11.3 63.3 70.2 85.4 89.1: 14.6 10.9
Old : 100.0: 10.8 7.6 11.3 63.3 70.2 85.4 89.1: 14.6 10.9
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 : 127: 20 28 41 65 65 115 112:
Old : 127: 20 28 41 65 65 115 112:
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 28.2 39.1 39.3 20.0 24.4 26.9 30.3
Old : 28.2 28.2 39.1 39.3 20.0 24.4 26.9 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,594: 0 988 0 12,478 11,516 12,478 12,504: 116 90
Old : 12,594: 0 988 0 12,478 11,516 12,478 12,504: 116 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -4,327: -103 -100 0 -4,300 -4,277 -4,403 -4,377: 76 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 0.0 99.1 91.4 99.1 99.3: 0.9 0.7
Old : 100.0: 0.0 7.8 0.0 99.1 91.4 99.1 99.3: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 0 3 0 33 40 33 43:
Old : 53: 0 3 0 33 40 33 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 31.9 71.0 50.8 44.3 31.5 59.7 46.2
Old : 50.1 31.9 71.0 50.8 44.3 31.5 59.7 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,506: 75 0 0 8,966 9,506 9,041 9,506: 465 0
Old : 9,506: 75 0 0 8,966 9,506 9,041 9,506: 465 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -1,350: 0 -25 0 -1,210 -1,200 -1,210 -1,225: -140 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 94.3 100.0 95.1 100.0: 4.9 0.0
Old : 100.0: 0.8 0.0 0.0 94.3 100.0 95.1 100.0: 4.9 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 : 26: 1 0 0 18 18 19 18:
Old : 26: 1 0 0 18 18 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 : 63.5 59.2 80.0 83.2 55.6 57.7 69.0 74.5
Old : 63.5 59.2 80.0 83.2 55.6 57.7 69.0 74.5
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 686,597: 77,702 225,003 242,679 292,777 183,917 613,158 651,599: 73,439 34,998
Old : 686,597: 77,702 225,003 242,679 292,777 183,917 613,158 651,599: 73,439 34,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 14,867: 5,375 7,862 -2,655 8,480 8,282 11,200 13,489: 3,667 1,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 32.8 35.3 42.6 26.8 89.3 94.9: 10.7 5.1
Old : 100.0: 11.3 32.8 35.3 42.6 26.8 89.3 94.9: 10.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 54 62 79 75 58 177 158:
Old : 201: 54 62 79 75 58 177 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 43.0 36.8 53.7 9.2 23.9 14.8 27.6
Old : 25.3 43.0 36.8 53.7 9.2 23.9 14.8 27.6
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 94,527: 1,095 0 2,264 85,796 81,955 89,155 84,219: 5,372 10,308
Old : 94,527: 1,095 0 2,264 85,796 81,955 89,155 84,219: 5,372 10,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -5,656: 849 -9 -652 -4,798 -4,815 -4,601 -5,476: -1,055 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 2.4 90.8 86.7 94.3 89.1: 5.7 10.9
Old : 100.0: 1.2 0.0 2.4 90.8 86.7 94.3 89.1: 5.7 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 24 26 26 28:
Old : 28: 2 0 2 24 26 26 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 : 51.5 43.8 71.5 62.5 46.3 36.2 60.3 51.5
Old : 51.5 43.8 71.5 62.5 46.3 36.2 60.3 51.5
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,405: 3,428 1,962 3,584 38,331 33,977 45,343 39,523: 7,062 12,882
Old : 52,405: 3,428 1,962 3,584 38,331 33,977 45,343 39,523: 7,062 12,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -5,723: -360 -682 -736 -4,075 -1,348 -5,171 -2,766: -552 -2,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 3.7 6.8 73.1 64.8 86.5 75.4: 13.5 24.6
Old : 100.0: 6.5 3.7 6.8 73.1 64.8 86.5 75.4: 13.5 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 2 16 16 18 20:
Old : 25: 2 2 2 16 16 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 : 39.3 34.3 67.9 54.4 36.2 29.3 59.6 45.8
Old : 39.3 34.3 67.9 54.4 36.2 29.3 59.6 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,848: 2,274 117 604 67,915 69,134 70,793 69,855: 7,055 7,993
Old : 77,848: 2,274 117 604 67,915 69,134 70,793 69,855: 7,055 7,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -8,196: -279 -643 302 -9,244 -8,122 -9,221 -8,463: 1,025 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.2 0.8 87.2 88.8 90.9 89.7: 9.1 10.3
Old : 100.0: 2.9 0.2 0.8 87.2 88.8 90.9 89.7: 9.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 1 1 27 26 30 27:
Old : 38: 2 1 1 27 26 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 31.0 64.9 51.1 42.8 29.5 57.1 45.2
Old : 46.2 31.0 64.9 51.1 42.8 29.5 57.1 45.2
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,417: 0 0 0 83,583 82,229 83,583 82,229: 13,834 15,188
Old : 97,417: 0 0 0 83,583 82,229 83,583 82,229: 13,834 15,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -2,367: 0 0 0 -3,482 -1,220 -3,482 -1,220: 1,115 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.8 84.4 85.8 84.4: 14.2 15.6
Old : 100.0: 0.0 0.0 0.0 85.8 84.4 85.8 84.4: 14.2 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 21 21 21:
Old : 25: 0 0 0 21 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 47.7 60.0 65.3 27.8 36.3 41.0 44.8
Old : 35.9 47.7 60.0 65.3 27.8 36.3 41.0 44.8
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,395: 3,658 342 1,784 45,543 48,921 50,985 51,047: 6,410 6,348
Old : 57,395: 3,658 342 1,784 45,543 48,921 50,985 51,047: 6,410 6,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -14,629: -1,922 -696 -1,403 -11,670 -9,350 -14,995 -11,449: 366 -3,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.6 3.1 79.4 85.2 88.8 88.9: 11.2 11.1
Old : 100.0: 6.4 0.6 3.1 79.4 85.2 88.8 88.9: 11.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 21 21 23 22:
Old : 27: 1 1 1 21 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 : 62.3 55.0 76.3 73.3 62.3 51.0 71.0 62.6
Old : 62.3 55.0 76.3 73.3 62.3 51.0 71.0 62.6
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 84,303: 494 5,600 5,040 72,313 68,369 77,847 79,009: 6,456 5,294
Old : 84,303: 494 5,600 5,040 72,313 68,369 77,847 79,009: 6,456 5,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -8,702: -962 567 -1,442 -5,780 -6,931 -8,184 -7,806: -518 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 6.6 6.0 85.8 81.1 92.3 93.7: 7.7 6.3
Old : 100.0: 0.6 6.6 6.0 85.8 81.1 92.3 93.7: 7.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 5 3 25 28 29 33:
Old : 42: 1 5 3 25 28 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 28.7 59.3 47.5 39.5 27.7 50.2 41.1
Old : 44.4 28.7 59.3 47.5 39.5 27.7 50.2 41.1
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 106,774: 18,026 0 3,821 74,201 87,103 96,048 90,924: 10,726 15,850
Old : 106,774: 18,026 0 3,821 74,201 87,103 96,048 90,924: 10,726 15,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -119: 92 0 -142 -595 2,273 -645 2,131: 526 -2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 0.0 3.6 69.5 81.6 90.0 85.2: 10.0 14.8
Old : 100.0: 16.9 0.0 3.6 69.5 81.6 90.0 85.2: 10.0 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 3 18 26 21 29:
Old : 33: 3 0 3 18 26 21 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 31.9 68.6 49.1 37.6 30.5 53.3 47.0
Old : 43.7 31.9 68.6 49.1 37.6 30.5 53.3 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 79,470: 413 11,018 17,499 55,989 45,047 73,901 73,564: 5,569 5,906
Old : 79,470: 413 11,018 17,499 55,989 45,047 73,901 73,564: 5,569 5,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -3,191: -217 641 -501 -1,782 -2,990 -2,500 -2,850: -691 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 13.9 22.0 70.5 56.7 93.0 92.6: 7.0 7.4
Old : 100.0: 0.5 13.9 22.0 70.5 56.7 93.0 92.6: 7.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 3 13 13 17 16:
Old : 23: 1 3 3 13 13 17 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 : 61.2 54.1 78.4 73.5 39.5 30.2 49.0 43.9
Old : 61.2 54.1 78.4 73.5 39.5 30.2 49.0 43.9
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,579: 0 0 0 45,231 42,942 45,231 42,942: 7,348 9,637
Old : 52,579: 0 0 0 45,231 42,942 45,231 42,942: 7,348 9,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -6,287: 0 0 0 -6,150 -6,146 -6,150 -6,146: -137 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.0 81.7 86.0 81.7: 14.0 18.3
Old : 100.0: 0.0 0.0 0.0 86.0 81.7 86.0 81.7: 14.0 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 18 21 18:
Old : 25: 0 0 0 21 18 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 44.1 62.3 64.6 37.9 33.6 57.8 50.5
Old : 39.2 44.1 62.3 64.6 37.9 33.6 57.8 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 84,110: 6,582 2,217 4,945 63,312 65,382 74,839 72,544: 9,271 11,566
Old : 84,110: 6,582 2,217 4,945 63,312 65,382 74,839 72,544: 9,271 11,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -7,035: 1,123 -308 -1,532 -6,316 -4,929 -6,725 -6,769: -310 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 2.6 5.9 75.3 77.7 89.0 86.2: 11.0 13.8
Old : 100.0: 7.8 2.6 5.9 75.3 77.7 89.0 86.2: 11.0 13.8
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 : 36: 2 3 4 25 28 29 33:
Old : 36: 2 3 4 25 28 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 26.6 59.1 44.9 31.3 21.8 48.3 34.2
Old : 40.0 26.6 59.1 44.9 31.3 21.8 48.3 34.2
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,632: 7,148 14,354 8,625 42,096 37,988 57,869 60,967: 18,763 15,665
Old : 76,632: 7,148 14,354 8,625 42,096 37,988 57,869 60,967: 18,763 15,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -46,785: -2,416 -6,815 -10,815 -34,121 -30,228 -47,352 -47,858: 567 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 18.7 11.3 54.9 49.6 75.5 79.6: 24.5 20.4
Old : 100.0: 9.3 18.7 11.3 54.9 49.6 75.5 79.6: 24.5 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 3 19 18 22 23:
Old : 25: 1 4 3 19 18 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 : 41.4 33.0 56.2 54.7 24.2 29.6 31.4 37.2
Old : 41.4 33.0 56.2 54.7 24.2 29.6 31.4 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 74,364: 323 5,321 3,778 65,147 52,561 69,248 61,660: 5,116 12,704
Old : 74,364: 323 5,321 3,778 65,147 52,561 69,248 61,660: 5,116 12,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -45,278: -7,206 -2,850 -2,474 -32,800 -38,615 -42,480 -43,939: -2,798 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.2 5.1 87.6 70.7 93.1 82.9: 6.9 17.1
Old : 100.0: 0.4 7.2 5.1 87.6 70.7 93.1 82.9: 6.9 17.1
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 : 29: 3 1 4 19 20 23 24:
Old : 29: 3 1 4 19 20 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 47.9 76.4 65.8 60.3 42.3 71.7 59.4
Old : 61.9 47.9 76.4 65.8 60.3 42.3 71.7 59.4
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 218,187: 8,924 9,253 5,669 191,405 196,564 205,998 211,486: 12,189 6,701
Old : 218,187: 8,924 9,253 5,669 191,405 196,564 205,998 211,486: 12,189 6,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -12,616: 24 -2,394 -1,005 -14,983 -9,313 -15,964 -12,712: 3,348 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 4.2 2.6 87.7 90.1 94.4 96.9: 5.6 3.1
Old : 100.0: 4.1 4.2 2.6 87.7 90.1 94.4 96.9: 5.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 2 4 40 34 46 38:
Old : 49: 4 2 4 40 34 46 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 58.3 50.4 72.9 30.2 55.3 46.2 65.9
Old : 31.3 58.3 50.4 72.9 30.2 55.3 46.2 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 176,634: 0 6,523 4,873 154,713 155,154 159,586 166,550: 17,048 10,084
Old : 176,634: 0 6,523 4,873 154,713 155,154 159,586 166,550: 17,048 10,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -7,823: 0 -3,880 -306 -6,530 -3,811 -6,836 -7,997: -987 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 2.8 87.6 87.8 90.3 94.3: 9.7 5.7
Old : 100.0: 0.0 3.7 2.8 87.6 87.8 90.3 94.3: 9.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 3 3 33 29 36 32:
Old : 39: 0 3 3 33 29 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 : 33.8 40.7 56.0 60.9 23.2 38.8 39.0 54.9
Old : 33.8 40.7 56.0 60.9 23.2 38.8 39.0 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 257,748: 183 10,103 12,825 226,727 222,470 239,735 245,398: 18,013 12,350
Old : 257,748: 183 10,103 12,825 226,727 222,470 239,735 245,398: 18,013 12,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -13,503: -981 -2,550 126 -11,282 -10,883 -12,137 -13,307: -1,366 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.9 5.0 88.0 86.3 93.0 95.2: 7.0 4.8
Old : 100.0: 0.1 3.9 5.0 88.0 86.3 93.0 95.2: 7.0 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 : 51: 1 4 5 40 40 45 45:
Old : 51: 1 4 5 40 40 45 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 : 32.5 29.9 51.1 49.8 27.9 27.6 41.7 39.9
Old : 32.5 29.9 51.1 49.8 27.9 27.6 41.7 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 175,921: 3,237 14,674 7,154 158,433 148,683 168,824 170,511: 7,097 5,410
Old : 175,921: 3,237 14,674 7,154 158,433 148,683 168,824 170,511: 7,097 5,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -30,309: -1,160 -7,119 -2,875 -28,425 -18,186 -32,460 -28,180: 2,151 -2,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 8.3 4.1 90.1 84.5 96.0 96.9: 4.0 3.1
Old : 100.0: 1.8 8.3 4.1 90.1 84.5 96.0 96.9: 4.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 6 6 33 33 41 39:
Old : 46: 2 6 6 33 33 41 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 : 40.6 32.1 67.0 54.3 37.9 25.9 54.5 38.6
Old : 40.6 32.1 67.0 54.3 37.9 25.9 54.5 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,580: 0 1,070 0 39,385 37,142 39,385 38,212: 6,195 7,368
Old : 45,580: 0 1,070 0 39,385 37,142 39,385 38,212: 6,195 7,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -4,702: 0 -434 0 -4,190 -3,504 -4,190 -3,938: -512 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 86.4 81.5 86.4 83.8: 13.6 16.2
Old : 100.0: 0.0 2.3 0.0 86.4 81.5 86.4 83.8: 13.6 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 : 23: 0 1 0 19 17 19 18:
Old : 23: 0 1 0 19 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 : 48.5 45.2 69.2 62.1 43.5 32.8 56.4 48.5
Old : 48.5 45.2 69.2 62.1 43.5 32.8 56.4 48.5
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,222,322: 792,456 154,009 1,065,102 1,336,777 1,980,620 3,194,335 3,199,731: 27,987 22,591
Old : 3,222,322: 792,456 154,009 1,065,102 1,336,777 1,980,620 3,194,335 3,199,731: 27,987 22,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 45,009: -2,606 2,814 16,321 35,466 27,375 49,181 46,510: -4,172 -1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 4.8 33.1 41.5 61.5 99.1 99.3: 0.9 0.7
Old : 100.0: 24.6 4.8 33.1 41.5 61.5 99.1 99.3: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 29 21 47 101 93 151 144:
Old : 159: 29 21 47 101 93 151 144:
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 : 40.0 35.7 50.5 50.3 20.2 19.8 23.9 28.6
Old : 40.0 35.7 50.5 50.3 20.2 19.8 23.9 28.6
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,161,240: 164,096 276,774 318,322 672,597 562,903 1,155,015 1,157,999: 6,225 3,241
Old : 1,161,240: 164,096 276,774 318,322 672,597 562,903 1,155,015 1,157,999: 6,225 3,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 15,762: 9,551 -15,668 3,766 1,909 27,883 15,226 15,981: 536 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 23.8 27.4 57.9 48.5 99.5 99.7: 0.5 0.3
Old : 100.0: 14.1 23.8 27.4 57.9 48.5 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 19 30 37 36 35 76 81:
Old : 86: 19 30 37 36 35 76 81:
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 : 30.2 39.8 54.2 56.5 21.9 20.5 32.7 29.9
Old : 30.2 39.8 54.2 56.5 21.9 20.5 32.7 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,757: 1,916 972 939 28,182 29,666 31,037 31,577: 720 180
Old : 31,757: 1,916 972 939 28,182 29,666 31,037 31,577: 720 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -2,511: -316 -182 -80 -1,960 -1,354 -2,356 -1,616: -155 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 3.1 3.0 88.7 93.4 97.7 99.4: 2.3 0.6
Old : 100.0: 6.0 3.1 3.0 88.7 93.4 97.7 99.4: 2.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 2 5 30 30 37 36:
Old : 41: 5 2 5 30 30 37 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 : 35.1 37.5 51.9 60.4 23.1 32.8 32.6 42.9
Old : 35.1 37.5 51.9 60.4 23.1 32.8 32.6 42.9
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,026: 2,720 32 300 15,842 19,048 18,862 19,380: 1,164 646
Old : 20,026: 2,720 32 300 15,842 19,048 18,862 19,380: 1,164 646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -884: 40 -30 -40 -768 -44 -768 -114: -116 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.2 1.5 79.1 95.1 94.2 96.8: 5.8 3.2
Old : 100.0: 13.6 0.2 1.5 79.1 95.1 94.2 96.8: 5.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 20 18 22 20:
Old : 25: 1 1 2 20 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 80.3 72.2 89.9 46.1 68.6 63.5 72.9
Old : 51.3 80.3 72.2 89.9 46.1 68.6 63.5 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,546: 0 0 0 12,488 12,128 12,488 12,128: 1,058 1,418
Old : 13,546: 0 0 0 12,488 12,128 12,488 12,128: 1,058 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -566: 0 0 0 -492 -518 -492 -518: -74 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.2 89.5 92.2 89.5: 7.8 10.5
Old : 100.0: 0.0 0.0 0.0 92.2 89.5 92.2 89.5: 7.8 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 14 16 14:
Old : 21: 0 0 0 16 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 60.0 73.3 78.0 41.7 48.3 58.6 61.7
Old : 49.2 60.0 73.3 78.0 41.7 48.3 58.6 61.7
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,255: 0 720 720 29,583 31,125 30,303 32,565: 2,952 690
Old : 33,255: 0 720 720 29,583 31,125 30,303 32,565: 2,952 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -1,395: -40 0 0 -1,295 -1,276 -1,335 -1,276: -60 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 2.2 89.0 93.6 91.1 97.9: 8.9 2.1
Old : 100.0: 0.0 2.2 2.2 89.0 93.6 91.1 97.9: 8.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 27 21 28 22:
Old : 28: 0 1 1 27 21 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 51.5 62.9 72.3 16.6 20.4 25.3 30.9
Old : 47.0 51.5 62.9 72.3 16.6 20.4 25.3 30.9
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,612: 0 0 0 28,420 27,748 28,420 27,748: 192 864
Old : 28,612: 0 0 0 28,420 27,748 28,420 27,748: 192 864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -1,417: -100 0 -20 -1,265 -1,359 -1,385 -1,379: -32 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 97.0 99.3 97.0: 0.7 3.0
Old : 100.0: 0.0 0.0 0.0 99.3 97.0 99.3 97.0: 0.7 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 : 23: 0 0 0 16 18 16 18:
Old : 23: 0 0 0 16 18 16 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 : 59.0 75.7 83.4 85.3 53.7 74.6 75.9 81.9
Old : 59.0 75.7 83.4 85.3 53.7 74.6 75.9 81.9
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,336: 0 0 0 16,198 15,828 16,198 15,828: 138 508
Old : 16,336: 0 0 0 16,198 15,828 16,198 15,828: 138 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -450: 0 0 0 -460 -440 -460 -440: 10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 96.9 99.2 96.9: 0.8 3.1
Old : 100.0: 0.0 0.0 0.0 99.2 96.9 99.2 96.9: 0.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 20 19 20 19:
Old : 25: 0 0 0 20 19 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 53.1 87.3 77.7 59.4 38.4 61.5 52.6
Old : 68.2 53.1 87.3 77.7 59.4 38.4 61.5 52.6
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,215,189: 235,246 158,588 310,030 588,650 655,186 1,133,926 1,123,804: 81,263 91,385
Old : 1,215,189: 235,246 158,588 310,030 588,650 655,186 1,133,926 1,123,804: 81,263 91,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 45,974: 10,500 -1,610 1,969 16,695 18,400 29,164 18,759: 16,810 27,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.1 25.5 48.4 53.9 93.3 92.5: 6.7 7.5
Old : 100.0: 19.4 13.1 25.5 48.4 53.9 93.3 92.5: 6.7 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 : 284: 89 94 127 78 86 238 244:
Old : 284: 89 94 127 78 86 238 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 22.3 38.6 34.2 12.4 8.5 18.4 13.7
Old : 26.4 22.3 38.6 34.2 12.4 8.5 18.4 13.7
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 173,116: 18,862 9,903 13,074 89,596 101,146 121,532 124,123: 51,584 48,993
Old : 173,116: 18,862 9,903 13,074 89,596 101,146 121,532 124,123: 51,584 48,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -11,240: -3,775 -1,909 -1,320 -13,380 -11,713 -18,475 -14,942: 7,235 3,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 5.7 7.6 51.8 58.4 70.2 71.7: 29.8 28.3
Old : 100.0: 10.9 5.7 7.6 51.8 58.4 70.2 71.7: 29.8 28.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 2 5 19 20 24 26:
Old : 27: 4 2 5 19 20 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 25.9 49.7 41.3 30.1 20.0 35.4 31.5
Old : 36.1 25.9 49.7 41.3 30.1 20.0 35.4 31.5
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,934: 380 3,443 1,905 46,649 43,586 48,934 48,934: 0 0
Old : 48,934: 380 3,443 1,905 46,649 43,586 48,934 48,934: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -9,915: -760 -400 350 -9,405 -9,765 -9,815 -9,815: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 7.0 3.9 95.3 89.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 7.0 3.9 95.3 89.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 4 2 3 36 42 42 46:
Old : 52: 4 2 3 36 42 42 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 : 50.1 30.3 64.5 53.0 40.0 26.2 46.8 37.2
Old : 50.1 30.3 64.5 53.0 40.0 26.2 46.8 37.2
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,999: 16,989 32,274 23,585 120,026 104,083 160,600 159,942: 7,399 8,057
Old : 167,999: 16,989 32,274 23,585 120,026 104,083 160,600 159,942: 7,399 8,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 2,251: 304 1,170 234 2,243 452 2,781 1,856: -530 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 19.2 14.0 71.4 62.0 95.6 95.2: 4.4 4.8
Old : 100.0: 10.1 19.2 14.0 71.4 62.0 95.6 95.2: 4.4 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 : 48: 8 16 20 24 23 45 46:
Old : 48: 8 16 20 24 23 45 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 : 40.1 37.5 61.1 61.6 16.8 16.7 27.0 21.9
Old : 40.1 37.5 61.1 61.6 16.8 16.7 27.0 21.9
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,641: 3,613 6,135 6,519 17,429 15,508 27,561 28,162: 3,080 2,479
Old : 30,641: 3,613 6,135 6,519 17,429 15,508 27,561 28,162: 3,080 2,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 20.0 21.3 56.9 50.6 89.9 91.9: 10.1 8.1
Old : 100.0: 11.8 20.0 21.3 56.9 50.6 89.9 91.9: 10.1 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: 3 4 5 11 12 17 19:
Old : 20: 3 4 5 11 12 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 44.8 78.7 67.8 33.7 23.8 35.6 33.0
Old : 61.7 44.8 78.7 67.8 33.7 23.8 35.6 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,907: 0 6,585 180 50,937 40,032 51,117 46,797: 11,790 16,110
Old : 62,907: 0 6,585 180 50,937 40,032 51,117 46,797: 11,790 16,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -7,387: 0 -335 0 -8,316 -7,579 -8,316 -7,914: 929 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.3 81.0 63.6 81.3 74.4: 18.7 25.6
Old : 100.0: 0.0 10.5 0.3 81.0 63.6 81.3 74.4: 18.7 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 16 15 17 17:
Old : 23: 0 2 1 16 15 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 : 53.4 43.0 70.0 61.0 34.8 29.2 43.9 37.0
Old : 53.4 43.0 70.0 61.0 34.8 29.2 43.9 37.0
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,395: 0 520 95 23,300 22,780 23,395 23,395: 0 0
Old : 23,395: 0 520 95 23,300 22,780 23,395 23,395: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -225: 0 -125 30 -255 -130 -225 -225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.4 99.6 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.2 0.4 99.6 97.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 3 1 21 27 22 30:
Old : 36: 0 3 1 21 27 22 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 : 57.8 38.5 83.4 62.2 53.8 36.9 76.1 56.6
Old : 57.8 38.5 83.4 62.2 53.8 36.9 76.1 56.6
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,146: 8,281 3,313 43 1,944 8,017 10,268 11,373: 1,878 773
Old : 12,146: 8,281 3,313 43 1,944 8,017 10,268 11,373: 1,878 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -281: -476 -482 -11 -27 257 -514 -236: 233 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 27.3 0.4 16.0 66.0 84.5 93.6: 15.5 6.4
Old : 100.0: 68.2 27.3 0.4 16.0 66.0 84.5 93.6: 15.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 39 19 1 16 23 56 42:
Old : 95: 39 19 1 16 23 56 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 : 38.7 49.1 49.2 67.3 38.7 49.1 48.8 67.3
Old : 38.7 49.1 49.2 67.3 38.7 49.1 48.8 67.3
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,386: 9,777 1,785 210 5,671 15,110 15,658 17,105: 2,728 1,281
Old : 18,386: 9,777 1,785 210 5,671 15,110 15,658 17,105: 2,728 1,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 66: 388 -269 -76 -101 629 211 284: -145 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 9.7 1.1 30.8 82.2 85.2 93.0: 14.8 7.0
Old : 100.0: 53.2 9.7 1.1 30.8 82.2 85.2 93.0: 14.8 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 : 78: 33 10 4 16 22 52 33:
Old : 78: 33 10 4 16 22 52 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 34.3 49.1 58.0 35.2 34.3 49.1 58.0
Old : 35.2 34.3 49.1 58.0 35.2 34.3 49.1 58.0
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 192,928: 57,678 4,246 14,488 104,865 163,263 177,031 181,997: 15,897 10,931
Old : 192,928: 57,678 4,246 14,488 104,865 163,263 177,031 181,997: 15,897 10,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -1,536: -740 -1,838 1,323 -2,344 197 -1,761 -318: 225 -1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 2.2 7.5 54.4 84.6 91.8 94.3: 8.2 5.7
Old : 100.0: 29.9 2.2 7.5 54.4 84.6 91.8 94.3: 8.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 43 17 31 71 84 127 120:
Old : 154: 43 17 31 71 84 127 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 26.5 37.6 38.5 15.5 15.4 26.5 23.6
Old : 24.7 26.5 37.6 38.5 15.5 15.4 26.5 23.6
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,809: 150 0 0 3,609 3,759 3,759 3,759: 50 50
Old : 3,809: 150 0 0 3,609 3,759 3,759 3,759: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -3,068: 150 -50 -150 -2,918 -2,718 -2,918 -2,918: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 0.0 94.7 98.7 98.7 98.7: 1.3 1.3
Old : 100.0: 3.9 0.0 0.0 94.7 98.7 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 19 20 21 20:
Old : 30: 2 0 0 19 20 21 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 : 45.2 42.1 68.5 65.6 32.8 29.1 46.0 42.7
Old : 45.2 42.1 68.5 65.6 32.8 29.1 46.0 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,366: 120 0 0 18,957 20,162 19,077 20,162: 1,289 204
Old : 20,366: 120 0 0 18,957 20,162 19,077 20,162: 1,289 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -2,261: 120 -264 0 -2,370 -2,189 -2,250 -2,453: -11 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 93.1 99.0 93.7 99.0: 6.3 1.0
Old : 100.0: 0.6 0.0 0.0 93.1 99.0 93.7 99.0: 6.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 27 19 28 19:
Old : 33: 1 0 0 27 19 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 65.7 63.0 86.8 38.0 53.6 52.1 68.3
Old : 42.6 65.7 63.0 86.8 38.0 53.6 52.1 68.3
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,330: 125 0 0 7,205 7,330 7,330 7,330: 0 0
Old : 7,330: 125 0 0 7,205 7,330 7,330 7,330: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -1,265: -50 -300 0 -1,215 -965 -1,265 -1,265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 98.3 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.0 0.0 98.3 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 0 22 18 24 18:
Old : 34: 2 0 0 22 18 24 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 : 41.6 68.9 66.8 85.9 40.2 67.9 63.4 79.8
Old : 41.6 68.9 66.8 85.9 40.2 67.9 63.4 79.8
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,750: 300 285 108 18,858 19,249 19,266 19,642: 484 108
Old : 19,750: 300 285 108 18,858 19,249 19,266 19,642: 484 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -705: 0 117 0 -577 -822 -577 -705: -128 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.4 0.5 95.5 97.5 97.5 99.5: 2.5 0.5
Old : 100.0: 1.5 1.4 0.5 95.5 97.5 97.5 99.5: 2.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 1 18 20 20 21:
Old : 32: 1 1 1 18 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 63.4 86.3 80.2 59.6 62.5 86.3 77.6
Old : 59.6 63.4 86.3 80.2 59.6 62.5 86.3 77.6
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,873: 449 0 0 7,394 7,857 7,843 7,857: 30 16
Old : 7,873: 449 0 0 7,394 7,857 7,843 7,857: 30 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -2,474: 134 0 0 -2,536 -2,457 -2,402 -2,457: -72 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.0 93.9 99.8 99.6 99.8: 0.4 0.2
Old : 100.0: 5.7 0.0 0.0 93.9 99.8 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 16 16 17 16:
Old : 22: 1 0 0 16 16 17 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 : 64.8 65.3 83.5 86.5 59.3 59.6 69.0 68.8
Old : 64.8 65.3 83.5 86.5 59.3 59.6 69.0 68.8
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,897: 3,091 4,163 1,996 31,955 34,108 37,042 40,267: 3,855 630
Old : 40,897: 3,091 4,163 1,996 31,955 34,108 37,042 40,267: 3,855 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -880: 117 -536 -132 -848 -393 -863 -1,061: -17 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.2 4.9 78.1 83.4 90.6 98.5: 9.4 1.5
Old : 100.0: 7.6 10.2 4.9 78.1 83.4 90.6 98.5: 9.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 5 4 22 24 30 30:
Old : 37: 5 5 4 22 24 30 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 : 38.8 38.1 58.7 58.4 37.0 34.9 50.8 51.5
Old : 38.8 38.1 58.7 58.4 37.0 34.9 50.8 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2009