GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,124: 0 0 0 8,068 8,079 8,068 8,079: 56 45
Old : 8,124: 0 0 0 8,068 8,079 8,068 8,079: 56 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 1,583: -26 0 0 1,693 1,708 1,667 1,708: -84 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.4 99.3 99.4: 0.7 0.6
Old : 100.0: 0.0 0.0 0.0 99.3 99.4 99.3 99.4: 0.7 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 : 38: 0 0 0 26 31 26 31:
Old : 38: 0 0 0 26 31 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 42.9 71.9 62.4 37.8 38.2 47.5 50.7
Old : 53.1 42.9 71.9 62.4 37.8 38.2 47.5 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,194: 0 235 630 7,544 7,329 8,174 8,194: 20 0
Old : 8,194: 0 235 630 7,544 7,329 8,174 8,194: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 1,164: 0 0 70 1,114 1,229 1,184 1,299: -20 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 7.7 92.1 89.4 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 2.9 7.7 92.1 89.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 2 2 24 26 26 29:
Old : 40: 0 2 2 24 26 26 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 : 51.3 41.9 75.8 70.5 42.2 32.6 48.5 41.6
Old : 51.3 41.9 75.8 70.5 42.2 32.6 48.5 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,471: 71 565 122 3,298 3,097 3,491 3,784: 980 687
Old : 4,471: 71 565 122 3,298 3,097 3,491 3,784: 980 687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 375: -35 84 75 333 254 373 413: 2 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 12.6 2.7 73.8 69.3 78.1 84.6: 21.9 15.4
Old : 100.0: 1.6 12.6 2.7 73.8 69.3 78.1 84.6: 21.9 15.4
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 : 31: 1 3 3 23 26 26 30:
Old : 31: 1 3 3 23 26 26 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 : 33.8 28.3 50.7 47.0 17.9 23.9 30.0 35.1
Old : 33.8 28.3 50.7 47.0 17.9 23.9 30.0 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,626: 0 10 70 2,889 2,788 2,959 2,868: 667 758
Old : 3,626: 0 10 70 2,889 2,788 2,959 2,868: 667 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 427: 0 -5 30 487 271 517 296: -90 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.9 79.7 76.9 81.6 79.1: 18.4 20.9
Old : 100.0: 0.0 0.3 1.9 79.7 76.9 81.6 79.1: 18.4 20.9
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 : 40: 0 1 2 32 34 34 36:
Old : 40: 0 1 2 32 34 34 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 : 24.2 22.7 42.7 39.9 17.9 16.3 28.3 25.3
Old : 24.2 22.7 42.7 39.9 17.9 16.3 28.3 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 217,338: 30,683 16,392 34,933 120,036 140,281 185,652 191,606: 31,686 25,732
Old : 217,338: 30,683 16,392 34,933 120,036 140,281 185,652 191,606: 31,686 25,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 4,743: 3,475 3,800 -220 3,250 -1,139 6,505 2,441: -1,762 2,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 7.5 16.1 55.2 64.5 85.4 88.2: 14.6 11.8
Old : 100.0: 14.1 7.5 16.1 55.2 64.5 85.4 88.2: 14.6 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 : 124: 34 21 38 59 60 112 104:
Old : 124: 34 21 38 59 60 112 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 26.7 33.0 36.7 9.9 15.1 16.4 20.4
Old : 24.2 26.7 33.0 36.7 9.9 15.1 16.4 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 9,200: 355 1,388 50 8,470 7,437 8,875 8,875: 325 325
Old : 9,200: 355 1,388 50 8,470 7,437 8,875 8,875: 325 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 1,113: 0 938 -75 1,163 225 1,088 1,088: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 15.1 0.5 92.1 80.8 96.5 96.5: 3.5 3.5
Old : 100.0: 3.9 15.1 0.5 92.1 80.8 96.5 96.5: 3.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 3 1 29 27 32 30:
Old : 42: 2 3 1 29 27 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 37.1 64.5 56.0 45.8 34.4 57.1 48.8
Old : 50.1 37.1 64.5 56.0 45.8 34.4 57.1 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,347: 592 222 0 3,520 4,095 4,112 4,317: 235 30
Old : 4,347: 592 222 0 3,520 4,095 4,112 4,317: 235 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 75: 0 0 0 75 75 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 5.1 0.0 81.0 94.2 94.6 99.3: 5.4 0.7
Old : 100.0: 13.6 5.1 0.0 81.0 94.2 94.6 99.3: 5.4 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 : 28: 2 2 0 12 17 14 19:
Old : 28: 2 2 0 12 17 14 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 : 58.1 46.4 80.3 66.6 58.1 41.4 78.0 61.0
Old : 58.1 46.4 80.3 66.6 58.1 41.4 78.0 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 928,762: 213,675 384,726 307,257 330,234 199,851 851,166 891,834: 77,596 36,928
Old : 928,762: 213,675 384,726 307,257 330,234 199,851 851,166 891,834: 77,596 36,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -6,457: 482 -1,300 4,167 -9,434 -10,033 -4,785 -7,166: -1,672 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 41.4 33.1 35.6 21.5 91.6 96.0: 8.4 4.0
Old : 100.0: 23.0 41.4 33.1 35.6 21.5 91.6 96.0: 8.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 87 59 92 78 63 209 178:
Old : 235: 87 59 92 78 63 209 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 46.8 39.8 57.2 15.0 34.2 20.2 36.5
Old : 28.5 46.8 39.8 57.2 15.0 34.2 20.2 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 101,413: 632 6,664 3,167 89,856 82,111 93,655 91,942: 7,758 9,471
Old : 101,413: 632 6,664 3,167 89,856 82,111 93,655 91,942: 7,758 9,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 598: -1,938 0 898 1,638 57 598 955: 0 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 6.6 3.1 88.6 81.0 92.4 90.7: 7.6 9.3
Old : 100.0: 0.6 6.6 3.1 88.6 81.0 92.4 90.7: 7.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 3 26 24 29 28:
Old : 31: 2 2 3 26 24 29 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 : 46.8 55.6 63.5 72.5 43.4 48.9 57.6 62.8
Old : 46.8 55.6 63.5 72.5 43.4 48.9 57.6 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,900: 2,397 12,852 4,159 46,770 36,311 53,326 53,322: 7,574 7,578
Old : 60,900: 2,397 12,852 4,159 46,770 36,311 53,326 53,322: 7,574 7,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 646: 0 490 589 -54 -116 535 963: 111 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 21.1 6.8 76.8 59.6 87.6 87.6: 12.4 12.4
Old : 100.0: 3.9 21.1 6.8 76.8 59.6 87.6 87.6: 12.4 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 : 38: 1 4 3 28 22 31 27:
Old : 38: 1 4 3 28 22 31 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 : 33.5 39.7 54.8 57.1 33.5 29.9 51.4 44.6
Old : 33.5 39.7 54.8 57.1 33.5 29.9 51.4 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 94,825: 4,054 2,266 792 82,549 84,058 87,395 87,116: 7,430 7,709
Old : 94,825: 4,054 2,266 792 82,549 84,058 87,395 87,116: 7,430 7,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 1,420: 960 302 -360 -874 748 -274 690: 1,694 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.4 0.8 87.1 88.6 92.2 91.9: 7.8 8.1
Old : 100.0: 4.3 2.4 0.8 87.1 88.6 92.2 91.9: 7.8 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 : 39: 3 1 4 31 29 35 33:
Old : 39: 3 1 4 31 29 35 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 : 45.4 38.0 60.9 54.5 35.6 32.8 47.2 45.6
Old : 45.4 38.0 60.9 54.5 35.6 32.8 47.2 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,767: 1,922 3,161 248 70,631 67,172 72,801 70,581: 10,966 13,186
Old : 83,767: 1,922 3,161 248 70,631 67,172 72,801 70,581: 10,966 13,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 0: 0 -180 0 0 180 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.8 0.3 84.3 80.2 86.9 84.3: 13.1 15.7
Old : 100.0: 2.3 3.8 0.3 84.3 80.2 86.9 84.3: 13.1 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 2 20 24 24 26:
Old : 32: 2 2 2 20 24 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 43.7 64.2 60.2 36.3 40.5 51.1 53.5
Old : 44.0 43.7 64.2 60.2 36.3 40.5 51.1 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,864: 3,169 6,380 4,234 31,864 29,110 39,267 39,724: 4,597 4,140
Old : 43,864: 3,169 6,380 4,234 31,864 29,110 39,267 39,724: 4,597 4,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 14.5 9.7 72.6 66.4 89.5 90.6: 10.5 9.4
Old : 100.0: 7.2 14.5 9.7 72.6 66.4 89.5 90.6: 10.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 4 13 10 17 14:
Old : 20: 2 2 4 13 10 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 67.4 75.4 84.0 46.4 57.3 59.0 63.0
Old : 55.7 67.4 75.4 84.0 46.4 57.3 59.0 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,355: 16,912 503 5,286 45,929 62,472 68,127 68,261: 9,228 9,094
Old : 77,355: 16,912 503 5,286 45,929 62,472 68,127 68,261: 9,228 9,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 3,007: 838 -368 728 -47 2,285 1,519 2,645: 1,488 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 0.7 6.8 59.4 80.8 88.1 88.2: 11.9 11.8
Old : 100.0: 21.9 0.7 6.8 59.4 80.8 88.1 88.2: 11.9 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 : 32: 4 1 3 23 25 28 28:
Old : 32: 4 1 3 23 25 28 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 : 58.4 43.7 72.0 63.0 51.8 39.5 62.4 54.4
Old : 58.4 43.7 72.0 63.0 51.8 39.5 62.4 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 95,479: 3,655 7,995 3,843 80,298 78,251 87,796 90,089: 7,683 5,390
Old : 95,479: 3,655 7,995 3,843 80,298 78,251 87,796 90,089: 7,683 5,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 622: -1,100 -62 788 1,056 -852 744 -126: -122 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 8.4 4.0 84.1 82.0 92.0 94.4: 8.0 5.6
Old : 100.0: 3.8 8.4 4.0 84.1 82.0 92.0 94.4: 8.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 4 3 31 37 34 42:
Old : 47: 1 4 3 31 37 34 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 : 38.3 25.1 61.3 42.8 37.3 23.1 54.8 38.5
Old : 38.3 25.1 61.3 42.8 37.3 23.1 54.8 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 107,608: 9,176 488 5,733 86,537 85,733 101,446 91,954: 6,162 15,654
Old : 107,608: 9,176 488 5,733 86,537 85,733 101,446 91,954: 6,162 15,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 72: -801 0 538 295 -534 32 4: 40 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.5 5.3 80.4 79.7 94.3 85.5: 5.7 14.5
Old : 100.0: 8.5 0.5 5.3 80.4 79.7 94.3 85.5: 5.7 14.5
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 : 34: 2 1 3 23 27 26 30:
Old : 34: 2 1 3 23 27 26 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 : 44.9 35.8 72.6 52.5 41.4 33.3 60.6 45.1
Old : 44.9 35.8 72.6 52.5 41.4 33.3 60.6 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,815: 2,363 6,048 2,279 35,188 28,869 39,830 37,196: 4,985 7,619
Old : 44,815: 2,363 6,048 2,279 35,188 28,869 39,830 37,196: 4,985 7,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 190: 178 434 -97 16 120 97 457: 93 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 13.5 5.1 78.5 64.4 88.9 83.0: 11.1 17.0
Old : 100.0: 5.3 13.5 5.1 78.5 64.4 88.9 83.0: 11.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 4 18 19 22 23:
Old : 28: 2 2 4 18 19 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 : 47.1 42.9 64.6 66.2 33.7 33.4 43.7 41.9
Old : 47.1 42.9 64.6 66.2 33.7 33.4 43.7 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 93,651: 1,719 6,485 20,835 66,361 64,467 88,915 91,787: 4,736 1,864
Old : 93,651: 1,719 6,485 20,835 66,361 64,467 88,915 91,787: 4,736 1,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 1,828: -118 -1,530 616 1,749 4,026 2,247 3,112: -419 -1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.9 22.2 70.9 68.8 94.9 98.0: 5.1 2.0
Old : 100.0: 1.8 6.9 22.2 70.9 68.8 94.9 98.0: 5.1 2.0
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 : 30: 2 2 3 18 22 22 25:
Old : 30: 2 2 3 18 22 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 51.6 82.1 72.3 40.0 30.2 52.1 45.0
Old : 63.6 51.6 82.1 72.3 40.0 30.2 52.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,194: 1,052 0 1,697 41,477 44,003 44,226 45,700: 9,968 8,494
Old : 54,194: 1,052 0 1,697 41,477 44,003 44,226 45,700: 9,968 8,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 3.1 76.5 81.2 81.6 84.3: 18.4 15.7
Old : 100.0: 1.9 0.0 3.1 76.5 81.2 81.6 84.3: 18.4 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 2 22 23 25 25:
Old : 29: 3 0 2 22 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 40.8 62.4 61.3 43.2 39.4 60.1 56.2
Old : 44.0 40.8 62.4 61.3 43.2 39.4 60.1 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,794: 3,545 4,305 6,597 74,902 75,969 85,044 86,871: 6,750 4,923
Old : 91,794: 3,545 4,305 6,597 74,902 75,969 85,044 86,871: 6,750 4,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 2,528: -1,651 -945 1,540 2,845 1,961 2,734 2,556: -206 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.7 7.2 81.6 82.8 92.6 94.6: 7.4 5.4
Old : 100.0: 3.9 4.7 7.2 81.6 82.8 92.6 94.6: 7.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 4 4 33 35 39 40:
Old : 50: 3 4 4 33 35 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 24.8 57.5 42.8 36.2 21.5 49.2 35.2
Old : 40.6 24.8 57.5 42.8 36.2 21.5 49.2 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,744: 0 1,270 0 40,843 41,610 40,843 42,880: 6,901 4,864
Old : 47,744: 0 1,270 0 40,843 41,610 40,843 42,880: 6,901 4,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 0: 0 -2,509 0 0 2,118 0 -391: 0 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 85.5 87.2 85.5 89.8: 14.5 10.2
Old : 100.0: 0.0 2.7 0.0 85.5 87.2 85.5 89.8: 14.5 10.2
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: 0 1 0 18 15 18 16:
Old : 22: 0 1 0 18 15 18 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 : 57.0 66.4 72.1 81.4 40.0 44.0 46.0 52.6
Old : 57.0 66.4 72.1 81.4 40.0 44.0 46.0 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 110,280: 8,282 19,585 15,348 71,773 66,672 95,403 101,605: 14,877 8,675
Old : 110,280: 8,282 19,585 15,348 71,773 66,672 95,403 101,605: 14,877 8,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 3,793: 1,888 103 -1,579 3,126 7,407 3,435 5,931: 358 -2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 17.8 13.9 65.1 60.5 86.5 92.1: 13.5 7.9
Old : 100.0: 7.5 17.8 13.9 65.1 60.5 86.5 92.1: 13.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 6 6 34 31 40 38:
Old : 42: 1 6 6 34 31 40 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 : 29.4 31.1 46.1 46.3 19.6 20.1 28.9 29.5
Old : 29.4 31.1 46.1 46.3 19.6 20.1 28.9 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 119,531: 14,604 0 11,055 87,218 96,274 112,877 107,329: 6,654 12,202
Old : 119,531: 14,604 0 11,055 87,218 96,274 112,877 107,329: 6,654 12,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 2,933: 2,593 0 31 309 2,902 2,933 2,933: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.0 9.2 73.0 80.5 94.4 89.8: 5.6 10.2
Old : 100.0: 12.2 0.0 9.2 73.0 80.5 94.4 89.8: 5.6 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 0 4 24 22 30 26:
Old : 33: 6 0 4 24 22 30 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 : 60.9 55.0 74.2 68.2 54.6 50.5 64.1 59.5
Old : 60.9 55.0 74.2 68.2 54.6 50.5 64.1 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,222: 5,520 0 0 85,210 90,453 90,730 90,453: 492 769
Old : 91,222: 5,520 0 0 85,210 90,453 90,730 90,453: 492 769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 3,667: 0 0 0 3,667 3,667 3,667 3,667: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 93.4 99.2 99.5 99.2: 0.5 0.8
Old : 100.0: 6.1 0.0 0.0 93.4 99.2 99.5 99.2: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 13 14 14 14:
Old : 21: 1 0 0 13 14 14 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 : 77.7 84.1 93.7 92.4 74.6 82.8 87.4 89.6
Old : 77.7 84.1 93.7 92.4 74.6 82.8 87.4 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 239,562: 10,141 5,246 6,097 204,159 217,364 220,397 228,707: 19,165 10,855
Old : 239,562: 10,141 5,246 6,097 204,159 217,364 220,397 228,707: 19,165 10,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 1,681: 980 22 -628 -4,394 2,133 -4,042 1,527: 5,723 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.2 2.5 85.2 90.7 92.0 95.5: 8.0 4.5
Old : 100.0: 4.2 2.2 2.5 85.2 90.7 92.0 95.5: 8.0 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 : 55: 6 4 6 44 38 52 46:
Old : 55: 6 4 6 44 38 52 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 59.6 49.8 71.1 28.2 58.6 46.3 66.2
Old : 30.6 59.6 49.8 71.1 28.2 58.6 46.3 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 215,364: 5,235 18,464 11,811 187,014 178,728 204,060 209,003: 11,304 6,361
Old : 215,364: 5,235 18,464 11,811 187,014 178,728 204,060 209,003: 11,304 6,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 957: -2,296 50 462 1,783 445 -51 957: 1,008 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 8.6 5.5 86.8 83.0 94.8 97.0: 5.2 3.0
Old : 100.0: 2.4 8.6 5.5 86.8 83.0 94.8 97.0: 5.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 2 4 38 31 44 35:
Old : 46: 4 2 4 38 31 44 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 38.4 48.7 62.7 21.8 34.6 35.9 55.0
Old : 31.1 38.4 48.7 62.7 21.8 34.6 35.9 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 245,140: 7,268 5,103 19,983 203,733 204,641 230,984 229,727: 14,156 15,413
Old : 245,140: 7,268 5,103 19,983 203,733 204,641 230,984 229,727: 14,156 15,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 18,060: 3,360 1,622 17 13,836 15,263 17,213 16,902: 847 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.1 8.2 83.1 83.5 94.2 93.7: 5.8 6.3
Old : 100.0: 3.0 2.1 8.2 83.1 83.5 94.2 93.7: 5.8 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 : 62: 3 6 8 48 48 56 57:
Old : 62: 3 6 8 48 48 56 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 26.2 47.6 46.4 24.7 21.5 35.9 31.1
Old : 27.3 26.2 47.6 46.4 24.7 21.5 35.9 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,862: 2,348 798 1,857 30,733 30,945 34,938 33,600: 6,924 8,262
Old : 41,862: 2,348 798 1,857 30,733 30,945 34,938 33,600: 6,924 8,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -34: -517 0 242 90 -338 -185 -96: 151 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.9 4.4 73.4 73.9 83.5 80.3: 16.5 19.7
Old : 100.0: 5.6 1.9 4.4 73.4 73.9 83.5 80.3: 16.5 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 16 13 17 15:
Old : 20: 1 1 1 16 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 49.5 72.6 69.2 40.1 41.8 58.5 54.4
Old : 46.2 49.5 72.6 69.2 40.1 41.8 58.5 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 201,011: 18,621 4,761 22,641 152,983 165,967 194,245 193,369: 6,766 7,642
Old : 201,011: 18,621 4,761 22,641 152,983 165,967 194,245 193,369: 6,766 7,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 152: -1,557 -2,304 968 1,012 1,602 423 266: -271 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.4 11.3 76.1 82.6 96.6 96.2: 3.4 3.8
Old : 100.0: 9.3 2.4 11.3 76.1 82.6 96.6 96.2: 3.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 6 3 6 39 38 47 45:
Old : 51: 6 3 6 39 38 47 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 : 32.9 29.5 51.1 48.4 25.9 25.3 41.4 36.4
Old : 32.9 29.5 51.1 48.4 25.9 25.3 41.4 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,161: 957 3,623 1,354 40,116 37,157 42,427 42,134: 8,734 9,027
Old : 51,161: 957 3,623 1,354 40,116 37,157 42,427 42,134: 8,734 9,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 392: 248 -149 90 113 392 451 333: -59 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 7.1 2.6 78.4 72.6 82.9 82.4: 17.1 17.6
Old : 100.0: 1.9 7.1 2.6 78.4 72.6 82.9 82.4: 17.1 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 2 23 20 27 23:
Old : 29: 2 3 2 23 20 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 35.1 63.7 54.9 33.1 24.5 44.2 38.2
Old : 43.0 35.1 63.7 54.9 33.1 24.5 44.2 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,960,091: 1,529,758 458,946 1,159,416 1,243,140 2,325,362 3,932,314 3,943,724: 27,777 16,367
Old : 3,960,091: 1,529,758 458,946 1,159,416 1,243,140 2,325,362 3,932,314 3,943,724: 27,777 16,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 12,691: -12,424 -454 7,336 16,402 8,047 11,314 14,929: 1,377 -2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 11.6 29.3 31.4 58.7 99.3 99.6: 0.7 0.4
Old : 100.0: 38.6 11.6 29.3 31.4 58.7 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 28 22 48 105 99 158 148:
Old : 164: 28 22 48 105 99 158 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.1 55.3 46.4 34.3 23.0 36.5 31.4
Old : 45.2 33.1 55.3 46.4 34.3 23.0 36.5 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,252,753: 148,838 532,067 289,647 809,904 429,748 1,248,389 1,251,462: 4,364 1,291
Old : 1,252,753: 148,838 532,067 289,647 809,904 429,748 1,248,389 1,251,462: 4,364 1,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 54,116: 11,053 -1,571 39,067 5,053 18,166 55,173 55,662: -1,057 -1,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 42.5 23.1 64.6 34.3 99.7 99.9: 0.3 0.1
Old : 100.0: 11.9 42.5 23.1 64.6 34.3 99.7 99.9: 0.3 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 : 94: 22 25 39 43 43 84 88:
Old : 94: 22 25 39 43 43 84 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 43.0 54.2 56.6 23.4 33.1 36.5 40.1
Old : 32.3 43.0 54.2 56.6 23.4 33.1 36.5 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 29,836: 2,184 2,660 1,180 25,467 25,435 28,831 29,275: 1,005 561
Old : 29,836: 2,184 2,660 1,180 25,467 25,435 28,831 29,275: 1,005 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 124: 120 0 -4 -154 256 -38 252: 162 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.9 4.0 85.4 85.2 96.6 98.1: 3.4 1.9
Old : 100.0: 7.3 8.9 4.0 85.4 85.2 96.6 98.1: 3.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 2 4 25 28 31 33:
Old : 37: 5 2 4 25 28 31 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 : 47.2 41.4 67.0 64.4 35.5 38.0 47.3 50.9
Old : 47.2 41.4 67.0 64.4 35.5 38.0 47.3 50.9
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 14,454: 3,018 52 457 10,318 13,153 13,793 13,662: 661 792
Old : 14,454: 3,018 52 457 10,318 13,153 13,793 13,662: 661 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 200: 0 0 0 171 200 171 200: 29 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 0.4 3.2 71.4 91.0 95.4 94.5: 4.6 5.5
Old : 100.0: 20.9 0.4 3.2 71.4 91.0 95.4 94.5: 4.6 5.5
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 : 25: 2 1 3 15 20 18 23:
Old : 25: 2 1 3 15 20 18 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 : 62.7 73.7 81.9 84.3 46.4 50.9 59.9 57.8
Old : 62.7 73.7 81.9 84.3 46.4 50.9 59.9 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 35,571: 0 616 2,324 31,310 31,092 33,634 34,032: 1,937 1,539
Old : 35,571: 0 616 2,324 31,310 31,092 33,634 34,032: 1,937 1,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 5,832: 0 0 960 4,752 4,752 5,712 5,712: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 6.5 88.0 87.4 94.6 95.7: 5.4 4.3
Old : 100.0: 0.0 1.7 6.5 88.0 87.4 94.6 95.7: 5.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 3 21 17 24 20:
Old : 26: 0 3 3 21 17 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 51.9 71.2 78.0 17.9 22.9 29.0 30.7
Old : 48.4 51.9 71.2 78.0 17.9 22.9 29.0 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,274: 0 340 240 28,582 27,164 28,822 27,744: 452 1,530
Old : 29,274: 0 340 240 28,582 27,164 28,822 27,744: 452 1,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 254: 0 0 0 254 254 254 254: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.8 97.6 92.8 98.5 94.8: 1.5 5.2
Old : 100.0: 0.0 1.2 0.8 97.6 92.8 98.5 94.8: 1.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 23 19 24 20:
Old : 26: 0 1 1 23 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 68.4 75.6 80.0 54.2 65.2 69.9 71.4
Old : 55.4 68.4 75.6 80.0 54.2 65.2 69.9 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 9,868: 120 40 0 9,652 9,004 9,772 9,044: 96 824
Old : 9,868: 120 40 0 9,652 9,004 9,772 9,044: 96 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 12: 0 0 0 12 12 12 12: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.4 0.0 97.8 91.2 99.0 91.6: 1.0 8.4
Old : 100.0: 1.2 0.4 0.0 97.8 91.2 99.0 91.6: 1.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 18 16 19 17:
Old : 26: 1 1 0 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 39.1 76.9 70.1 45.2 35.2 61.9 56.9
Old : 48.3 39.1 76.9 70.1 45.2 35.2 61.9 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,241,629: 202,219 182,840 361,813 618,286 638,509 1,182,318 1,183,162: 59,311 58,467
Old : 1,241,629: 202,219 182,840 361,813 618,286 638,509 1,182,318 1,183,162: 59,311 58,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 10,179: 3,891 -9,152 18,348 2,136 24,881 24,375 34,077: -14,196 -23,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 14.7 29.1 49.8 51.4 95.2 95.3: 4.8 4.7
Old : 100.0: 16.3 14.7 29.1 49.8 51.4 95.2 95.3: 4.8 4.7
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 : 299: 94 102 129 77 93 248 255:
Old : 299: 94 102 129 77 93 248 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.2 38.7 31.5 14.7 8.3 19.2 12.4
Old : 30.6 21.2 38.7 31.5 14.7 8.3 19.2 12.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 133,863: 19,803 13,246 8,904 64,302 58,086 93,009 80,236: 40,854 53,627
Old : 133,863: 19,803 13,246 8,904 64,302 58,086 93,009 80,236: 40,854 53,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 3,744: 105 -696 528 2,290 8,331 2,923 8,163: 821 -4,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 9.9 6.7 48.0 43.4 69.5 59.9: 30.5 40.1
Old : 100.0: 14.8 9.9 6.7 48.0 43.4 69.5 59.9: 30.5 40.1
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 : 24: 3 4 7 16 16 23 23:
Old : 24: 3 4 7 16 16 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 22.4 57.4 39.0 33.6 21.5 43.2 33.1
Old : 40.6 22.4 57.4 39.0 33.6 21.5 43.2 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,866: 300 875 525 24,376 23,816 25,201 25,216: 665 650
Old : 25,866: 300 875 525 24,376 23,816 25,201 25,216: 665 650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 1,865: -850 375 300 3,715 2,440 3,165 3,115: -1,300 -1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.4 2.0 94.2 92.1 97.4 97.5: 2.6 2.5
Old : 100.0: 1.2 3.4 2.0 94.2 92.1 97.4 97.5: 2.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 4 2 36 33 39 38:
Old : 47: 1 4 2 36 33 39 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 : 38.6 38.5 60.8 62.6 22.9 23.1 27.8 28.5
Old : 38.6 38.5 60.8 62.6 22.9 23.1 27.8 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 198,989: 19,598 30,408 46,510 123,256 115,499 189,364 192,417: 9,625 6,572
Old : 198,989: 19,598 30,408 46,510 123,256 115,499 189,364 192,417: 9,625 6,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 388: 1,723 -383 -135 681 2,737 2,269 2,219: -1,881 -1,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 15.3 23.4 61.9 58.0 95.2 96.7: 4.8 3.3
Old : 100.0: 9.8 15.3 23.4 61.9 58.0 95.2 96.7: 4.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 13 17 27 23 22 51 51:
Old : 53: 13 17 27 23 22 51 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.3 55.0 54.0 18.8 14.2 24.2 19.8
Old : 38.8 34.3 55.0 54.0 18.8 14.2 24.2 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 31,691: 5,311 8,547 3,537 20,307 17,572 29,155 29,656: 2,536 2,035
Old : 31,691: 5,311 8,547 3,537 20,307 17,572 29,155 29,656: 2,536 2,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -1,601: 2,230 -194 -806 -2,731 -351 -1,307 -1,351: -294 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 27.0 11.2 64.1 55.4 92.0 93.6: 8.0 6.4
Old : 100.0: 16.8 27.0 11.2 64.1 55.4 92.0 93.6: 8.0 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 : 22: 5 3 4 12 13 18 19:
Old : 22: 5 3 4 12 13 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 48.7 75.9 72.7 47.7 37.8 57.3 52.4
Old : 59.2 48.7 75.9 72.7 47.7 37.8 57.3 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,059: 50 500 0 8,009 7,559 8,059 8,059: 0 0
Old : 8,059: 50 500 0 8,009 7,559 8,059 8,059: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 48: 0 0 0 48 48 48 48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 6.2 0.0 99.4 93.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 6.2 0.0 99.4 93.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 0 19 20 20 22:
Old : 28: 1 2 0 19 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 39.6 70.2 62.9 31.1 29.7 46.3 44.6
Old : 48.6 39.6 70.2 62.9 31.1 29.7 46.3 44.6
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,577: 9,563 4,386 66 3,109 9,018 12,738 13,470: 1,839 1,107
Old : 14,577: 9,563 4,386 66 3,109 9,018 12,738 13,470: 1,839 1,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 1,307: 2,080 -22 56 -594 1,267 1,542 1,301: -235 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 30.1 0.5 21.3 61.9 87.4 92.4: 12.6 7.6
Old : 100.0: 65.6 30.1 0.5 21.3 61.9 87.4 92.4: 12.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 43 31 3 21 24 67 56:
Old : 117: 43 31 3 21 24 67 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 38.9 51.3 55.5 34.6 38.8 51.0 55.5
Old : 34.8 38.9 51.3 55.5 34.6 38.8 51.0 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 13,405: 6,798 3,257 127 4,011 8,375 10,936 11,759: 2,469 1,646
Old : 13,405: 6,798 3,257 127 4,011 8,375 10,936 11,759: 2,469 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 263: 189 17 101 -245 324 45 442: 218 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 24.3 0.9 29.9 62.5 81.6 87.7: 18.4 12.3
Old : 100.0: 50.7 24.3 0.9 29.9 62.5 81.6 87.7: 18.4 12.3
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 : 59: 22 10 3 11 20 34 32:
Old : 59: 22 10 3 11 20 34 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 : 37.0 38.0 53.5 61.5 37.0 38.0 53.4 61.5
Old : 37.0 38.0 53.5 61.5 37.0 38.0 53.4 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 200,068: 51,654 14,004 24,763 108,612 151,557 185,029 190,324: 15,039 9,744
Old : 200,068: 51,654 14,004 24,763 108,612 151,557 185,029 190,324: 15,039 9,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -585: -3,624 -829 12,885 -7,610 -10,321 1,651 1,735: -2,236 -2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 7.0 12.4 54.3 75.8 92.5 95.1: 7.5 4.9
Old : 100.0: 25.8 7.0 12.4 54.3 75.8 92.5 95.1: 7.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 56 13 40 73 78 140 123:
Old : 158: 56 13 40 73 78 140 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 31.7 36.6 43.9 8.5 13.3 14.3 21.6
Old : 26.1 31.7 36.6 43.9 8.5 13.3 14.3 21.6
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,700: 250 100 100 4,150 4,250 4,500 4,450: 200 250
Old : 4,700: 250 100 100 4,150 4,250 4,500 4,450: 200 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 100: 0 0 100 -25 0 75 100: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.1 2.1 88.3 90.4 95.7 94.7: 4.3 5.3
Old : 100.0: 5.3 2.1 2.1 88.3 90.4 95.7 94.7: 4.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 23 22 25 24:
Old : 30: 2 1 1 23 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 35.1 55.3 56.4 26.6 27.7 35.7 36.7
Old : 35.1 35.1 55.3 56.4 26.6 27.7 35.7 36.7
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 13,691: 1,399 0 864 11,029 12,437 13,292 13,301: 399 390
Old : 13,691: 1,399 0 864 11,029 12,437 13,292 13,301: 399 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 145: -50 0 0 103 -5 53 -5: 92 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 6.3 80.6 90.8 97.1 97.2: 2.9 2.8
Old : 100.0: 10.2 0.0 6.3 80.6 90.8 97.1 97.2: 2.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 0 2 29 28 31 30:
Old : 43: 2 0 2 29 28 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 44.4 74.1 65.0 49.4 43.6 59.0 56.5
Old : 54.8 44.4 74.1 65.0 49.4 43.6 59.0 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 2,504: 0 500 130 1,986 1,654 2,116 2,284: 388 220
Old : 2,504: 0 500 130 1,986 1,654 2,116 2,284: 388 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 171: 0 -170 130 29 171 159 131: 12 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.0 5.2 79.3 66.1 84.5 91.2: 15.5 8.8
Old : 100.0: 0.0 20.0 5.2 79.3 66.1 84.5 91.2: 15.5 8.8
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 : 20: 0 1 1 12 14 13 15:
Old : 20: 0 1 1 12 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 63.9 69.1 80.2 24.9 36.7 40.0 46.6
Old : 44.6 63.9 69.1 80.2 24.9 36.7 40.0 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,275: 275 0 0 2,850 3,200 3,125 3,200: 150 75
Old : 3,275: 275 0 0 2,850 3,200 3,125 3,200: 150 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 115: 225 -125 -75 -185 290 -35 90: 150 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 0.0 87.0 97.7 95.4 97.7: 4.6 2.3
Old : 100.0: 8.4 0.0 0.0 87.0 97.7 95.4 97.7: 4.6 2.3
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 : 34: 2 0 0 19 22 21 22:
Old : 34: 2 0 0 19 22 21 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 : 42.7 42.0 64.1 62.6 38.9 42.0 55.7 60.5
Old : 42.7 42.0 64.1 62.6 38.9 42.0 55.7 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,176: 444 32 64 2,693 3,798 3,201 3,894: 975 282
Old : 4,176: 444 32 64 2,693 3,798 3,201 3,894: 975 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 471: -32 32 64 112 336 144 432: 327 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.8 1.5 64.5 90.9 76.7 93.2: 23.3 6.8
Old : 100.0: 10.6 0.8 1.5 64.5 90.9 76.7 93.2: 23.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 15 15 17 16:
Old : 24: 1 1 1 15 15 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 : 44.9 55.6 60.9 76.1 39.8 52.2 53.5 67.6
Old : 44.9 55.6 60.9 76.1 39.8 52.2 53.5 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,314: 1,656 4,442 1,925 11,834 8,706 15,415 15,073: 1,899 2,241
Old : 17,314: 1,656 4,442 1,925 11,834 8,706 15,415 15,073: 1,899 2,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 2,095: 0 2,152 537 1,474 -813 2,011 1,876: 84 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 25.7 11.1 68.3 50.3 89.0 87.1: 11.0 12.9
Old : 100.0: 9.6 25.7 11.1 68.3 50.3 89.0 87.1: 11.0 12.9
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 : 37: 5 4 6 24 26 32 33:
Old : 37: 5 4 6 24 26 32 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 : 33.3 41.3 55.7 54.2 29.2 35.8 44.4 43.5
Old : 33.3 41.3 55.7 54.2 29.2 35.8 44.4 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2008