GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, September 23, 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 : 9,172: 0 0 0 9,046 9,057 9,046 9,057: 126 115
Old : 9,172: 0 0 0 9,046 9,057 9,046 9,057: 126 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,048: 0 0 0 978 978 978 978: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.6 98.7 98.6 98.7: 1.4 1.3
Old : 100.0: 0.0 0.0 0.0 98.6 98.7 98.6 98.7: 1.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 0 0 28 31 28 31:
Old : 38: 0 0 0 28 31 28 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 : 52.9 40.1 71.9 58.6 38.2 36.1 48.1 46.8
Old : 52.9 40.1 71.9 58.6 38.2 36.1 48.1 46.8
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 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,037: 0 235 630 9,387 9,172 10,017 10,037: 20 0
Old : 10,037: 0 235 630 9,387 9,172 10,017 10,037: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,843: 0 0 0 1,843 1,843 1,843 1,843: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 6.3 93.5 91.4 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 2.3 6.3 93.5 91.4 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 : 41: 0 2 2 29 30 31 33:
Old : 41: 0 2 2 29 30 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 : 44.5 38.8 68.6 64.9 28.0 28.9 36.3 35.6
Old : 44.5 38.8 68.6 64.9 28.0 28.9 36.3 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,907: 360 939 121 5,927 5,245 6,408 6,305: 499 602
Old : 6,907: 360 939 121 5,927 5,245 6,408 6,305: 499 602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 13.6 1.8 85.8 75.9 92.8 91.3: 7.2 8.7
Old : 100.0: 5.2 13.6 1.8 85.8 75.9 92.8 91.3: 7.2 8.7
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 : 21: 1 2 2 17 16 19 19:
Old : 21: 1 2 2 17 16 19 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 : 59.0 79.3 80.2 85.1 57.1 75.5 76.3 77.9
Old : 59.0 79.3 80.2 85.1 57.1 75.5 76.3 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 5,085: 69 547 92 3,782 3,709 3,943 4,348: 1,142 737
Old : 5,085: 69 547 92 3,782 3,709 3,943 4,348: 1,142 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 614: -2 -18 -30 484 612 452 564: 162 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 10.8 1.8 74.4 72.9 77.5 85.5: 22.5 14.5
Old : 100.0: 1.4 10.8 1.8 74.4 72.9 77.5 85.5: 22.5 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 : 32: 1 3 3 24 27 27 31:
Old : 32: 1 3 3 24 27 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 31.1 50.2 50.2 19.8 23.8 29.2 31.8
Old : 33.5 31.1 50.2 50.2 19.8 23.8 29.2 31.8
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 23, 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 : 4,350: 50 10 70 3,712 3,578 3,832 3,658: 518 692
Old : 4,350: 50 10 70 3,712 3,578 3,832 3,658: 518 692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 724: 50 0 0 823 790 873 790: -149 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.2 1.6 85.3 82.3 88.1 84.1: 11.9 15.9
Old : 100.0: 1.1 0.2 1.6 85.3 82.3 88.1 84.1: 11.9 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 1 2 36 41 39 43:
Old : 45: 1 1 2 36 41 39 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 21.5 41.7 39.0 19.5 18.4 28.7 28.0
Old : 25.8 21.5 41.7 39.0 19.5 18.4 28.7 28.0
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 23, 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 : 213,925: 25,160 13,608 35,676 121,973 139,882 182,809 189,166: 31,116 24,759
Old : 213,925: 25,160 13,608 35,676 121,973 139,882 182,809 189,166: 31,116 24,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -3,413: -5,523 -2,784 743 1,937 -399 -2,843 -2,440: -570 -973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 6.4 16.7 57.0 65.4 85.5 88.4: 14.5 11.6
Old : 100.0: 11.8 6.4 16.7 57.0 65.4 85.5 88.4: 14.5 11.6
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 : 123: 28 22 39 60 62 111 107:
Old : 123: 28 22 39 60 62 111 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 26.8 34.6 37.9 10.5 15.0 17.0 20.1
Old : 24.9 26.8 34.6 37.9 10.5 15.0 17.0 20.1
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 23, 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 : 9,488: 355 1,263 0 8,533 7,450 8,888 8,713: 600 775
Old : 9,488: 355 1,263 0 8,533 7,450 8,888 8,713: 600 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 288: 0 -125 -50 63 13 13 -162: 275 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 13.3 0.0 89.9 78.5 93.7 91.8: 6.3 8.2
Old : 100.0: 3.7 13.3 0.0 89.9 78.5 93.7 91.8: 6.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 4 0 28 28 30 32:
Old : 42: 2 4 0 28 28 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 36.0 63.3 54.4 41.9 33.8 53.4 47.0
Old : 47.0 36.0 63.3 54.4 41.9 33.8 53.4 47.0
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 23, 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 : 4,517: 592 222 0 3,525 4,270 4,117 4,492: 400 25
Old : 4,517: 592 222 0 3,525 4,270 4,117 4,492: 400 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 170: 0 0 0 5 175 5 175: 165 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.9 0.0 78.0 94.5 91.1 99.4: 8.9 0.6
Old : 100.0: 13.1 4.9 0.0 78.0 94.5 91.1 99.4: 8.9 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 : 29: 2 2 0 13 17 15 19:
Old : 29: 2 2 0 13 17 15 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 : 55.9 51.3 77.3 68.0 55.9 46.9 74.0 63.6
Old : 55.9 51.3 77.3 68.0 55.9 46.9 74.0 63.6
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 23, 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 : 910,379: 220,973 393,752 279,847 335,557 203,318 836,377 876,917: 74,002 33,462
Old : 910,379: 220,973 393,752 279,847 335,557 203,318 836,377 876,917: 74,002 33,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -18,383: 7,298 9,026 -27,410 5,323 3,467 -14,789 -14,917: -3,594 -3,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 43.3 30.7 36.9 22.3 91.9 96.3: 8.1 3.7
Old : 100.0: 24.3 43.3 30.7 36.9 22.3 91.9 96.3: 8.1 3.7
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 : 221: 80 47 85 80 65 200 168:
Old : 221: 80 47 85 80 65 200 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 48.1 39.9 58.5 16.5 37.1 21.9 39.2
Old : 28.1 48.1 39.9 58.5 16.5 37.1 21.9 39.2
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 23, 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 : 97,364: 0 9,175 2,312 81,352 70,470 83,664 81,957: 13,700 15,407
Old : 97,364: 0 9,175 2,312 81,352 70,470 83,664 81,957: 13,700 15,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -4,049: -632 2,511 -855 -8,504 -11,641 -9,991 -9,985: 5,942 5,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.4 2.4 83.6 72.4 85.9 84.2: 14.1 15.8
Old : 100.0: 0.0 9.4 2.4 83.6 72.4 85.9 84.2: 14.1 15.8
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 : 29: 0 4 3 24 24 27 28:
Old : 29: 0 4 3 24 24 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 45.8 62.5 63.2 42.3 38.8 55.3 53.6
Old : 46.9 45.8 62.5 63.2 42.3 38.8 55.3 53.6
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 23, 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 : 60,485: 2,397 11,562 5,293 45,462 37,208 53,152 54,063: 7,333 6,422
Old : 60,485: 2,397 11,562 5,293 45,462 37,208 53,152 54,063: 7,333 6,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -415: 0 -1,290 1,134 -1,308 897 -174 741: -241 -1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 19.1 8.8 75.2 61.5 87.9 89.4: 12.1 10.6
Old : 100.0: 4.0 19.1 8.8 75.2 61.5 87.9 89.4: 12.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 4 4 27 21 31 26:
Old : 37: 1 4 4 27 21 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 42.6 56.6 59.1 32.5 28.0 51.1 42.1
Old : 33.4 42.6 56.6 59.1 32.5 28.0 51.1 42.1
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 23, 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 : 95,099: 4,054 2,266 792 83,735 85,364 88,581 88,422: 6,518 6,677
Old : 95,099: 4,054 2,266 792 83,735 85,364 88,581 88,422: 6,518 6,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 274: 0 0 0 1,186 1,306 1,186 1,306: -912 -1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.4 0.8 88.1 89.8 93.1 93.0: 6.9 7.0
Old : 100.0: 4.3 2.4 0.8 88.1 89.8 93.1 93.0: 6.9 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 1 4 30 30 34 34:
Old : 39: 3 1 4 30 30 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 38.6 61.7 54.6 33.7 33.4 47.1 46.0
Old : 44.9 38.6 61.7 54.6 33.7 33.4 47.1 46.0
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 23, 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 : 85,341: 1,922 2,947 462 72,776 71,415 75,160 74,824: 10,181 10,517
Old : 85,341: 1,922 2,947 462 72,776 71,415 75,160 74,824: 10,181 10,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,574: 0 -214 214 2,145 4,243 2,359 4,243: -785 -2,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.5 0.5 85.3 83.7 88.1 87.7: 11.9 12.3
Old : 100.0: 2.3 3.5 0.5 85.3 83.7 88.1 87.7: 11.9 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 : 32: 2 2 2 21 24 25 26:
Old : 32: 2 2 2 21 24 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 43.7 64.5 60.7 31.6 39.8 48.4 52.1
Old : 41.3 43.7 64.5 60.7 31.6 39.8 48.4 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, September 23, 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 : 45,248: 3,006 5,945 5,205 33,226 29,593 41,437 40,743: 3,811 4,505
Old : 45,248: 3,006 5,945 5,205 33,226 29,593 41,437 40,743: 3,811 4,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,384: -163 -435 971 1,362 483 2,170 1,019: -786 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 13.1 11.5 73.4 65.4 91.6 90.0: 8.4 10.0
Old : 100.0: 6.6 13.1 11.5 73.4 65.4 91.6 90.0: 8.4 10.0
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 : 21: 3 1 4 13 11 17 15:
Old : 21: 3 1 4 13 11 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 65.3 76.8 81.7 47.7 54.8 58.3 60.6
Old : 57.1 65.3 76.8 81.7 47.7 54.8 58.3 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,338: 13,586 503 5,931 45,686 61,249 65,203 67,683: 9,135 6,655
Old : 74,338: 13,586 503 5,931 45,686 61,249 65,203 67,683: 9,135 6,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -3,017: -3,326 0 645 -243 -1,223 -2,924 -578: -93 -2,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 0.7 8.0 61.5 82.4 87.7 91.0: 12.3 9.0
Old : 100.0: 18.3 0.7 8.0 61.5 82.4 87.7 91.0: 12.3 9.0
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 : 32: 4 1 3 22 25 27 28:
Old : 32: 4 1 3 22 25 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 48.6 72.8 66.2 53.5 44.7 62.1 57.7
Old : 58.6 48.6 72.8 66.2 53.5 44.7 62.1 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, September 23, 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 : 94,437: 4,583 8,092 3,316 80,810 77,854 88,709 89,262: 5,728 5,175
Old : 94,437: 4,583 8,092 3,316 80,810 77,854 88,709 89,262: 5,728 5,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -1,042: 928 97 -527 512 -397 913 -827: -1,955 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.6 3.5 85.6 82.4 93.9 94.5: 6.1 5.5
Old : 100.0: 4.9 8.6 3.5 85.6 82.4 93.9 94.5: 6.1 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 : 48: 1 4 3 31 38 34 43:
Old : 48: 1 4 3 31 38 34 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 24.9 61.6 42.0 36.4 23.0 54.5 38.5
Old : 37.5 24.9 61.6 42.0 36.4 23.0 54.5 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 23, 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 : 106,511: 11,807 488 5,670 81,465 83,272 98,942 89,430: 7,569 17,081
Old : 106,511: 11,807 488 5,670 81,465 83,272 98,942 89,430: 7,569 17,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -1,097: 2,631 0 -63 -5,072 -2,461 -2,504 -2,524: 1,407 1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.5 5.3 76.5 78.2 92.9 84.0: 7.1 16.0
Old : 100.0: 11.1 0.5 5.3 76.5 78.2 92.9 84.0: 7.1 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 3 22 27 25 30:
Old : 33: 2 1 3 22 27 25 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 36.3 73.0 53.1 43.2 33.8 60.5 45.8
Old : 48.6 36.3 73.0 53.1 43.2 33.8 60.5 45.8
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 23, 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 : 44,964: 2,363 5,126 2,516 35,147 30,036 40,026 37,678: 4,938 7,286
Old : 44,964: 2,363 5,126 2,516 35,147 30,036 40,026 37,678: 4,938 7,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 149: 0 -922 237 -41 1,167 196 482: -47 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 11.4 5.6 78.2 66.8 89.0 83.8: 11.0 16.2
Old : 100.0: 5.3 11.4 5.6 78.2 66.8 89.0 83.8: 11.0 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 4 17 20 21 24:
Old : 28: 2 2 4 17 20 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 43.0 65.4 64.6 33.2 33.3 42.2 39.8
Old : 46.7 43.0 65.4 64.6 33.2 33.3 42.2 39.8
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 23, 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 : 95,959: 1,665 5,734 23,280 61,484 62,344 86,429 91,358: 9,530 4,601
Old : 95,959: 1,665 5,734 23,280 61,484 62,344 86,429 91,358: 9,530 4,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 2,308: -54 -751 2,445 -4,877 -2,123 -2,486 -429: 4,794 2,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.0 24.3 64.1 65.0 90.1 95.2: 9.9 4.8
Old : 100.0: 1.7 6.0 24.3 64.1 65.0 90.1 95.2: 9.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 3 17 19 21 22:
Old : 28: 1 3 3 17 19 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 : 64.3 53.1 78.2 73.2 37.5 27.8 46.4 41.1
Old : 64.3 53.1 78.2 73.2 37.5 27.8 46.4 41.1
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 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,233: 500 140 1,557 43,389 45,228 45,446 46,925: 9,787 8,308
Old : 55,233: 500 140 1,557 43,389 45,228 45,446 46,925: 9,787 8,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,039: -552 140 -140 1,912 1,225 1,220 1,225: -181 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.3 2.8 78.6 81.9 82.3 85.0: 17.7 15.0
Old : 100.0: 0.9 0.3 2.8 78.6 81.9 82.3 85.0: 17.7 15.0
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 1 2 25 23 28 25:
Old : 30: 2 1 2 25 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 39.6 61.8 59.7 43.9 36.4 59.0 52.9
Old : 44.7 39.6 61.8 59.7 43.9 36.4 59.0 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, September 23, 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 : 91,293: 2,124 4,480 7,469 76,204 74,089 85,797 86,038: 5,496 5,255
Old : 91,293: 2,124 4,480 7,469 76,204 74,089 85,797 86,038: 5,496 5,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -501: -1,421 175 872 1,302 -1,880 753 -833: -1,254 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.9 8.2 83.5 81.2 94.0 94.2: 6.0 5.8
Old : 100.0: 2.3 4.9 8.2 83.5 81.2 94.0 94.2: 6.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 2 5 4 32 34 38 39:
Old : 50: 2 5 4 32 34 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 25.4 59.6 44.2 37.5 21.3 52.0 34.6
Old : 41.6 25.4 59.6 44.2 37.5 21.3 52.0 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, September 23, 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 : 40,998: 0 3,652 257 30,361 30,165 30,618 34,074: 10,380 6,924
Old : 40,998: 0 3,652 257 30,361 30,165 30,618 34,074: 10,380 6,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 0.6 74.1 73.6 74.7 83.1: 25.3 16.9
Old : 100.0: 0.0 8.9 0.6 74.1 73.6 74.7 83.1: 25.3 16.9
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 : 20: 0 1 1 13 15 14 16:
Old : 20: 0 1 1 13 15 14 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 : 54.5 63.5 68.0 76.6 49.3 62.7 61.9 73.8
Old : 54.5 63.5 68.0 76.6 49.3 62.7 61.9 73.8
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 23, 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 41,447 41,610 41,447 42,880: 6,297 4,864
Old : 47,744: 0 1,270 0 41,447 41,610 41,447 42,880: 6,297 4,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 0: 0 0 0 604 0 604 0: -604 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 86.8 87.2 86.8 89.8: 13.2 10.2
Old : 100.0: 0.0 2.7 0.0 86.8 87.2 86.8 89.8: 13.2 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 47.1 52.6
Old : 57.0 66.4 72.1 81.4 40.0 44.0 47.1 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 23, 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 : 120,674: 7,420 23,316 21,055 76,668 66,811 105,143 111,182: 15,531 9,492
Old : 120,674: 7,420 23,316 21,055 76,668 66,811 105,143 111,182: 15,531 9,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 10,394: -862 3,731 5,707 4,895 139 9,740 9,577: 654 817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 19.3 17.4 63.5 55.4 87.1 92.1: 12.9 7.9
Old : 100.0: 6.1 19.3 17.4 63.5 55.4 87.1 92.1: 12.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 7 7 31 28 38 36:
Old : 40: 1 7 7 31 28 38 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 : 36.0 35.7 50.6 51.0 17.8 18.3 26.5 26.2
Old : 36.0 35.7 50.6 51.0 17.8 18.3 26.5 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 122,511: 16,482 0 10,254 89,375 99,052 116,111 109,306: 6,400 13,205
Old : 122,511: 16,482 0 10,254 89,375 99,052 116,111 109,306: 6,400 13,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 2,980: 1,878 0 -801 2,157 2,778 3,234 1,977: -254 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 8.4 73.0 80.9 94.8 89.2: 5.2 10.8
Old : 100.0: 13.5 0.0 8.4 73.0 80.9 94.8 89.2: 5.2 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 0 4 24 20 30 24:
Old : 32: 6 0 4 24 20 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 56.6 72.6 69.5 53.6 52.4 62.8 61.4
Old : 59.2 56.6 72.6 69.5 53.6 52.4 62.8 61.4
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 23, 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 : 93,110: 5,740 0 0 86,382 92,252 92,122 92,252: 988 858
Old : 93,110: 5,740 0 0 86,382 92,252 92,122 92,252: 988 858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,888: 220 0 0 1,172 1,799 1,392 1,799: 496 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 0.0 92.8 99.1 98.9 99.1: 1.1 0.9
Old : 100.0: 6.2 0.0 0.0 92.8 99.1 98.9 99.1: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 14 17 16 17:
Old : 26: 2 0 0 14 17 16 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 : 76.1 82.1 91.4 90.3 73.1 80.7 84.9 87.4
Old : 76.1 82.1 91.4 90.3 73.1 80.7 84.9 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 237,007: 10,750 13,787 5,827 203,085 205,819 219,662 225,433: 17,345 11,574
Old : 237,007: 10,750 13,787 5,827 203,085 205,819 219,662 225,433: 17,345 11,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -2,555: 609 8,541 -270 -1,074 -11,545 -735 -3,274: -1,820 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.8 2.5 85.7 86.8 92.7 95.1: 7.3 4.9
Old : 100.0: 4.5 5.8 2.5 85.7 86.8 92.7 95.1: 7.3 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 : 56: 7 4 6 44 36 52 45:
Old : 56: 7 4 6 44 36 52 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 : 29.5 60.1 49.1 71.9 27.2 58.9 45.0 67.3
Old : 29.5 60.1 49.1 71.9 27.2 58.9 45.0 67.3
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 23, 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 : 208,408: 4,702 20,335 11,093 180,182 171,736 195,977 203,164: 12,431 5,244
Old : 208,408: 4,702 20,335 11,093 180,182 171,736 195,977 203,164: 12,431 5,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -6,956: -533 1,871 -718 -6,832 -6,992 -8,083 -5,839: 1,127 -1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.8 5.3 86.5 82.4 94.0 97.5: 6.0 2.5
Old : 100.0: 2.3 9.8 5.3 86.5 82.4 94.0 97.5: 6.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 3 4 37 31 43 35:
Old : 46: 3 3 4 37 31 43 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 : 32.3 39.1 51.5 59.8 22.5 35.7 36.9 52.8
Old : 32.3 39.1 51.5 59.8 22.5 35.7 36.9 52.8
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 23, 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 : 252,023: 6,001 5,677 21,603 211,704 211,735 239,308 239,015: 12,715 13,008
Old : 252,023: 6,001 5,677 21,603 211,704 211,735 239,308 239,015: 12,715 13,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 6,883: -1,267 574 1,620 7,971 7,094 8,324 9,288: -1,441 -2,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.3 8.6 84.0 84.0 95.0 94.8: 5.0 5.2
Old : 100.0: 2.4 2.3 8.6 84.0 84.0 95.0 94.8: 5.0 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 : 62: 3 6 8 47 48 55 57:
Old : 62: 3 6 8 47 48 55 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 : 28.8 27.2 50.0 47.5 26.2 22.7 37.1 34.7
Old : 28.8 27.2 50.0 47.5 26.2 22.7 37.1 34.7
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 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 202,494: 21,982 6,980 22,207 148,774 162,930 192,963 192,117: 9,531 10,377
Old : 202,494: 21,982 6,980 22,207 148,774 162,930 192,963 192,117: 9,531 10,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,483: 3,361 2,219 -434 -4,209 -3,037 -1,282 -1,252: 2,765 2,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.4 11.0 73.5 80.5 95.3 94.9: 4.7 5.1
Old : 100.0: 10.9 3.4 11.0 73.5 80.5 95.3 94.9: 4.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 6 3 6 37 36 45 43:
Old : 49: 6 3 6 37 36 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 33.0 52.3 51.0 25.9 25.5 42.3 37.4
Old : 32.7 33.0 52.3 51.0 25.9 25.5 42.3 37.4
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 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,855: 957 3,623 1,354 40,204 36,851 42,515 41,828: 8,340 9,027
Old : 50,855: 957 3,623 1,354 40,204 36,851 42,515 41,828: 8,340 9,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -306: 0 0 0 88 -306 88 -306: -394 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 7.1 2.7 79.1 72.5 83.6 82.2: 16.4 17.8
Old : 100.0: 1.9 7.1 2.7 79.1 72.5 83.6 82.2: 16.4 17.8
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 : 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 : 43.4 35.3 64.0 53.9 33.9 23.5 44.2 37.4
Old : 43.4 35.3 64.0 53.9 33.9 23.5 44.2 37.4
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 23, 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 : 4,058,562: 1,613,541 532,238 1,152,724 1,268,930 2,359,492 4,035,195 4,044,454: 23,367 14,108
Old : 4,058,562: 1,613,541 532,238 1,152,724 1,268,930 2,359,492 4,035,195 4,044,454: 23,367 14,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 98,471: 83,783 73,292 -6,692 25,790 34,130 102,881 100,730: -4,410 -2,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 13.1 28.4 31.3 58.1 99.4 99.7: 0.6 0.3
Old : 100.0: 39.8 13.1 28.4 31.3 58.1 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 27 22 47 108 98 161 145:
Old : 166: 27 22 47 108 98 161 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 35.8 57.3 48.7 35.9 24.5 38.1 32.8
Old : 47.3 35.8 57.3 48.7 35.9 24.5 38.1 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, September 23, 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 : 1,239,893: 183,084 540,500 257,090 795,285 440,035 1,235,459 1,237,625: 4,434 2,268
Old : 1,239,893: 183,084 540,500 257,090 795,285 440,035 1,235,459 1,237,625: 4,434 2,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -12,860: 34,246 8,433 -32,557 -14,619 10,287 -12,930 -13,837: 70 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 43.6 20.7 64.1 35.5 99.6 99.8: 0.4 0.2
Old : 100.0: 14.8 43.6 20.7 64.1 35.5 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 22 24 39 44 43 85 87:
Old : 93: 22 24 39 44 43 85 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 40.5 54.2 54.3 24.1 31.5 37.4 41.3
Old : 33.0 40.5 54.2 54.3 24.1 31.5 37.4 41.3
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 23, 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 : 29,944: 2,164 2,360 1,198 25,847 26,041 29,209 29,599: 735 345
Old : 29,944: 2,164 2,360 1,198 25,847 26,041 29,209 29,599: 735 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 108: -20 -300 18 380 606 378 324: -270 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.9 4.0 86.3 87.0 97.5 98.8: 2.5 1.2
Old : 100.0: 7.2 7.9 4.0 86.3 87.0 97.5 98.8: 2.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 3 4 26 28 32 33:
Old : 37: 4 3 4 26 28 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 : 44.4 39.5 64.2 62.0 31.4 35.5 42.9 47.5
Old : 44.4 39.5 64.2 62.0 31.4 35.5 42.9 47.5
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 23, 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 : 14,742: 3,018 52 457 10,552 13,429 14,027 13,938: 715 804
Old : 14,742: 3,018 52 457 10,552 13,429 14,027 13,938: 715 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 288: 0 0 0 234 276 234 276: 54 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 0.4 3.1 71.6 91.1 95.1 94.5: 4.9 5.5
Old : 100.0: 20.5 0.4 3.1 71.6 91.1 95.1 94.5: 4.9 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 : 24: 2 1 3 16 19 19 22:
Old : 24: 2 1 3 16 19 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 73.9 81.3 84.5 46.5 51.6 59.5 58.0
Old : 62.6 73.9 81.3 84.5 46.5 51.6 59.5 58.0
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 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 36,913: 0 616 2,324 32,682 32,494 35,006 35,434: 1,907 1,479
Old : 36,913: 0 616 2,324 32,682 32,494 35,006 35,434: 1,907 1,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,342: 0 0 0 1,372 1,402 1,372 1,402: -30 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 6.3 88.5 88.0 94.8 96.0: 5.2 4.0
Old : 100.0: 0.0 1.7 6.3 88.5 88.0 94.8 96.0: 5.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.0 53.9 72.9 79.0 16.2 18.5 24.3 25.0
Old : 53.0 53.9 72.9 79.0 16.2 18.5 24.3 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, September 23, 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 : 29,938: 0 340 240 29,126 27,704 29,366 28,284: 572 1,654
Old : 29,938: 0 340 240 29,126 27,704 29,366 28,284: 572 1,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 664: 0 0 0 544 540 544 540: 120 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.8 97.3 92.5 98.1 94.5: 1.9 5.5
Old : 100.0: 0.0 1.1 0.8 97.3 92.5 98.1 94.5: 1.9 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: 0 1 1 22 20 23 21:
Old : 25: 0 1 1 22 20 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 68.5 78.4 79.3 56.5 65.4 70.8 71.4
Old : 57.1 68.5 78.4 79.3 56.5 65.4 70.8 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 23, 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 : 9,872: 120 40 0 9,656 9,008 9,776 9,048: 96 824
Old : 9,872: 120 40 0 9,656 9,008 9,776 9,048: 96 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 4: 0 0 0 4 4 4 4: 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 91.7: 1.0 8.3
Old : 100.0: 1.2 0.4 0.0 97.8 91.2 99.0 91.7: 1.0 8.3
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: 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 : 48.2 39.1 76.8 70.1 45.2 35.3 61.8 56.9
Old : 48.2 39.1 76.8 70.1 45.2 35.3 61.8 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Commitments of Traders - Futures Only, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,507: 0 0 0 5,455 5,990 5,455 5,990: 1,052 517
Old : 6,507: 0 0 0 5,455 5,990 5,455 5,990: 1,052 517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.8 92.1 83.8 92.1: 16.2 7.9
Old : 100.0: 0.0 0.0 0.0 83.8 92.1 83.8 92.1: 16.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 18 17 18:
Old : 20: 0 0 0 17 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 56.1 74.6 75.7 47.7 52.4 52.1 61.4
Old : 60.7 56.1 74.6 75.7 47.7 52.4 52.1 61.4
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 23, 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 : 1,113,388: 204,940 163,212 297,618 553,627 580,678 1,056,185 1,041,508: 57,203 71,880
Old : 1,113,388: 204,940 163,212 297,618 553,627 580,678 1,056,185 1,041,508: 57,203 71,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -128,241: 2,721 -19,628 -64,195 -64,659 -57,831 -126,133 -141,654: -2,108 13,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 14.7 26.7 49.7 52.2 94.9 93.5: 5.1 6.5
Old : 100.0: 18.4 14.7 26.7 49.7 52.2 94.9 93.5: 5.1 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 88 84 111 73 91 221 232:
Old : 272: 88 84 111 73 91 221 232:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 22.1 40.4 33.1 13.8 7.6 18.5 11.7
Old : 31.2 22.1 40.4 33.1 13.8 7.6 18.5 11.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, September 23, 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 : 140,090: 19,444 12,873 9,336 81,292 54,588 110,072 76,797: 30,018 63,293
Old : 140,090: 19,444 12,873 9,336 81,292 54,588 110,072 76,797: 30,018 63,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 6,227: -359 -373 432 16,990 -3,498 17,063 -3,439: -10,836 9,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.2 6.7 58.0 39.0 78.6 54.8: 21.4 45.2
Old : 100.0: 13.9 9.2 6.7 58.0 39.0 78.6 54.8: 21.4 45.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 4 7 17 16 24 23:
Old : 25: 3 4 7 17 16 24 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 : 40.5 23.0 61.9 37.2 32.6 21.7 48.9 29.8
Old : 40.5 23.0 61.9 37.2 32.6 21.7 48.9 29.8
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 23, 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 : 27,821: 150 875 825 26,181 25,471 27,156 27,171: 665 650
Old : 27,821: 150 875 825 26,181 25,471 27,156 27,171: 665 650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,955: -150 0 300 1,805 1,655 1,955 1,955: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.1 3.0 94.1 91.6 97.6 97.7: 2.4 2.3
Old : 100.0: 0.5 3.1 3.0 94.1 91.6 97.6 97.7: 2.4 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 : 49: 1 4 3 38 34 41 40:
Old : 49: 1 4 3 38 34 41 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 : 37.8 37.2 61.2 62.2 22.5 21.5 28.1 27.6
Old : 37.8 37.2 61.2 62.2 22.5 21.5 28.1 27.6
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 23, 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 : 191,293: 16,664 41,076 40,628 120,749 99,568 178,041 181,272: 13,252 10,021
Old : 191,293: 16,664 41,076 40,628 120,749 99,568 178,041 181,272: 13,252 10,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -7,696: -2,934 10,668 -5,882 -2,507 -15,931 -11,323 -11,145: 3,627 3,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 21.5 21.2 63.1 52.0 93.1 94.8: 6.9 5.2
Old : 100.0: 8.7 21.5 21.2 63.1 52.0 93.1 94.8: 6.9 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 : 54: 10 22 25 22 21 49 51:
Old : 54: 10 22 25 22 21 49 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 : 42.2 33.5 59.9 53.4 23.8 14.2 29.0 21.8
Old : 42.2 33.5 59.9 53.4 23.8 14.2 29.0 21.8
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 23, 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 : 31,831: 5,311 8,547 3,537 18,702 15,967 27,550 28,051: 4,281 3,780
Old : 31,831: 5,311 8,547 3,537 18,702 15,967 27,550 28,051: 4,281 3,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 140: 0 0 0 -1,605 -1,605 -1,605 -1,605: 1,745 1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 26.9 11.1 58.8 50.2 86.6 88.1: 13.4 11.9
Old : 100.0: 16.7 26.9 11.1 58.8 50.2 86.6 88.1: 13.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 3 4 11 12 17 18:
Old : 21: 5 3 4 11 12 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 44.5 72.9 68.3 43.9 37.6 53.5 51.5
Old : 59.3 44.5 72.9 68.3 43.9 37.6 53.5 51.5
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 23, 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 : 8,542: 50 500 0 7,892 7,442 7,942 7,942: 600 600
Old : 8,542: 50 500 0 7,892 7,442 7,942 7,942: 600 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 483: 0 0 0 -117 -117 -117 -117: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.9 0.0 92.4 87.1 93.0 93.0: 7.0 7.0
Old : 100.0: 0.6 5.9 0.0 92.4 87.1 93.0 93.0: 7.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 0 19 19 20 21:
Old : 27: 1 2 0 19 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 33.5 68.9 56.5 32.8 23.4 47.1 40.0
Old : 48.0 33.5 68.9 56.5 32.8 23.4 47.1 40.0
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 23, 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 : 14,984: 9,917 3,972 71 2,796 9,750 12,784 13,793: 2,200 1,191
Old : 14,984: 9,917 3,972 71 2,796 9,750 12,784 13,793: 2,200 1,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 407: 354 -414 5 -313 732 46 323: 361 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 26.5 0.5 18.7 65.1 85.3 92.1: 14.7 7.9
Old : 100.0: 66.2 26.5 0.5 18.7 65.1 85.3 92.1: 14.7 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 : 117: 48 30 3 20 24 71 54:
Old : 117: 48 30 3 20 24 71 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 38.6 47.3 56.2 33.8 38.5 47.3 56.2
Old : 33.9 38.6 47.3 56.2 33.8 38.5 47.3 56.2
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 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 14,572: 7,853 3,177 106 3,833 9,165 11,792 12,448: 2,780 2,124
Old : 14,572: 7,853 3,177 106 3,833 9,165 11,792 12,448: 2,780 2,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,167: 1,055 -80 -21 -178 790 856 689: 311 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 21.8 0.7 26.3 62.9 80.9 85.4: 19.1 14.6
Old : 100.0: 53.9 21.8 0.7 26.3 62.9 80.9 85.4: 19.1 14.6
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 : 62: 23 11 3 11 22 35 36:
Old : 62: 23 11 3 11 22 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 34.6 52.9 56.7 34.9 34.6 52.4 56.7
Old : 35.2 34.6 52.9 56.7 34.9 34.6 52.4 56.7
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 23, 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 : 201,134: 44,825 18,189 17,863 120,620 148,346 183,308 184,398: 17,826 16,736
Old : 201,134: 44,825 18,189 17,863 120,620 148,346 183,308 184,398: 17,826 16,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,066: -6,829 4,185 -6,900 12,008 -3,211 -1,721 -5,926: 2,787 6,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 9.0 8.9 60.0 73.8 91.1 91.7: 8.9 8.3
Old : 100.0: 22.3 9.0 8.9 60.0 73.8 91.1 91.7: 8.9 8.3
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 : 155: 49 17 34 75 76 136 118:
Old : 155: 49 17 34 75 76 136 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 30.4 37.0 43.8 8.5 13.5 14.8 21.3
Old : 25.5 30.4 37.0 43.8 8.5 13.5 14.8 21.3
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 23, 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 : 4,925: 250 100 100 4,350 4,450 4,700 4,650: 225 275
Old : 4,925: 250 100 100 4,350 4,450 4,700 4,650: 225 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 225: 0 0 0 200 200 200 200: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.0 2.0 88.3 90.4 95.4 94.4: 4.6 5.6
Old : 100.0: 5.1 2.0 2.0 88.3 90.4 95.4 94.4: 4.6 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 : 31: 2 1 1 25 22 27 24:
Old : 31: 2 1 1 25 22 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 33.5 52.8 55.3 25.4 26.4 33.5 36.0
Old : 33.0 33.5 52.8 55.3 25.4 26.4 33.5 36.0
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 23, 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 : 13,766: 1,299 0 864 11,279 12,587 13,442 13,451: 324 315
Old : 13,766: 1,299 0 864 11,279 12,587 13,442 13,451: 324 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 75: -100 0 0 250 150 150 150: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 6.3 81.9 91.4 97.6 97.7: 2.4 2.3
Old : 100.0: 9.4 0.0 6.3 81.9 91.4 97.6 97.7: 2.4 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 : 43: 3 0 2 29 29 32 31:
Old : 43: 3 0 2 29 29 32 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 : 53.6 44.0 73.0 65.3 50.3 42.7 59.8 56.2
Old : 53.6 44.0 73.0 65.3 50.3 42.7 59.8 56.2
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 23, 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 : 2,829: 0 530 130 2,182 1,924 2,312 2,584: 517 245
Old : 2,829: 0 530 130 2,182 1,924 2,312 2,584: 517 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 325: 0 30 0 196 270 196 300: 129 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.7 4.6 77.1 68.0 81.7 91.3: 18.3 8.7
Old : 100.0: 0.0 18.7 4.6 77.1 68.0 81.7 91.3: 18.3 8.7
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 : 21: 0 1 1 12 14 13 15:
Old : 21: 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 : 42.3 65.4 64.8 81.6 27.7 55.5 46.2 64.3
Old : 42.3 65.4 64.8 81.6 27.7 55.5 46.2 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, September 23, 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 : 3,150: 275 0 0 2,850 3,100 3,125 3,100: 25 50
Old : 3,150: 275 0 0 2,850 3,100 3,125 3,100: 25 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -125: 0 0 0 0 -100 0 -100: -125 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 0.0 90.5 98.4 99.2 98.4: 0.8 1.6
Old : 100.0: 8.7 0.0 0.0 90.5 98.4 99.2 98.4: 0.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 0 18 22 20 22:
Old : 33: 2 0 0 18 22 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 : 48.4 40.5 69.8 61.9 44.4 40.5 60.3 59.5
Old : 48.4 40.5 69.8 61.9 44.4 40.5 60.3 59.5
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 23, 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 : 4,187: 444 32 64 3,035 4,037 3,543 4,133: 644 54
Old : 4,187: 444 32 64 3,035 4,037 3,543 4,133: 644 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 11: 0 0 0 342 239 342 239: -331 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.8 1.5 72.5 96.4 84.6 98.7: 15.4 1.3
Old : 100.0: 10.6 0.8 1.5 72.5 96.4 84.6 98.7: 15.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 16 15 18 16:
Old : 25: 1 1 1 16 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 : 48.8 46.8 66.6 74.5 44.2 44.4 59.3 69.2
Old : 48.8 46.8 66.6 74.5 44.2 44.4 59.3 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,800: 178 0 135 2,316 2,343 2,629 2,478: 171 322
Old : 2,800: 178 0 135 2,316 2,343 2,629 2,478: 171 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 4.8 82.7 83.7 93.9 88.5: 6.1 11.5
Old : 100.0: 6.4 0.0 4.8 82.7 83.7 93.9 88.5: 6.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 15 12 16 13:
Old : 21: 1 0 1 15 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 57.4 69.4 77.9 38.7 51.6 58.0 63.0
Old : 44.7 57.4 69.4 77.9 38.7 51.6 58.0 63.0
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 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,237: 2,001 4,727 1,823 12,385 9,554 16,209 16,104: 2,028 2,133
Old : 18,237: 2,001 4,727 1,823 12,385 9,554 16,209 16,104: 2,028 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 923: 345 285 -102 551 848 794 1,031: 129 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 25.9 10.0 67.9 52.4 88.9 88.3: 11.1 11.7
Old : 100.0: 11.0 25.9 10.0 67.9 52.4 88.9 88.3: 11.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 5 6 22 25 30 33:
Old : 37: 5 5 6 22 25 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 39.7 58.6 53.7 31.1 34.8 45.0 43.6
Old : 35.9 39.7 58.6 53.7 31.1 34.8 45.0 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2008