GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, November 4, 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 : 20,076: 75 0 0 20,001 20,076 20,076 20,076: 0 0
Old : 20,076: 75 0 0 20,001 20,076 20,076 20,076: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,162: 75 0 0 -1,171 -1,087 -1,096 -1,087: -66 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 0 0 36 36 37 36:
Old : 45: 1 0 0 36 36 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 59.1 70.1 75.9 43.2 48.8 53.8 57.6
Old : 52.1 59.1 70.1 75.9 43.2 48.8 53.8 57.6
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, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,328: 100 770 135 12,933 12,383 13,168 13,288: 160 40
Old : 13,328: 100 770 135 12,933 12,383 13,168 13,288: 160 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,553: 0 275 -230 -1,303 -1,578 -1,533 -1,533: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 5.8 1.0 97.0 92.9 98.8 99.7: 1.2 0.3
Old : 100.0: 0.8 5.8 1.0 97.0 92.9 98.8 99.7: 1.2 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 : 36: 1 2 2 24 28 27 31:
Old : 36: 1 2 2 24 28 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 : 45.3 39.4 74.6 63.6 30.3 22.5 38.0 34.4
Old : 45.3 39.4 74.6 63.6 30.3 22.5 38.0 34.4
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, November 4, 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 : 7,639: 146 28 113 6,261 6,438 6,520 6,579: 1,119 1,060
Old : 7,639: 146 28 113 6,261 6,438 6,520 6,579: 1,119 1,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 6: 105 -321 -7 -172 -136 -74 -464: 80 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.4 1.5 82.0 84.3 85.4 86.1: 14.6 13.9
Old : 100.0: 1.9 0.4 1.5 82.0 84.3 85.4 86.1: 14.6 13.9
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 : 38: 3 1 3 30 33 34 36:
Old : 38: 3 1 3 30 33 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 30.0 52.2 51.7 28.8 21.4 39.4 33.0
Old : 34.7 30.0 52.2 51.7 28.8 21.4 39.4 33.0
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, November 4, 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 : 6,020: 80 35 65 5,161 5,198 5,306 5,298: 714 722
Old : 6,020: 80 35 65 5,161 5,198 5,306 5,298: 714 722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -448: 30 -110 -50 -340 -202 -360 -362: -88 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.6 1.1 85.7 86.3 88.1 88.0: 11.9 12.0
Old : 100.0: 1.3 0.6 1.1 85.7 86.3 88.1 88.0: 11.9 12.0
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 : 44: 2 2 2 37 38 40 41:
Old : 44: 2 2 2 37 38 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 25.4 47.2 43.7 29.2 22.6 41.6 36.8
Old : 32.5 25.4 47.2 43.7 29.2 22.6 41.6 36.8
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, November 4, 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 : 218,867: 22,749 12,647 36,957 128,005 144,929 187,711 194,533: 31,156 24,334
Old : 218,867: 22,749 12,647 36,957 128,005 144,929 187,711 194,533: 31,156 24,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 264: 559 -4,363 -398 -1,950 4,915 -1,789 154: 2,053 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.8 16.9 58.5 66.2 85.8 88.9: 14.2 11.1
Old : 100.0: 10.4 5.8 16.9 58.5 66.2 85.8 88.9: 14.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 27 23 38 61 69 110 114:
Old : 128: 27 23 38 61 69 110 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 28.7 37.6 40.2 14.0 16.1 19.7 21.3
Old : 27.2 28.7 37.6 40.2 14.0 16.1 19.7 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, November 4, 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 : 12,530: 37 1,801 162 11,981 10,127 12,180 12,090: 350 440
Old : 12,530: 37 1,801 162 11,981 10,127 12,180 12,090: 350 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -2,482: -37 238 -13 -1,832 -2,110 -1,882 -1,885: -600 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 14.4 1.3 95.6 80.8 97.2 96.5: 2.8 3.5
Old : 100.0: 0.3 14.4 1.3 95.6 80.8 97.2 96.5: 2.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 1 6 2 32 37 35 43:
Old : 50: 1 6 2 32 37 35 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 : 42.6 30.2 62.7 48.9 37.7 30.2 53.9 47.3
Old : 42.6 30.2 62.7 48.9 37.7 30.2 53.9 47.3
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, November 4, 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 : 6,840: 0 50 0 5,815 6,765 5,815 6,815: 1,025 25
Old : 6,840: 0 50 0 5,815 6,765 5,815 6,815: 1,025 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -375: -200 -25 0 -425 -350 -625 -375: 250 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 85.0 98.9 85.0 99.6: 15.0 0.4
Old : 100.0: 0.0 0.7 0.0 85.0 98.9 85.0 99.6: 15.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 0 20 24 20 25:
Old : 32: 0 1 0 20 24 20 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 55.8 62.7 73.0 39.8 54.0 51.2 67.9
Old : 45.4 55.8 62.7 73.0 39.8 54.0 51.2 67.9
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, November 4, 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 : 763,236: 93,982 254,303 278,792 319,263 198,448 692,037 731,543: 71,199 31,693
Old : 763,236: 93,982 254,303 278,792 319,263 198,448 692,037 731,543: 71,199 31,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -22,256: -7,269 -13,006 -2,334 -11,817 -3,812 -21,420 -19,152: -836 -3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 33.3 36.5 41.8 26.0 90.7 95.8: 9.3 4.2
Old : 100.0: 12.3 33.3 36.5 41.8 26.0 90.7 95.8: 9.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 61 59 81 74 61 183 159:
Old : 204: 61 59 81 74 61 183 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 43.6 36.3 54.4 9.6 25.4 14.9 27.8
Old : 23.7 43.6 36.3 54.4 9.6 25.4 14.9 27.8
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, November 4, 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 : 89,872: 0 7,843 2,069 80,649 67,858 82,718 77,770: 7,154 12,102
Old : 89,872: 0 7,843 2,069 80,649 67,858 82,718 77,770: 7,154 12,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -3,074: 0 1,461 -654 -2,184 -2,479 -2,838 -1,672: -236 -1,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.7 2.3 89.7 75.5 92.0 86.5: 8.0 13.5
Old : 100.0: 0.0 8.7 2.3 89.7 75.5 92.0 86.5: 8.0 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 3 2 24 21 26 24:
Old : 28: 0 3 2 24 21 26 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 : 52.3 45.8 66.4 65.2 47.5 38.8 58.9 54.0
Old : 52.3 45.8 66.4 65.2 47.5 38.8 58.9 54.0
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, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,587: 3,110 9,034 4,457 40,193 31,143 47,760 44,634: 6,827 9,953
Old : 54,587: 3,110 9,034 4,457 40,193 31,143 47,760 44,634: 6,827 9,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -5,286: -100 -1,479 -540 -5,530 -3,199 -6,170 -5,218: 884 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 16.5 8.2 73.6 57.1 87.5 81.8: 12.5 18.2
Old : 100.0: 5.7 16.5 8.2 73.6 57.1 87.5 81.8: 12.5 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 4 4 18 13 22 19:
Old : 26: 2 4 4 18 13 22 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 : 36.4 45.2 63.0 62.4 36.3 33.7 57.5 47.2
Old : 36.4 45.2 63.0 62.4 36.3 33.7 57.5 47.2
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, November 4, 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 : 88,545: 2,421 0 1,434 78,014 78,824 81,869 80,258: 6,676 8,287
Old : 88,545: 2,421 0 1,434 78,014 78,824 81,869 80,258: 6,676 8,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -7,192: -870 0 0 -5,512 -5,921 -6,382 -5,921: -810 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 1.6 88.1 89.0 92.5 90.6: 7.5 9.4
Old : 100.0: 2.7 0.0 1.6 88.1 89.0 92.5 90.6: 7.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 0 2 27 29 30 31:
Old : 39: 3 0 2 27 29 30 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 : 45.8 35.3 64.2 53.8 37.8 30.9 50.7 43.9
Old : 45.8 35.3 64.2 53.8 37.8 30.9 50.7 43.9
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, November 4, 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 : 84,136: 0 0 0 72,413 63,776 72,413 63,776: 11,723 20,360
Old : 84,136: 0 0 0 72,413 63,776 72,413 63,776: 11,723 20,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.1 75.8 86.1 75.8: 13.9 24.2
Old : 100.0: 0.0 0.0 0.0 86.1 75.8 86.1 75.8: 13.9 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 19 17 19:
Old : 21: 0 0 0 17 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 48.6 64.2 64.3 31.5 42.6 47.5 44.8
Old : 39.9 48.6 64.2 64.3 31.5 42.6 47.5 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, November 4, 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 : 73,830: 9,398 2,227 4,067 52,993 57,929 66,458 64,223: 7,372 9,607
Old : 73,830: 9,398 2,227 4,067 52,993 57,929 66,458 64,223: 7,372 9,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -2,833: -2,010 386 -1,688 -774 -3,121 -4,472 -4,423: 1,639 1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 3.0 5.5 71.8 78.5 90.0 87.0: 10.0 13.0
Old : 100.0: 12.7 3.0 5.5 71.8 78.5 90.0 87.0: 10.0 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 2 22 21 25 23:
Old : 28: 2 1 2 22 21 25 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 : 54.6 51.7 69.7 71.2 52.4 46.4 62.4 57.7
Old : 54.6 51.7 69.7 71.2 52.4 46.4 62.4 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, November 4, 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 : 85,777: 1,742 8,868 2,436 73,273 68,604 77,451 79,908: 8,326 5,869
Old : 85,777: 1,742 8,868 2,436 73,273 68,604 77,451 79,908: 8,326 5,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -10,317: -924 -1,997 -523 -10,212 -7,529 -11,659 -10,049: 1,342 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 10.3 2.8 85.4 80.0 90.3 93.2: 9.7 6.8
Old : 100.0: 2.0 10.3 2.8 85.4 80.0 90.3 93.2: 9.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 4 2 28 32 30 37:
Old : 43: 1 4 2 28 32 30 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 24.6 61.5 41.4 39.7 23.3 52.6 37.1
Old : 44.1 24.6 61.5 41.4 39.7 23.3 52.6 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,529: 13,702 372 4,981 72,609 77,499 91,292 82,852: 9,237 17,677
Old : 100,529: 13,702 372 4,981 72,609 77,499 91,292 82,852: 9,237 17,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -6,981: 2,222 -360 -1,382 -6,770 -5,087 -5,930 -6,829: -1,051 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.4 5.0 72.2 77.1 90.8 82.4: 9.2 17.6
Old : 100.0: 13.6 0.4 5.0 72.2 77.1 90.8 82.4: 9.2 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 18 25 20 28:
Old : 31: 2 1 2 18 25 20 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 35.0 73.0 49.9 45.0 31.7 59.7 45.3
Old : 51.5 35.0 73.0 49.9 45.0 31.7 59.7 45.3
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, November 4, 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 : 39,151: 4,638 7,062 1,078 26,765 25,875 32,481 34,015: 6,670 5,136
Old : 39,151: 4,638 7,062 1,078 26,765 25,875 32,481 34,015: 6,670 5,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -3,581: -556 0 0 -2,231 -2,749 -2,787 -2,749: -794 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.0 2.8 68.4 66.1 83.0 86.9: 17.0 13.1
Old : 100.0: 11.8 18.0 2.8 68.4 66.1 83.0 86.9: 17.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 2 14 14 17 17:
Old : 20: 3 1 2 14 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 49.0 61.0 74.5 28.4 43.1 41.5 53.0
Old : 39.6 49.0 61.0 74.5 28.4 43.1 41.5 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, November 4, 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 : 85,415: 1,127 4,770 21,812 57,022 54,227 79,961 80,809: 5,454 4,606
Old : 85,415: 1,127 4,770 21,812 57,022 54,227 79,961 80,809: 5,454 4,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -4,085: -897 -542 151 -2,869 -3,544 -3,615 -3,935: -470 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.6 25.5 66.8 63.5 93.6 94.6: 6.4 5.4
Old : 100.0: 1.3 5.6 25.5 66.8 63.5 93.6 94.6: 6.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 3 14 15 18 18:
Old : 25: 2 2 3 14 15 18 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 : 62.6 55.3 77.8 76.3 32.6 26.2 43.1 41.7
Old : 62.6 55.3 77.8 76.3 32.6 26.2 43.1 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,655: 0 0 0 47,094 46,533 47,094 46,533: 7,561 8,122
Old : 54,655: 0 0 0 47,094 46,533 47,094 46,533: 7,561 8,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -2,663: 0 -469 0 -2,460 -10 -2,460 -479: -203 -2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.2 85.1 86.2 85.1: 13.8 14.9
Old : 100.0: 0.0 0.0 0.0 86.2 85.1 86.2 85.1: 13.8 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 22 20 22 20:
Old : 25: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 44.8 65.9 62.8 45.7 31.4 59.0 48.0
Old : 46.7 44.8 65.9 62.8 45.7 31.4 59.0 48.0
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, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,684: 2,903 5,474 7,666 67,284 62,290 77,853 75,430: 8,831 11,254
Old : 86,684: 2,903 5,474 7,666 67,284 62,290 77,853 75,430: 8,831 11,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -6,285: -465 -683 95 -7,330 -5,153 -7,700 -5,741: 1,415 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.3 8.8 77.6 71.9 89.8 87.0: 10.2 13.0
Old : 100.0: 3.3 6.3 8.8 77.6 71.9 89.8 87.0: 10.2 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 5 5 28 29 34 35:
Old : 43: 2 5 5 28 29 34 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 : 40.2 26.8 59.8 45.9 34.6 24.1 49.8 39.0
Old : 40.2 26.8 59.8 45.9 34.6 24.1 49.8 39.0
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, November 4, 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 : 112,586: 7,511 20,336 19,360 68,639 60,593 95,510 100,289: 17,076 12,297
Old : 112,586: 7,511 20,336 19,360 68,639 60,593 95,510 100,289: 17,076 12,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -5,143: 1,106 2,855 -2,896 -2,487 -6,947 -4,277 -6,988: -866 1,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 18.1 17.2 61.0 53.8 84.8 89.1: 15.2 10.9
Old : 100.0: 6.7 18.1 17.2 61.0 53.8 84.8 89.1: 15.2 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 5 6 26 24 32 30:
Old : 34: 1 5 6 26 24 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 31.8 52.4 50.8 17.6 19.6 25.9 27.9
Old : 35.3 31.8 52.4 50.8 17.6 19.6 25.9 27.9
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, November 4, 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 : 123,676: 12,525 496 10,765 92,537 94,915 115,827 106,176: 7,849 17,500
Old : 123,676: 12,525 496 10,765 92,537 94,915 115,827 106,176: 7,849 17,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -4,268: -5,865 496 3,057 -3,854 -11,173 -6,662 -7,620: 2,394 3,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.4 8.7 74.8 76.7 93.7 85.9: 6.3 14.1
Old : 100.0: 10.1 0.4 8.7 74.8 76.7 93.7 85.9: 6.3 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 1 4 20 19 24 24:
Old : 29: 4 1 4 20 19 24 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 : 55.0 60.1 71.0 71.7 49.1 52.9 60.8 60.6
Old : 55.0 60.1 71.0 71.7 49.1 52.9 60.8 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, November 4, 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 : 223,592: 12,913 8,741 4,930 192,992 201,352 210,835 215,023: 12,757 8,569
Old : 223,592: 12,913 8,741 4,930 192,992 201,352 210,835 215,023: 12,757 8,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -12,891: 686 -1,747 -118 -12,518 -9,431 -11,950 -11,296: -941 -1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 3.9 2.2 86.3 90.1 94.3 96.2: 5.7 3.8
Old : 100.0: 5.8 3.9 2.2 86.3 90.1 94.3 96.2: 5.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 4 4 41 35 47 40:
Old : 52: 3 4 4 41 35 47 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 : 29.3 62.7 47.5 75.6 27.7 60.7 45.2 68.9
Old : 29.3 62.7 47.5 75.6 27.7 60.7 45.2 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, November 4, 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 : 194,207: 3,201 14,159 9,144 170,859 163,496 183,204 186,799: 11,003 7,408
Old : 194,207: 3,201 14,159 9,144 170,859 163,496 183,204 186,799: 11,003 7,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -8,251: 787 -3,098 -794 -8,836 -8,237 -8,843 -12,129: 592 3,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 7.3 4.7 88.0 84.2 94.3 96.2: 5.7 3.8
Old : 100.0: 1.6 7.3 4.7 88.0 84.2 94.3 96.2: 5.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 3 6 36 32 42 38:
Old : 45: 3 3 6 36 32 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 37.3 50.4 59.9 21.3 34.7 35.1 51.0
Old : 30.7 37.3 50.4 59.9 21.3 34.7 35.1 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, November 4, 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 : 244,449: 2,114 10,777 13,949 214,983 208,931 231,046 233,657: 13,403 10,792
Old : 244,449: 2,114 10,777 13,949 214,983 208,931 231,046 233,657: 13,403 10,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -13,797: -655 3,297 -3,889 -8,472 -14,125 -13,016 -14,717: -781 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.4 5.7 87.9 85.5 94.5 95.6: 5.5 4.4
Old : 100.0: 0.9 4.4 5.7 87.9 85.5 94.5 95.6: 5.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 2 4 6 41 44 47 50:
Old : 55: 2 4 6 41 44 47 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 27.2 47.8 46.9 24.7 23.6 35.9 36.7
Old : 29.1 27.2 47.8 46.9 24.7 23.6 35.9 36.7
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, November 4, 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 : 197,460: 15,569 8,625 25,259 151,019 155,573 191,847 189,457: 5,613 8,003
Old : 197,460: 15,569 8,625 25,259 151,019 155,573 191,847 189,457: 5,613 8,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -5,571: -3,687 1,859 65 -1,922 -8,370 -5,544 -6,446: -27 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 4.4 12.8 76.5 78.8 97.2 95.9: 2.8 4.1
Old : 100.0: 7.9 4.4 12.8 76.5 78.8 97.2 95.9: 2.8 4.1
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 : 45: 6 3 7 33 32 42 39:
Old : 45: 6 3 7 33 32 42 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 : 33.0 31.2 55.9 49.0 28.7 21.2 42.2 32.1
Old : 33.0 31.2 55.9 49.0 28.7 21.2 42.2 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, November 4, 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 : 47,361: 248 549 341 39,817 37,107 40,406 37,997: 6,955 9,364
Old : 47,361: 248 549 341 39,817 37,107 40,406 37,997: 6,955 9,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -272: 0 118 0 416 228 416 346: -688 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.2 0.7 84.1 78.3 85.3 80.2: 14.7 19.8
Old : 100.0: 0.5 1.2 0.7 84.1 78.3 85.3 80.2: 14.7 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 15 15 17 16:
Old : 21: 1 1 1 15 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 45.6 72.5 64.1 42.2 36.1 55.5 49.9
Old : 46.6 45.6 72.5 64.1 42.2 36.1 55.5 49.9
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, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,541,472: 1,043,464 203,857 1,153,686 1,318,708 2,168,187 3,515,858 3,525,730: 25,614 15,742
Old : 3,541,472: 1,043,464 203,857 1,153,686 1,318,708 2,168,187 3,515,858 3,525,730: 25,614 15,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -178,613: -48,318 -57,229 -40,823 -83,839 -69,688 -172,980 -167,740: -5,633 -10,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 5.8 32.6 37.2 61.2 99.3 99.6: 0.7 0.4
Old : 100.0: 29.5 5.8 32.6 37.2 61.2 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 29 22 46 104 98 155 147:
Old : 163: 29 22 46 104 98 155 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 33.9 52.7 49.1 25.8 21.7 28.7 29.9
Old : 42.8 33.9 52.7 49.1 25.8 21.7 28.7 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, November 4, 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 : 1,165,349: 140,390 353,609 310,419 709,586 499,083 1,160,395 1,163,111: 4,954 2,238
Old : 1,165,349: 140,390 353,609 310,419 709,586 499,083 1,160,395 1,163,111: 4,954 2,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -121,930: -48,110 -14,428 -30,568 -44,006 -69,498 -122,684 -114,494: 754 -7,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 30.3 26.6 60.9 42.8 99.6 99.8: 0.4 0.2
Old : 100.0: 12.0 30.3 26.6 60.9 42.8 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 21 25 35 38 38 79 78:
Old : 87: 21 25 35 38 38 79 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 45.4 54.7 59.2 21.5 30.0 34.7 37.0
Old : 32.1 45.4 54.7 59.2 21.5 30.0 34.7 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
Commitments of Traders - Futures Only, November 4, 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 : 2,803: 25 0 50 2,678 2,703 2,753 2,753: 50 50
Old : 2,803: 25 0 50 2,678 2,703 2,753 2,753: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -60: -250 -150 -150 290 290 -110 -10: 50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 1.8 95.5 96.4 98.2 98.2: 1.8 1.8
Old : 100.0: 0.9 0.0 1.8 95.5 96.4 98.2 98.2: 1.8 1.8
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 : 22: 1 0 1 16 12 18 13:
Old : 22: 1 0 1 16 12 18 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 : 50.8 59.4 74.8 83.6 39.9 50.8 55.9 61.3
Old : 50.8 59.4 74.8 83.6 39.9 50.8 55.9 61.3
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, November 4, 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 : 29,682: 3,066 2,530 993 24,863 26,059 28,922 29,582: 760 100
Old : 29,682: 3,066 2,530 993 24,863 26,059 28,922 29,582: 760 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -533: 580 146 -84 -981 -312 -485 -250: -48 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.5 3.3 83.8 87.8 97.4 99.7: 2.6 0.3
Old : 100.0: 10.3 8.5 3.3 83.8 87.8 97.4 99.7: 2.6 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 : 42: 4 5 4 32 28 38 35:
Old : 42: 4 5 4 32 28 38 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 : 34.8 41.2 52.8 64.7 26.8 36.8 37.4 46.4
Old : 34.8 41.2 52.8 64.7 26.8 36.8 37.4 46.4
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, November 4, 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 : 16,651: 2,760 42 330 12,349 15,247 15,439 15,619: 1,212 1,032
Old : 16,651: 2,760 42 330 12,349 15,247 15,439 15,619: 1,212 1,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -470: 320 20 -120 -523 -632 -323 -732: -147 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.3 2.0 74.2 91.6 92.7 93.8: 7.3 6.2
Old : 100.0: 16.6 0.3 2.0 74.2 91.6 92.7 93.8: 7.3 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 19 19 21 21:
Old : 23: 1 1 2 19 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 83.6 75.5 88.6 44.6 65.6 60.8 67.6
Old : 53.2 83.6 75.5 88.6 44.6 65.6 60.8 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, November 4, 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 : 13,368: 0 80 0 12,124 11,976 12,124 12,056: 1,244 1,312
Old : 13,368: 0 80 0 12,124 11,976 12,124 12,056: 1,244 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -158: 0 -40 0 -272 -60 -272 -100: 114 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 90.7 89.6 90.7 90.2: 9.3 9.8
Old : 100.0: 0.0 0.6 0.0 90.7 89.6 90.7 90.2: 9.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 15 17 16:
Old : 21: 0 1 0 17 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 63.5 69.7 80.5 39.0 49.9 54.3 59.6
Old : 48.0 63.5 69.7 80.5 39.0 49.9 54.3 59.6
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, November 4, 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 : 32,536: 0 900 780 29,891 30,107 30,671 31,787: 1,865 749
Old : 32,536: 0 900 780 29,891 30,107 30,671 31,787: 1,865 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -2,856: 0 260 -1,460 -751 -1,177 -2,211 -2,377: -645 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 2.4 91.9 92.5 94.3 97.7: 5.7 2.3
Old : 100.0: 0.0 2.8 2.4 91.9 92.5 94.3 97.7: 5.7 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 : 28: 0 2 2 24 21 26 23:
Old : 28: 0 2 2 24 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 52.9 67.9 76.1 17.2 16.5 24.7 26.2
Old : 49.1 52.9 67.9 76.1 17.2 16.5 24.7 26.2
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, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 30,794: 0 40 120 30,472 29,694 30,592 29,854: 202 940
Old : 30,794: 0 40 120 30,472 29,694 30,592 29,854: 202 940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,720: 0 -20 -60 -1,682 -1,358 -1,742 -1,438: 22 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.4 99.0 96.4 99.3 96.9: 0.7 3.1
Old : 100.0: 0.0 0.1 0.4 99.0 96.4 99.3 96.9: 0.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 22 18 23 19:
Old : 25: 0 1 1 22 18 23 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 : 62.3 74.7 84.3 84.6 59.4 73.6 79.0 80.5
Old : 62.3 74.7 84.3 84.6 59.4 73.6 79.0 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, November 4, 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 : 7,358: 0 480 160 5,891 6,200 6,051 6,840: 1,307 518
Old : 7,358: 0 480 160 5,891 6,200 6,051 6,840: 1,307 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -219: 0 180 -180 26 -461 -154 -461: -65 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 2.2 80.1 84.3 82.2 93.0: 17.8 7.0
Old : 100.0: 0.0 6.5 2.2 80.1 84.3 82.2 93.0: 17.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 1 17 15 18 17:
Old : 21: 0 2 1 17 15 18 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 : 49.7 40.2 67.7 71.9 31.3 31.7 40.4 48.2
Old : 49.7 40.2 67.7 71.9 31.3 31.7 40.4 48.2
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, November 4, 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 : 11,296: 80 0 0 11,028 10,576 11,108 10,576: 188 720
Old : 11,296: 80 0 0 11,028 10,576 11,108 10,576: 188 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -638: -40 0 0 -574 -616 -614 -616: -24 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 97.6 93.6 98.3 93.6: 1.7 6.4
Old : 100.0: 0.7 0.0 0.0 97.6 93.6 98.3 93.6: 1.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 20 17 21 17:
Old : 25: 1 0 0 20 17 21 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 : 49.2 42.3 78.8 74.9 46.7 35.5 62.5 55.4
Old : 49.2 42.3 78.8 74.9 46.7 35.5 62.5 55.4
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, November 4, 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 : 11,436: 0 0 0 11,378 10,992 11,378 10,992: 58 444
Old : 11,436: 0 0 0 11,378 10,992 11,378 10,992: 58 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 1,698: 0 -25 0 1,690 1,688 1,690 1,663: 8 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 96.1 99.5 96.1: 0.5 3.9
Old : 100.0: 0.0 0.0 0.0 99.5 96.1 99.5 96.1: 0.5 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 20 21 20 21:
Old : 25: 0 0 0 20 21 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 : 69.3 50.4 87.1 75.3 58.3 44.9 64.2 57.8
Old : 69.3 50.4 87.1 75.3 58.3 44.9 64.2 57.8
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, November 4, 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 : 1,125,366: 191,433 201,976 301,771 589,839 555,550 1,083,043 1,059,297: 42,323 66,069
Old : 1,125,366: 191,433 201,976 301,771 589,839 555,550 1,083,043 1,059,297: 42,323 66,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 52,207: 6,325 8,462 39,146 7,303 -3,849 52,774 43,759: -567 8,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.9 26.8 52.4 49.4 96.2 94.1: 3.8 5.9
Old : 100.0: 17.0 17.9 26.8 52.4 49.4 96.2 94.1: 3.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 73 102 123 76 90 227 245:
Old : 281: 73 102 123 76 90 227 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 26.7 43.4 37.2 16.1 10.3 21.8 14.4
Old : 34.2 26.7 43.4 37.2 16.1 10.3 21.8 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, November 4, 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 : 176,569: 26,938 11,437 10,939 101,524 98,626 139,401 121,002: 37,168 55,567
Old : 176,569: 26,938 11,437 10,939 101,524 98,626 139,401 121,002: 37,168 55,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 3,057: 89 -3,772 73 -337 5,088 -175 1,389: 3,232 1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 6.5 6.2 57.5 55.9 78.9 68.5: 21.1 31.5
Old : 100.0: 15.3 6.5 6.2 57.5 55.9 78.9 68.5: 21.1 31.5
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 : 29: 3 4 7 20 20 27 27:
Old : 29: 3 4 7 20 20 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 24.9 55.6 41.0 31.8 17.9 43.3 30.9
Old : 37.2 24.9 55.6 41.0 31.8 17.9 43.3 30.9
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, November 4, 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 : 47,621: 60 2,257 825 46,736 44,539 47,621 47,621: 0 0
Old : 47,621: 60 2,257 825 46,736 44,539 47,621 47,621: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -551: -20 1,332 -10 754 549 724 1,871: -1,275 -2,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.7 1.7 98.1 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 4.7 1.7 98.1 93.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 6 4 37 39 42 47:
Old : 54: 1 6 4 37 39 42 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 35.5 71.6 60.7 22.8 13.0 28.8 21.0
Old : 45.8 35.5 71.6 60.7 22.8 13.0 28.8 21.0
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, November 4, 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 : 204,039: 21,361 33,638 41,341 130,641 120,344 193,343 195,323: 10,696 8,716
Old : 204,039: 21,361 33,638 41,341 130,641 120,344 193,343 195,323: 10,696 8,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 7,884: 2,834 -1,671 4,792 1,094 3,469 8,720 6,590: -836 1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 16.5 20.3 64.0 59.0 94.8 95.7: 5.2 4.3
Old : 100.0: 10.5 16.5 20.3 64.0 59.0 94.8 95.7: 5.2 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 13 21 29 22 21 53 53:
Old : 56: 13 21 29 22 21 53 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 32.3 56.1 55.7 20.2 13.5 26.7 21.4
Old : 36.4 32.3 56.1 55.7 20.2 13.5 26.7 21.4
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, November 4, 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 : 34,530: 6,227 9,798 5,181 20,143 17,291 31,551 32,270: 2,979 2,260
Old : 34,530: 6,227 9,798 5,181 20,143 17,291 31,551 32,270: 2,979 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 765: -15 0 245 395 595 625 840: 140 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.4 15.0 58.3 50.1 91.4 93.5: 8.6 6.5
Old : 100.0: 18.0 28.4 15.0 58.3 50.1 91.4 93.5: 8.6 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 : 25: 5 5 5 12 13 20 21:
Old : 25: 5 5 5 12 13 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 : 56.9 44.5 70.9 67.4 42.7 38.4 51.3 51.5
Old : 56.9 44.5 70.9 67.4 42.7 38.4 51.3 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders - Futures Only, November 4, 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 : 58,402: 0 6,560 720 48,541 40,796 49,261 48,076: 9,141 10,326
Old : 58,402: 0 6,560 720 48,541 40,796 49,261 48,076: 9,141 10,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,886: -971 -1,745 -1,116 272 2,014 -1,815 -847: -71 -1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 1.2 83.1 69.9 84.3 82.3: 15.7 17.7
Old : 100.0: 0.0 11.2 1.2 83.1 69.9 84.3 82.3: 15.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 2 19 18 21 21:
Old : 23: 0 2 2 19 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 42.9 68.8 63.0 25.4 22.2 31.7 29.0
Old : 51.5 42.9 68.8 63.0 25.4 22.2 31.7 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, November 4, 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 : 15,370: 0 970 0 15,370 14,400 15,370 15,370: 0 0
Old : 15,370: 0 970 0 15,370 14,400 15,370 15,370: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -313: 0 -50 0 -163 -113 -163 -163: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 0.0 100.0 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.3 0.0 100.0 93.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 4 0 23 25 23 29:
Old : 35: 0 4 0 23 25 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 46.0 75.0 63.3 36.9 36.5 52.3 47.0
Old : 47.8 46.0 75.0 63.3 36.9 36.5 52.3 47.0
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, November 4, 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 : 13,470: 8,789 3,299 0 2,665 9,365 11,454 12,664: 2,016 806
Old : 13,470: 8,789 3,299 0 2,665 9,365 11,454 12,664: 2,016 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -716: -580 -139 0 -288 -359 -868 -498: 152 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 24.5 0.0 19.8 69.5 85.0 94.0: 15.0 6.0
Old : 100.0: 65.2 24.5 0.0 19.8 69.5 85.0 94.0: 15.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 38 22 0 20 24 58 46:
Old : 99: 38 22 0 20 24 58 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 41.9 50.2 59.4 38.6 41.9 50.1 59.4
Old : 38.7 41.9 50.2 59.4 38.6 41.9 50.1 59.4
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, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 15,761: 8,299 1,502 26 4,838 12,827 13,163 14,355: 2,598 1,406
Old : 15,761: 8,299 1,502 26 4,838 12,827 13,163 14,355: 2,598 1,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 327: -141 246 -53 407 288 213 481: 114 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 9.5 0.2 30.7 81.4 83.5 91.1: 16.5 8.9
Old : 100.0: 52.7 9.5 0.2 30.7 81.4 83.5 91.1: 16.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 24 13 1 14 21 38 35:
Old : 69: 24 13 1 14 21 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 36.7 55.0 57.7 37.3 36.7 55.0 57.7
Old : 37.3 36.7 55.0 57.7 37.3 36.7 55.0 57.7
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, November 4, 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 : 159,174: 47,726 11,913 11,430 86,781 124,990 145,937 148,333: 13,237 10,841
Old : 159,174: 47,726 11,913 11,430 86,781 124,990 145,937 148,333: 13,237 10,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -2,425: 4,428 -492 -1,287 -5,068 -1,116 -1,927 -2,895: -498 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 7.5 7.2 54.5 78.5 91.7 93.2: 8.3 6.8
Old : 100.0: 30.0 7.5 7.2 54.5 78.5 91.7 93.2: 8.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 43 26 32 64 75 126 118:
Old : 156: 43 26 32 64 75 126 118:
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 : 24.5 30.7 36.5 43.4 13.7 16.9 21.6 26.0
Old : 24.5 30.7 36.5 43.4 13.7 16.9 21.6 26.0
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, November 4, 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 : 6,572: 250 150 0 6,122 6,222 6,372 6,372: 200 200
Old : 6,572: 250 150 0 6,122 6,222 6,372 6,372: 200 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,314: 100 50 -100 -1,256 -1,168 -1,256 -1,218: -58 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 2.3 0.0 93.2 94.7 97.0 97.0: 3.0 3.0
Old : 100.0: 3.8 2.3 0.0 93.2 94.7 97.0 97.0: 3.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 0 24 23 26 25:
Old : 34: 2 2 0 24 23 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 39.6 56.2 64.7 18.7 23.7 28.6 33.7
Old : 35.3 39.6 56.2 64.7 18.7 23.7 28.6 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, November 4, 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 : 17,566: 1,280 378 289 15,035 16,824 16,604 17,491: 962 75
Old : 17,566: 1,280 378 289 15,035 16,824 16,604 17,491: 962 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -907: 25 36 -136 -708 -477 -819 -577: -88 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.2 1.6 85.6 95.8 94.5 99.6: 5.5 0.4
Old : 100.0: 7.3 2.2 1.6 85.6 95.8 94.5 99.6: 5.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 1 2 24 24 27 26:
Old : 39: 2 1 2 24 24 27 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 : 57.6 56.0 76.7 79.3 57.1 52.2 69.0 74.0
Old : 57.6 56.0 76.7 79.3 57.1 52.2 69.0 74.0
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, November 4, 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 : 4,961: 60 335 0 4,365 4,441 4,425 4,776: 536 185
Old : 4,961: 60 335 0 4,365 4,441 4,425 4,776: 536 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 637: -30 -275 0 632 942 602 667: 35 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 6.8 0.0 88.0 89.5 89.2 96.3: 10.8 3.7
Old : 100.0: 1.2 6.8 0.0 88.0 89.5 89.2 96.3: 10.8 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 : 22: 1 1 0 15 14 16 15:
Old : 22: 1 1 0 15 14 16 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 : 59.2 67.5 77.3 88.4 30.3 40.4 37.6 48.8
Old : 59.2 67.5 77.3 88.4 30.3 40.4 37.6 48.8
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, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,735: 0 50 50 5,635 5,585 5,685 5,685: 50 50
Old : 5,735: 0 50 50 5,635 5,585 5,685 5,685: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 600: 0 0 -50 675 675 625 625: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.9 98.3 97.4 99.1 99.1: 0.9 0.9
Old : 100.0: 0.0 0.9 0.9 98.3 97.4 99.1 99.1: 0.9 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 : 31: 0 1 1 19 23 20 24:
Old : 31: 0 1 1 19 23 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 56.9 73.5 76.3 43.6 52.6 67.1 69.3
Old : 45.6 56.9 73.5 76.3 43.6 52.6 67.1 69.3
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, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,860: 361 159 0 12,705 13,610 13,066 13,769: 794 91
Old : 13,860: 361 159 0 12,705 13,610 13,066 13,769: 794 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 986: -64 0 0 978 1,000 914 1,000: 72 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.1 0.0 91.7 98.2 94.3 99.3: 5.7 0.7
Old : 100.0: 2.6 1.1 0.0 91.7 98.2 94.3 99.3: 5.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 0 20 20 21 22:
Old : 30: 1 2 0 20 20 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 : 61.7 70.7 80.5 86.3 61.2 70.4 77.6 81.9
Old : 61.7 70.7 80.5 86.3 61.2 70.4 77.6 81.9
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, November 4, 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 : 6,943: 8 0 258 6,610 6,685 6,876 6,943: 67 0
Old : 6,943: 8 0 258 6,610 6,685 6,876 6,943: 67 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 811: -37 -375 46 863 1,210 872 881: -61 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 3.7 95.2 96.3 99.0 100.0: 1.0 0.0
Old : 100.0: 0.1 0.0 3.7 95.2 96.3 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 1 23 20 24 21:
Old : 30: 1 0 1 23 20 24 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 : 52.9 50.4 73.1 75.6 49.3 45.3 63.1 64.5
Old : 52.9 50.4 73.1 75.6 49.3 45.3 63.1 64.5
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, November 4, 2008
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 37,056: 5,326 11,946 902 29,047 21,066 35,275 33,914: 1,781 3,142
Old : 37,056: 5,326 11,946 902 29,047 21,066 35,275 33,914: 1,781 3,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 1,591: 412 -450 -418 3,295 2,533 3,289 1,665: -1,698 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 32.2 2.4 78.4 56.8 95.2 91.5: 4.8 8.5
Old : 100.0: 14.4 32.2 2.4 78.4 56.8 95.2 91.5: 4.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 3 4 21 26 27 32:
Old : 37: 5 3 4 21 26 27 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 : 43.2 48.3 64.2 65.3 40.9 46.7 60.8 61.4
Old : 43.2 48.3 64.2 65.3 40.9 46.7 60.8 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 7, 2008