GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,448: 75 0 0 22,258 22,333 22,333 22,333: 115 115
Old : 22,448: 75 0 0 22,258 22,333 22,333 22,333: 115 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 2,372: 0 0 0 2,257 2,257 2,257 2,257: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.2 99.5 99.5 99.5: 0.5 0.5
Old : 100.0: 0.3 0.0 0.0 99.2 99.5 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 0 0 36 35 37 35:
Old : 45: 1 0 0 36 35 37 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 : 51.2 57.1 67.5 76.1 42.4 49.1 53.6 59.2
Old : 51.2 57.1 67.5 76.1 42.4 49.1 53.6 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, November 11, 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 : 14,469: 100 770 135 14,099 13,549 14,334 14,454: 135 15
Old : 14,469: 100 770 135 14,099 13,549 14,334 14,454: 135 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,141: 0 0 0 1,166 1,166 1,166 1,166: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 5.3 0.9 97.4 93.6 99.1 99.9: 0.9 0.1
Old : 100.0: 0.7 5.3 0.9 97.4 93.6 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 2 2 26 33 29 36:
Old : 40: 1 2 2 26 33 29 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 : 43.5 33.5 68.2 57.7 30.5 20.7 38.1 35.7
Old : 43.5 33.5 68.2 57.7 30.5 20.7 38.1 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, November 11, 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 : 8,588: 140 149 145 7,403 7,427 7,688 7,721: 900 867
Old : 8,588: 140 149 145 7,403 7,427 7,688 7,721: 900 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 949: -6 121 32 1,142 989 1,168 1,142: -219 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.7 1.7 86.2 86.5 89.5 89.9: 10.5 10.1
Old : 100.0: 1.6 1.7 1.7 86.2 86.5 89.5 89.9: 10.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 2 4 33 36 37 41:
Old : 42: 3 2 4 33 36 37 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 : 34.4 29.5 51.0 50.4 28.9 20.1 39.4 31.0
Old : 34.4 29.5 51.0 50.4 28.9 20.1 39.4 31.0
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 11, 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 : 6,861: 90 130 70 5,898 5,920 6,058 6,120: 803 741
Old : 6,861: 90 130 70 5,898 5,920 6,058 6,120: 803 741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 841: 10 95 5 737 722 752 822: 89 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.9 1.0 86.0 86.3 88.3 89.2: 11.7 10.8
Old : 100.0: 1.3 1.9 1.0 86.0 86.3 88.3 89.2: 11.7 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 3 3 37 37 41 41:
Old : 45: 2 3 3 37 37 41 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 25.6 47.0 44.6 28.9 21.8 40.7 37.6
Old : 32.5 25.6 47.0 44.6 28.9 21.8 40.7 37.6
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 11, 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 : 220,143: 22,506 14,802 34,838 133,985 146,615 191,329 196,255: 28,814 23,888
Old : 220,143: 22,506 14,802 34,838 133,985 146,615 191,329 196,255: 28,814 23,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,276: -243 2,155 -2,119 5,980 1,686 3,618 1,722: -2,342 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.7 15.8 60.9 66.6 86.9 89.1: 13.1 10.9
Old : 100.0: 10.2 6.7 15.8 60.9 66.6 86.9 89.1: 13.1 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 : 130: 25 24 39 65 68 113 115:
Old : 130: 25 24 39 65 68 113 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 28.9 37.7 40.2 14.3 16.4 19.8 22.1
Old : 27.4 28.9 37.7 40.2 14.3 16.4 19.8 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, November 11, 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 : 13,242: 61 1,738 250 12,616 10,939 12,927 12,927: 315 315
Old : 13,242: 61 1,738 250 12,616 10,939 12,927 12,927: 315 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 712: 24 -63 88 635 812 747 837: -35 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 13.1 1.9 95.3 82.6 97.6 97.6: 2.4 2.4
Old : 100.0: 0.5 13.1 1.9 95.3 82.6 97.6 97.6: 2.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 5 3 33 37 37 43:
Old : 52: 2 5 3 33 37 37 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 30.9 60.1 50.4 34.3 30.9 51.8 49.3
Old : 37.9 30.9 60.1 50.4 34.3 30.9 51.8 49.3
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 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,820: 0 50 0 7,795 8,745 7,795 8,795: 1,025 25
Old : 8,820: 0 50 0 7,795 8,745 7,795 8,795: 1,025 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,980: 0 0 0 1,980 1,980 1,980 1,980: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 88.4 99.1 88.4 99.7: 11.6 0.3
Old : 100.0: 0.0 0.6 0.0 88.4 99.1 88.4 99.7: 11.6 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 : 32: 0 1 0 21 27 21 28:
Old : 32: 0 1 0 21 27 21 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 : 53.9 54.6 70.5 72.8 46.7 52.9 55.3 63.7
Old : 53.9 54.6 70.5 72.8 46.7 52.9 55.3 63.7
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 11, 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 : 751,279: 91,844 252,195 269,913 315,522 192,673 677,279 714,781: 74,000 36,498
Old : 751,279: 91,844 252,195 269,913 315,522 192,673 677,279 714,781: 74,000 36,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -11,957: -2,138 -2,108 -8,879 -3,741 -5,775 -14,758 -16,762: 2,801 4,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 33.6 35.9 42.0 25.6 90.2 95.1: 9.8 4.9
Old : 100.0: 12.2 33.6 35.9 42.0 25.6 90.2 95.1: 9.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 60 60 79 72 58 176 160:
Old : 203: 60 60 79 72 58 176 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 43.4 35.6 54.2 9.3 25.7 14.6 28.2
Old : 23.3 43.4 35.6 54.2 9.3 25.7 14.6 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,203: 61 2,414 3,503 81,034 76,786 84,598 82,703: 6,605 8,500
Old : 91,203: 61 2,414 3,503 81,034 76,786 84,598 82,703: 6,605 8,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,331: 61 -5,429 1,434 385 8,928 1,880 4,933: -549 -3,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.6 3.8 88.9 84.2 92.8 90.7: 7.2 9.3
Old : 100.0: 0.1 2.6 3.8 88.9 84.2 92.8 90.7: 7.2 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 2 25 23 27 26:
Old : 29: 2 1 2 25 23 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 : 51.1 45.5 65.1 64.5 45.4 38.4 56.0 52.9
Old : 51.1 45.5 65.1 64.5 45.4 38.4 56.0 52.9
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 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,655: 2,541 8,377 4,607 41,541 32,856 48,689 45,840: 6,966 9,815
Old : 55,655: 2,541 8,377 4,607 41,541 32,856 48,689 45,840: 6,966 9,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,068: -569 -657 150 1,348 1,713 929 1,206: 139 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 15.1 8.3 74.6 59.0 87.5 82.4: 12.5 17.6
Old : 100.0: 4.6 15.1 8.3 74.6 59.0 87.5 82.4: 12.5 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 : 25: 1 4 3 18 14 21 19:
Old : 25: 1 4 3 18 14 21 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 : 36.2 43.8 64.0 61.0 36.2 31.8 58.0 45.3
Old : 36.2 43.8 64.0 61.0 36.2 31.8 58.0 45.3
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 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,010: 2,190 826 490 80,680 79,979 83,360 81,295: 6,650 8,715
Old : 90,010: 2,190 826 490 80,680 79,979 83,360 81,295: 6,650 8,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,465: -231 826 -944 2,666 1,155 1,491 1,037: -26 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.9 0.5 89.6 88.9 92.6 90.3: 7.4 9.7
Old : 100.0: 2.4 0.9 0.5 89.6 88.9 92.6 90.3: 7.4 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 1 2 27 28 30 30:
Old : 39: 2 1 2 27 28 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 34.7 65.0 53.3 38.9 30.4 52.8 43.6
Old : 46.4 34.7 65.0 53.3 38.9 30.4 52.8 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,922: 0 0 0 72,106 63,348 72,106 63,348: 11,816 20,574
Old : 83,922: 0 0 0 72,106 63,348 72,106 63,348: 11,816 20,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -214: 0 0 0 -307 -428 -307 -428: 93 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.9 75.5 85.9 75.5: 14.1 24.5
Old : 100.0: 0.0 0.0 0.0 85.9 75.5 85.9 75.5: 14.1 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 18 17 18:
Old : 21: 0 0 0 17 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 48.7 64.0 65.4 32.0 42.7 49.7 45.6
Old : 40.1 48.7 64.0 65.4 32.0 42.7 49.7 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,957: 9,212 3,921 2,952 55,241 57,803 67,405 64,676: 7,552 10,281
Old : 74,957: 9,212 3,921 2,952 55,241 57,803 67,405 64,676: 7,552 10,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,127: -186 1,694 -1,115 2,248 -126 947 453: 180 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 5.2 3.9 73.7 77.1 89.9 86.3: 10.1 13.7
Old : 100.0: 12.3 5.2 3.9 73.7 77.1 89.9 86.3: 10.1 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 2 22 22 25 24:
Old : 28: 2 1 2 22 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 50.3 70.0 69.3 54.4 45.0 63.0 57.2
Old : 56.4 50.3 70.0 69.3 54.4 45.0 63.0 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, November 11, 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 : 86,794: 2,928 8,713 2,164 73,873 69,627 78,965 80,504: 7,829 6,290
Old : 86,794: 2,928 8,713 2,164 73,873 69,627 78,965 80,504: 7,829 6,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,017: 1,186 -155 -272 600 1,023 1,514 596: -497 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 10.0 2.5 85.1 80.2 91.0 92.8: 9.0 7.2
Old : 100.0: 3.4 10.0 2.5 85.1 80.2 91.0 92.8: 9.0 7.2
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 : 43: 1 4 2 29 32 31 37:
Old : 43: 1 4 2 29 32 31 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 : 43.2 25.4 60.9 42.1 38.2 23.3 50.6 36.9
Old : 43.2 25.4 60.9 42.1 38.2 23.3 50.6 36.9
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 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 101,189: 15,013 372 4,858 71,988 77,854 91,859 83,084: 9,330 18,105
Old : 101,189: 15,013 372 4,858 71,988 77,854 91,859 83,084: 9,330 18,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 660: 1,311 0 -123 -621 355 567 232: 93 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.4 4.8 71.1 76.9 90.8 82.1: 9.2 17.9
Old : 100.0: 14.8 0.4 4.8 71.1 76.9 90.8 82.1: 9.2 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 52.4 34.7 73.3 49.6 46.6 31.5 60.9 45.0
Old : 52.4 34.7 73.3 49.6 46.6 31.5 60.9 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, November 11, 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 : 39,362: 4,818 7,062 1,078 26,765 25,875 32,661 34,015: 6,701 5,347
Old : 39,362: 4,818 7,062 1,078 26,765 25,875 32,661 34,015: 6,701 5,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 211: 180 0 0 0 0 180 0: 31 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 17.9 2.7 68.0 65.7 83.0 86.4: 17.0 13.6
Old : 100.0: 12.2 17.9 2.7 68.0 65.7 83.0 86.4: 17.0 13.6
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 : 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 : 39.8 48.7 61.1 74.1 28.7 42.8 41.7 52.7
Old : 39.8 48.7 61.1 74.1 28.7 42.8 41.7 52.7
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 11, 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 : 84,622: 1,043 7,346 20,591 56,950 49,988 78,584 77,925: 6,038 6,697
Old : 84,622: 1,043 7,346 20,591 56,950 49,988 78,584 77,925: 6,038 6,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -793: -84 2,576 -1,221 -72 -4,239 -1,377 -2,884: 584 2,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 8.7 24.3 67.3 59.1 92.9 92.1: 7.1 7.9
Old : 100.0: 1.2 8.7 24.3 67.3 59.1 92.9 92.1: 7.1 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 3 13 14 17 17:
Old : 24: 2 2 3 13 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 : 63.2 53.8 78.4 76.0 34.9 26.5 44.6 41.9
Old : 63.2 53.8 78.4 76.0 34.9 26.5 44.6 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,077: 0 0 0 47,274 47,123 47,274 47,123: 7,803 7,954
Old : 55,077: 0 0 0 47,274 47,123 47,274 47,123: 7,803 7,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 422: 0 0 0 180 590 180 590: 242 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.8 85.6 85.8 85.6: 14.2 14.4
Old : 100.0: 0.0 0.0 0.0 85.8 85.6 85.8 85.6: 14.2 14.4
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: 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 : 46.4 44.4 65.7 62.7 45.4 31.2 58.8 48.0
Old : 46.4 44.4 65.7 62.7 45.4 31.2 58.8 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 11, 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 : 87,358: 1,281 4,709 8,202 67,978 62,861 77,461 75,772: 9,897 11,586
Old : 87,358: 1,281 4,709 8,202 67,978 62,861 77,461 75,772: 9,897 11,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 674: -1,622 -765 536 694 571 -392 342: 1,066 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 5.4 9.4 77.8 72.0 88.7 86.7: 11.3 13.3
Old : 100.0: 1.5 5.4 9.4 77.8 72.0 88.7 86.7: 11.3 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 4 4 27 29 32 34:
Old : 41: 2 4 4 27 29 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 27.7 58.6 47.0 34.9 24.1 49.7 39.0
Old : 39.3 27.7 58.6 47.0 34.9 24.1 49.7 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 11, 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 : 116,548: 7,245 20,500 21,091 70,668 62,834 99,004 104,425: 17,544 12,123
Old : 116,548: 7,245 20,500 21,091 70,668 62,834 99,004 104,425: 17,544 12,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 3,962: -266 164 1,731 2,029 2,241 3,494 4,136: 468 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 17.6 18.1 60.6 53.9 84.9 89.6: 15.1 10.4
Old : 100.0: 6.2 17.6 18.1 60.6 53.9 84.9 89.6: 15.1 10.4
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 : 34: 2 4 6 26 24 32 30:
Old : 34: 2 4 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 : 36.1 33.6 52.9 52.4 15.2 19.5 23.3 28.3
Old : 36.1 33.6 52.9 52.4 15.2 19.5 23.3 28.3
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 11, 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 : 125,464: 11,606 633 12,103 94,018 97,792 117,727 110,528: 7,737 14,936
Old : 125,464: 11,606 633 12,103 94,018 97,792 117,727 110,528: 7,737 14,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,788: -919 137 1,338 1,481 2,877 1,900 4,352: -112 -2,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.5 9.6 74.9 77.9 93.8 88.1: 6.2 11.9
Old : 100.0: 9.3 0.5 9.6 74.9 77.9 93.8 88.1: 6.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 5 20 20 26 25:
Old : 31: 4 2 5 20 20 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 : 54.2 61.7 69.9 73.0 50.8 53.0 62.3 61.8
Old : 54.2 61.7 69.9 73.0 50.8 53.0 62.3 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, November 11, 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 : 105,724: 4,900 0 0 100,824 104,682 105,724 104,682: 0 1,042
Old : 105,724: 4,900 0 0 100,824 104,682 105,724 104,682: 0 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 4,114: 20 -240 0 9,062 9,076 9,082 8,836: -4,968 -4,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 95.4 99.0 100.0 99.0: 0.0 1.0
Old : 100.0: 4.6 0.0 0.0 95.4 99.0 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 10 16 12 16:
Old : 22: 2 0 0 10 16 12 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 : 83.4 71.5 97.3 88.3 60.6 47.1 66.8 61.8
Old : 83.4 71.5 97.3 88.3 60.6 47.1 66.8 61.8
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 11, 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 : 222,971: 12,367 8,799 4,892 192,696 200,707 209,955 214,398: 13,016 8,573
Old : 222,971: 12,367 8,799 4,892 192,696 200,707 209,955 214,398: 13,016 8,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -621: -546 58 -38 -296 -645 -880 -625: 259 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 3.9 2.2 86.4 90.0 94.2 96.2: 5.8 3.8
Old : 100.0: 5.5 3.9 2.2 86.4 90.0 94.2 96.2: 5.8 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 62.8 47.3 75.9 27.7 60.9 45.0 69.0
Old : 29.3 62.8 47.3 75.9 27.7 60.9 45.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, November 11, 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 : 195,336: 2,833 13,919 9,208 171,679 164,801 183,720 187,928: 11,616 7,408
Old : 195,336: 2,833 13,919 9,208 171,679 164,801 183,720 187,928: 11,616 7,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,129: -368 -240 64 820 1,305 516 1,129: 613 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 7.1 4.7 87.9 84.4 94.1 96.2: 5.9 3.8
Old : 100.0: 1.5 7.1 4.7 87.9 84.4 94.1 96.2: 5.9 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 33 42 39:
Old : 45: 3 3 6 36 33 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 : 30.3 37.1 50.1 59.9 21.2 35.2 35.0 51.1
Old : 30.3 37.1 50.1 59.9 21.2 35.2 35.0 51.1
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 11, 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 : 250,042: 1,165 9,237 14,003 220,975 214,132 236,143 237,372: 13,899 12,670
Old : 250,042: 1,165 9,237 14,003 220,975 214,132 236,143 237,372: 13,899 12,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 5,593: -949 -1,540 54 5,992 5,201 5,097 3,715: 496 1,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.7 5.6 88.4 85.6 94.4 94.9: 5.6 5.1
Old : 100.0: 0.5 3.7 5.6 88.4 85.6 94.4 94.9: 5.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 3 5 41 45 46 50:
Old : 54: 2 3 5 41 45 46 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 : 29.3 27.6 47.9 47.2 24.6 24.0 35.8 37.1
Old : 29.3 27.6 47.9 47.2 24.6 24.0 35.8 37.1
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 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 208,386: 7,392 14,813 21,825 173,556 163,325 202,773 199,963: 5,613 8,423
Old : 208,386: 7,392 14,813 21,825 173,556 163,325 202,773 199,963: 5,613 8,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 10,926: -8,177 6,188 -3,434 22,537 7,752 10,926 10,506: 0 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 7.1 10.5 83.3 78.4 97.3 96.0: 2.7 4.0
Old : 100.0: 3.5 7.1 10.5 83.3 78.4 97.3 96.0: 2.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 4 6 34 33 42 40:
Old : 47: 5 4 6 34 33 42 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 : 36.8 29.2 59.1 49.4 33.6 20.9 48.1 32.8
Old : 36.8 29.2 59.1 49.4 33.6 20.9 48.1 32.8
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 11, 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 : 47,885: 248 1,169 341 40,030 36,948 40,619 38,458: 7,266 9,427
Old : 47,885: 248 1,169 341 40,030 36,948 40,619 38,458: 7,266 9,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 524: 0 620 0 213 -159 213 461: 311 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.4 0.7 83.6 77.2 84.8 80.3: 15.2 19.7
Old : 100.0: 0.5 2.4 0.7 83.6 77.2 84.8 80.3: 15.2 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 16 15 18 16:
Old : 21: 1 1 1 16 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 44.7 72.0 63.0 42.1 35.1 55.1 48.8
Old : 46.5 44.7 72.0 63.0 42.1 35.1 55.1 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, November 11, 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 : 3,568,272: 1,041,225 212,746 1,146,187 1,359,251 2,193,250 3,546,663 3,552,183: 21,609 16,089
Old : 3,568,272: 1,041,225 212,746 1,146,187 1,359,251 2,193,250 3,546,663 3,552,183: 21,609 16,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 26,800: -2,239 8,889 -7,499 40,543 25,063 30,805 26,453: -4,005 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.0 32.1 38.1 61.5 99.4 99.5: 0.6 0.5
Old : 100.0: 29.2 6.0 32.1 38.1 61.5 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 32 24 50 106 100 162 153:
Old : 170: 32 24 50 106 100 162 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 53.0 49.0 26.1 21.6 29.2 29.7
Old : 42.8 33.9 53.0 49.0 26.1 21.6 29.2 29.7
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 11, 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 : 1,203,145: 160,710 368,989 320,210 717,869 511,151 1,198,789 1,200,350: 4,356 2,795
Old : 1,203,145: 160,710 368,989 320,210 717,869 511,151 1,198,789 1,200,350: 4,356 2,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 37,796: 20,320 15,380 9,791 8,283 12,068 38,394 37,239: -598 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 30.7 26.6 59.7 42.5 99.6 99.8: 0.4 0.2
Old : 100.0: 13.4 30.7 26.6 59.7 42.5 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 21 27 38 38 38 80 82:
Old : 89: 21 27 38 38 38 80 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 45.5 53.1 59.4 20.3 29.9 33.8 36.8
Old : 31.2 45.5 53.1 59.4 20.3 29.9 33.8 36.8
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 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,303: 275 100 0 2,978 3,153 3,253 3,253: 50 50
Old : 3,303: 275 100 0 2,978 3,153 3,253 3,253: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 500: 250 100 -50 300 450 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.0 0.0 90.2 95.5 98.5 98.5: 1.5 1.5
Old : 100.0: 8.3 3.0 0.0 90.2 95.5 98.5 98.5: 1.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 0 17 13 19 14:
Old : 25: 2 1 0 17 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 60.2 75.6 80.8 42.5 51.0 61.1 66.4
Old : 50.7 60.2 75.6 80.8 42.5 51.0 61.1 66.4
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 11, 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 : 29,633: 2,634 2,366 1,135 25,054 26,036 28,823 29,537: 810 96
Old : 29,633: 2,634 2,366 1,135 25,054 26,036 28,823 29,537: 810 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -49: -432 -164 142 191 -23 -99 -45: 50 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.0 3.8 84.5 87.9 97.3 99.7: 2.7 0.3
Old : 100.0: 8.9 8.0 3.8 84.5 87.9 97.3 99.7: 2.7 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 5 32 28 38 36:
Old : 42: 4 5 5 32 28 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 40.5 55.6 63.6 28.7 35.9 38.2 46.1
Old : 36.4 40.5 55.6 63.6 28.7 35.9 38.2 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,412: 38 44 0 9,735 10,052 9,773 10,096: 639 316
Old : 10,412: 38 44 0 9,735 10,052 9,773 10,096: 639 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 960: -90 -184 0 1,069 1,381 979 1,197: -19 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.4 0.0 93.5 96.5 93.9 97.0: 6.1 3.0
Old : 100.0: 0.4 0.4 0.0 93.5 96.5 93.9 97.0: 6.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 14 11 15 12:
Old : 20: 1 1 0 14 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 72.5 76.4 91.9 45.8 64.9 69.2 73.5
Old : 46.2 72.5 76.4 91.9 45.8 64.9 69.2 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 11, 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 : 17,959: 2,760 42 330 13,713 17,085 16,803 17,457: 1,156 502
Old : 17,959: 2,760 42 330 13,713 17,085 16,803 17,457: 1,156 502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,308: 0 0 0 1,364 1,838 1,364 1,838: -56 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 0.2 1.8 76.4 95.1 93.6 97.2: 6.4 2.8
Old : 100.0: 15.4 0.2 1.8 76.4 95.1 93.6 97.2: 6.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 19 20 21 22:
Old : 24: 1 1 2 19 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 : 50.6 82.7 74.5 91.5 42.0 67.9 61.4 70.9
Old : 50.6 82.7 74.5 91.5 42.0 67.9 61.4 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, November 11, 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 : 13,388: 0 80 0 12,144 11,996 12,144 12,076: 1,244 1,312
Old : 13,388: 0 80 0 12,144 11,996 12,144 12,076: 1,244 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 20: 0 0 0 20 20 20 20: 0 0
: : :
: : 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 : 48.2 63.4 69.7 80.4 38.0 49.0 53.3 58.7
Old : 48.2 63.4 69.7 80.4 38.0 49.0 53.3 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, November 11, 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 : 33,082: 0 900 780 30,425 30,653 31,205 32,333: 1,877 749
Old : 33,082: 0 900 780 30,425 30,653 31,205 32,333: 1,877 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 546: 0 0 0 534 546 534 546: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 2.4 92.0 92.7 94.3 97.7: 5.7 2.3
Old : 100.0: 0.0 2.7 2.4 92.0 92.7 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 : 49.4 53.2 67.8 76.0 16.9 17.1 24.8 26.7
Old : 49.4 53.2 67.8 76.0 16.9 17.1 24.8 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, November 11, 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 : 30,688: 0 40 60 30,426 29,648 30,486 29,748: 202 940
Old : 30,688: 0 40 60 30,426 29,648 30,486 29,748: 202 940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -106: 0 0 -60 -46 -46 -106 -106: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.2 99.1 96.6 99.3 96.9: 0.7 3.1
Old : 100.0: 0.0 0.1 0.2 99.1 96.6 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 : 62.6 74.6 84.2 84.5 59.6 73.5 78.7 80.4
Old : 62.6 74.6 84.2 84.5 59.6 73.5 78.7 80.4
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 11, 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 : 7,860: 0 480 160 6,205 6,822 6,365 7,462: 1,495 398
Old : 7,860: 0 480 160 6,205 6,822 6,365 7,462: 1,495 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 502: 0 0 0 314 622 314 622: 188 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 2.0 78.9 86.8 81.0 94.9: 19.0 5.1
Old : 100.0: 0.0 6.1 2.0 78.9 86.8 81.0 94.9: 19.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 1 16 16 17 18:
Old : 21: 0 2 1 16 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 41.5 66.6 73.1 30.9 32.2 37.3 47.7
Old : 50.8 41.5 66.6 73.1 30.9 32.2 37.3 47.7
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 11, 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 : 11,444: 80 0 0 11,176 10,724 11,256 10,724: 188 720
Old : 11,444: 80 0 0 11,176 10,724 11,256 10,724: 188 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 148: 0 0 0 148 148 148 148: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 97.7 93.7 98.4 93.7: 1.6 6.3
Old : 100.0: 0.7 0.0 0.0 97.7 93.7 98.4 93.7: 1.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 46.8 42.5 76.1 75.3 43.8 32.8 59.4 52.4
Old : 46.8 42.5 76.1 75.3 43.8 32.8 59.4 52.4
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 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 13,089: 0 0 0 13,001 12,690 13,001 12,690: 88 399
Old : 13,089: 0 0 0 13,001 12,690 13,001 12,690: 88 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,653: 0 0 0 1,623 1,698 1,623 1,698: 30 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 97.0 99.3 97.0: 0.7 3.0
Old : 100.0: 0.0 0.0 0.0 99.3 97.0 99.3 97.0: 0.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 21 20 21 20:
Old : 24: 0 0 0 21 20 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 57.1 88.0 79.9 57.6 46.0 63.0 57.2
Old : 68.8 57.1 88.0 79.9 57.6 46.0 63.0 57.2
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 11, 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 : 1,154,740: 192,267 245,251 292,660 615,996 568,518 1,100,923 1,106,429: 53,817 48,311
Old : 1,154,740: 192,267 245,251 292,660 615,996 568,518 1,100,923 1,106,429: 53,817 48,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 29,374: 834 43,275 -9,111 26,157 12,968 17,880 47,132: 11,494 -17,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 21.2 25.3 53.3 49.2 95.3 95.8: 4.7 4.2
Old : 100.0: 16.7 21.2 25.3 53.3 49.2 95.3 95.8: 4.7 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 : 291: 79 106 126 77 89 233 254:
Old : 291: 79 106 126 77 89 233 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 27.4 43.1 37.5 16.4 11.3 22.5 15.4
Old : 33.9 27.4 43.1 37.5 16.4 11.3 22.5 15.4
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 11, 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 : 178,924: 25,913 12,242 11,709 96,980 101,447 134,602 125,398: 44,322 53,526
Old : 178,924: 25,913 12,242 11,709 96,980 101,447 134,602 125,398: 44,322 53,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 2,355: -1,025 805 770 -4,544 2,821 -4,799 4,396: 7,154 -2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.8 6.5 54.2 56.7 75.2 70.1: 24.8 29.9
Old : 100.0: 14.5 6.8 6.5 54.2 56.7 75.2 70.1: 24.8 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 4 6 20 20 26 28:
Old : 30: 4 4 6 20 20 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 24.3 54.7 40.3 31.1 18.0 41.4 31.0
Old : 36.8 24.3 54.7 40.3 31.1 18.0 41.4 31.0
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 11, 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 : 48,385: 85 2,882 1,000 46,770 44,048 47,855 47,930: 530 455
Old : 48,385: 85 2,882 1,000 46,770 44,048 47,855 47,930: 530 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 764: 25 625 175 34 -491 234 309: 530 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.0 2.1 96.7 91.0 98.9 99.1: 1.1 0.9
Old : 100.0: 0.2 6.0 2.1 96.7 91.0 98.9 99.1: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 4 4 37 38 43 44:
Old : 53: 2 4 4 37 38 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.7 69.3 56.4 23.0 15.2 28.7 22.4
Old : 45.8 35.7 69.3 56.4 23.0 15.2 28.7 22.4
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 11, 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 : 203,599: 21,528 34,652 39,335 132,469 120,683 193,332 194,670: 10,267 8,929
Old : 203,599: 21,528 34,652 39,335 132,469 120,683 193,332 194,670: 10,267 8,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -440: 167 1,014 -2,006 1,828 339 -11 -653: -429 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 17.0 19.3 65.1 59.3 95.0 95.6: 5.0 4.4
Old : 100.0: 10.6 17.0 19.3 65.1 59.3 95.0 95.6: 5.0 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 : 54: 13 19 28 22 21 52 51:
Old : 54: 13 19 28 22 21 52 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 32.8 57.1 56.2 20.6 13.5 27.1 21.7
Old : 37.3 32.8 57.1 56.2 20.6 13.5 27.1 21.7
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 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 31,897: 5,853 8,241 4,379 18,843 17,517 29,075 30,137: 2,822 1,760
Old : 31,897: 5,853 8,241 4,379 18,843 17,517 29,075 30,137: 2,822 1,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -2,633: -374 -1,557 -802 -1,300 226 -2,476 -2,133: -157 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 25.8 13.7 59.1 54.9 91.2 94.5: 8.8 5.5
Old : 100.0: 18.3 25.8 13.7 59.1 54.9 91.2 94.5: 8.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 4 5 12 14 20 22:
Old : 26: 6 4 5 12 14 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 41.7 66.9 66.0 38.9 35.1 46.8 49.2
Old : 51.7 41.7 66.9 66.0 38.9 35.1 46.8 49.2
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 11, 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 : 61,727: 0 6,710 620 52,095 43,786 52,715 51,116: 9,012 10,611
Old : 61,727: 0 6,710 620 52,095 43,786 52,715 51,116: 9,012 10,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 3,325: 0 150 -100 3,554 2,990 3,454 3,040: -129 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.9 1.0 84.4 70.9 85.4 82.8: 14.6 17.2
Old : 100.0: 0.0 10.9 1.0 84.4 70.9 85.4 82.8: 14.6 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 2 20 19 22 22:
Old : 25: 0 3 2 20 19 22 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 : 52.8 40.5 69.3 62.9 29.8 23.8 37.5 30.8
Old : 52.8 40.5 69.3 62.9 29.8 23.8 37.5 30.8
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 11, 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 : 16,147: 0 670 0 16,147 15,477 16,147 16,147: 0 0
Old : 16,147: 0 670 0 16,147 15,477 16,147 16,147: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 777: 0 -300 0 777 1,077 777 777: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 0.0 100.0 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.1 0.0 100.0 95.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 3 0 24 26 24 29:
Old : 36: 0 3 0 24 26 24 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 : 47.4 48.4 73.1 63.6 37.9 40.3 51.6 51.0
Old : 47.4 48.4 73.1 63.6 37.9 40.3 51.6 51.0
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 11, 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 : 13,278: 8,733 2,980 5 2,723 9,455 11,461 12,440: 1,817 838
Old : 13,278: 8,733 2,980 5 2,723 9,455 11,461 12,440: 1,817 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -192: -56 -319 5 58 90 7 -224: -199 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 22.4 0.0 20.5 71.2 86.3 93.7: 13.7 6.3
Old : 100.0: 65.8 22.4 0.0 20.5 71.2 86.3 93.7: 13.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 40 17 1 22 24 62 42:
Old : 98: 40 17 1 22 24 62 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 43.7 49.4 62.2 37.3 43.7 49.0 61.9
Old : 37.7 43.7 49.4 62.2 37.3 43.7 49.0 61.9
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 11, 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 : 16,055: 9,086 1,337 56 4,718 13,059 13,860 14,452: 2,195 1,603
Old : 16,055: 9,086 1,337 56 4,718 13,059 13,860 14,452: 2,195 1,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 294: 787 -165 30 -120 232 697 97: -403 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 8.3 0.3 29.4 81.3 86.3 90.0: 13.7 10.0
Old : 100.0: 56.6 8.3 0.3 29.4 81.3 86.3 90.0: 13.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 31 12 2 14 22 46 35:
Old : 76: 31 12 2 14 22 46 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 : 37.4 38.9 54.6 59.3 37.4 38.9 54.6 59.3
Old : 37.4 38.9 54.6 59.3 37.4 38.9 54.6 59.3
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 11, 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 : 165,275: 46,300 10,505 15,331 89,927 126,850 151,558 152,686: 13,717 12,589
Old : 165,275: 46,300 10,505 15,331 89,927 126,850 151,558 152,686: 13,717 12,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 6,101: -1,426 -1,408 3,901 3,146 1,860 5,621 4,353: 480 1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 6.4 9.3 54.4 76.8 91.7 92.4: 8.3 7.6
Old : 100.0: 28.0 6.4 9.3 54.4 76.8 91.7 92.4: 8.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 39 25 35 67 78 126 121:
Old : 152: 39 25 35 67 78 126 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.9 36.0 41.6 14.1 16.5 21.5 25.6
Old : 23.7 29.9 36.0 41.6 14.1 16.5 21.5 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, November 11, 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 : 7,407: 250 250 0 6,957 6,957 7,207 7,207: 200 200
Old : 7,407: 250 250 0 6,957 6,957 7,207 7,207: 200 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 835: 0 100 0 835 735 835 835: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.4 0.0 93.9 93.9 97.3 97.3: 2.7 2.7
Old : 100.0: 3.4 3.4 0.0 93.9 93.9 97.3 97.3: 2.7 2.7
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 : 36: 2 2 0 26 23 28 25:
Old : 36: 2 2 0 26 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 37.1 55.4 62.8 17.2 21.0 26.6 31.3
Old : 34.0 37.1 55.4 62.8 17.2 21.0 26.6 31.3
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 11, 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 : 18,022: 1,280 378 290 15,460 17,279 17,030 17,947: 992 75
Old : 18,022: 1,280 378 290 15,460 17,279 17,030 17,947: 992 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 456: 0 0 1 425 455 426 456: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 2.1 1.6 85.8 95.9 94.5 99.6: 5.5 0.4
Old : 100.0: 7.1 2.1 1.6 85.8 95.9 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 : 54.6 57.6 75.0 79.7 54.6 52.7 67.1 72.8
Old : 54.6 57.6 75.0 79.7 54.6 52.7 67.1 72.8
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 11, 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 : 5,271: 40 335 0 4,695 4,721 4,735 5,056: 536 215
Old : 5,271: 40 335 0 4,695 4,721 4,735 5,056: 536 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 310: -20 0 0 330 280 310 280: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.4 0.0 89.1 89.6 89.8 95.9: 10.2 4.1
Old : 100.0: 0.8 6.4 0.0 89.1 89.6 89.8 95.9: 10.2 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 : 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 : 62.0 69.4 79.0 88.6 37.7 46.2 44.5 54.1
Old : 62.0 69.4 79.0 88.6 37.7 46.2 44.5 54.1
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 11, 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 : 5,750: 0 50 50 5,650 5,600 5,700 5,700: 50 50
Old : 5,750: 0 50 50 5,650 5,600 5,700 5,700: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 15: 0 0 0 15 15 15 15: 0 0
: : :
: : 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 18 24 19 25:
Old : 31: 0 1 1 18 24 19 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 : 47.2 54.2 75.0 76.3 40.4 51.6 65.2 66.3
Old : 47.2 54.2 75.0 76.3 40.4 51.6 65.2 66.3
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 11, 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 : 16,150: 421 159 0 14,881 15,871 15,302 16,030: 848 120
Old : 16,150: 421 159 0 14,881 15,871 15,302 16,030: 848 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 2,290: 60 0 0 2,176 2,261 2,236 2,261: 54 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.0 0.0 92.1 98.3 94.7 99.3: 5.3 0.7
Old : 100.0: 2.6 1.0 0.0 92.1 98.3 94.7 99.3: 5.3 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 : 31: 1 2 0 19 22 20 24:
Old : 31: 1 2 0 19 22 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 : 60.0 70.7 81.4 87.1 58.2 69.3 78.7 83.6
Old : 60.0 70.7 81.4 87.1 58.2 69.3 78.7 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,251: 8 0 177 7,990 8,056 8,175 8,233: 76 18
Old : 8,251: 8 0 177 7,990 8,056 8,175 8,233: 76 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,308: 0 0 -81 1,380 1,371 1,299 1,290: 9 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 2.1 96.8 97.6 99.1 99.8: 0.9 0.2
Old : 100.0: 0.1 0.0 2.1 96.8 97.6 99.1 99.8: 0.9 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 : 30: 1 0 1 23 18 24 19:
Old : 30: 1 0 1 23 18 24 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 : 54.9 50.0 72.5 73.7 49.4 45.4 60.0 63.3
Old : 54.9 50.0 72.5 73.7 49.4 45.4 60.0 63.3
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 11, 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 : 37,075: 3,847 11,946 1,037 30,451 20,826 35,335 33,809: 1,740 3,266
Old : 37,075: 3,847 11,946 1,037 30,451 20,826 35,335 33,809: 1,740 3,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 19: -1,479 0 135 1,404 -240 60 -105: -41 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 32.2 2.8 82.1 56.2 95.3 91.2: 4.7 8.8
Old : 100.0: 10.4 32.2 2.8 82.1 56.2 95.3 91.2: 4.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 3 4 22 26 28 32:
Old : 37: 5 3 4 22 26 28 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 : 42.8 48.5 62.8 66.6 40.7 46.4 60.1 62.6
Old : 42.8 48.5 62.8 66.6 40.7 46.4 60.1 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2007